SSI Investment Management

Ssi Investment Management as of March 31, 2016

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 270 positions in its portfolio as reported in the March 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Index (IVV) 3.4 $33M 161k 206.68
Intel Corp. Jr. Sub. Cv. Deb. conv 3.4 $33M 21M 1.59
Allergan Plc pfd conv ser a 2.7 $27M 29k 915.87
iShares iBoxx $ High Yid Corp Bond (HYG) 2.4 $23M 286k 81.69
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.3 $22M 18k 1205.00
Priceline Grp Inc note 0.350% 6/1 2.3 $22M 18M 1.20
Bank Of America Corporation preferred (BAC.PL) 2.0 $19M 17k 1137.92
Frontier Communications Corp pfd conv ser-a 1.9 $19M 179k 103.76
Holx 2 12/15/43 1.4 $14M 11M 1.24
Citrix Systems Inc conv 1.4 $14M 12M 1.12
Priceline.com debt 1.000% 3/1 1.4 $14M 9.5M 1.43
Old Republic Intl Corp note 1.4 $13M 11M 1.24
Red Hat Inc conv 1.3 $13M 10M 1.24
iShares Lehman Aggregate Bond (AGG) 1.3 $12M 111k 110.82
Illumina Inc. 0.00% June 15, 2019 ccb 1.2 $12M 12M 1.04
Verisign Inc sdcv 3.250% 8/1 1.1 $11M 4.3M 2.59
Spdr S&p 500 Etf (SPY) 1.1 $11M 54k 205.51
Nvidia Corp note 1.000 12/0 1.1 $11M 6.2M 1.78
Stericycle, Inc. pfd cv 1.0 $9.9M 106k 93.28
Gilead Sciences conv 1.0 $9.8M 2.4M 4.11
Salesforce.com Inc conv 1.0 $9.6M 7.8M 1.24
Anthem Inc conv p 1.0 $9.7M 207k 46.67
Tesla Motors Inc bond 1.0 $9.4M 10M 0.91
Tyson Foods Inc cnv p 0.9 $9.3M 125k 74.22
Dominion Res D Ser A Units 6.375% 01-jul-2017 convprf 0.9 $9.0M 179k 50.46
American Tower Corp New Pfd Co p 0.8 $8.3M 80k 104.73
Euronet Worldwide Inc Note 1.500%10/0 0.8 $8.3M 7.0M 1.19
Xilinx Inc Cvt 2.625 6-15-17 convert 0.8 $8.2M 5.0M 1.64
Wellpoint Inc Note cb 0.8 $7.7M 4.0M 1.91
Electronics For Imaging Inc note 0.750% 9/0 0.8 $7.7M 7.4M 1.04
Linkedin Corp note 0.500% 11/0 0.8 $7.6M 8.3M 0.91
Microchip Technology Inc note 1.625% 2/1 0.8 $7.5M 7.4M 1.02
Tesla Motors Inc bond 0.8 $7.3M 8.5M 0.86
Liberty Interactive Llc conv 0.7 $6.5M 3.9M 1.67
Sandisk Corp conv 0.7 $6.5M 6.3M 1.04
Nextera Energy, Inc. pfd cv 0.7 $6.4M 106k 60.90
Pennymac Corp conv 0.7 $6.4M 7.2M 0.90
Wpx Energy Inc p 0.7 $6.4M 175k 36.50
Wabash National Corp 3.375 '18 conv 0.6 $6.3M 4.9M 1.27
Molina Healthcare Inc conv 0.6 $6.2M 5.0M 1.25
Cheniere Energy Inc note 4.250% 3/1 0.6 $6.2M 12M 0.52
Starwood Waypoint Residentl note 3.000% 7/0 0.6 $5.9M 6.0M 0.99
Keycorp New pfd 7.75% sr a 0.6 $5.9M 46k 129.01
iShares Russell 1000 Value Index (IWD) 0.6 $5.9M 60k 98.81
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.6 $5.9M 6.5M 0.91
Alexandria Real Estate Equitie conv prf 0.6 $5.7M 198k 29.04
Rwt 4 5/8 04/15/18 0.6 $5.7M 6.1M 0.94
Wright Med Group Inc note 2.000% 2/1 0.6 $5.8M 6.5M 0.89
