SSI Investment Management

Ssi Investment Management as of June 30, 2015

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 292 positions in its portfolio as reported in the June 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Intel Corp. Jr. Sub. Cv. Deb. conv 3.0 $31M 21M 1.52
Allergan Plc pfd conv ser a 3.0 $31M 30k 1044.14
iShares S&P 500 Index (IVV) 2.5 $26M 124k 207.22
Gilead Sciences conv 2.0 $20M 3.9M 5.16
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.9 $20M 17k 1175.10
Wellpoint Inc Note cb 1.9 $20M 8.9M 2.19
Bank Of America Corporation preferred (BAC.PL) 1.8 $18M 16k 1111.91
Priceline.com debt 1.000% 3/1 1.6 $16M 12M 1.33
Lam Research Corp conv 1.5 $15M 11M 1.42
Wells Fargo & Co mtnf 0.125% 3/1 1.5 $15M 14M 1.12
Tyson Foods Inc cnv p 1.5 $15M 292k 52.00
Frontier Communications Corp pfd conv ser-a 1.4 $15M 147k 99.43
Novellus Systems, Inc. note 2.625% 5/1 1.4 $14M 5.9M 2.38
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 1.3 $13M 270k 49.70
Tesla Motors Inc bond 1.1 $12M 12M 0.99
Priceline Grp Inc note 0.350% 6/1 1.1 $12M 11M 1.12
Intel Corp sdcv 1.1 $12M 9.7M 1.20
Macquarie Infrastructure conv 1.1 $11M 9.6M 1.18
Cheniere Energy Inc note 4.250% 3/1 1.0 $10M 14M 0.75
Tesla Motors Inc bond 1.0 $10M 10M 0.98
Mylan Inc note 3.750% 9/1 0.9 $9.6M 1.9M 5.08
Citrix Systems Inc conv 0.9 $9.5M 9.0M 1.06
Xilinx Inc Cvt 2.625 6-15-17 convert 0.9 $9.1M 5.9M 1.55
Illumina Inc. 0.00% June 15, 2019 ccb 0.9 $9.2M 7.9M 1.17
Uti Worldwide 0.9 $9.1M 8.9M 1.02
Encore Cap Group Inc note 3.000% 7/0 0.9 $9.0M 8.5M 1.06
Fiat Chrysler Auto 0.8 $8.7M 68k 126.98
Rpm International Inc convertible cor 0.8 $8.6M 7.4M 1.16
First Trust Large Cap Core Alp Fnd (FEX) 0.8 $8.5M 185k 45.83
Vanguard Short-Term Bond ETF (BSV) 0.8 $8.4M 105k 80.19
Illumina Inc conv 0.8 $8.2M 6.7M 1.23
Old Republic Intl Corp note 0.8 $8.2M 6.9M 1.18
Micron Technology Inc conv 0.8 $8.0M 8.9M 0.90
Navistar Intl Corp conv 0.8 $7.7M 9.1M 0.85
Seacor Holding Inc note 3.000 11/1 0.7 $7.6M 8.5M 0.89
Pennymac Corp conv 0.7 $7.5M 8.0M 0.94
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.7 $7.3M 70k 105.32
51job Inc note 3.250% 4/1 0.7 $7.1M 7.0M 1.02
Nvidia Corp note 1.000 12/0 0.7 $7.0M 6.1M 1.15
Hologic Inc frnt 2.000%12/1 0.7 $6.9M 4.1M 1.67
B2gold Corp conv 0.7 $7.0M 7.8M 0.89
Salesforce.com Inc conv 0.7 $6.9M 5.6M 1.22
Acorda Therap note 1.75% 6/15 0.7 $6.8M 6.7M 1.01
