SSI Investment Management

Ssi Investment Management as of June 30, 2016

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 279 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 3.7 $39M 460k 84.70
iShares S&P 500 Index (IVV) 3.6 $38M 179k 210.51
Intel Corp. Jr. Sub. Cv. Deb. conv 3.3 $34M 21M 1.63
Allergan Plc pfd conv ser a 2.6 $27M 32k 831.52
Priceline Grp Inc note 0.350% 6/1 2.3 $24M 21M 1.17
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.3 $24M 18k 1299.29
Bank Of America Corporation preferred (BAC.PL) 1.9 $20M 17k 1194.94
Frontier Communications Corp pfd conv ser-a 1.6 $17M 175k 94.62
iShares Lehman Aggregate Bond (AGG) 1.4 $15M 133k 112.62
Nvidia Corp note 1.000 12/0 1.4 $14M 6.1M 2.33
Holx 2 12/15/43 1.3 $14M 11M 1.21
Citrix Systems Inc conv 1.3 $14M 12M 1.11
Old Republic Intl Corp note 1.3 $14M 11M 1.29
Red Hat Inc conv 1.3 $13M 11M 1.21
Priceline.com debt 1.000% 3/1 1.2 $13M 9.1M 1.39
Spdr S&p 500 Etf (SPY) 1.1 $11M 54k 209.46
Verisign Inc sdcv 3.250% 8/1 1.0 $11M 4.2M 2.52
Illumina Inc. 0.00% June 15, 2019 ccb 1.0 $11M 11M 0.97
Salesforce.com Inc conv 0.9 $9.7M 7.5M 1.29
Starwood Waypoint Residentl note 3.000% 7/0 0.9 $9.7M 8.8M 1.10
Webmd Health Conv Sr Notes conv 0.9 $9.2M 8.4M 1.10
Dominion Res D Ser A Units 6.375% 01-jul-2017 convprf 0.9 $9.1M 176k 51.56
Anthem Inc conv p 0.9 $9.0M 202k 44.73
Tesla Motors Inc bond 0.9 $9.0M 10M 0.88
American Tower Corp New Pfd Co p 0.8 $8.9M 79k 111.91
Spirit Realty Capital Inc convertible cor 0.8 $8.5M 7.9M 1.08
Crown Castle Intl Corp New cnv pfd stk sr a 0.8 $8.3M 69k 121.11
Xilinx Inc Cvt 2.625 6-15-17 convert 0.8 $8.0M 5.0M 1.61
Wpx Energy Inc p 0.8 $7.9M 171k 46.25
Euronet Worldwide Inc Note 1.500%10/0 0.7 $7.7M 6.7M 1.15
Microchip Technology Inc note 1.625% 2/1 0.7 $7.5M 6.7M 1.11
Cheniere Energy Inc note 4.250% 3/1 0.7 $7.4M 13M 0.57
Electronics For Imaging Inc note 0.750% 9/0 0.7 $7.1M 6.6M 1.07
Nextera Energy, Inc. pfd cv 0.7 $6.9M 104k 66.70
Wellpoint Inc Note cb 0.7 $6.9M 3.8M 1.82
Newmont Mining Corp Cvt cv bnd 0.6 $6.7M 6.0M 1.12
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 0.6 $6.6M 222k 29.91
Rpm International Inc convertible cor 0.6 $6.6M 5.7M 1.16
Pennymac Corp conv 0.6 $6.5M 7.0M 0.94
Welltower Inc 6.50% pfd prepet 0.6 $6.5M 97k 67.78
Wright Med Group Inc note 2.000% 2/1 0.6 $6.4M 7.0M 0.91
iShares Russell 1000 Value Index (IWD) 0.6 $6.2M 60k 103.27
