SSI Investment Management

Latest statistics and disclosures from SSI INVESTMENT MANAGEMENT's latest quarterly 13F-HR filing:

SSI INVESTMENT MANAGEMENT portfolio companies for June 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
iShares iBoxx $ High Yid Corp Bond (HYG) 3.73 460000 +61.00% 84.70 90.34
iShares S&P; 500 Index (IVV) 3.60 178578 +10.00% 210.51 205.96
Intel Corp. Jr. Sub. Cv. Deb. conv 3.26 20.86M 1.63 0.00
Allergan Plc pfd conv ser a 2.58 32431 +11.00% 831.52 0.00
Priceline Grp Inc note 0.350% 6/1 2.31 20.59M +12.00% 1.17 0.00
Wells Fargo & Company Non-cum Perpet cnv 2.26 18156 1299.29 0.00
Bank Of America Corporation preferred 1.92 16759 1194.94 0.00
Frontier Communications Corp pfd conv ser-a 1.59 175355 94.62 0.00
iShares Lehman Aggregate Bond (AGG) 1.43 132661 +19.00% 112.62 110.29
Nvidia Corp note 1.000 12/0 1.36 6.11M 2.33 0.00
Holx 2 12/15/43 1.33 11.45M 1.21 0.00
Citrix Systems Inc conv 1.32 12.44M 1.11 0.00
Old Republic Intl Corp note 1.30 10.47M -2.00% 1.29 0.00
Red Hat Inc conv 1.28 11.04M +7.00% 1.21 0.00
Priceline.com debt 1.000% 3/1 1.22 9.13M -4.00% 1.39 0.00
SPDR S&P; 500 ETF (SPY) 1.09 54168 209.46 205.25
Verisign Inc sdcv 3.250% 8/1 1.01 4.19M -3.00% 2.52 0.00
Illumina Inc. 0.00% June 15, 2019 ccb 1.00 10.78M -7.00% 0.97 0.00
Salesforce.com Inc conv 0.93 7.54M -2.00% 1.29 0.00
Starwood Waypoint Residentl note 3.000% 7/0 0.93 8.78M +46.00% 1.10 0.00
Webmd Health Conv Sr Notes conv 0.88 8.36M +558.00% 1.10 0.00
Dominion Res D Ser A Units 6.375% 01-jul-2017 convprf 0.87 175880 51.56 0.00
Anthem Inc conv pfd 0.87 202227 -2.00% 44.73 0.00
Tesla Motors Inc bond 0.86 10.21M 0.88 0.00
American Tower Corp New Pfd Co pfd 0.85 79097 111.91 0.00
Spirit Realty Capital Inc convertible cor 0.81 7.86M +112.00% 1.08 0.00
Crown Castle Intl Corp New cnv pfd stk sr a 0.80 68895 +46.00% 121.11 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 0.77 4.99M 1.61 0.00
Wpx Energy Inc pfd 0.76 170667 -2.00% 46.25 0.00
Euronet Worldwide Inc Note 1.500%10/0 Added 0.74 6.69M -4.00% 1.15 0.00
Microchip Technology Inc note 1.625% 2/1 0.72 6.72M -8.00% 1.11 0.00
Cheniere Energy Inc note 4.250% 3/1 0.71 12.97M +8.00% 0.57 0.00
Electronics For Imaging Inc note 0.750% 9/0 0.68 6.64M -10.00% 1.07 0.00
Nextera Energy, Inc. pfd cv 0.66 104005 66.70 0.00
Wellpoint Inc Note cb 0.66 3.78M -6.00% 1.82 0.00
Newmont Mining Corp Cvt cv bnd 0.64 5.99M NEW 1.12 0.00
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 0.64 222240 +218.00% 29.91 0.00
Rpm International Inc convertible cor 0.63 5.69M +125.00% 1.16 0.00
Pennymac Corp conv 0.63 6.97M -2.00% 0.94 0.00
Welltower Inc 6.50% pfd prepet 0.63 96501 +7.00% 67.78 0.00
