SSI Investment Management

Latest statistics and disclosures from Ssi Investment Management's latest quarterly 13F-HR filing:

Companies in the Ssi Investment Management portfolio as of June 2017 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
iShares S&P; 500 Index (IVV) 2.89 134668 +7% 243.40
Allergan Plc pfd conv ser a 2.71 35399 +2% 867.00
Intel Corp. Jr. Sub. Cv. Deb. conv 2.39 16.43M -10% 1.65
Priceline Grp Inc note 0.350% 6/1 2.23 17.18M -17% 1.47
Novellus Systems, Inc. note 2.625% 5/1 2.01 5.45M -2% 4.17
Wells Fargo & Company Non-cum Perpet cnv 1.90 16386 +4% 1310.94
Bank Of America Corporation preferred 1.75 15679 +3% 1261.94
Priceline.com debt 1.000% 3/1 1.44 8.26M -11% 1.97
Holx 2 12/15/43 1.38 12.37M +6% 1.26
Anthem Inc conv pfd 1.38 298022 +2% 52.43
Citrix Systems Inc conv 1.35 12.78M -2% 1.20
Lam Research Corp conv 1.29 6.28M -22% 2.33
Becton Dickinson & Co pfd shs conv a 1.27 262445 NEW 54.63
Intel Corp sdcv 1.25 10.85M +17% 1.31
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 1.15 9.72M 1.34
Wellpoint Inc Note cb 1.14 5.01M +5% 2.58
Weatherford Intl Ltd Note 5.875% 7/0 bond 1.09 12.19M +3% 1.01
Red Hat Inc conv 1.05 8.61M -2% 1.38
Microchip Technology Inc note 1.625% 2/1 1.05 7.90M -6% 1.50
Starwood Waypoint Residentl note 3.000% 7/0 1.01 9.66M 1.19
Illumina Inc. 0.00% June 15, 2019 ccb 0.98 10.94M +6% 1.01
iShares Lehman Aggregate Bond (AGG) 0.89 91796 +6% 109.49
Quidel Corp note 3.250%12/1 0.89 9.07M +45% 1.11
Ttm Technologies Inc conv 0.87 5.23M 1.88
Welltower Inc 6.50% pfd prepet 0.85 145015 +24% 66.27
Herbalife Ltd conv 0.84 9.12M +7% 1.04
Verisign Inc sdcv 3.250% 8/1 0.82 3.43M +5% 2.72
Tesla Motors Inc bond 0.82 8.20M +6% 1.14
Cheniere Energy Inc note 4.250% 3/1 0.81 13.34M 0.69
Micron Technology Inc note 2.125% 2/1 0.80 3.31M +3% 2.75
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 0.79 9.86M +41% 0.91
Old Republic Intl Corp note 0.76 6.78M 1.27
Priceline Group Inc/the conv 0.75 7.45M +830% 1.14
Yahoo Inc note 12/0 0.73 7.26M +179% 1.14
Macquarie Infrastructure conv 0.72 7.35M 1.11
Nuvasive Inc note 2.250% 3/1 0.71 5.85M +2% 1.38
Nextera Energy Inc unit 08/31/2018 0.68 119880 +5% 63.83
Illumina Inc conv 0.67 7.21M +94% 1.06
Starwood Property Trust note 0.66 6.86M +7% 1.09
Tesla Motors Inc bond 0.65 6.45M +3% 1.15
Pennymac Corp conv 0.65 7.40M 0.99
Molina Healthcare Inc conv 0.64 5.62M -7% 1.28
Webmd Health Conv Sr Notes conv 0.60 6.58M +11% 1.03
T Mobile Us Inc conv pfd ser a 0.60 69370 +3% 98.54
51job Inc note 3.250% 4/1 0.59 5.67M 1.17
Rpm International Inc convertible cor 0.58 5.60M +2% 1.18
