SSI Investment Management

Ssi Investment Management as of March 31, 2015

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 295 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 4.9 $52M 252k 206.42
Intel Corp. Jr. Sub. Cv. Deb. conv 2.9 $30M 19M 1.58
Wellpoint Inc Note cb 2.7 $29M 14M 2.07
Actavis Plc Conv Pfd Ser A pfd conv ser a 2.7 $29M 28k 1030.86
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.1 $23M 19k 1223.07
Gilead Sciences conv 1.9 $20M 4.6M 4.31
Bank Of America Corporation preferred (BAC.PL) 1.9 $20M 17k 1156.96
Priceline.com debt 1.000% 3/1 1.6 $17M 13M 1.33
Wells Fargo & Co mtnf 0.125% 3/1 1.4 $15M 13M 1.12
iShares S&P 500 Index (IVV) 1.4 $14M 69k 207.81
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 1.3 $14M 282k 50.44
Micron Technology Inc conv 1.3 $13M 12M 1.11
Tyson Foods Inc cnv p 1.3 $14M 279k 48.35
T Mobile Us Inc conv pfd ser a 1.2 $13M 223k 58.65
Cheniere Energy Inc note 4.250% 3/1 1.2 $13M 16M 0.83
Tesla Motors Inc bond 1.2 $13M 15M 0.84
Novellus Systems, Inc. note 2.625% 5/1 1.1 $12M 5.9M 2.04
Intel Corp sdcv 1.1 $12M 9.7M 1.24
Priceline Grp Inc note 0.350% 6/1 1.1 $11M 9.8M 1.14
Lam Research Corp conv 1.0 $11M 8.1M 1.30
Spectranetics Corp mtnf 2.625% 6/0 0.9 $10M 7.8M 1.29
Macquarie Infrastructure conv 0.9 $9.7M 8.2M 1.18
Fiat Chrysler Auto 0.9 $9.5M 69k 138.47
Uti Worldwide 0.9 $9.4M 8.5M 1.10
Encore Cap Group Inc note 3.000% 7/0 0.9 $9.2M 8.5M 1.08
Stillwater Mng Co note 1.750%10/1 0.8 $8.9M 7.8M 1.14
Mylan Inc note 3.750% 9/1 0.8 $8.7M 2.0M 4.45
Rpm International Inc convertible cor 0.8 $8.6M 7.3M 1.18
Xilinx Inc Cvt 2.625 6-15-17 convert 0.8 $8.5M 5.7M 1.48
Ttm Technologies Inc conv 0.8 $8.5M 7.8M 1.09
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.8 $8.1M 8.5M 0.95
Depomed Inc conv 0.8 $7.9M 6.0M 1.32
Meritor Inc conv 0.7 $7.9M 5.3M 1.49
Navistar Intl Corp conv 0.7 $7.8M 8.8M 0.89
Old Republic Intl Corp note 0.7 $7.7M 6.5M 1.18
Nvidia Corp note 1.000 12/0 0.7 $7.8M 6.6M 1.17
Acorda Therap note 1.75% 6/15 0.7 $7.7M 7.5M 1.02
Seacor Holding Inc note 3.000 11/1 0.7 $7.5M 8.8M 0.86
Web Com Group Inc note 1.000% 8/1 0.7 $7.4M 8.0M 0.92
Pennymac Corp conv 0.7 $7.2M 7.5M 0.96
Health Care Reit Pfd I 6.5% 0.7 $7.1M 106k 67.17
Wabash National Corp 3.375 '18 conv 0.7 $7.1M 5.2M 1.36
Bottomline Tech Del Inc note 1.500%12/0 0.7 $7.2M 6.5M 1.10
B2gold Corp conv 0.7 $7.0M 8.0M 0.87
Pra Group Inc conv 0.7 $7.0M 6.5M 1.08