Wright Med Group Inc note 2.000% 2/1 0.61 7.00M +7.00% 0.91 0.00
iShares Russell 1000 Value Index (IWD) 0.59 59650 103.27 101.93
Seacor Holding Inc note 3.000 11/1 0.59 7.68M +9.00% 0.80 0.00
Wabash National Corp 3.375 '18 conv 0.58 4.82M -2.00% 1.25 0.00
Endologix, Inc. 3.25% 11/01/2020 0.58 4.63M -2.00% 1.30 0.00
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.58 5.57M NEW 1.09 0.00
Rwt 4 5/8 04/15/18 0.56 5.93M -2.00% 0.99 0.00
Keycorp New pfd 7.75% sr a 0.55 44471 -2.00% 129.88 0.00
National Health Invs Inc note 0.55 5.23M +11.00% 1.10 0.00
T Mobile Us Inc conv pfd ser a 0.54 76858 73.23 0.00
Cemex Sab De Cv conv bnd 0.53 5.33M +3.00% 1.03 0.00
Integra Lifesciences Holdings conv bnd 0.53 3.64M 1.52 0.00
Rait Financial Trust note 4.000%10/0 0.53 6.11M -2.00% 0.90 0.00
Envestnet Inc note 1.750%12/1 0.52 6.08M +16.00% 0.90 0.00
Quidel Corp note 3.250%12/1 0.52 5.80M -3.00% 0.93 0.00
Molina Healthcare Inc conv 0.51 4.85M -2.00% 1.09 0.00
51job Inc note 3.250% 4/1 0.51 5.25M -4.00% 1.02 0.00
Jazz Investments I Ltd. conv 0.51 5.01M +31.00% 1.07 0.00
SPDR S&P; Oil & Gas Explore & Prod. (XOP) 0.50 150000 NEW 34.81 47.80
Ishares Tr fltg rate nt 0.50 103464 50.63 0.00
Tesla Motors Inc bond 0.49 6.24M -26.00% 0.82 0.00
Tyson Foods Inc cnv pfd 0.49 68452 -45.00% 73.94 0.00
On Semiconductor Corp note 2.625%12/1 0.48 4.88M +12.00% 1.03 0.00
First Trust Large Cap Core Alp Fnd (FEX) 0.47 109182 45.03 45.69
Nuvasive Inc. conv 0.47 3.35M -8.00% 1.46 0.00
Bgc Partners, Inc. note 4.500% 7/1 0.47 4.86M 1.00 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.45 4.66M -2.00% 1.00 0.00
Stericycle, Inc. pfd cv 0.45 56140 -47.00% 82.97 0.00
Fireeye Series A convertible security 0.45 5.20M NEW 0.90 0.00
J2 Global Inc note 3.250% 6/1 0.44 4.05M -2.00% 1.12 0.00
Pra Group Inc conv 0.44 5.85M +6.00% 0.78 0.00
1,375% Liberty Media 15.10.2023 note 0.44 4.67M 0.99 0.00
Blucora Inc note 4.250% 4/0 0.44 5.00M 0.92 0.00
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.44 4.50M NEW 1.03 0.00
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.43 32121 +50.00% 138.91 126.45
Spectrum Pharmaceuticals Inc conv 0.43 4.86M 0.92 0.00
Huron Consulting Group I 1.25% cvbond 0.43 4.40M +25.00% 1.02 0.00
Starwood Property Trust note 0.42 4.19M 1.04 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.42 4.26M -2.00% 1.02 0.00
Acorda Therap note 1.75% 6/15 0.42 5.00M +11.00% 0.87 0.00
B2gold Corp conv 0.42 4.40M -2.00% 0.99 0.00
Cepheid conv 0.42 5.00M NEW 0.87 0.00
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.42 90325 +105.00% 48.25 0.00
Interactive Intelligence Gro Note 1.250% 6/0 bond 0.42 4.65M NEW 0.95 0.00