Seacor Holding Inc note 3.000 11/1 0.6 $6.1M 7.7M 0.80
Wabash National Corp 3.375 '18 conv 0.6 $6.0M 4.8M 1.25
Endologix, Inc. 3.25% 11/01/2020 0.6 $6.0M 4.6M 1.30
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.6 $6.1M 5.6M 1.09
Rwt 4 5/8 04/15/18 0.6 $5.9M 5.9M 0.99
Keycorp New pfd 7.75% sr a 0.6 $5.8M 45k 129.88
National Health Invs Inc note 0.6 $5.8M 5.2M 1.10
T Mobile Us Inc conv pfd ser a 0.5 $5.6M 77k 73.23
Cemex Sab De Cv conv bnd 0.5 $5.5M 5.3M 1.03
Integra Lifesciences Holdings conv bnd 0.5 $5.5M 3.6M 1.52
Rait Financial Trust note 4.000%10/0 0.5 $5.5M 6.1M 0.90
Envestnet Inc note 1.750%12/1 0.5 $5.5M 6.1M 0.90
Quidel Corp note 3.250%12/1 0.5 $5.4M 5.8M 0.93
Molina Healthcare Inc conv 0.5 $5.3M 4.9M 1.09
51job Inc note 3.250% 4/1 0.5 $5.4M 5.3M 1.02
Jazz Investments I Ltd. conv 0.5 $5.4M 5.0M 1.07
SPDR S&P Oil & Gas Explore & Prod. 0.5 $5.2M 150k 34.81
Ishares Tr fltg rate nt (FLOT) 0.5 $5.2M 104k 50.63
Tesla Motors Inc bond 0.5 $5.1M 6.2M 0.82
Tyson Foods Inc cnv p 0.5 $5.1M 69k 73.94
On Semiconductor Corp note 2.625%12/1 0.5 $5.0M 4.9M 1.03
First Trust Large Cap Core Alp Fnd (FEX) 0.5 $4.9M 109k 45.03
Nuvasive Inc. conv 0.5 $4.9M 3.4M 1.46
Bgc Partners, Inc. note 4.500% 7/1 0.5 $4.9M 4.9M 1.00
Bottomline Tech Del Inc note 1.500%12/0 0.5 $4.7M 4.7M 1.00
Stericycle, Inc. pfd cv 0.5 $4.7M 56k 82.97
Fireeye Series A convertible security 0.5 $4.7M 5.2M 0.90
J2 Global Inc note 3.250% 6/1 0.4 $4.5M 4.1M 1.12
Pra Group Inc conv 0.4 $4.6M 5.9M 0.78
1,375% Liberty Media 15.10.2023 note 0.4 $4.6M 4.7M 0.99
Blucora Inc note 4.250% 4/0 0.4 $4.6M 5.0M 0.92
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.4 $4.6M 4.5M 1.03
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.4 $4.5M 32k 138.91
Spectrum Pharmaceuticals Inc conv 0.4 $4.5M 4.9M 0.92
Huron Consulting Group I 1.25% cvbond 0.4 $4.5M 4.4M 1.02
Starwood Property Trust note 0.4 $4.4M 4.2M 1.04
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.4 $4.3M 4.3M 1.02
Acorda Therap note 1.75% 6/15 0.4 $4.4M 5.0M 0.87
B2gold Corp conv 0.4 $4.4M 4.4M 0.99
Cepheid conv 0.4 $4.4M 5.0M 0.87
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.4 $4.4M 90k 48.25
Interactive Intelligence Gro Note 1.250% 6/0 bond 0.4 $4.4M 4.7M 0.95
Ttm Technologies Inc conv 0.4 $4.3M 4.4M 0.99
iShares Dow Jones US Technology (IYW) 0.4 $4.2M 40k 105.26