Hologic Inc frnt 2.000%12/1 0.6 $6.6M 4.5M 1.47
Dominion Res Inc Va unit 04/01/2013 0.6 $6.6M 117k 56.22
Tesla Motors Inc bond 0.6 $6.6M 7.5M 0.88
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.6 $6.4M 6.4M 1.01
Quidel Corp note 3.250%12/1 0.6 $6.5M 6.0M 1.08
Keycorp New pfd 7.75% sr a 0.6 $6.2M 48k 130.45
Salesforce.com Inc conv 0.6 $6.0M 5.0M 1.20
General Cable Corp Del New frnt 4.500% 11/1 0.5 $5.7M 7.3M 0.79
Cien 4 12/15/20 0.5 $5.7M 4.5M 1.27
iShares S&P US Pref Stock Idx Fnd (PFF) 0.5 $5.5M 138k 40.10
Rait Financial Trust note 4.000%10/0 0.5 $5.5M 6.5M 0.85
Yahoo Inc note 12/0 0.5 $5.5M 5.1M 1.08
On Semiconductor Corp note 2.625%12/1 0.5 $5.4M 4.2M 1.28
Nextera Energy Inc unit 0.5 $5.3M 82k 65.32
Meritage Homes Corp conv 0.5 $5.4M 5.0M 1.07
Akamai Technologies Inc Sr Cv zero coupon bonds 0.5 $5.2M 4.8M 1.08
Rwt 4 5/8 04/15/18 0.5 $5.0M 5.0M 1.00
Weyerhaeuser C conv prf 0.5 $5.0M 91k 54.67
Blucora Inc note 4.250% 4/0 0.5 $5.0M 5.4M 0.93
Newpark Res Inc note 4.000%10/0 0.5 $4.8M 4.3M 1.12
Biomarin Pharmaceutical Inc note 1.500%10/1 0.5 $4.8M 3.2M 1.50
Servicenow Inc. note 0.5 $4.9M 4.0M 1.23
Sunedison Inc note 2.000%10/0 0.5 $4.8M 2.8M 1.72
Cemex Sab De Cv conv bnd 0.5 $4.7M 4.0M 1.18
Jarden Corp note 1.875% 9/1 0.5 $4.7M 2.8M 1.71
Vipshop Holdings Ltd - Ads bond 0.5 $4.8M 3.1M 1.56
Proofpoint Inc note 1.250%12/1 0.5 $4.8M 3.0M 1.59
Webmd Health Corp 1.5% cnvrtbnd 0.5 $4.7M 4.5M 1.06
Spirit Realty Capital Inc convertible cor 0.4 $4.6M 4.6M 1.00
Incyte Corp note 0.375%11/1 0.4 $4.6M 2.5M 1.82
Molina Healthcare Inc conv 0.4 $4.5M 3.5M 1.28
Amtrust Finl Svcs Inc note 2.750%12/1 0.4 $4.6M 5.1M 0.90
Forestar Group Inc note 0.4 $4.4M 4.7M 0.94
Aegean Marine Petroleum Network note 4.000 11/0 0.4 $4.5M 3.7M 1.20
Spectrum Pharmaceuticals Inc conv 0.4 $4.4M 4.8M 0.91
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.4 $4.2M 40k 105.48
Forest City Enterprises conv 0.4 $4.3M 3.4M 1.25
Starwood Property Trust note 0.4 $4.1M 3.7M 1.10
Psec Us conv 0.4 $4.1M 4.0M 1.02
Servicesource Intl 0.4 $4.1M 5.6M 0.74
Integra Lifesciences Holdings conv bnd 0.4 $4.0M 3.4M 1.16
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.4 $4.1M 4.5M 0.90
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.4 $4.0M 3.7M 1.08
Iridium Communications $16.25 perp pfd cnv b 0.4 $4.0M 11k 354.28
Albany Molecular Resh Inc note 2.250%11/1 0.4 $4.0M 3.2M 1.27