Ttm Technologies Inc conv 0.41 4.37M -3.00% 0.99 0.00
iShares Dow Jones US Technology (IYW) 0.40 39979 105.26 104.97
Iridium Communications $16.25 perp pfd cnv b added 0.40 12996 -3.00% 324.79 0.00
Wells Fargo & Co mtnf 0.125% 2/2 0.40 4.03M -15.00% 1.03 0.00
Forestar Group Inc note 0.39 4.51M 0.91 0.00
Echo Global Logistics Inc note 2.500% 5/0 0.39 4.34M -2.00% 0.94 0.00
Intel Corp sdcv 0.38 3.07M -16.00% 1.29 0.00
Servicesource Intl 0.38 4.43M -12.00% 0.89 0.00
Fiat Chrysler Auto 0.38 66336 60.09 0.00
Servicenow Inc. note 0.37 3.51M 1.11 0.00
Nxp Semiconductors N V dbcv 1.000% 12/0 0.37 3.49M +42.00% 1.09 0.00
Exelon Corp 6.5% 01-jun-2017 convprf 0.36 77005 -2.00% 49.11 0.00
Meritage Homes Corp conv 0.35 3.72M -3.00% 0.99 0.00
Rti Intl Metals Inc note 1.625%10/1 0.35 3.44M 1.06 0.00
Cornerstone Ondemand Inc conv 0.35 3.59M NEW 1.02 0.00
Chart Industries 2% conv 0.34 3.87M 0.93 0.00
Proofpoint Inc note 1.250%12/1 0.34 2.13M -3.00% 1.67 0.00
Illumina Inc conv 0.34 3.58M 1.00 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.33 3.36M -3.00% 1.02 0.00
Yandex N V debt 1.125%12/1 0.33 3.70M +23.00% 0.93 0.00
Encore Capital Group Inc note 0.33 4.83M -3.00% 0.71 0.00
Mercadolibre Inc note 2.250% 7/0 0.33 2.74M NEW 1.26 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.32 1.61M -2.00% 2.10 0.00
Meritor Inc conv 0.32 3.00M NEW 1.12 0.00
Vector Group Ltd note 1.75% 4/15 0.32 2.99M 1.11 0.00
Emergent Biosolutions Inc conv 0.32 3.00M NEW 1.13 0.00
Ishares Msci Usa Quality Facto invalid 0.31 49228 +51.00% 66.04 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.31 3.62M -3.00% 0.88 0.00
Allscripts Healthcare So conv 0.31 3.23M 1.00 0.00
Tcp Cap Corp note 5.250%12/1 0.31 3.13M -2.00% 1.03 0.00
Alza Corp sdcv 7/2 0.30 1.90M 1.66 0.00
Stanley Black & Decker Inc Uni pfd 0.30 26692 +17.00% 116.44 0.00
Black Hills Corp unit 99/99/9999 0.30 43640 70.58 0.00
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.30 3.01M NEW 1.05 0.00
Liberty Media Corp deb 3.500% 1/1 0.29 5.95M +98.00% 0.51 0.00
Interdigital Inc 1.5% 3/1/20 convertible bond 0.29 2.96M +48.00% 1.04 0.00
Micron Technology Inc note 2.125% 2/1 0.28 1.98M 1.45 0.00
Herbalife Ltd conv 0.28 2.95M 0.99 0.00
Integrated Device Technology note 0.875% 11/1 0.28 3.01M -14.00% 0.97 0.00
Linkedin Corp note 0.500% 11/0 0.28 3.00M -64.00% 0.99 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.27 5.02M -2.00% 0.57 0.00
Take-two Interactive Softwar note 1.000% 7/0 0.27 1.55M 1.79 0.00
Liberty Interactive Llc conv 0.27 2.48M -36.00% 1.12 0.00
Insulet Corp note 2.000% 6/1 0.27 3.00M NEW 0.95 0.00
Alcoa Inc cnv pfd 0.27 87415 32.58 0.00