Iridium Communications $16.25 perp pfd cnv b 0.4 $4.2M 13k 324.79
Wells Fargo & Co mtnf 0.125% 2/2 0.4 $4.1M 4.0M 1.03
Forestar Group Inc note 0.4 $4.1M 4.5M 0.91
Echo Global Logistics Inc note 2.500% 5/0 0.4 $4.1M 4.3M 0.94
Intel Corp sdcv 0.4 $4.0M 3.1M 1.29
Servicesource Intl 0.4 $3.9M 4.4M 0.89
Fiat Chrysler Auto 0.4 $4.0M 66k 60.09
Servicenow Inc. note 0.4 $3.9M 3.5M 1.11
Nxp Semiconductors N V dbcv 1.000% 12/0 0.4 $3.8M 3.5M 1.09
Exelon Corp 6.5% 01-jun-2017 convprf 0.4 $3.8M 77k 49.11
Meritage Homes Corp conv 0.3 $3.7M 3.7M 0.99
Rti Intl Metals Inc note 1.625%10/1 0.3 $3.6M 3.4M 1.06
Cornerstone Ondemand Inc conv 0.3 $3.7M 3.6M 1.02
Chart Industries 2% conv 0.3 $3.6M 3.9M 0.93
Proofpoint Inc note 1.250%12/1 0.3 $3.6M 2.1M 1.67
Illumina Inc conv 0.3 $3.6M 3.6M 1.00
Albany Molecular Resh Inc note 2.250%11/1 0.3 $3.4M 3.4M 1.02
Yandex N V debt 1.125%12/1 0.3 $3.4M 3.7M 0.93
Encore Capital Group Inc note 0.3 $3.4M 4.8M 0.71
Mercadolibre Inc note 2.250% 7/0 0.3 $3.5M 2.7M 1.26
Microchip Technology Inc sdcv 2.125%12/1 0.3 $3.4M 1.6M 2.10
Meritor Inc conv 0.3 $3.4M 3.0M 1.12
Vector Group Ltd note 1.75% 4/15 0.3 $3.3M 3.0M 1.11
Emergent Biosolutions Inc conv 0.3 $3.4M 3.0M 1.13
Ishares Msci Usa Quality Facto invalid (QUAL) 0.3 $3.3M 49k 66.04
Spectranetics Corp mtnf 2.625% 6/0 0.3 $3.2M 3.6M 0.88
Allscripts Healthcare So conv 0.3 $3.2M 3.2M 1.00
Tcp Cap Corp note 5.250%12/1 0.3 $3.2M 3.1M 1.03
Alza Corp sdcv 7/2 0.3 $3.1M 1.9M 1.66
Stanley Black & Decker Inc Uni p 0.3 $3.1M 27k 116.44
Black Hills Corp unit 99/99/9999 0.3 $3.1M 44k 70.58
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.3 $3.2M 3.0M 1.05
Liberty Media Corp deb 3.500% 1/1 0.3 $3.0M 6.0M 0.51
Interdigital Inc 1.5% 3/1/20 convertible bond 0.3 $3.1M 3.0M 1.04
Micron Technology Inc note 2.125% 2/1 0.3 $2.9M 2.0M 1.45
Herbalife Ltd conv 0.3 $2.9M 3.0M 0.99
Integrated Device Technology note 0.875% 11/1 0.3 $2.9M 3.0M 0.97
Linkedin Corp note 0.500% 11/0 0.3 $3.0M 3.0M 0.99
General Cable Corp Del New frnt 4.500% 11/1 0.3 $2.9M 5.0M 0.57
Take-two Interactive Softwar note 1.000% 7/0 0.3 $2.8M 1.6M 1.79
Liberty Interactive Llc conv 0.3 $2.8M 2.5M 1.12
Insulet Corp note 2.000% 6/1 0.3 $2.9M 3.0M 0.95
Alcoa Inc cnv p 0.3 $2.8M 87k 32.58
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.3 $2.8M 4.0M 0.71
Huntington Bancshares Inc pfd conv ser a 0.3 $2.7M 2.0k 1390.99