Horsehead Hldg Corp note 3.800% 7/0 0.4 $3.9M 3.7M 1.06
American Tower Corp New Pfd Co p 0.4 $3.9M 38k 102.86
Envestnet Inc note 1.750%12/1 0.4 $3.9M 3.5M 1.12
Mgm Mirage conv 0.4 $3.9M 3.4M 1.14
Arcc 4 7/8 03/15/17 0.4 $3.8M 3.7M 1.04
Bristow Group Inc note 3.000% 6/1 0.3 $3.6M 3.6M 1.00
Chesapeake Energy Corp note 2.250%12/1 0.3 $3.6M 4.0M 0.90
1,000% Sina 01.12.2018 note 0.3 $3.6M 4.0M 0.91
Airtran Hldgs Inc note 5.250%11/0 0.3 $3.5M 1.2M 3.02
Ares Capital Corp 5.75 16 convert 0.3 $3.5M 3.4M 1.03
Sandisk Corp conv 0.3 $3.5M 3.5M 1.00
Alere Inc note 3.000% 5/1 0.3 $3.4M 2.9M 1.19
United Technol conv prf 0.3 $3.4M 56k 61.55
Medicines Co dbcv 1.375% 6/0 0.3 $3.4M 2.9M 1.18
Icon 2 1/2 06/01/16 0.3 $3.3M 2.8M 1.17
Seacor Holdings Inc note 2.500%12/1 0.3 $3.2M 3.2M 1.02
Liberty Interactive Llc conv 0.3 $3.3M 2.4M 1.40
Cobalt Intl Energy Inc note 3.125% 5/1 0.3 $3.3M 4.5M 0.73
Wells Fargo & Co mtnf 0.125% 2/2 0.3 $3.3M 3.0M 1.09
Fidelity National Finance conv 0.3 $3.1M 1.5M 2.01
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.3 $3.1M 1.4M 2.20
SPDR S&P MidCap 400 ETF (MDY) 0.3 $2.9M 11k 277.25
Teva Pharm Finance Llc Cvt cv bnd 0.3 $3.0M 2.0M 1.48
Radian Group Inc note 3.000%11/1 0.3 $2.9M 1.9M 1.53
Stanley Black & Decker Inc unit 99/99/9999 0.3 $2.9M 22k 133.48
Hawaiian Holdings Inc conv 0.3 $2.9M 1.0M 2.83
Interdigital Inc 2.5% conv 0.3 $2.9M 2.7M 1.08
Ryland Group note 0.3 $3.0M 1.9M 1.59
Micron Technology Inc note 1.625% 2/1 0.3 $2.9M 1.2M 2.51
Akorn Inc note 3.500% 6/0 0.3 $2.8M 521k 5.41
Bgc Partners, Inc. note 4.500% 7/1 0.3 $2.8M 2.6M 1.09
Mgic Investment Corp note 0.3 $2.8M 1.9M 1.47
Trak 1 1/2 03/15/17 0.3 $2.8M 2.4M 1.19
Illumina Inc Note 0.250% cb 0.3 $2.8M 1.3M 2.21
Yandex N V debt 1.125%12/1 0.3 $2.9M 3.5M 0.82
Amsburg Corp pfd 5.25% 0.3 $2.7M 22k 123.20
Verint Sys Inc note 1.5% 6/1 0.3 $2.7M 2.3M 1.16
Alcoa Inc cnv p 0.3 $2.7M 62k 43.79
Vanguard Short-Term Bond ETF (BSV) 0.2 $2.6M 33k 80.55
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 0.2 $2.6M 86k 30.73
Electronic Arts Inc conv 0.2 $2.7M 1.4M 1.85
Callaway Golf 0.2 $2.7M 2.1M 1.28
Canadian Solar Inc note 4.250% 2/1 0.2 $2.6M 2.5M 1.05
Microchip Technology Inc sdcv 2.125%12/1 0.2 $2.6M 1.3M 1.96
Huntington Bancshares Inc pfd conv ser a 0.2 $2.6M 1.9k 1341.53
Alere 0.2 $2.5M 7.5k 337.07
Starwood Ppty note 4.0% 1/15/ 0.2 $2.5M 2.2M 1.15
J2 Global Inc note 3.250% 6/1 0.2 $2.6M 2.2M 1.15
