SSI INVESTMENT MANAGEMENT LLC

Filed: 5/14/2026ACC: 0001172661-26-001838

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 240 equity positions with a total reported market value of $1.45B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

240

Positions

$1.45B

Total AUM (reported)

759.86M

Total Shares

Allocation by class

CORE S&P500 ETF$64.37M4.4%

NOTE 3.000%11/1$56.03M3.9%

NOTE 3.000% 3/0$40.01M2.8%

DEP CONV PFD A$29.16M2.0%

7.25% DEP SHS A$25.29M1.7%

NOTE 0.875%12/0$24.34M1.7%

NOTE 1.250% 6/0$23.89M1.6%

Portfolio Concentration

Top 3$160.41M11.1%

4–10$167.06M11.5%

11–25$253.60M17.5%

Rest$868.55M59.9%

Top 3 weight

11.1%

Top 10 weight

22.6%

Voting Authority Distribution

Total shares with voting rights: 759.86M

Sole

Full voting authority

759.86M

% 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)

Sole240

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings240

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares98.55K

TypeSH

Market value$64.37M

4.44%

Sole

98.55K

Shared

0.00

None

0.00

WESTERN DIGITAL CORP

SOLE

NOTE 3.000%11/1

Shares7.83M

TypeSH

Market value$56.03M

3.86%

Sole

7.83M

Shared

0.00

None

0.00

NEXTERA ENERGY CAP HLDGS INC

SOLE

NOTE 3.000% 3/0

Shares28.84M

TypeSH

Market value$40.01M

2.76%

Sole

28.84M

Shared

0.00

None

0.00

BOEING CO

SOLE

DEP CONV PFD A

Shares449.25K

TypeSH

Market value$29.16M

2.01%

Sole

449.25K

Shared

0.00

None

0.00

ALBEMARLE CORP

SOLE

7.25% DEP SHS A

Shares353.46K

TypeSH

Market value$25.29M

1.74%

Sole

353.46K

Shared

0.00

None

0.00

UBER TECHNOLOGIES INC

SOLE

NOTE 0.875%12/0

Shares20.24M

TypeSH

Market value$24.34M

1.68%

Sole

20.24M

Shared

0.00

None

0.00

LIVE NATION ENTERTAINMENT IN

SOLE

NOTE 2.875% 1/1

Shares21.47M

TypeSH

Market value$23.14M

1.60%

Sole

21.47M

Shared

0.00

None

0.00

ORACLE CORP

SOLE

6.5 DEP CUM SR D

Shares479.94K

TypeSH

Market value$22.06M

1.52%

Sole

479.94K

Shared

0.00

None

0.00

MKS INC.