Envestnet Inc note 1.750%12/1 0.57 6.63M 0.98
J2 Global Inc note 3.250% 6/1 0.56 4.59M 1.37
Wright Med Group Inc note 2.000% 2/1 0.56 5.74M +12% 1.11
Medicines Company 2.750000 07/15/2023 bond 0.56 6.02M NEW 1.05
Trinity Inds Inc note 3.875% 6/0 0.55 4.99M +3% 1.25
Seacor Holding Inc note 3.000 11/1 0.55 7.42M 0.84
Thrx 2 1/8 01/15/23 0.52 6.50M +116% 0.91
1,375% Liberty Media 15.10.2023 note 0.51 4.87M +4% 1.18
Meritor Inc conv 0.50 3.31M 1.70
Ishares Tr fltg rate nt 0.49 109714 +7% 50.92
Rait Financial Trust note 4.000%10/0 0.49 5.90M 0.94
Salesforce.com Inc conv 0.49 4.18M +2% 1.32
Emergent Biosolutions Inc conv 0.49 4.30M +30% 1.29
American Tower Corp cnv pfd 0.49 45600 NEW 120.53
Rwt 4 5/8 04/15/18 0.48 5.35M 1.01
Jazz Investments I Ltd. conv 0.48 5.04M +20% 1.09
Nvidia Corp note 1.000 12/0 0.47 744000 -54% 7.17
On Semiconductor Corp Note 1.000%12/0 bond 0.47 5.15M +3% 1.04
SPDR S&P; 500 ETF (SPY) 0.46 21663 -17% 241.93
Cemex Sab De Cv conv bnd 0.46 4.35M +13% 1.19
Jds Uniphase Corp conv 0.46 4.75M +4% 1.10
Live Nation Entertainmen conv 0.46 4.59M +8% 1.14
Liberty Media Corp deb 3.500% 1/1 0.45 9.42M 0.54
Iridium Communications $16.25 perp pfd cnv b added 0.45 13507 377.58
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.45 2.93M +2% 1.75
Veeco Instrs Inc Del note 2.700% 1/1 0.45 5.00M +88% 1.02
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.44 4.30M +9% 1.15
Liberty Interactive Llc Deb 1.750% 9/3 bond 0.44 4.33M +80% 1.14
75508b 20 3 Rayonier Advanced Matls Inc Pfd Cv Ser A rayonier advanced matls 0.44 42654 117.46
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.43 4.86M +2% 1.01
Acorda Therap note 1.75% 6/15 0.43 5.68M +58% 0.86
Dycom Inds Inc Note 0.750% 9/1 bond 0.43 4.19M +2% 1.16
First Trust Large Cap Core Alp Fnd (FEX) 0.42 89048 +7% 53.15
Kb Home note 0.42 4.41M NEW 1.07
Blackstone Mtg Tr Inc Note cb 0.42 4.13M 1.16
B2gold Corp conv 0.42 4.53M 1.05
Encore Cap Group Inc note 3.000% 7/0 0.42 4.44M 1.07
Clovis Oncology Inc note 2.500% 9/1 0.42 2.78M -14% 1.69
Dominion Resource pfd 0.42 94655 NEW 50.26
Forestar Group Inc note 0.41 4.50M 1.02
Allscripts Healthcare So conv 0.41 4.59M +117% 1.01
First Tr Exchange Traded Fd fst low mtg etf 0.41 89860 +115% 52.10
Wells Fargo & Co mtnf 0.125% 2/2 0.41 4.79M 0.96
Navistar Intl Corp conv 0.41 4.75M +49% 0.97
Electronics For Imaging Inc note 0.750% 9/0 0.41 4.36M +6% 1.07
Wright Medical Group Nv 2.25 20211115 0.41 3.26M NEW 1.41
Rti Intl Metals Inc note 1.625%10/1 0.39 4.12M -4% 1.07
Amag Pharmaceuticals Inc note 2.500% 2/1 0.38 4.50M NEW 0.96
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 0.38 4.00M NEW 1.09