Exelon Corp 6.5% 01-jun-2017 convprf 0.2 $2.5M 52k 48.51
Nuvasive Inc. conv 0.2 $2.5M 2.0M 1.25
Royal Gold Inc conv 0.2 $2.5M 2.4M 1.03
Broadsoft Inc. 1.5% 07/01/2018 conv 0.2 $2.4M 2.3M 1.06
1,375% Liberty Media 15.10.2023 note 0.2 $2.4M 2.4M 1.00
Resource Capital Corporation note 8.000 1/1 0.2 $2.4M 2.5M 0.98
Take-two Interactive Sof note 0.2 $2.3M 1.7M 1.40
Apple (AAPL) 0.2 $2.3M 18k 124.53
Sandisk Corp note 1.500% 8/1 0.2 $2.2M 1.6M 1.36
Ascent Cap Group Inc note 4.000% 7/1 0.2 $2.3M 3.0M 0.76
Crown Castle Intl Corp New cnv pfd stk sr a 0.2 $2.2M 21k 103.87
Energy Select Sector SPDR (XLE) 0.2 $2.1M 27k 77.59
Uthr 1 09/15/16 0.2 $2.2M 600k 3.60
Cadence Design Sys Cvt 2.625 6 convert 0.2 $2.0M 809k 2.43
Jds Uniphase Corp conv 0.2 $2.1M 2.0M 1.03
Danaher Corp Del debt 0.2 $1.9M 779k 2.46
Health Care Reit Inc note 3.000%12/0 0.2 $1.9M 1.3M 1.52
Teleflex Inc note 3.875% 8/0 0.2 $1.9M 965k 1.97
Al Us conv 0.2 $1.9M 1.3M 1.44
Db-x Msci Japan Etf equity (DBJP) 0.2 $1.9M 45k 41.15
Dbx Trackers db xtr msci eur (DBEU) 0.2 $1.8M 62k 29.15
Pacira Pharmaceuticals conv 0.2 $1.7M 473k 3.57
Janus Capital conv 0.1 $1.6M 968k 1.61
Utilities SPDR (XLU) 0.1 $1.5M 34k 44.41
JPMorgan Chase & Co. (JPM) 0.1 $1.4M 22k 60.60
Iconix Brand Group, Inc. conv 0.1 $1.4M 1.2M 1.19
Google 0.1 $1.3M 2.3k 554.13
SPDR S&P Retail (XRT) 0.1 $1.2M 12k 101.12
Tesla Mtrs Inc note 1.500% 6/0 0.1 $1.3M 796k 1.61
Laboratory Corp Amer Hldgs debt 0.1 $1.1M 667k 1.69
iShares Dow Jones US Real Estate (IYR) 0.1 $1.2M 15k 79.37
Microsoft Corporation (MSFT) 0.1 $1.1M 27k 40.64
Hologic Inc cnv 0.1 $1.1M 853k 1.24
Exxon Mobil Corporation (XOM) 0.1 $958k 11k 84.89
Johnson & Johnson (JNJ) 0.1 $970k 9.6k 100.75
Pfizer (PFE) 0.1 $932k 27k 34.74
Kimberly-Clark Corporation (KMB) 0.1 $930k 8.7k 107.08
iShares Lehman Aggregate Bond (AGG) 0.1 $902k 8.1k 111.54
Citigroup (C) 0.1 $951k 18k 51.58
Wesco Intl Inc dbcv 6.000% 9/1 0.1 $861k 350k 2.46
Bank of America Corporation (BAC) 0.1 $782k 51k 15.41
General Electric Company 0.1 $737k 30k 24.86
Wells Fargo & Company (WFC) 0.1 $793k 15k 54.27
Industrial SPDR (XLI) 0.1 $703k 13k 55.81
Loews Corporation (L) 0.1 $675k 17k 40.81
Ramco-gershenson Pptys Tr perp pfd-d cv 0.1 $668k 10k 66.80
Lam Research Corp note 0.500% 5/1 0.1 $672k 560k 1.20
Epr Properties Pfd C 5.75% (EPR.PC) 0.1 $589k 25k 24.06
Biomarin Pharmaceutical Inc note 0.750%10/1 0.1 $637k 433k 1.47
Comcast Corporation (CMCSA) 0.1 $510k 9.0k 56.53