Stillwater Mng Co note 1.750%10/1 0.7 $6.8M 6.3M 1.07
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.7 $6.7M 6.9M 0.98
Blucora Inc note 4.250% 4/0 0.7 $6.7M 6.8M 0.99
Cobalt Intl Energy Inc note 3.125% 5/1 0.6 $6.4M 8.7M 0.73
Anthem Inc conv p 0.6 $6.3M 120k 52.70
Pra Group Inc conv 0.6 $6.3M 5.5M 1.14
Quidel Corp note 3.250%12/1 0.6 $6.3M 6.3M 1.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.6 $6.1M 6.1M 1.00
Wells Fargo & Co mtnf 0.125% 2/2 0.6 $6.1M 5.8M 1.05
Health Care Reit Pfd I 6.5% 0.6 $6.0M 102k 59.41
Keycorp New pfd 7.75% sr a 0.6 $5.9M 46k 130.24
Verisign Inc sdcv 3.250% 8/1 0.6 $5.8M 3.2M 1.84
General Cable Corp Del New frnt 4.500% 11/1 0.6 $5.9M 7.0M 0.84
Rwt 4 5/8 04/15/18 0.6 $5.8M 6.0M 0.96
T Mobile Us Inc conv pfd ser a 0.6 $5.6M 82k 68.43
Bottomline Tech Del Inc note 1.500%12/0 0.5 $5.5M 5.0M 1.10
Cemex Sab De Cv conv bnd 0.5 $5.5M 4.6M 1.18
Amtrust Finl Svcs Inc note 2.750%12/1 0.5 $5.4M 5.6M 0.97
On Semiconductor Corp note 2.625%12/1 0.5 $5.3M 4.3M 1.24
D First Tr Exchange-traded (FPE) 0.5 $5.3M 279k 18.95
Rait Financial Trust note 4.000%10/0 0.5 $5.3M 6.2M 0.85
Ishares Tr fltg rate nt (FLOT) 0.5 $5.2M 104k 50.64
Incyte Corp note 0.375%11/1 0.5 $5.1M 2.5M 2.05
Wabash National Corp 3.375 '18 conv 0.5 $5.0M 4.0M 1.26
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.5 $5.0M 5.5M 0.91
Biomarin Pharmaceutical Inc note 1.500%10/1 0.5 $5.0M 3.1M 1.59
Newpark Res Inc note 4.000%10/0 0.5 $4.9M 4.7M 1.05
Interdigital Inc 2.5% conv 0.5 $4.9M 4.4M 1.10
Dominion Res Inc Va unit 04/01/2013 0.5 $4.9M 92k 53.63
1,000% Sina 01.12.2018 note 0.5 $4.8M 5.0M 0.95
Jarden Corp note 1.875% 9/1 0.5 $4.7M 2.8M 1.67
Molina Healthcare Inc conv 0.5 $4.7M 3.6M 1.31
Servicesource Intl 0.5 $4.7M 5.6M 0.84
Ttm Technologies Inc conv 0.5 $4.6M 3.9M 1.18
Horsehead Hldg Corp note 3.800% 7/0 0.4 $4.5M 4.4M 1.02
Spectrum Pharmaceuticals Inc conv 0.4 $4.5M 4.8M 0.94
Yahoo Inc note 12/0 0.4 $4.4M 4.3M 1.03
Omnicare 0.4 $4.4M 3.6M 1.24
Akamai Technologies Inc Sr Cv zero coupon bonds 0.4 $4.4M 4.2M 1.04
Integra Lifesciences Holdings conv bnd 0.4 $4.3M 3.5M 1.22
Servicenow Inc. note 0.4 $4.3M 3.6M 1.18
iShares Russell 1000 Value Index (IWD) 0.4 $4.2M 41k 103.16
Albany Molecular Resh Inc note 2.250%11/1 0.4 $4.2M 3.0M 1.40
Mgic Invt Corp Wis note 5.000% 5/0 0.4 $3.9M 3.5M 1.14
Forest City Enterprises conv 0.4 $4.0M 3.4M 1.17
Meritage Homes Corp conv 0.4 $4.0M 3.8M 1.06