Chart Industries 2% conv 0.37 4.25M 0.99
Euronet Worldwide Inc Note 1.500%10/0 Added 0.37 3.26M 1.28
Two Hbrs Invt Corp note 6.250% 1/1 0.37 3.98M NEW 1.05
Insulet Corp note 2.000% 6/1 0.36 3.37M 1.21
Medidata Solutions Inc conv 0.36 2.88M -3% 1.40
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.36 95415 +3% 43.30
Theravance Biopharma Inc note 3.250%11/0 0.36 3.01M 1.35
General Cable Corp Del New frnt 4.500% 11/1 0.35 5.29M 0.75
Bottomline Tech Del Inc note 1.500%12/0 0.35 3.90M 1.01
Ares Capital Corp conv 0.35 3.86M +45% 1.03
Enernoc, Inc. conv 0.35 4.05M 0.99
Renewable Energy Group Inc note 4.000% 6/1 0.35 2.91M NEW 1.35
Biomarin Pharmaceutical Inc note 1.500%10/1 0.34 3.23M +8% 1.19
Pra Group Inc conv 0.34 4.00M -25% 0.95
Finisar Corp note 0.500%12/1 0.34 3.46M +2% 1.11
Proofpoint Inc note 1.250%12/1 0.34 1.75M 2.22
Yandex N V debt 1.125%12/1 0.34 3.97M 0.97
Pandora Media Inc note 1.750%12/0 0.34 4.00M -26% 0.95
Tesla Inc convertible security 0.33 3.00M 1.26
iShares Russell 1000 Value Index (IWD) 0.32 30912 -33% 116.43
Black Hills Corp unit 99/99/9999 0.32 49092 +9% 73.78
Depomed Inc conv 0.31 4.00M +100% 0.88
Stanley Black & Decker Inc unit 05/15/2020 0.31 32340 NEW 108.04
Knowles Corp note 3.250%11/0 0.31 3.00M NEW 1.18
Echo Global Logistics Inc note 2.500% 5/0 0.30 3.56M 0.95
Proofpoint Inc dbcv 0.750% 6/1 0.30 2.78M +13% 1.24
Virtus Investment Partners convertible preferred security 0.30 33501 100.59
Servicenow Inc. note 0.29 2.22M -37% 1.46
Webmd Health Corp 1.5% cnvrtbnd 0.29 2.59M 1.27
Nuance Communications Inc Dbcv 1.00012/1 Added 0.29 3.46M +9% 0.96
Silver Standard Resources Inc note 2.875 2/0 added 0.29 3.39M 0.97
Aegean Marine Petroleum Network note 4.000 11/0 0.28 3.30M 0.97
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.28 2.94M +2% 1.06
Teligent Inc note 3.750 12/1 0.28 3.00M 1.07
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.27 2.88M +7% 1.05
Horizon Pharma Plc convertible security 0.27 3.50M +5% 0.86
Take-two Interactive Softwar note 1.000% 7/0 0.26 876000 +2% 3.40
Tcp Cap Corp note 5.250%12/1 0.26 2.75M 1.06
Interdigital Inc 1.5% 3/1/20 convertible bond 0.26 2.44M -49% 1.21
Integrated Device Tech conv 0.26 2.76M +2% 1.06
Huntington Bancshares Inc pfd conv ser a 0.25 1969 +2% 1443.88
Wabash National Corp 3.375 '18 conv 0.25 1.50M 1.92
Endologix, Inc. 3.25% 11/01/2020 0.25 3.26M 0.86
Harmonic Inc note 4.000 12/0 added 0.25 2.50M 1.15
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.24 2.43M 1.10
Spectranetics Corp mtnf 2.625% 6/0 0.24 2.00M -65% 1.35
Sunpower Corp dbcv 4.000% 1/1 0.24 3.20M 0.86
