SSI INVESTMENT MANAGEMENT LLC

Filed: 2/10/2026ACC: 0001172661-26-000557

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 254 equity positions with a total reported market value of $1.47B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

254

Positions

$1.47B

Total AUM (reported)

789.94M

Total Shares

Allocation by class

CORE S&P500 ETF$67.19M4.6%

NOTE 3.000%11/1$45.23M3.1%

DEP CONV PFD A$36.70M2.5%

NOTE 3.000% 3/0$35.62M2.4%

NOTE 3/1$34.55M2.3%

NOTE 0.875%12/0$30.53M2.1%

NOTE 3.500% 6/0$29.67M2.0%

Portfolio Concentration

Top 3$149.12M10.1%

4–10$182.35M12.4%

11–25$268.25M18.2%

Rest$874.94M59.3%

Top 3 weight

10.1%

Top 10 weight

22.5%

Voting Authority Distribution

Total shares with voting rights: 789.94M

Sole

Full voting authority

789.94M

% of voting shares100.0%

Shared

Joint voting authority

0.00

% of voting shares0.0%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole254

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings254

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares98.10K

TypeSH

Market value$67.19M

4.56%

Sole

98.10K

Shared

0.00

None

0.00

WESTERN DIGITAL CORP

SOLE

NOTE 3.000%11/1

Shares9.87M

TypePRN

Market value$45.23M

3.07%

Sole

9.87M

Shared

0.00

None

0.00

BOEING CO

SOLE

DEP CONV PFD A

Shares528.43K

TypeSH

Market value$36.70M

2.49%

Sole

528.43K

Shared

0.00

None

0.00

NEXTERA ENERGY CAP HLDGS INC

SOLE

NOTE 3.000% 3/0

Shares28.70M

TypePRN

Market value$35.62M

2.42%

Sole

28.70M

Shared

0.00

None

0.00

UBER TECHNOLOGIES INC

SOLE

NOTE 0.875%12/0

Shares23.54M

TypePRN

Market value$30.53M

2.07%

Sole

23.54M

Shared

0.00

None

0.00

MKS INC.