Macquarie Infrastructure conv 0.3 $2.7M 2.4M 1.14
Enernoc, Inc. conv 0.3 $2.7M 3.8M 0.71
Rovi Corp Note 0.500% 3/0 bond 0.3 $2.7M 2.8M 0.94
Airtran Hldgs Inc note 5.250%11/0 0.2 $2.6M 944k 2.74
Alexandria Real Estate Equitie conv prf 0.2 $2.6M 75k 34.12
Aegean Marine Petroleum Network note 4.000 11/0 0.2 $2.6M 3.3M 0.80
Encore Cap Group Inc note 3.000% 7/0 0.2 $2.6M 3.4M 0.78
Monster Worldwide Inc note 3.500%10/1 0.2 $2.6M 3.0M 0.86
Broadsoft Inc. 1.5% 07/01/2018 conv 0.2 $2.5M 2.1M 1.16
Yahoo Inc note 12/0 0.2 $2.5M 2.5M 0.99
Resource Capital Corporation note 8.000 1/1 0.2 $2.5M 2.5M 0.98
Canadian Solar Inc note 4.250% 2/1 0.2 $2.5M 3.0M 0.85
First Trust IPOX-100 Index Fund (FPX) 0.2 $2.4M 48k 50.59
Stillwater Mng Co note 1.750%10/1 0.2 $2.4M 2.1M 1.13
Biomarin Pharmaceutical Inc note 1.500%10/1 0.2 $2.4M 2.1M 1.16
Incyte Corp note 0.375%11/1 0.2 $2.4M 1.4M 1.66
Teligent Inc note 3.750 12/1 0.2 $2.4M 2.8M 0.89
Twitter Inc note 1.000% 9/1 0.2 $2.4M 2.8M 0.89
Helix Energy Solutions note 0.2 $2.2M 2.5M 0.86
Amag Pharmaceuticals Inc note 2.500% 2/1 0.2 $2.2M 2.0M 1.10
Ent 2 3/4 2/15/35 convertible bond 0.2 $2.2M 3.0M 0.73
iShares NASDAQ Biotechnology Index (IBB) 0.2 $2.1M 8.1k 257.64
Teva Pharm Finance Llc Cvt cv bnd 0.2 $2.1M 1.7M 1.25
Arcc 4 7/8 03/15/17 0.2 $2.1M 2.0M 1.02
Anadarko Petroleum Corp conv p 0.2 $2.1M 57k 36.66
Cardtronics Inc note 1.000%12/0 0.2 $2.0M 2.0M 1.00
Palo Alto Networks Inc note 7/0 0.2 $2.0M 1.6M 1.27
Brocade Communications conv 0.2 $2.0M 2.0M 0.98
Medicines Company conv 0.2 $2.0M 1.7M 1.18
Teleflex Inc note 3.875% 8/0 0.2 $1.8M 632k 2.89
Fluidigm Corporation convertible cor 0.2 $1.8M 3.1M 0.60
Utilities SPDR (XLU) 0.2 $1.8M 34k 52.40
Db-x Msci Japan Etf equity (DBJP) 0.2 $1.8M 58k 30.84
Fidelity National Finance conv 0.2 $1.8M 863k 2.05
Akamai Technologies Inc Sr Cv zero coupon bonds 0.2 $1.8M 1.8M 0.99
Apple (AAPL) 0.2 $1.6M 17k 95.61
Danaher Corp Del debt 0.1 $1.5M 524k 2.93
iShares Dow Jones US Financial (IYF) 0.1 $1.5M 18k 86.03
Tesla Mtrs Inc note 1.500% 6/0 0.1 $1.5M 903k 1.69
Alphabet Inc Class A cs (GOOGL) 0.1 $1.6M 2.2k 703.30
iShares Russell Midcap Value Index (IWS) 0.1 $1.4M 19k 74.30
Nuance Communications 0.1 $1.4M 1.5M 0.96
iShares Dow Jones US Real Estate (IYR) 0.1 $1.3M 16k 82.38
JPMorgan Chase & Co. (JPM) 0.1 $1.3M 21k 62.10
Kimberly-Clark Corporation (KMB) 0.1 $1.2M 8.7k 137.48