MasterCard Incorporated (MA) 0.1 $542k 6.3k 86.37
Berkshire Hathaway (BRK.B) 0.1 $491k 3.4k 144.67
Coca-Cola Company (KO) 0.1 $534k 13k 40.55
Home Depot (HD) 0.1 $524k 4.6k 113.54
Chevron Corporation (CVX) 0.1 $582k 5.5k 105.19
At&t (T) 0.1 $540k 17k 32.52
McKesson Corporation (MCK) 0.1 $515k 2.3k 226.67
Amgen (AMGN) 0.1 $483k 3.0k 159.72
Procter & Gamble Company (PG) 0.1 $551k 6.7k 81.91
UnitedHealth (UNH) 0.1 $512k 4.3k 118.52
Oracle Corporation (ORCL) 0.1 $531k 12k 43.16
Brookdale Senior Living note 0.1 $527k 379k 1.39
Rayonier Inc conv 0.1 $578k 490k 1.18
Facebook Inc cl a (META) 0.1 $501k 6.1k 81.90
Abbvie (ABBV) 0.1 $504k 8.6k 58.39
Suntrust Banks Inc $1.00 Par Cmn 0.0 $388k 9.5k 40.95
FedEx Corporation (FDX) 0.0 $382k 2.3k 165.37
Wal-Mart Stores (WMT) 0.0 $391k 4.8k 82.07
Walt Disney Company (DIS) 0.0 $463k 4.4k 104.73
Cisco Systems (CSCO) 0.0 $398k 15k 27.50
Union Pacific Corporation (UNP) 0.0 $433k 4.0k 108.36
Intel Corporation (INTC) 0.0 $404k 13k 31.26
Verizon Communications (VZ) 0.0 $424k 8.7k 48.75
International Paper Company (IP) 0.0 $470k 8.5k 55.47
Altria (MO) 0.0 $377k 7.5k 50.29
Anadarko Petroleum Corporation 0.0 $382k 4.6k 82.42
Merck & Co (MRK) 0.0 $401k 7.0k 57.25
Pepsi (PEP) 0.0 $430k 4.5k 96.07
Gilead Sciences (GILD) 0.0 $413k 4.2k 98.22
EOG Resources (EOG) 0.0 $378k 4.1k 91.70
Delta Air Lines (DAL) 0.0 $371k 8.2k 45.00
Invesco (IVZ) 0.0 $416k 11k 39.71
MetLife (MET) 0.0 $438k 8.7k 50.53
Celgene Corporation 0.0 $452k 3.9k 115.39
American International (AIG) 0.0 $394k 7.2k 54.37
Phh Corp cnv 0.0 $446k 225k 1.98
Standard Pacific Corp cnv 0.0 $464k 377k 1.23
Twenty-first Century Fox 0.0 $414k 12k 33.83
Actavis 0.0 $440k 1.5k 295.70
Google Inc Class C 0.0 $372k 675.00 551.11
Amag Pharmaceuticals Inc note 2.500% 2/1 0.0 $416k 200k 2.08
Sunpower Corp dbcv 0.750% 6/0 0.0 $441k 317k 1.39
Affiliated Managers (AMG) 0.0 $320k 1.5k 214.91
Abbott Laboratories (ABT) 0.0 $320k 6.9k 46.22
3M Company (MMM) 0.0 $268k 1.6k 164.92
Boeing Company (BA) 0.0 $309k 2.0k 151.25
Raytheon Company 0.0 $280k 2.5k 109.98
CVS Caremark Corporation (CVS) 0.0 $311k 3.0k 102.81
Thermo Fisher Scientific (TMO) 0.0 $314k 2.3k 134.30
Capital One Financial (COF) 0.0 $309k 3.9k 78.79
Hewlett-Packard Company 0.0 $326k 11k 31.04
Occidental Petroleum Corporation (OXY) 0.0 $340k 4.7k 72.93
Schlumberger (SLB) 0.0 $362k 4.3k 83.64
United Technologies Corporation 0.0 $267k 2.3k 117.67