Helix Energy Solutions note 0.23 2.65M 0.99
Impax Laboratories Inc conv 0.23 3.00M 0.85
ProShares Short 20+ Year Treasury ETF (TBF) 0.22 110000 22.48
Spirit Realty Capital Inc convertible cor 0.22 2.50M -68% 0.99
Ishares Tr cur hdg ms emu 0.22 86051 +4% 29.33
Resource Capital Corporation note 8.000 1/1 added 0.22 2.41M 1.03
Anadarko Petroleum Corp conv pfd 0.22 61365 +3% 40.84
Wpx Energy Inc pfd 0.21 50000 -57% 46.74
Aceto Corp note 2.000 11/0 added 0.20 2.42M 0.92
Qiagen stock 0.20 1.80M NEW 1.23
Newmont Mining Corp Cvt cv bnd 0.19 2.17M 1.00
Fidelity National Finance conv 0.19 827000 2.54
American Rlty Cap Pptys Inc note 3.000% 8/0 0.19 2.19M NEW 1.00
Palo Alto Networks Inc note 7/0 0.19 1.67M +4% 1.31
Alphabet Inc Class A cs 0.18 2153 930.33
Blackstone Mtg Tr Inc note 4.375% 5/0 0.18 2.00M NEW 1.02
iShares Dow Jones US Technology (IYW) 0.17 14054 -32% 139.68
Powershares Senior Loan Portfo mf 0.17 85600 +5% 23.15
Huron Consulting Group I 1.25% cvbond 0.17 2.00M 0.96
Ezcorp Inc sr unsecured 06/19 2.625 0.17 2.00M NEW 0.96
Oasis Pete Inc New Note 2.625% 9/1 bond 0.17 1.94M 0.98
Arconic 0.17 53853 -40% 35.73
Apple (AAPL) 0.16 12236 144.08
Synchronoss Technologies conv 0.16 2.00M NEW 0.93
Danaher Corp Del debt 0.15 511000 3.22
Utilities SPDR (XLU) 0.15 32072 51.98
Ishares Inc core msci emkt 0.15 35103 +7% 50.02
Ishares Core Msci Eafe Etf core msci eafe 0.15 27095 NEW 60.93
Encore Capital Group Inc note 0.15 1.83M 0.95
National Health Invs Inc note 0.14 1.40M -2% 1.16
Mercadolibre Inc note 2.250% 7/0 0.14 785000 -42% 2.02
Unisys Corp note 5.500% 3/0 0.13 967000 NEW 1.53
Microsoft Corporation (MSFT) 0.12 19297 68.92
Energy Select Sector SPDR (XLE) 0.12 20587 +7% 64.90
iShares Dow Jones US Real Estate (IYR) 0.12 17149 79.77
Citigroup Inc 0.12 19536 66.80
Fireeye Series B convertible security 0.12 1.50M 0.91
Macquarie Infrastructure Cor Note 2.00010/0 Added 0.12 1.32M 1.00
JPMorgan Chase & Co. (JPM) 0.11 13678 91.39
Ent 2 3/4 2/15/35 convertible bond 0.11 2.00M 0.64
Dynegy Inc unit 07/01/20191 0.11 20000 NEW 60.90
Blackrock Capital Investment Note 5.000 6/1 Added 0.11 1.25M NEW 1.02
Kimberly-Clark Corporation (KMB) 0.10 8685 129.07
Laboratory Corp Amer Hldgs debt 0.10 518000 2.08
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 0.10 75000 -60% 14.52
Johnson & Johnson (JNJ) 0.09 7774 132.11
Amazon (AMZN) 0.09 994 +6% 970.82
Ramco-gershenson Pptys Tr perp pfd-d cv 0.09 18912 51.98
Facebook Inc cl a 0.09 6894 150.71
Proshares Ultrashort 20+y Tr etf 0.08 24635 35.88
Micron Technology Inc conv 0.08 833000 +56% 1.13
Twitter Inc note 1.000% 9/1 0.08 1000000 0.92