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.27 3.95M -38.00% 0.71 0.00
Huntington Bancshares Inc pfd conv ser a 0.26 1954 1390.99 0.00
Macquarie Infrastructure conv 0.26 2.37M 1.14 0.00
Enernoc, Inc. conv 0.26 3.75M -6.00% 0.71 0.00
Rovi Corp Note 0.500% 3/0 bond 0.26 2.83M 0.94 0.00
Airtran Hldgs Inc note 5.250%11/0 0.25 944000 -2.00% 2.74 0.00
Alexandria Real Estate Equitie conv prf 0.25 75000 -62.00% 34.12 0.00
Aegean Marine Petroleum Network note 4.000 11/0 0.25 3.25M -2.00% 0.80 0.00
Encore Cap Group Inc note 3.000% 7/0 0.25 3.38M -3.00% 0.78 0.00
Monster Worldwide Inc note 3.500%10/1 0.25 3.00M 0.86 0.00
Broadsoft Inc. 1.5% 07/01/2018 conv 0.24 2.12M 1.16 0.00
Yahoo Inc note 12/0 0.24 2.50M 0.99 0.00
Resource Capital Corporation note 8.000 1/1 added 0.24 2.53M -2.00% 0.98 0.00
Canadian Solar Inc note 4.250% 2/1 0.24 2.96M -47.00% 0.85 0.00
First Trust IPOX-100 Index Fund (FPX) 0.23 47595 50.59 51.59
Stillwater Mng Co note 1.750%10/1 0.23 2.13M NEW 1.13 0.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.23 2.07M -2.00% 1.16 0.00
Incyte Corp note 0.375%11/1 0.23 1.44M -3.00% 1.66 0.00
Teligent Inc note 3.750 12/1 0.23 2.75M +10.00% 0.89 0.00
Twitter Inc note 1.000% 9/1 0.23 2.75M -31.00% 0.89 0.00
Helix Energy Solutions note 0.21 2.50M +25.00% 0.86 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.21 1.98M 1.10 0.00
Ent 2 3/4 2/15/35 convertible bond 0.21 3.00M 0.73 0.00
iShares NASDAQ Biotechnology Index (IBB) 0.20 8116 NEW 257.64 341.41
Teva Pharm Finance Llc Cvt cv bnd 0.20 1.67M 1.25 0.00
Arcc 4 7/8 03/15/17 0.20 2.01M 1.02 0.00
Anadarko Petroleum Corp conv pfd 0.20 56490 NEW 36.66 0.00
Cardtronics Inc note 1.000%12/0 0.19 1.99M NEW 1.00 0.00
Palo Alto Networks Inc note 7/0 0.19 1.56M -2.00% 1.27 0.00
Brocade Communications conv 0.19 2.03M 0.98 0.00
Medicines Company conv 0.19 1.70M -51.00% 1.18 0.00
Teleflex Inc note 3.875% 8/0 0.18 632000 2.89 0.00
Fluidigm Corporation convertible cor 0.18 3.07M -4.00% 0.60 0.00
Utilities SPDR (XLU) 0.17 33589 52.40 43.18
Db-x Msci Japan Etf equity 0.17 57721 NEW 30.84 0.00
Fidelity National Finance conv 0.17 863000 2.05 0.00
Akamai Technologies Inc Sr Cv zero coupon bonds 0.17 1.83M 0.99 0.00
Apple (AAPL) 0.16 16943 95.61 123.28
Danaher Corp Del debt 0.15 524000 +2.00% 2.93 0.00
iShares Dow Jones US Financial (IYF) 0.15 18005 86.03 88.01
Tesla Mtrs Inc note 1.500% 6/0 0.15 903000 1.69 0.00
Alphabet Inc Class A cs 0.15 2211 +8.00% 703.30 0.00
iShares Russell Midcap Value Index (IWS) 0.14 19005 74.30 73.47
Nuance Communications 0.14 1.49M -7.00% 0.96 0.00
iShares Dow Jones US Real Estate (IYR) 0.13 16012 82.38 76.66
