SSI Investment Management

Ssi Investment Management as of Dec. 31, 2015

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 279 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Index (IVV) 3.9 $38M 185k 204.87
Allergan Plc pfd conv ser a 3.0 $30M 29k 1024.47
Intel Corp. Jr. Sub. Cv. Deb. conv 3.0 $29M 18M 1.66
Priceline Grp Inc note 0.350% 6/1 2.1 $21M 17M 1.19
Frontier Communications Corp pfd conv ser-a 1.6 $16M 176k 90.83
Priceline.com debt 1.000% 3/1 1.6 $16M 11M 1.42
Gilead Sciences conv 1.5 $14M 3.2M 4.47
Bank Of America Corporation preferred (BAC.PL) 1.4 $14M 13k 1093.23
Citrix Systems Inc conv 1.4 $14M 13M 1.09
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 1.4 $13M 12k 1155.02
Lam Research Corp conv 1.3 $13M 9.1M 1.43
Red Hat Inc conv 1.3 $13M 9.7M 1.30
Holx 2 12/15/43 1.3 $12M 9.7M 1.27
Illumina Inc. 0.00% June 15, 2019 ccb 1.2 $12M 11M 1.09
iShares Lehman Aggregate Bond (AGG) 1.2 $12M 111k 108.01
Old Republic Intl Corp note 1.1 $11M 8.8M 1.27
Tesla Motors Inc bond 1.1 $11M 12M 0.94
Spdr S&p 500 Etf (SPY) 1.1 $11M 53k 203.88
Nvidia Corp note 1.000 12/0 1.0 $9.5M 5.7M 1.67
Salesforce.com Inc conv 1.0 $9.4M 7.3M 1.29
Novellus Systems, Inc. note 2.625% 5/1 0.9 $9.3M 4.0M 2.35
Anthem Inc conv p 0.9 $8.9M 195k 45.79
Wellpoint Inc Note cb 0.8 $8.3M 4.4M 1.91
Verisign Inc sdcv 3.250% 8/1 0.8 $8.1M 3.1M 2.56
Xilinx Inc Cvt 2.625 6-15-17 convert 0.8 $8.1M 5.0M 1.62
Tyson Foods Inc cnv p 0.8 $8.0M 133k 60.58
Tesla Motors Inc bond 0.8 $7.8M 8.5M 0.92
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 0.8 $7.8M 422k 18.50
Intel Corp sdcv 0.8 $7.4M 5.8M 1.28
Euronet Worldwide Inc Note 1.500%10/0 0.8 $7.5M 6.3M 1.18
Alexandria Real Estate Equitie conv prf 0.7 $7.2M 270k 26.80
Electronics For Imaging Inc note 0.750% 9/0 0.7 $7.2M 6.8M 1.07
Starwood Waypoint Residentl note 3.000% 7/0 0.7 $7.2M 7.9M 0.92
Wells Fargo & Co mtnf 0.125% 3/1 0.7 $7.1M 7.3M 0.98
Fiat Chrysler Auto 0.7 $7.1M 62k 115.98
Wpx Energy Inc p 0.7 $7.0M 225k 31.10
Linkedin Corp note 0.500% 11/0 0.7 $6.9M 6.5M 1.05
Seacor Holding Inc note 3.000 11/1 0.7 $6.7M 8.6M 0.78
Stericycle, Inc. pfd cv 0.7 $6.8M 74k 91.02
Pennymac Corp conv 0.7 $6.6M 7.2M 0.92
Quidel Corp note 3.250%12/1 0.7 $6.5M 6.8M 0.97
Wabash National Corp 3.375 '18 conv 0.7 $6.4M 5.3M 1.19
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.6 $6.3M 6.1M 1.02