Biogen Idec (BIIB) 0.0 $331k 785.00 421.66
EMC Corporation 0.0 $321k 13k 25.57
Visa (V) 0.0 $330k 5.0k 65.74
D.R. Horton (DHI) 0.0 $287k 10k 28.46
Amazon (AMZN) 0.0 $345k 930.00 370.97
Alza Corp sdcv 7/2 0.0 $345k 250k 1.38
salesforce (CRM) 0.0 $270k 4.0k 67.03
General Motors Company (GM) 0.0 $340k 9.1k 37.53
Ares Capital Corp 5.125 2016 conv 0.0 $356k 346k 1.03
Intercontinental Exchange (ICE) 0.0 $334k 1.4k 231.78
American Airls (AAL) 0.0 $364k 6.9k 52.98
Cornerstone Ondemand Inc conv 0.0 $364k 375k 0.97
Workday Inc conv 0.0 $341k 282k 1.21
Incyte Corp. note 1.250 11/1 0.0 $278k 150k 1.85
Lear Corporation (LEA) 0.0 $209k 1.9k 111.65
Time Warner 0.0 $241k 2.8k 85.01
Costco Wholesale Corporation (COST) 0.0 $259k 1.7k 151.82
Cummins (CMI) 0.0 $250k 1.8k 139.12
United Rentals (URI) 0.0 $250k 2.7k 91.24
Everest Re Group (EG) 0.0 $230k 1.3k 174.90
Tyson Foods (TSN) 0.0 $203k 5.3k 38.09
Eastman Chemical Company (EMN) 0.0 $213k 3.1k 69.07
Allstate Corporation (ALL) 0.0 $220k 3.1k 70.56
Texas Instruments Incorporated (TXN) 0.0 $218k 3.8k 56.96
Xerox Corporation 0.0 $188k 15k 12.94
Qualcomm (QCOM) 0.0 $220k 3.2k 69.38
Lowe's Companies (LOW) 0.0 $239k 3.2k 74.27
Eagle Materials (EXP) 0.0 $239k 2.8k 84.30
Yahoo! 0.0 $204k 4.5k 45.20
ON Semiconductor (ON) 0.0 $193k 16k 12.16
Key (KEY) 0.0 $220k 16k 14.17
Seagate Technology Com Stk 0.0 $210k 4.0k 52.25
Huntsman Corporation (HUN) 0.0 $236k 11k 22.35
Terex Corporation (TEX) 0.0 $216k 8.0k 26.86
United States Steel Corporation (X) 0.0 $203k 8.3k 24.46
SPDR S&P Homebuilders (XHB) 0.0 $243k 6.7k 36.46
Nxp Semiconductors N V (NXPI) 0.0 $203k 2.0k 101.35
iShares Dow Jones Select Dividend (DVY) 0.0 $213k 2.7k 77.62
Swift Transportation Company 0.0 $216k 8.3k 25.94
Kinder Morgan (KMI) 0.0 $207k 4.9k 41.90
Marathon Petroleum Corp (MPC) 0.0 $233k 2.3k 102.28
Bloomin Brands (BLMN) 0.0 $207k 8.5k 24.30
Prospect Capital Corporati mtnf 5.375% 0.0 $173k 170k 1.02
Wright Medical Group Inc note 2 000 8/1 0.0 $207k 175k 1.18
Healthways Inc note 1.500% 7/0 0.0 $257k 220k 1.17
Xcerra 0.0 $182k 20k 8.96
Fxcm Inc. conv 0.0 $195k 250k 0.78
Walgreen Boots Alliance (WBA) 0.0 $223k 2.6k 85.15
Ultra Clean Holdings (UCTT) 0.0 $128k 18k 7.16
Ares Capital Corp conv 0.0 $104k 100k 1.04
Spansion Llc conv 0.0 $61k 24k 2.54
Jefferies Group Inc New dbcv 3.875%11/0 0.0 $51k 50k 1.02
Medivation Inc note 2.625% 4/0 0.0 $36k 14k 2.57