Laboratory Corp Amer Hldgs debt 0.1 $1.2M 669k 1.74
Royal Gold Inc conv 0.1 $1.2M 1.1M 1.06
Microsoft Corporation (MSFT) 0.1 $1.0M 20k 51.13
Johnson & Johnson (JNJ) 0.1 $996k 8.2k 121.26
Allegheny Technologies Inc note 4.750% 7/0 0.1 $1.1M 1.0M 1.06
Exxon Mobil Corporation (XOM) 0.1 $817k 8.7k 93.80
Pfizer (PFE) 0.1 $880k 25k 35.20
General Electric Company 0.1 $839k 27k 31.40
Citigroup (C) 0.1 $871k 21k 42.39
Facebook Inc cl a (META) 0.1 $812k 7.1k 114.75
Medicines Co dbcv 1.375% 6/0 0.1 $801k 598k 1.34
Loews Corporation (L) 0.1 $680k 17k 41.11
Berkshire Hathaway (BRK.B) 0.1 $679k 4.7k 144.99
At&t (T) 0.1 $734k 17k 43.34
Procter & Gamble Company (PG) 0.1 $739k 8.7k 84.93
Bank of America Corporation (BAC) 0.1 $608k 46k 13.20
Coca-Cola Company (KO) 0.1 $609k 13k 45.33
Home Depot (HD) 0.1 $597k 4.7k 127.51
Wells Fargo & Company (WFC) 0.1 $647k 14k 47.28
Verizon Communications (VZ) 0.1 $655k 12k 55.59
UnitedHealth (UNH) 0.1 $614k 4.4k 140.76
Amazon (AMZN) 0.1 $676k 944.00 716.10
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.1 $663k 656k 1.01
Chevron Corporation (CVX) 0.1 $474k 4.5k 104.89
Altria (MO) 0.1 $524k 7.6k 68.97
Pepsi (PEP) 0.1 $480k 4.6k 105.24
Oracle Corporation (ORCL) 0.1 $486k 12k 40.85
Ramco-gershenson Pptys Tr perp pfd-d cv 0.1 $573k 8.2k 70.14
Wells Fargo & Co mtnf 0.125% 3/1 0.1 $494k 515k 0.96
Amtrust Finl Svcs Inc note 2.750%12/1 0.1 $486k 631k 0.77
Priceline Group Inc/the conv 0.1 $564k 558k 1.01
Cisco Systems (CSCO) 0.0 $423k 15k 28.71
Intel Corporation (INTC) 0.0 $404k 12k 32.73
McKesson Corporation (MCK) 0.0 $376k 2.0k 187.72
Amgen (AMGN) 0.0 $401k 2.6k 152.07
Merck & Co (MRK) 0.0 $410k 7.1k 57.73
Lowe's Companies (LOW) 0.0 $422k 5.3k 79.50
Celgene Corporation 0.0 $463k 4.7k 99.14
Cien 4 12/15/20 0.0 $428k 340k 1.26
Medtronic (MDT) 0.0 $368k 4.2k 87.12
Comcast Corporation (CMCSA) 0.0 $318k 4.9k 65.06
MasterCard Incorporated (MA) 0.0 $308k 3.5k 88.23
Suntrust Banks Inc $1.00 Par Cmn 0.0 $344k 8.4k 41.16
Costco Wholesale Corporation (COST) 0.0 $264k 1.7k 157.42
FedEx Corporation (FDX) 0.0 $358k 2.4k 152.34
McDonald's Corporation (MCD) 0.0 $274k 2.3k 119.23
Abbott Laboratories (ABT) 0.0 $276k 7.0k 39.58
Walt Disney Company (DIS) 0.0 $307k 3.1k 97.52
3M Company (MMM) 0.0 $290k 1.6k 176.83
Union Pacific Corporation (UNP) 0.0 $322k 3.7k 88.00
Raytheon Company 0.0 $355k 2.6k 136.85
CVS Caremark Corporation (CVS) 0.0 $295k 3.1k 96.06