Acorda Therap note 1.75% 6/15 0.6 $6.1M 5.3M 1.15
Rpm International Inc convertible cor 0.6 $6.0M 5.3M 1.14
B2gold Corp conv 0.6 $6.1M 7.3M 0.83
Macquarie Infrastructure conv 0.6 $6.1M 5.4M 1.12
Cheniere Energy Inc note 4.250% 3/1 0.6 $6.1M 12M 0.53
Keycorp New pfd 7.75% sr a 0.6 $5.9M 46k 130.46
Micron Technology Inc conv 0.6 $5.9M 7.1M 0.83
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.6 $5.9M 6.0M 0.98
Bottomline Tech Del Inc note 1.500%12/0 0.6 $5.7M 5.1M 1.13
Sandisk Corp conv 0.6 $5.8M 5.6M 1.03
Blucora Inc note 4.250% 4/0 0.6 $5.8M 7.0M 0.83
Rwt 4 5/8 04/15/18 0.6 $5.7M 6.1M 0.93
Monster Worldwide Inc note 3.500%10/1 0.6 $5.7M 4.5M 1.27
Molina Healthcare Inc conv 0.6 $5.5M 4.6M 1.20
First Trust IPOX-100 Index Fund (FPX) 0.6 $5.4M 105k 51.12
American Tower Corp New Pfd Co p 0.6 $5.3M 53k 101.49
Pra Group Inc conv 0.6 $5.4M 6.5M 0.83
51job Inc note 3.250% 4/1 0.6 $5.4M 5.5M 0.98
Huron Consulting Group I 1.25% cvbond 0.6 $5.3M 5.4M 0.98
Ishares Tr fltg rate nt (FLOT) 0.5 $5.2M 104k 50.41
Canadian Solar Inc note 4.250% 2/1 0.5 $5.2M 5.6M 0.92
Tivo Inc 2.0 10-01-21 cv 0.5 $5.1M 5.9M 0.87
Lam Research Corp note 0.500% 5/1 0.5 $5.0M 3.8M 1.29
Dominion Res Inc Va unit 04/01/2013 0.5 $5.0M 95k 52.89
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.5 $5.0M 6.0M 0.83
Rait Financial Trust note 4.000%10/0 0.5 $4.9M 6.2M 0.79
Medicines Co dbcv 1.375% 6/0 0.5 $4.8M 3.4M 1.42
J2 Global Inc note 3.250% 6/1 0.5 $4.9M 3.7M 1.31
T Mobile Us Inc conv pfd ser a 0.5 $4.9M 73k 67.55
Cemex Sab De Cv conv bnd 0.5 $4.8M 5.1M 0.93
Bgc Partners, Inc. note 4.500% 7/1 0.5 $4.8M 4.4M 1.08
Cobalt Intl Energy Inc note 3.125% 5/1 0.5 $4.8M 9.2M 0.52
Toll Bros Finance Corp. convertible bond 0.5 $4.7M 4.6M 1.01
Albany Molecular Resh Inc note 2.250%11/1 0.5 $4.7M 3.5M 1.35
Crown Castle Intl Corp New cnv pfd stk sr a 0.5 $4.6M 43k 107.50
Herbalife Ltd conv 0.5 $4.5M 5.4M 0.84
Echo Global Logistics Inc note 2.500% 5/0 0.5 $4.6M 5.3M 0.88
Wells Fargo & Co mtnf 0.125% 2/2 0.5 $4.5M 4.8M 0.94
On Semiconductor Corp note 2.625%12/1 0.5 $4.4M 4.0M 1.11
Integra Lifesciences Holdings conv bnd 0.5 $4.4M 3.4M 1.30
Spectrum Pharmaceuticals Inc conv 0.5 $4.4M 5.0M 0.87
First Trust Large Cap Core Alp Fnd (FEX) 0.4 $4.3M 99k 43.25
Interdigital Inc 2.5% conv 0.4 $4.3M 4.3M 1.00
Endologix, Inc. 3.25% 11/01/2020 0.4 $4.3M 4.0M 1.08