Forestar Group Inc note 0.4 $4.0M 4.5M 0.88
Starwood Property Trust note 0.4 $3.9M 3.8M 1.04
Psec Us conv 0.4 $4.0M 4.0M 1.00
First Trust IPOX-100 Index Fund (FPX) 0.4 $3.9M 71k 54.56
Liberty Interactive Llc conv 0.4 $3.9M 2.4M 1.59
American Tower Corp New Pfd Co p 0.4 $3.9M 39k 102.02
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.4 $3.8M 3.8M 1.01
Iridium Communications $16.25 perp pfd cnv b 0.4 $3.8M 12k 332.35
Arcc 4 7/8 03/15/17 0.4 $3.7M 3.6M 1.03
Sunedison Inc note 2.000%10/0 0.4 $3.6M 1.7M 2.09
Live Nation Entertainmen conv 0.4 $3.7M 3.5M 1.07
Yy Inc note 2.25% 0.4 $3.7M 4.0M 0.93
Alere Inc note 3.000% 5/1 0.3 $3.6M 2.9M 1.24
Ares Capital Corp 5.75 16 convert 0.3 $3.6M 3.5M 1.02
Aegean Marine Petroleum Network note 4.000 11/0 0.3 $3.5M 3.2M 1.09
Spectranetics Corp mtnf 2.625% 6/0 0.3 $3.6M 3.5M 1.03
Medicines Co dbcv 1.375% 6/0 0.3 $3.5M 3.0M 1.19
Spirit Realty Capital Inc convertible cor 0.3 $3.5M 3.7M 0.94
Sandisk Corp conv 0.3 $3.5M 3.6M 0.97
Seacor Holdings Inc note 2.500%12/1 0.3 $3.3M 3.3M 1.02
Icon 2 1/2 06/01/16 0.3 $3.3M 3.2M 1.02
iShares S&P MidCap 400 Index (IJH) 0.3 $3.2M 21k 149.87
Stanley Black & Decker Inc unit 99/99/9999 0.3 $3.2M 22k 144.23
iShares Dow Jones US Financial (IYF) 0.3 $3.1M 35k 89.75
Fidelity National Finance conv 0.3 $3.2M 1.6M 2.04
Chesapeake Energy Corp note 2.250%12/1 0.3 $3.0M 3.5M 0.87
Electronic Arts Inc conv 0.3 $3.1M 1.5M 2.09
Amsburg Corp pfd 5.25% 0.3 $3.1M 23k 136.43
Ryland Group note 0.3 $2.9M 1.9M 1.52
Nextera Energy Inc unit 0.3 $2.9M 48k 61.68
Bgc Partners, Inc. note 4.500% 7/1 0.3 $2.9M 2.8M 1.05
Cobalt Intl Energy Inc note 0.3 $3.0M 4.0M 0.74
Mgic Investment Corp note 0.3 $3.0M 1.8M 1.68
Medidata Solutions Inc conv 0.3 $2.9M 2.5M 1.18
Airtran Hldgs Inc note 5.250%11/0 0.3 $2.8M 1.2M 2.42
Yandex N V debt 1.125%12/1 0.3 $2.8M 3.3M 0.86
Huntington Bancshares Inc pfd conv ser a 0.3 $2.6M 2.0k 1331.99
Teva Pharm Finance Llc Cvt cv bnd 0.3 $2.7M 1.9M 1.40
United Technol conv prf 0.3 $2.6M 46k 57.97
J2 Global Inc note 3.250% 6/1 0.3 $2.7M 2.3M 1.16
Verint Sys Inc note 1.5% 6/1 0.3 $2.7M 2.4M 1.13
Microchip Technology Inc sdcv 2.125%12/1 0.2 $2.5M 1.3M 1.91
Nuvasive Inc. conv 0.2 $2.6M 2.0M 1.27
Callaway Golf 0.2 $2.5M 2.1M 1.20
Canadian Solar Inc note 4.250% 2/1 0.2 $2.5M 2.6M 0.98
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.2 $2.6M 2.6M 0.98
Broadsoft Inc. 1.5% 07/01/2018 conv 0.2 $2.5M 2.3M 1.06