SOLE

NOTE 1.250% 6/0

Shares13.08M

TypeSH

Market value$21.61M

1.49%

Sole

13.08M

Shared

0.00

None

0.00

WEC ENERGY GROUP INC

SOLE

NOTE 4.375% 6/0

Shares17.81M

TypeSH

Market value$21.46M

1.48%

Sole

17.81M

Shared

0.00

None

0.00

WELLS FARGO & CO

SOLE

PERP PFD CNV A

Shares18.43K

TypeSH

Market value$21.33M

1.47%

Sole

18.43K

Shared

0.00

None

0.00

ISHARES TR

SOLE

IBOXX INV CP ETF

Shares183.05K

TypeSH

Market value$19.95M

1.38%

Sole

183.05K

Shared

0.00

None

0.00

JAZZ INVESTMENTS I LTD

SOLE

NOTE 3.125% 9/1

Shares14.09M

TypeSH

Market value$19.95M

1.38%

Sole

14.09M

Shared

0.00

None

0.00

BANK AMERICA CORP

SOLE

7.25%CNV PFD L

Shares16.31K

TypeSH

Market value$19.42M

1.34%

Sole

16.31K

Shared

0.00

None

0.00

PPL CAP FDG INC

SOLE

NOTE 2.875% 3/1

Shares15.21M

TypeSH

Market value$17.82M

1.23%

Sole

15.21M

Shared

0.00

None

0.00

PG&E CORP

SOLE

NOTE 4.250%12/0

Shares17.12M

TypeSH

Market value$17.73M

1.22%

Sole

17.12M

Shared

0.00

None

0.00

STRATEGY INC

SOLE

NOTE 3/0

Shares19.31M

TypeSH

Market value$16.85M

1.16%

Sole

19.31M

Shared

0.00

None

0.00

VENTAS RLTY LTD PARTNERSHIP

SOLE

NOTE 3.750% 6/0

Shares11.14M

TypeSH

Market value$16.57M

1.14%

Sole

11.14M

Shared

0.00

None

0.00

SNOWFLAKE INC

SOLE

NOTE 10/0

Shares13.83M

TypeSH

Market value$16.34M

1.13%

Sole

13.83M

Shared

0.00

None

0.00

ASCENDIS PHARMA A/S

SOLE

NOTE 2.250% 4/0

Shares10.83M

TypeSH

Market value$15.89M

1.10%

Sole

10.83M

Shared

0.00

None

0.00

J P MORGAN EXCHANGE TRADED F

SOLE

MORTGAGE BACKED

Shares308.71K

TypeSH

Market value$15.74M

1.09%

Sole

308.71K

Shared

0.00

None

0.00

ADVANCED ENERGY INDS

SOLE

NOTE 2.500% 9/1

Shares5.95M

TypeSH

Market value$14.30M

0.99%

Sole

5.95M

Shared

0.00

None

0.00

EQUINOX GOLD CORP

SOLE

NOTE 4.750%10/1

Shares5.91M

TypeSH

Market value$14.25M

0.98%

Sole

5.91M

Shared

0.00

None

0.00

KKR & CO INC

SOLE

6.25 CON SER D

Shares346.11K

TypeSH

Market value$13.88M

0.96%

Sole

346.11K

Shared

0.00

None

0.00

HEWLETT PACKARD ENTERPRISE C

SOLE

7.625 MAND CONV

Shares209.44K

TypeSH

Market value$13.58M

0.94%

Sole

209.44K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	98.55K	SH	$64.37M 4.44%	98.55K
WESTERN DIGITAL CORPSOLE	NOTE 3.000%11/1	7.83M	SH	$56.03M 3.86%	7.83M
NEXTERA ENERGY CAP HLDGS INCSOLE	NOTE 3.000% 3/0	28.84M	SH	$40.01M 2.76%	28.84M
BOEING COSOLE	DEP CONV PFD A	449.25K	SH	$29.16M 2.01%	449.25K
ALBEMARLE CORPSOLE	7.25% DEP SHS A	353.46K	SH	$25.29M 1.74%	353.46K
UBER TECHNOLOGIES INCSOLE	NOTE 0.875%12/0	20.24M	SH	$24.34M 1.68%	20.24M
LIVE NATION ENTERTAINMENT INSOLE	NOTE 2.875% 1/1	21.47M	SH	$23.14M 1.60%	21.47M
ORACLE CORPSOLE	6.5 DEP CUM SR D	479.94K	SH	$22.06M 1.52%	479.94K
MKS INC.SOLE	NOTE 1.250% 6/0	13.08M	SH	$21.61M 1.49%	13.08M
WEC ENERGY GROUP INCSOLE	NOTE 4.375% 6/0	17.81M	SH	$21.46M 1.48%	17.81M
WELLS FARGO & COSOLE	PERP PFD CNV A	18.43K	SH	$21.33M 1.47%	18.43K
ISHARES TRSOLE	IBOXX INV CP ETF	183.05K	SH	$19.95M 1.38%	183.05K
JAZZ INVESTMENTS I LTDSOLE	NOTE 3.125% 9/1	14.09M	SH	$19.95M 1.38%	14.09M
BANK AMERICA CORPSOLE	7.25%CNV PFD L	16.31K	SH	$19.42M 1.34%	16.31K
PPL CAP FDG INCSOLE	NOTE 2.875% 3/1	15.21M	SH	$17.82M 1.23%	15.21M
PG&E CORPSOLE	NOTE 4.250%12/0	17.12M	SH	$17.73M 1.22%	17.12M
STRATEGY INCSOLE	NOTE 3/0	19.31M	SH	$16.85M 1.16%	19.31M
VENTAS RLTY LTD PARTNERSHIPSOLE	NOTE 3.750% 6/0	11.14M	SH	$16.57M 1.14%	11.14M
SNOWFLAKE INCSOLE	NOTE 10/0	13.83M	SH	$16.34M 1.13%	13.83M
ASCENDIS PHARMA A/SSOLE	NOTE 2.250% 4/0	10.83M	SH	$15.89M 1.10%	10.83M
J P MORGAN EXCHANGE TRADED FSOLE	MORTGAGE BACKED	308.71K	SH	$15.74M 1.09%	308.71K
ADVANCED ENERGY INDSSOLE	NOTE 2.500% 9/1	5.95M	SH	$14.30M 0.99%	5.95M
EQUINOX GOLD CORPSOLE	NOTE 4.750%10/1	5.91M	SH	$14.25M 0.98%	5.91M
KKR & CO INCSOLE	6.25 CON SER D	346.11K	SH	$13.88M 0.96%	346.11K
HEWLETT PACKARD ENTERPRISE CSOLE	7.625 MAND CONV	209.44K	SH	$13.58M 0.94%	209.44K

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