JPMorgan Chase & Co. (JPM) 0.12 20563 +2.00% 62.10 60.16
Kimberly-Clark Corporation (KMB) 0.11 8685 137.48 103.80
Laboratory Corp Amer Hldgs debt 0.11 669000 1.74 0.00
Royal Gold Inc conv 0.11 1.13M NEW 1.06 0.00
Microsoft Corporation (MSFT) 0.10 20224 51.13 42.00
Johnson & Johnson (JNJ) 0.10 8214 121.26 98.55
Allegheny Technologies Inc note 4.750% 7/0 0.10 1000000 NEW 1.06 0.00
Exxon Mobil Corporation (XOM) 0.08 8710 93.80 84.57
Pfizer (PFE) 0.08 25000 +2.00% 35.20 33.78
General Electric Company (GE) 0.08 26718 31.40 25.35
Citi 0.08 20545 42.39 0.00
Facebook Inc cl a 0.08 7076 +24.00% 114.75 0.00
Medicines Co dbcv 1.375% 6/0 0.08 598000 -84.00% 1.34 0.00
Loews Corporation (L) 0.07 16540 41.11 39.42
Berkshire Hathaway (BRK.B) 0.07 4683 144.99 0.00
AT&T; (T) 0.07 16935 +2.00% 43.34 32.70
Procter & Gamble Company (PG) 0.07 8701 84.93 81.31
Bank of America Corporation (BAC) 0.06 46072 13.20 15.95
Coca-Cola Company (KO) 0.06 13435 +2.00% 45.33 40.22
Home Depot (HD) 0.06 4682 127.51 113.11
Wells Fargo & Company (WFC) 0.06 13685 +2.00% 47.28 53.90
Verizon Communications (VZ) 0.06 11782 55.59 48.01
UnitedHealth (UNH) 0.06 4362 140.76 113.33
Amazon (AMZN) 0.06 944 +2.00% 716.10 372.62
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.06 656000 -7.00% 1.01 0.00
Chevron Corporation (CVX) 0.05 4519 +3.00% 104.89 102.86
Altria (MO) 0.05 7598 68.97 52.47
Pepsi (PEP) 0.05 4561 +2.00% 105.24 93.96
Oracle Corporation (ORCL) 0.05 11898 +2.00% 40.85 41.62
Ramco-gershenson Pptys Tr perp pfd-d cv 0.05 8169 -18.00% 70.14 0.00
Wells Fargo & Co mtnf 0.125% 3/1 0.05 515000 -87.00% 0.96 0.00
Amtrust Finl Svcs Inc note 2.750%12/1 0.05 631000 0.77 0.00
Priceline Group Inc/the conv 0.05 558000 +68.00% 1.01 0.00
Cisco Systems (CSCO) 0.04 14735 +2.00% 28.71 28.51
Intel Corporation (INTC) 0.04 12344 +2.00% 32.73 32.76
McKesson Corporation (MCK) 0.04 2003 187.72 221.98
Amgen (AMGN) 0.04 2637 +2.00% 152.07 153.92
Merck & Co (MRK) 0.04 7102 57.73 56.20
Lowe's Companies (LOW) 0.04 5308 79.50 73.15
Celgene Corporation (CELG) 0.04 4670 99.14 118.26
Cien 4 12/15/20 0.04 340000 -3.00% 1.26 0.00
Medtronic 0.04 4224 87.12 0.00
Comcast Corporation (CMCSA) 0.03 4888 65.06 58.60
MasterCard Incorporated (MA) 0.03 3491 88.23 87.52
Suntrust Banks Inc $1.00 Par Cmn 0.03 8358 41.16 0.00
Costco Wholesale Corporation (COST) 0.03 1677 157.42 148.30
FedEx Corporation (FDX) 0.03 2350 +2.00% 152.34 170.82
McDonald's Corporation (MCD) 0.03 2298 119.23 96.21
Abbott Laboratories (ABT) 0.03 6973 39.58 46.40
Walt Disney Company (DIS) 0.03 3148 97.52 103.60
3M Company (MMM) 0.03 1640 176.83 162.72
Union Pacific Corporation (UNP) 0.03 3659 88.00 114.86