Starwood Ppty note 4.0% 1/15/ 0.2 $2.5M 2.3M 1.06
Exelon Corp 6.5% 01-jun-2017 convprf 0.2 $2.4M 53k 45.88
Herbalife Ltd conv 0.2 $2.4M 2.8M 0.88
Ascent Cap Group Inc note 4.000% 7/1 0.2 $2.3M 2.9M 0.82
1,375% Liberty Media 15.10.2023 note 0.2 $2.3M 2.5M 0.95
Resource Capital Corporation note 8.000 1/1 0.2 $2.3M 2.4M 0.95
Fluidigm Corporation convertible cor 0.2 $2.2M 2.5M 0.88
Crown Castle Intl Corp New cnv pfd stk sr a 0.2 $2.3M 22k 102.82
Apple (AAPL) 0.2 $2.2M 17k 125.28
Sandisk Corp note 1.500% 8/1 0.2 $2.1M 1.6M 1.29
Teleflex Inc note 3.875% 8/0 0.2 $2.1M 965k 2.20
Illumina Inc Note 0.250% cb 0.2 $2.2M 830k 2.61
Wesco Intl Inc dbcv 6.000% 9/1 0.2 $2.0M 842k 2.42
Jds Uniphase Corp conv 0.2 $2.0M 2.0M 0.98
Sunpower Corp conv 0.2 $2.1M 2.1M 0.96
Radian Group Inc note 0.2 $1.9M 1.1M 1.77
Envestnet Inc note 1.750%12/1 0.2 $1.9M 2.0M 0.97
Al Us conv 0.2 $1.8M 1.4M 1.33
Tesla Mtrs Inc note 1.500% 6/0 0.2 $1.8M 812k 2.18
Weyerhaeuser C conv prf 0.2 $1.7M 32k 52.36
Janus Capital conv 0.1 $1.6M 968k 1.61
Danaher Corp Del debt 0.1 $1.4M 579k 2.48
Utilities SPDR (XLU) 0.1 $1.4M 34k 41.43
Regeneron Pharmaceuticals, In conv 0.1 $1.4M 231k 6.04
Alcoa Inc cnv p 0.1 $1.5M 37k 40.21
JPMorgan Chase & Co. (JPM) 0.1 $1.4M 20k 67.78
Lam Research Corp note 0.500% 5/1 0.1 $1.4M 1.0M 1.33
iShares Lehman Aggregate Bond (AGG) 0.1 $1.2M 11k 108.85
Hologic Inc cnv 0.1 $1.2M 911k 1.32
Meritor Inc conv 0.1 $1.2M 783k 1.57
Vipshop Holdings Ltd - Ads bond 0.1 $1.3M 1.0M 1.27
Iconix Brand Group, Inc. conv 0.1 $1.2M 1.2M 1.02
Microsoft Corporation (MSFT) 0.1 $1.1M 25k 44.11
Google 0.1 $1.1M 2.0k 540.62
Laboratory Corp Amer Hldgs debt 0.1 $1.1M 667k 1.62
Citigroup (C) 0.1 $1.1M 20k 55.13
Spdr S&p 500 Etf (SPY) 0.1 $1.1M 5.2k 205.79
iShares Dow Jones US Real Estate (IYR) 0.1 $1.0M 15k 71.18
Exxon Mobil Corporation (XOM) 0.1 $895k 11k 82.94
Kimberly-Clark Corporation (KMB) 0.1 $920k 8.7k 105.93
Bank of America Corporation (BAC) 0.1 $774k 45k 17.10
Johnson & Johnson (JNJ) 0.1 $851k 8.7k 97.52
Pfizer (PFE) 0.1 $820k 25k 33.54
SPDR S&P Retail (XRT) 0.1 $846k 8.6k 98.56
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.1 $798k 790k 1.01
General Electric Company 0.1 $698k 26k 26.59
Wells Fargo & Company (WFC) 0.1 $753k 13k 56.26
iShares S&P US Pref Stock Idx Fnd (PFF) 0.1 $684k 18k 39.10
Biomarin Pharmaceutical Inc note 0.750%10/1 0.1 $671k 433k 1.55
Loews Corporation (L) 0.1 $637k 17k 38.51