Loews Corporation (L) 0.07 16540 46.80
Microchip Technology Inc sdcv 2.125%12/1 0.07 254000 -76% 3.26
Bank of America Corporation (BAC) 0.07 31553 24.28
Berkshire Hathaway (BRK.B) 0.07 4489 169.30
Pfizer (PFE) 0.07 23823 33.58
General Electric Company (GE) 0.07 27869 26.98
Procter & Gamble Company (PG) 0.07 8459 87.36
UnitedHealth (UNH) 0.07 4164 185.16
First Trust Health Care AlphaDEX Fd (FXH) 0.07 12341 NEW 66.85
Royal Gold Inc conv 0.07 759000 1.08
Micron Technology Inc note 1.625% 2/1 0.07 299000 +34% 2.72
Nuance Communications 0.07 798000 +75% 1.03
Medicines Company conv 0.07 609000 -34% 1.30
Pdl Biopharma Inc note 2.750 12/0 added 0.07 950000 0.89
Novavax Inc note 3.750% 2/0 0.07 1.88M 0.43
Exxon Mobil Corporation (XOM) 0.06 8174 80.50
Home Depot (HD) 0.06 4462 153.74
iShares Dow Jones US Basic Mater. (IYM) 0.06 7446 89.31
Ishares Inc em mkt min vol 0.06 12406 55.30
Spirit Rlty Cap Inc New Note cb 0.06 733000 0.99
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.06 656000 1.00
Akamai Technologies Inc Sr Cv zero coupon bonds 0.06 728000 -79% 0.98
Dte Energy Co conv pfd 0.06 12355 NEW 54.23
Coca-Cola Company (KO) 0.05 12965 44.81
AT&T; (T) 0.05 16016 37.71
Wells Fargo & Company (WFC) 0.05 9666 55.04
Intel Corporation (INTC) 0.05 15803 33.79
Verizon Communications (VZ) 0.05 13877 44.68
Altria (MO) 0.05 7387 74.73
Oracle Corporation (ORCL) 0.05 10824 50.17
Celgene Corporation (CELG) 0.05 4540 129.96
Db-x Msci Japan Etf equity 0.05 14827 38.98
Epr Properties Pfd C 5.75% 0.05 21992 27.96
Workday Inc conv 0.05 505000 NEW 1.23
Consolidated Tomoka Ld Co note 4.500% 3/1 0.05 517000 1.03
MasterCard Incorporated (MA) 0.04 3335 121.44
Suntrust Banks Inc $1.00 Par Cmn 0.04 8132 56.44
FedEx Corporation (FDX) 0.04 2238 217.61
Chevron Corporation (CVX) 0.04 4109 104.65
Cisco Systems (CSCO) 0.04 14437 31.31
Raytheon Company (RTN) 0.04 2525 161.58
Amgen (AMGN) 0.04 2568 172.12
Merck & Co (MRK) 0.04 6897 63.65
Pepsi (PEP) 0.04 4328 115.30
iShares MSCI EAFE Index Fund (EFA) 0.04 7590 NEW 65.09
General Dynamics Corporation (GD) 0.04 2077 198.84
Key (KEY) 0.04 22650 18.76
iShares Russell Midcap Value Index (IWS) 0.04 5295 -67% 84.42
Cien 4 12/15/20 0.04 325000 1.41
First Trust Iv Enhanced Short 0.04 8173 60.08
Inphi Corp note 1.125%12/0 0.04 432000 -86% 1.12
Helix Energy Solutions Grp I note 4.250% 5/0 0.04 452000 0.92
Horizon Global Corp note 2.750% 7/0 0.04 424000 0.95
Comcast Corporation (CMCSA) 0.03 9327 39.03
New York Cmnty Cap Tr V unit 99/99/9999 0.03 7500 NEW 51.07
McDonald's Corporation (MCD) 0.03 2228 152.15
Abbott Laboratories (ABT) 0.03 6602 48.77