General Cable Corp Del New frnt 4.500% 11/1 0.4 $4.2M 7.0M 0.61
Iridium Communications $16.25 perp pfd cnv b 0.4 $4.2M 14k 307.93
1,375% Liberty Media 15.10.2023 note 0.4 $4.2M 4.3M 0.98
Servicenow Inc. note 0.4 $4.2M 3.2M 1.28
Starwood Property Trust note 0.4 $4.1M 4.0M 1.02
Ttm Technologies Inc conv 0.4 $4.1M 4.5M 0.90
Servicesource Intl 0.4 $3.9M 4.6M 0.85
Yy Inc note 2.25% 0.4 $3.9M 4.1M 0.96
Twitter Inc note 1.000% 9/1 0.4 $3.9M 4.7M 0.84
Meritage Homes Corp conv 0.4 $3.8M 3.9M 0.98
Jazz Investments I Ltd. conv 0.4 $3.9M 3.7M 1.05
iShares Russell 1000 Value Index (IWD) 0.4 $3.7M 38k 97.84
Forestar Group Inc note 0.4 $3.8M 4.6M 0.82
Webmd Health Corp 1.5% cnvrtbnd 0.4 $3.7M 3.3M 1.12
Encore Capital Group Inc note 0.4 $3.8M 5.0M 0.75
Yandex N V debt 1.125%12/1 0.4 $3.7M 4.3M 0.86
Rti Intl Metals Inc note 1.625%10/1 0.4 $3.6M 3.5M 1.02
Liberty Interactive Llc conv 0.4 $3.5M 2.3M 1.51
Illumina Inc conv 0.4 $3.5M 3.0M 1.17
Live Nation Entertainmen conv 0.4 $3.5M 3.4M 1.02
Chart Industries 2% conv 0.3 $3.4M 4.0M 0.86
Ares Capital Corp 5.75 16 convert 0.3 $3.4M 3.4M 1.00
Jarden Corp note 1.875% 9/1 0.3 $3.5M 1.9M 1.82
Encore Cap Group Inc note 3.000% 7/0 0.3 $3.4M 4.0M 0.85
Welltower Inc 6.50% pfd prepet 0.3 $3.4M 56k 60.41
Integrated Device Technology note 0.875% 11/1 0.3 $3.4M 3.3M 1.03
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.3 $3.3M 3.5M 0.93
Mgic Invt Corp Wis note 5.000% 5/0 0.3 $3.2M 3.1M 1.03
First Trust Cnsumer Stapl Alpha (FXG) 0.3 $3.3M 73k 44.42
Nextera Energy, Inc. pfd cv 0.3 $3.2M 59k 54.58
Allscripts Healthcare So conv 0.3 $3.2M 3.0M 1.08
Akamai Technologies Inc Sr Cv zero coupon bonds 0.3 $3.2M 3.4M 0.96
iShares Dow Jones US Technology (IYW) 0.3 $3.2M 30k 107.03
Tcp Cap Corp note 5.250%12/1 0.3 $3.2M 3.2M 0.98
Vector Group Ltd note 1.75% 4/15 0.3 $3.1M 2.7M 1.14
1,000% Sina 01.12.2018 note 0.3 $2.9M 3.0M 0.97
Airtran Hldgs Inc note 5.250%11/0 0.3 $2.9M 971k 2.95
Nuvasive Inc. conv 0.3 $2.8M 2.1M 1.36
Aegean Marine Petroleum Network note 4.000 11/0 0.3 $2.8M 3.4M 0.85
Spectranetics Corp mtnf 2.625% 6/0 0.3 $2.8M 3.8M 0.75
Incyte Corp note 0.375%11/1 0.3 $2.9M 1.3M 2.15
Amtrust Finl Svcs Inc note 2.750%12/1 0.3 $2.9M 3.1M 0.92
Sandisk Corp note 1.500% 8/1 0.3 $2.6M 1.7M 1.57
Biomarin Pharmaceutical Inc note 1.500%10/1 0.3 $2.6M 2.0M 1.34