Raytheon Company (RTN) 0.03 2594 +2.00% 136.85 106.21
CVS Caremark Corporation (CVS) 0.03 3071 96.06 101.90
Thermo Fisher Scientific (TMO) 0.03 1879 146.89 127.98
Aetna (AET) 0.03 2152 122.68 100.76
Honeywell International (HON) 0.03 2309 116.50 100.92
Philip Morris International (PM) 0.03 2816 101.21 77.69
Schlumberger (SLB) 0.03 4019 +2.00% 79.12 81.67
Gilead Sciences (GILD) 0.03 3953 +2.00% 83.23 99.53
TJX Companies (TJX) 0.03 3696 77.38 67.66
General Dynamics Corporation (GD) 0.03 2178 140.04 133.60
Visa (V) 0.03 4150 74.22 266.74
MetLife (MET) 0.03 7406 40.10 50.75
General Motors Company (GM) 0.03 9189 28.40 37.89
Intercontinentalexchange 0.03 1150 256.52 0.00
Sunpower Corp dbcv 0.750% 6/0 0.03 381000 -3.00% 0.95 0.00
First Trust Iv Enhanced Short 0.03 4694 59.86 0.00
Allergan 0.03 1497 231.13 0.00
Time Warner (TWX) 0.02 2876 74.06 83.25
Wal-Mart Stores (WMT) 0.02 3453 +2.00% 73.27 81.06
CBS Corporation (CBS) 0.02 4003 54.46 59.57
Boeing Company (BA) 0.02 1615 129.41 152.38
Electronic Arts (ERTS) 0.02 2657 NEW 75.27 0.00
E.I. du Pont de Nemours & Company (DD) 0.02 3108 NEW 64.67 79.13
Kroger (KR) 0.02 6846 36.66 74.09
Lockheed Martin Corporation (LMT) 0.02 829 NEW 246.08 197.87
Allstate Corporation (ALL) 0.02 3153 70.09 68.72
ConocoPhillips (COP) 0.02 5835 NEW 43.53 61.42
General Mills (GIS) 0.02 3635 70.98 51.55
NIKE (NKE) 0.02 3988 55.17 96.37
Texas Instruments Incorporated (TXN) 0.02 3874 62.73 57.48
United Technologies Corporation (UTX) 0.02 2310 +2.00% 103.46 118.52
QUALCOMM (QCOM) 0.02 3980 NEW 53.52 71.27
Delta Air Lines (DAL) 0.02 6941 +2.00% 36.16 44.19
Invesco Ltd shs 0.02 8214 25.93 0.00
Key (KEY) 0.02 23300 11.03 14.07
Lam Research Corporation (LRCX) 0.02 2395 NEW 83.51 78.20
iShares Dow Jones US Energy Sector (IYE) 0.02 6550 38.32 42.41
Mondelez Int 0.02 5504 45.42 0.00
Abbvie 0.02 4154 61.63 0.00
Prospect Capital Corporati mtnf 5.375% 0.02 170000 1.01 0.00
American Airls 0.02 8371 28.31 0.00
Consolidated Tomoka Ld Co note 4.500% 3/1 0.02 250000 NEW 0.94 0.00
Xerox Corporation (XRX) 0.01 14721 9.37 12.92
ON Semiconductor (ONNN) 0.01 16055 8.84 12.68
Starwood Ppty note 4.0% 1/15/ 0.01 72000 -21.00% 1.06 0.00
Janus Capital conv 0.01 57000 1.37 0.00
Biomarin Pharmaceutical Inc note 0.750%10/1 0.01 95000 +227.00% 1.12 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.01 126000 0.94 0.00
Ares Capital Corp conv 0.01 100000 1.04 0.00
Jefferies Group Inc New dbcv 3.875%11/0 0.00 50000 1.02 0.00
Mentor Graphics 4% 2031 conv 0.00 17000 -15.00% 1.06 0.00
Cobalt Intl Energy Inc note 0.00 119000 -88.00% 0.38 0.00
Micron Technology Inc note 1.625% 2/1 0.00 22000 1.41 0.00