SOLE

NOTE 1.250% 6/0

Shares19.06M

TypePRN

Market value$24.31M

1.65%

Sole

19.06M

Shared

0.00

None

0.00

DUKE ENERGY CORP NEW

SOLE

NOTE 4.125% 4/1

Shares23.12M

TypePRN

Market value$23.82M

1.62%

Sole

23.12M

Shared

0.00

None

0.00

ALBEMARLE CORP

SOLE

7.25% DEP SHS A

Shares395.92K

TypeSH

Market value$23.30M

1.58%

Sole

395.92K

Shared

0.00

None

0.00

SEAGATE HDD CAYMAN

SOLE

NOTE 3.500% 6/0

Shares6.70M

TypePRN

Market value$22.49M

1.53%

Sole

6.70M

Shared

0.00

None

0.00

WELLS FARGO CO NEW

SOLE

PERP PFD CNV A

Shares18.37K

TypeSH

Market value$22.29M

1.51%

Sole

18.37K

Shared

0.00

None

0.00

FORD MTR CO

SOLE

NOTE 3/1

Shares19.88M

TypePRN

Market value$20.65M

1.40%

Sole

19.88M

Shared

0.00

None

0.00

ISHARES TR

SOLE

IBOXX INV CP ETF

Shares183.20K

TypeSH

Market value$20.19M

1.37%

Sole

183.20K

Shared

0.00

None

0.00

SNOWFLAKE INC

SOLE

NOTE 10/0

Shares13.38M

TypePRN

Market value$19.87M

1.35%

Sole

13.38M

Shared

0.00

None

0.00

BANK AMERICA CORP

SOLE

7.25%CNV PFD L

Shares15.88K

TypeSH

Market value$19.85M

1.35%

Sole

15.88K

Shared

0.00

None

0.00

WEC ENERGY GROUP INC

SOLE

NOTE 4.375% 6/0

Shares17.53M

TypePRN

Market value$19.80M

1.34%

Sole

17.53M

Shared

0.00

None

0.00

BRIGHTSPRING HEALTH SVCS INC

SOLE

UNIT 02/01/2027

Shares154.12K

TypeSH

Market value$19.43M

1.32%

Sole

154.12K

Shared

0.00

None

0.00

KKR & CO INC

SOLE

6.25 CON SER D

Shares374.26K

TypeSH

Market value$19.34M

1.31%

Sole

374.26K

Shared

0.00

None

0.00

LIVE NATION ENTERTAINMENT IN

SOLE

NOTE 2.875% 1/1

Shares17.70M

TypePRN

Market value$18.60M

1.26%

Sole

17.70M

Shared

0.00

None

0.00

APOLLO GLOBAL MGMT INC

SOLE

SER A MAND CNV

Shares240.21K

TypeSH

Market value$18.09M

1.23%

Sole

240.21K

Shared

0.00

None

0.00

JAZZ INVESTMENTS I LTD

SOLE

NOTE 3.125% 9/1

Shares12.85M

TypePRN

Market value$17.10M

1.16%

Sole

12.85M

Shared

0.00

None

0.00

PPL CAP FDG INC

SOLE

NOTE 2.875% 3/1

Shares14.91M

TypePRN

Market value$16.36M

1.11%

Sole

14.91M

Shared

0.00

None

0.00

VENTAS RLTY LTD PARTNERSHIP

SOLE

NOTE 3.750% 6/0

Shares11.06M

TypePRN

Market value$15.62M

1.06%

Sole

11.06M

Shared

0.00

None

0.00

ASCENDIS PHARMA A/S

SOLE

NOTE 2.250% 4/0

Shares10.85M

TypePRN

Market value$15.37M

1.04%

Sole

10.85M

Shared

0.00

None

0.00

ON SEMICONDUCTOR CORP

SOLE

NOTE 5/0

Shares11.84M

TypePRN

Market value$14.09M

0.96%

Sole

11.84M

Shared

0.00

None

0.00

HEWLETT PACKARD ENTERPRISE C

SOLE

7.625 MAND CONV

Shares209.90K

TypeSH

Market value$13.88M

0.94%

Sole

209.90K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	98.10K	SH	$67.19M 4.56%	98.10K
WESTERN DIGITAL CORPSOLE	NOTE 3.000%11/1	9.87M	PRN	$45.23M 3.07%	9.87M
BOEING COSOLE	DEP CONV PFD A	528.43K	SH	$36.70M 2.49%	528.43K
NEXTERA ENERGY CAP HLDGS INCSOLE	NOTE 3.000% 3/0	28.70M	PRN	$35.62M 2.42%	28.70M
UBER TECHNOLOGIES INCSOLE	NOTE 0.875%12/0	23.54M	PRN	$30.53M 2.07%	23.54M
MKS INC.SOLE	NOTE 1.250% 6/0	19.06M	PRN	$24.31M 1.65%	19.06M
DUKE ENERGY CORP NEWSOLE	NOTE 4.125% 4/1	23.12M	PRN	$23.82M 1.62%	23.12M
ALBEMARLE CORPSOLE	7.25% DEP SHS A	395.92K	SH	$23.30M 1.58%	395.92K
SEAGATE HDD CAYMANSOLE	NOTE 3.500% 6/0	6.70M	PRN	$22.49M 1.53%	6.70M
WELLS FARGO CO NEWSOLE	PERP PFD CNV A	18.37K	SH	$22.29M 1.51%	18.37K
FORD MTR COSOLE	NOTE 3/1	19.88M	PRN	$20.65M 1.40%	19.88M
ISHARES TRSOLE	IBOXX INV CP ETF	183.20K	SH	$20.19M 1.37%	183.20K
SNOWFLAKE INCSOLE	NOTE 10/0	13.38M	PRN	$19.87M 1.35%	13.38M
BANK AMERICA CORPSOLE	7.25%CNV PFD L	15.88K	SH	$19.85M 1.35%	15.88K
WEC ENERGY GROUP INCSOLE	NOTE 4.375% 6/0	17.53M	PRN	$19.80M 1.34%	17.53M
BRIGHTSPRING HEALTH SVCS INCSOLE	UNIT 02/01/2027	154.12K	SH	$19.43M 1.32%	154.12K
KKR & CO INCSOLE	6.25 CON SER D	374.26K	SH	$19.34M 1.31%	374.26K
LIVE NATION ENTERTAINMENT INSOLE	NOTE 2.875% 1/1	17.70M	PRN	$18.60M 1.26%	17.70M
APOLLO GLOBAL MGMT INCSOLE	SER A MAND CNV	240.21K	SH	$18.09M 1.23%	240.21K
JAZZ INVESTMENTS I LTDSOLE	NOTE 3.125% 9/1	12.85M	PRN	$17.10M 1.16%	12.85M
PPL CAP FDG INCSOLE	NOTE 2.875% 3/1	14.91M	PRN	$16.36M 1.11%	14.91M
VENTAS RLTY LTD PARTNERSHIPSOLE	NOTE 3.750% 6/0	11.06M	PRN	$15.62M 1.06%	11.06M
ASCENDIS PHARMA A/SSOLE	NOTE 2.250% 4/0	10.85M	PRN	$15.37M 1.04%	10.85M
ON SEMICONDUCTOR CORPSOLE	NOTE 5/0	11.84M	PRN	$14.09M 0.96%	11.84M
HEWLETT PACKARD ENTERPRISE CSOLE	7.625 MAND CONV	209.90K	SH	$13.88M 0.94%	209.90K

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