Envestnet Inc note 1.750%12/1 0.3 $2.6M 3.0M 0.88
Cepheid conv 0.3 $2.7M 3.0M 0.89
Stanley Black & Decker Inc Uni p 0.3 $2.6M 22k 117.95
Resource Capital Corporation note 8.000 1/1 0.3 $2.5M 2.6M 0.96
Huntington Bancshares Inc pfd conv ser a 0.2 $2.4M 1.8k 1349.30
Teva Pharm Finance Llc Cvt cv bnd 0.2 $2.4M 1.6M 1.56
Palo Alto Networks Inc note 7/0 0.2 $2.5M 1.5M 1.66
Nxp Semiconductors N V dbcv 1.000% 12/0 0.2 $2.4M 2.2M 1.10
Teligent Inc note 3.750 12/1 0.2 $2.5M 2.5M 0.98
Take-two Interactive Softwar note 1.000% 7/0 0.2 $2.3M 1.4M 1.66
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.2 $2.4M 2.1M 1.13
Broadsoft Inc. 1.5% 07/01/2018 conv 0.2 $2.3M 2.1M 1.07
Electronic Arts Inc conv 0.2 $2.3M 1.0M 2.16
Enernoc, Inc. conv 0.2 $2.2M 4.0M 0.56
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.2 $2.2M 18k 120.56
Alere 0.2 $2.2M 8.0k 274.75
Teleflex Inc note 3.875% 8/0 0.2 $2.2M 1.0M 2.14
Fluidigm Corporation convertible cor 0.2 $2.2M 3.5M 0.62
Yahoo Inc note 12/0 0.2 $2.2M 2.3M 0.97
Amsburg Corp pfd 5.25% 0.2 $1.9M 14k 143.88
Microchip Technology Inc sdcv 2.125%12/1 0.2 $1.8M 959k 1.90
Apple (AAPL) 0.2 $1.8M 17k 105.26
Fidelity National Finance conv 0.2 $1.7M 894k 1.91
Tesla Mtrs Inc note 1.500% 6/0 0.2 $1.6M 823k 1.97
iShares Dow Jones US Financial (IYF) 0.2 $1.6M 18k 88.30
Alphabet Inc Class A cs (GOOGL) 0.2 $1.6M 2.0k 777.94
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.2 $1.6M 40k 39.85
Utilities SPDR (XLU) 0.1 $1.5M 34k 43.32
JPMorgan Chase & Co. (JPM) 0.1 $1.3M 20k 65.95
Danaher Corp Del debt 0.1 $1.4M 511k 2.70
Mgic Investment Corp note 0.1 $1.3M 944k 1.38
Microsoft Corporation (MSFT) 0.1 $1.1M 20k 55.44
Kimberly-Clark Corporation (KMB) 0.1 $1.1M 8.7k 127.35
Laboratory Corp Amer Hldgs debt 0.1 $1.1M 669k 1.66
iShares Dow Jones US Real Estate (IYR) 0.1 $1.1M 15k 75.05
Citigroup (C) 0.1 $1.0M 20k 51.67
Janus Capital conv 0.1 $1.0M 731k 1.38
Horsehead Hldg Corp note 3.800% 7/0 0.1 $883k 3.4M 0.26
Bank of America Corporation (BAC) 0.1 $764k 45k 16.88
Johnson & Johnson (JNJ) 0.1 $828k 8.1k 102.78
Pfizer (PFE) 0.1 $790k 24k 32.32
General Electric Company 0.1 $817k 26k 31.14
SPDR S&P Retail (XRT) 0.1 $737k 17k 43.36
Exxon Mobil Corporation (XOM) 0.1 $667k 8.6k 77.96
Wells Fargo & Company (WFC) 0.1 $725k 13k 54.17
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.1 $699k 713k 0.98