Walt Disney Company (DIS) 0.03 3060 106.54
3M Company (MMM) 0.03 1566 207.54
Union Pacific Corporation (UNP) 0.03 3487 108.98
Boeing Company (BA) 0.03 1537 199.09
Thermo Fisher Scientific (TMO) 0.03 1828 175.05
Aetna (AET) 0.03 2097 152.60
Honeywell International (HON) 0.03 2244 133.24
Philip Morris International (PM) 0.03 2732 117.86
Texas Instruments Incorporated (TXN) 0.03 3776 76.80
Visa (V) 0.03 3822 93.93
Delta Air Lines (DAL) 0.03 6652 53.67
Alza Corp sdcv 7/2 0.03 157000 1.82
Ares Capital Corporation (ARCC) 0.03 18331 16.47
Lam Research Corporation (LRCX) 0.03 2333 142.31
MetLife (MET) 0.03 7063 54.93
Abbvie 0.03 3968 72.08
Intercontinentalexchange 0.03 5483 66.39
Medtronic 0.03 4038 89.40
Allergan 0.03 1459 244.00
Time Warner (TWX) 0.02 2745 100.55
Discover Financial Services (DFS) 0.02 3216 62.19
Costco Wholesale Corporation (COST) 0.02 1629 158.99
Wal-Mart Stores (WMT) 0.02 3264 76.29
CBS Corporation (CBS) 0.02 3892 63.46
International Paper Company (IP) 0.02 3852 56.85
Western Digital (WDC) 0.02 2330 NEW 88.84
E.I. du Pont de Nemours & Company (DD) 0.02 3019 80.49
Everest Re Group Ltd. 0.02 933 255.09
CVS Caremark Corporation (CVS) 0.02 2889 79.96
Lockheed Martin Corporation (LMT) 0.02 808 274.75
ConocoPhillips (COP) 0.02 5673 44.07
NIKE (NKE) 0.02 3878 59.05
Schlumberger (SLB) 0.02 3889 65.57
United Technologies Corporation (UTX) 0.02 2247 122.39
QUALCOMM (QCOM) 0.02 3837 54.99
Biogen Idec (BIIB) 0.02 770 271.43
Gilead Sciences (GILD) 0.02 3847 70.70
TJX Companies (TJX) 0.02 3591 71.85
Lowe's Companies (LOW) 0.02 2823 77.93
Pioneer Natural Resources (PXD) 0.02 1353 159.65
priceline.com Incorporated (PCLN) 0.02 142 1887.32
ON Semiconductor (ONNN) 0.02 15630 14.08
Invesco Ltd shs 0.02 7994 35.40
EQT Corporation (EQT) 0.02 3724 58.54
SPDR S&P; Retail (XRT) 0.02 5242 -50% 40.82
American International (AIG) 0.02 3337 62.93
Nxp Semiconductors N V 0.02 2165 109.93
iShares Dow Jones US Energy Sector (IYE) 0.02 6550 35.57
Eaton 0.02 2769 78.01
Wells Fargo & Co mtnf 0.125% 3/1 0.02 182000 0.97
Incyte Corp note 0.375%11/1 0.02 84000 -90% 2.45
Ford Motor Company (F) 0.01 12610 11.10
Prospect Capital Corporati mtnf 5.375% 0.01 118000 1.01
Starwood Ppty note 4.0% 1/15/ 0.01 72000 1.14
Al Us conv 0.01 85000 -13% 1.39
Ares Capital Corporation convertible cor 0.01 100000 1.01
Biomarin Pharmaceutical Inc note 0.750%10/1 0.01 72000 -6% 1.11
American Rlty Cap Pptys Inc note 3.750%12/1 0.01 70000 1.03
Greenbrier Co Inc conv bnd 0.00 32000 1.38
Janus Capital conv 0.00 33000 1.45

Past 13F-HR SEC Filings by Ssi Investment Management

View All Filings