Thermo Fisher Scientific (TMO) 0.0 $276k 1.9k 146.89
Aetna 0.0 $264k 2.2k 122.68
Honeywell International (HON) 0.0 $269k 2.3k 116.50
Philip Morris International (PM) 0.0 $285k 2.8k 101.21
Schlumberger (SLB) 0.0 $318k 4.0k 79.12
Gilead Sciences (GILD) 0.0 $329k 4.0k 83.23
TJX Companies (TJX) 0.0 $286k 3.7k 77.38
General Dynamics Corporation (GD) 0.0 $305k 2.2k 140.04
Visa (V) 0.0 $308k 4.2k 74.22
MetLife (MET) 0.0 $297k 7.4k 40.10
General Motors Company (GM) 0.0 $261k 9.2k 28.40
Intercontinental Exchange (ICE) 0.0 $295k 1.2k 256.52
Sunpower Corp dbcv 0.750% 6/0 0.0 $362k 381k 0.95
First Trust Iv Enhanced Short (FTSM) 0.0 $281k 4.7k 59.86
Allergan 0.0 $346k 1.5k 231.13
Time Warner 0.0 $213k 2.9k 74.06
Wal-Mart Stores (WMT) 0.0 $253k 3.5k 73.27
CBS Corporation 0.0 $218k 4.0k 54.46
Boeing Company (BA) 0.0 $209k 1.6k 129.41
Electronic Arts (EA) 0.0 $200k 2.7k 75.27
E.I. du Pont de Nemours & Company 0.0 $201k 3.1k 64.67
Kroger (KR) 0.0 $251k 6.8k 36.66
Lockheed Martin Corporation (LMT) 0.0 $204k 829.00 246.08
Allstate Corporation (ALL) 0.0 $221k 3.2k 70.09
ConocoPhillips (COP) 0.0 $254k 5.8k 43.53
General Mills (GIS) 0.0 $258k 3.6k 70.98
Nike (NKE) 0.0 $220k 4.0k 55.17
Texas Instruments Incorporated (TXN) 0.0 $243k 3.9k 62.73
United Technologies Corporation 0.0 $239k 2.3k 103.46
Qualcomm (QCOM) 0.0 $213k 4.0k 53.52
Delta Air Lines (DAL) 0.0 $251k 6.9k 36.16
Invesco (IVZ) 0.0 $213k 8.2k 25.93
Key (KEY) 0.0 $257k 23k 11.03
Lam Research Corporation (LRCX) 0.0 $200k 2.4k 83.51
iShares Dow Jones US Energy Sector (IYE) 0.0 $251k 6.6k 38.32
Mondelez Int (MDLZ) 0.0 $250k 5.5k 45.42
Abbvie (ABBV) 0.0 $256k 4.2k 61.63
Prospect Capital Corporati mtnf 5.375% 0.0 $172k 170k 1.01
American Airls (AAL) 0.0 $237k 8.4k 28.31
Consolidated Tomoka Ld Co note 4.500% 3/1 0.0 $235k 250k 0.94
Xerox Corporation 0.0 $138k 15k 9.37
ON Semiconductor (ON) 0.0 $142k 16k 8.84
Starwood Ppty note 4.0% 1/15/ 0.0 $76k 72k 1.06
Janus Capital conv 0.0 $78k 57k 1.37
Biomarin Pharmaceutical Inc note 0.750%10/1 0.0 $106k 95k 1.12
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.0 $118k 126k 0.94
Ares Capital Corp conv 0.0 $104k 100k 1.04
Jefferies Group Inc New dbcv 3.875%11/0 0.0 $51k 50k 1.02
Mentor Graphics 4% 2031 conv 0.0 $18k 17k 1.06
Cobalt Intl Energy Inc note 0.0 $45k 119k 0.38
Micron Technology Inc note 1.625% 2/1 0.0 $31k 22k 1.41