At&t (T) 0.1 $589k 17k 35.59
Ramco-gershenson Pptys Tr perp pfd-d cv 0.1 $596k 10k 59.60
Coca-Cola Company (KO) 0.1 $515k 13k 39.30
Home Depot (HD) 0.1 $513k 4.6k 111.59
Walt Disney Company (DIS) 0.1 $504k 4.4k 114.44
Chevron Corporation (CVX) 0.1 $531k 5.5k 96.46
Procter & Gamble Company (PG) 0.1 $522k 6.7k 77.89
UnitedHealth (UNH) 0.1 $523k 4.3k 121.54
Oracle Corporation (ORCL) 0.1 $467k 12k 40.28
Celgene Corporation 0.1 $535k 4.6k 115.85
SPDR S&P MidCap 400 ETF (MDY) 0.1 $504k 1.8k 273.17
Health Care Reit Inc note 3.000%12/0 0.1 $508k 394k 1.29
Brookdale Senior Living note 0.1 $493k 379k 1.30
Facebook Inc cl a (META) 0.1 $488k 5.7k 85.69
Standard Pacific Corp cnv 0.1 $473k 388k 1.22
Cien 4 12/15/20 0.1 $491k 351k 1.40
Berkshire Hathaway (BRK.B) 0.0 $419k 3.1k 135.95
FedEx Corporation (FDX) 0.0 $395k 2.3k 171.59
Cisco Systems (CSCO) 0.0 $397k 14k 27.54
Intel Corporation (INTC) 0.0 $368k 12k 30.48
Verizon Communications (VZ) 0.0 $405k 8.7k 46.75
McKesson Corporation (MCK) 0.0 $442k 2.0k 225.05
Altria (MO) 0.0 $367k 7.5k 49.14
Amgen (AMGN) 0.0 $396k 2.6k 153.25
Merck & Co (MRK) 0.0 $399k 7.0k 57.20
Pepsi (PEP) 0.0 $417k 4.5k 93.48
Gilead Sciences (GILD) 0.0 $454k 3.9k 117.16
Amazon (AMZN) 0.0 $400k 925.00 432.43
iShares Russell 2000 Index (IWM) 0.0 $401k 3.2k 124.53
MetLife (MET) 0.0 $409k 7.3k 56.18
Micron Technology Inc note 1.625% 2/1 0.0 $358k 201k 1.78
Sunpower Corp dbcv 0.750% 6/0 0.0 $419k 327k 1.28
Allergan 0.0 $450k 1.5k 303.64
Comcast Corporation (CMCSA) 0.0 $291k 4.8k 60.27
MasterCard Incorporated (MA) 0.0 $321k 3.4k 93.18
Suntrust Banks Inc $1.00 Par Cmn 0.0 $352k 8.2k 42.83
Wal-Mart Stores (WMT) 0.0 $305k 4.3k 71.41
Abbott Laboratories (ABT) 0.0 $338k 6.9k 49.04
Union Pacific Corporation (UNP) 0.0 $342k 3.6k 95.05
International Paper Company (IP) 0.0 $354k 7.4k 47.63
CVS Caremark Corporation (CVS) 0.0 $317k 3.0k 105.14
Anadarko Petroleum Corporation 0.0 $297k 3.8k 77.75
Capital One Financial (COF) 0.0 $312k 3.5k 88.41
Hewlett-Packard Company 0.0 $281k 9.3k 30.08
Occidental Petroleum Corporation (OXY) 0.0 $314k 4.1k 77.07
Schlumberger (SLB) 0.0 $339k 3.9k 86.33
Biogen Idec (BIIB) 0.0 $316k 783.00 403.58
EMC Corporation 0.0 $328k 13k 26.23
EOG Resources (EOG) 0.0 $314k 3.6k 87.61
General Dynamics Corporation (GD) 0.0 $304k 2.2k 141.40
Lowe's Companies (LOW) 0.0 $351k 5.3k 66.70
Visa (V) 0.0 $336k 5.0k 67.12
Delta Air Lines (DAL) 0.0 $279k 6.8k 41.07