Nuance Communications 0.1 $675k 631k 1.07
Loews Corporation (L) 0.1 $635k 17k 38.39
Berkshire Hathaway (BRK.B) 0.1 $610k 4.6k 132.15
Coca-Cola Company (KO) 0.1 $564k 13k 43.04
Home Depot (HD) 0.1 $608k 4.6k 132.26
At&t (T) 0.1 $570k 17k 34.46
Amazon (AMZN) 0.1 $625k 925.00 675.68
Celgene Corporation 0.1 $552k 4.6k 120.10
Ramco-gershenson Pptys Tr perp pfd-d cv 0.1 $609k 10k 60.90
Facebook Inc cl a (META) 0.1 $594k 5.7k 104.30
Pepsi (PEP) 0.1 $443k 4.5k 99.31
Procter & Gamble Company (PG) 0.1 $531k 6.7k 79.23
UnitedHealth (UNH) 0.1 $507k 4.3k 117.82
Cien 4 12/15/20 0.1 $489k 376k 1.30
Arcc 4 7/8 03/15/17 0.1 $537k 532k 1.01
Sunpower Corp dbcv 0.750% 6/0 0.1 $514k 395k 1.30
Allergan 0.1 $466k 1.5k 314.44
Suntrust Banks Inc $1.00 Par Cmn 0.0 $350k 8.2k 42.59
FedEx Corporation (FDX) 0.0 $342k 2.3k 148.57
Chevron Corporation (CVX) 0.0 $395k 4.4k 90.29
Cisco Systems (CSCO) 0.0 $392k 14k 27.19
Intel Corporation (INTC) 0.0 $415k 12k 34.38
Verizon Communications (VZ) 0.0 $403k 8.7k 46.51
McKesson Corporation (MCK) 0.0 $390k 2.0k 198.57
Altria (MO) 0.0 $436k 7.5k 58.38
Amgen (AMGN) 0.0 $419k 2.6k 162.15
Merck & Co (MRK) 0.0 $371k 7.0k 53.18
Gilead Sciences (GILD) 0.0 $393k 3.9k 101.42
Lowe's Companies (LOW) 0.0 $400k 5.3k 76.02
Visa (V) 0.0 $388k 5.0k 77.51
Oracle Corporation (ORCL) 0.0 $425k 12k 36.66
Delta Air Lines (DAL) 0.0 $342k 6.8k 50.35
Alza Corp sdcv 7/2 0.0 $350k 248k 1.41
MetLife (MET) 0.0 $350k 7.3k 48.08
American Airls (AAL) 0.0 $347k 8.2k 42.20
Proofpoint Inc note 1.250%12/1 0.0 $344k 200k 1.72
Comcast Corporation (CMCSA) 0.0 $272k 4.8k 56.34
MasterCard Incorporated (MA) 0.0 $336k 3.4k 97.53
Costco Wholesale Corporation (COST) 0.0 $268k 1.7k 161.74
McDonald's Corporation (MCD) 0.0 $268k 2.3k 118.48
Abbott Laboratories (ABT) 0.0 $309k 6.9k 44.83
Walt Disney Company (DIS) 0.0 $326k 3.1k 105.33
Union Pacific Corporation (UNP) 0.0 $282k 3.6k 78.38
International Paper Company (IP) 0.0 $281k 7.4k 37.80
Raytheon Company 0.0 $317k 2.5k 125.00
CVS Caremark Corporation (CVS) 0.0 $296k 3.0k 98.18
Kroger (KR) 0.0 $283k 6.7k 41.98
Thermo Fisher Scientific (TMO) 0.0 $265k 1.9k 142.78
Capital One Financial (COF) 0.0 $256k 3.5k 72.54
Nike (NKE) 0.0 $246k 3.9k 62.88
Schlumberger (SLB) 0.0 $274k 3.9k 69.77
EMC Corporation 0.0 $320k 13k 25.59
TJX Companies (TJX) 0.0 $257k 3.6k 70.47
EOG Resources (EOG) 0.0 $254k 3.6k 70.87
General Dynamics Corporation (GD) 0.0 $296k 2.2k 137.67
Invesco (IVZ) 0.0 $272k 8.1k 33.61
salesforce (CRM) 0.0 $260k 3.3k 78.43
iShares Russell 2000 Index (IWM) 0.0 $281k 2.5k 112.90
Key (KEY) 0.0 $302k 23k 13.13
General Motors Company (GM) 0.0 $308k 9.0k 34.12
iShares S&P US Pref Stock Idx Fnd (PFF) 0.0 $254k 6.6k 38.75
Ares Capital Corp 5.125 2016 conv 0.0 $290k 290k 1.00
Epr Properties Pfd C 5.75% (EPR.PC) 0.0 $249k 11k 23.71
Twenty-first Century Fox 0.0 $280k 10k 27.17
Wright Medical Group Inc note 2 000 8/1 0.0 $305k 275k 1.11
Intercontinental Exchange (ICE) 0.0 $291k 1.1k 255.94
Ctrip.com Inter Ltd. conv 0.0 $264k 200k 1.32
First Trust Iv Enhanced Short (FTSM) 0.0 $278k 4.7k 59.58
Medtronic (MDT) 0.0 $321k 4.2k 76.83
Priceline Group Inc/the conv 0.0 $334k 331k 1.01
Wal-Mart Stores (WMT) 0.0 $204k 3.4k 60.70
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $204k 1.6k 125.54
3M Company (MMM) 0.0 $242k 1.6k 149.47
Boeing Company (BA) 0.0 $230k 1.6k 144.47
E.I. du Pont de Nemours & Company 0.0 $205k 3.1k 67.08
Aetna 0.0 $232k 2.1k 109.02
General Mills (GIS) 0.0 $207k 3.6k 57.74
Honeywell International (HON) 0.0 $236k 2.3k 103.74
Occidental Petroleum Corporation (OXY) 0.0 $212k 3.1k 68.30
Philip Morris International (PM) 0.0 $243k 2.8k 87.66
Texas Instruments Incorporated (TXN) 0.0 $210k 3.8k 55.09
United Technologies Corporation 0.0 $219k 2.3k 96.90
Xerox Corporation 0.0 $156k 15k 10.78
Biogen Idec (BIIB) 0.0 $238k 783.00 303.96
Yahoo! 0.0 $215k 6.5k 33.26
ON Semiconductor (ON) 0.0 $156k 16k 9.87
American International (AIG) 0.0 $211k 3.4k 62.39
iShares Dow Jones US Energy Sector (IYE) 0.0 $222k 6.6k 33.89
Marathon Petroleum Corp (MPC) 0.0 $236k 4.5k 51.98
Mondelez Int (MDLZ) 0.0 $243k 5.4k 44.83
Abbvie (ABBV) 0.0 $242k 4.1k 59.26
Prospect Capital Corporati mtnf 5.375% 0.0 $168k 170k 0.99
Dbx Trackers db xtr msci eur (DBEU) 0.0 $229k 8.8k 26.00
Jefferies Group Inc New dbcv 3.875%11/0 0.0 $50k 50k 1.00
Swift Transportation Company 0.0 $143k 10k 13.84
Regeneron Pharmaceuticals, In conv 0.0 $108k 17k 6.35
Starwood Ppty note 4.0% 1/15/ 0.0 $95k 92k 1.03
Ares Capital Corp conv 0.0 $99k 100k 0.99
Jarden Corp conv 0.0 $52k 36k 1.44
Mentor Graphics 4% 2031 conv 0.0 $19k 19k 1.00
Micron Technology Inc note 1.625% 2/1 0.0 $31k 22k 1.41
Illumina Inc Note 0.250% cb 0.0 $36k 16k 2.25