Alza Corp sdcv 7/2 0.0 $335k 250k 1.34
Invesco (IVZ) 0.0 $301k 8.1k 37.20
WisdomTree India Earnings Fund (EPI) 0.0 $285k 13k 21.67
General Motors Company (GM) 0.0 $298k 9.0k 33.02
Alere 0.0 $347k 1.0k 347.00
Ares Capital Corp 5.125 2016 conv 0.0 $356k 346k 1.03
Abbvie (ABBV) 0.0 $274k 4.1k 67.09
Twenty-first Century Fox 0.0 $335k 10k 32.51
American Airls (AAL) 0.0 $328k 8.2k 39.89
Depomed Inc conv 0.0 $330k 258k 1.28
Medtronic (MDT) 0.0 $309k 4.2k 73.96
Proofpoint Inc note 1.250%12/1 0.0 $340k 200k 1.70
Echo Global Logistics Inc note 2.500% 5/0 0.0 $270k 250k 1.08
Time Warner 0.0 $247k 2.8k 87.46
3M Company (MMM) 0.0 $250k 1.6k 154.42
Boeing Company (BA) 0.0 $222k 1.6k 139.45
Eastman Chemical Company (EMN) 0.0 $209k 2.5k 82.81
Raytheon Company 0.0 $242k 2.5k 95.43
Kroger (KR) 0.0 $243k 3.4k 72.09
Thermo Fisher Scientific (TMO) 0.0 $239k 1.9k 128.77
ConocoPhillips (COP) 0.0 $247k 4.0k 61.47
Nike (NKE) 0.0 $211k 2.0k 107.87
United Technologies Corporation 0.0 $250k 2.3k 110.62
Xerox Corporation 0.0 $156k 15k 10.78
TJX Companies (TJX) 0.0 $242k 3.6k 66.36
D.R. Horton (DHI) 0.0 $218k 8.0k 27.41
Yahoo! 0.0 $255k 6.5k 39.45
ON Semiconductor (ON) 0.0 $186k 16k 11.76
salesforce (CRM) 0.0 $229k 3.3k 69.08
Key (KEY) 0.0 $234k 16k 15.14
iShares MSCI EMU Index (EZU) 0.0 $228k 6.1k 37.51
American International (AIG) 0.0 $210k 3.4k 62.09
SPDR S&P Homebuilders (XHB) 0.0 $242k 6.6k 36.45
Swift Transportation Company 0.0 $234k 10k 22.65
Marathon Petroleum Corp (MPC) 0.0 $238k 4.5k 52.42
Express Scripts Holding 0.0 $202k 2.3k 89.14
Mondelez Int (MDLZ) 0.0 $223k 5.4k 41.14
Epr Properties Pfd C 5.75% (EPR.PC) 0.0 $235k 11k 22.38
Prospect Capital Corporati mtnf 5.375% 0.0 $172k 170k 1.01
Wright Medical Group Inc note 2 000 8/1 0.0 $207k 175k 1.18
Intercontinental Exchange (ICE) 0.0 $254k 1.1k 223.39
Dbx Trackers db xtr msci eur (DBEU) 0.0 $235k 8.8k 26.68
Google Inc Class C 0.0 $229k 437.00 524.03
Amag Pharmaceuticals Inc note 2.500% 2/1 0.0 $227k 88k 2.58
Healthways Inc note 1.500% 7/0 0.0 $233k 250k 0.93
Incyte Corp. note 1.250 11/1 0.0 $174k 84k 2.07
Webmd Health Corp 1.5% cnvrtbnd 0.0 $201k 186k 1.08
Toll Bros Finance Corp. convertible bond 0.0 $125k 120k 1.04
Pacira Pharmaceuticals conv 0.0 $55k 19k 2.89
Ares Capital Corp conv 0.0 $102k 100k 1.02
Jefferies Group Inc New dbcv 3.875%11/0 0.0 $51k 50k 1.02
Uthr 1 09/15/16 0.0 $47k 13k 3.62
Spansion Llc conv 0.0 $39k 19k 2.05