51job Inc note 3.250% 4/1 0.6 $5.6M 5.5M 1.01
Welltower Inc 6.50% pfd prepet 0.6 $5.5M 89k 61.67
Bottomline Tech Del Inc note 1.500%12/0 0.6 $5.4M 4.8M 1.14
Cemex Sab De Cv conv bnd 0.6 $5.3M 5.1M 1.04
Quidel Corp note 3.250%12/1 0.6 $5.3M 6.0M 0.89
Seacor Holding Inc note 3.000 11/1 0.6 $5.3M 7.0M 0.76
Ishares Tr fltg rate nt (FLOT) 0.5 $5.2M 104k 50.41
Rait Financial Trust note 4.000%10/0 0.5 $5.2M 6.2M 0.83
T Mobile Us Inc conv pfd ser a 0.5 $5.2M 78k 65.99
Bgc Partners, Inc. note 4.500% 7/1 0.5 $5.0M 4.9M 1.02
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.5 $5.1M 6.0M 0.85
Crown Castle Intl Corp New cnv pfd stk sr a 0.5 $5.0M 47k 106.72
First Trust Large Cap Core Alp Fnd (FEX) 0.5 $4.9M 109k 44.62
Medicines Co dbcv 1.375% 6/0 0.5 $4.9M 3.8M 1.27
National Health Invs Inc note 0.5 $4.8M 4.7M 1.03
Fiat Chrysler Auto 0.5 $4.8M 67k 72.21
Integra Lifesciences Holdings conv bnd 0.5 $4.7M 3.7M 1.29
Webmd Health Corp 1.5% cnvrtbnd 0.5 $4.8M 3.6M 1.33
Intel Corp sdcv 0.5 $4.6M 3.7M 1.27
On Semiconductor Corp note 2.625%12/1 0.5 $4.7M 4.4M 1.08
1,375% Liberty Media 15.10.2023 note 0.5 $4.7M 4.7M 0.99
Canadian Solar Inc note 4.250% 2/1 0.5 $4.7M 5.6M 0.84
Nuvasive Inc. conv 0.5 $4.6M 3.7M 1.26
Wells Fargo & Co mtnf 0.125% 2/2 0.5 $4.6M 4.8M 0.97
Endologix, Inc. 3.25% 11/01/2020 0.5 $4.6M 4.8M 0.96
J2 Global Inc note 3.250% 6/1 0.5 $4.5M 4.2M 1.09
Envestnet Inc note 1.750%12/1 0.5 $4.5M 5.2M 0.86
Echo Global Logistics Inc note 2.500% 5/0 0.5 $4.5M 4.4M 1.01
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.5 $4.4M 4.4M 1.01
Pra Group Inc conv 0.5 $4.4M 5.5M 0.80
iShares Dow Jones US Technology (IYW) 0.4 $4.3M 40k 108.53
Starwood Property Trust note 0.4 $4.2M 4.2M 1.00
Spectrum Pharmaceuticals Inc conv 0.4 $4.2M 4.9M 0.87
Servicesource Intl 0.4 $4.1M 5.1M 0.80
Ttm Technologies Inc conv 0.4 $4.0M 4.5M 0.89
Iridium Communications $16.25 perp pfd cnv b 0.4 $4.0M 14k 293.33
Acorda Therap note 1.75% 6/15 0.4 $4.0M 4.5M 0.89
Medicines Company conv 0.4 $4.0M 3.5M 1.13
Forestar Group Inc note 0.4 $3.9M 4.6M 0.86
Jarden Corp note 1.875% 9/1 0.4 $3.9M 2.1M 1.88
Wells Fargo & Co mtnf 0.125% 3/1 0.4 $3.9M 4.1M 0.96
Illumina Inc conv 0.4 $3.9M 3.6M 1.08
Jazz Investments I Ltd. conv 0.4 $3.9M 3.8M 1.03
Meritage Homes Corp conv 0.4 $3.8M 3.9M 0.99
Exelon Corp 6.5% 01-jun-2017 convprf 0.4 $3.8M 79k 48.70
B2gold Corp conv 0.4 $3.8M 4.5M 0.84
Albany Molecular Resh Inc note 2.250%11/1 0.4 $3.9M 3.5M 1.10
Servicenow Inc. note 0.4 $3.8M 3.5M 1.08
Spirit Realty Capital Inc convertible cor 0.4 $3.7M 3.7M 1.00
Blucora Inc note 4.250% 4/0 0.4 $3.8M 5.0M 0.75
Rti Intl Metals Inc note 1.625%10/1 0.4 $3.6M 3.5M 1.05
Chart Industries 2% conv 0.3 $3.4M 3.9M 0.89
Vector Group Ltd note 1.75% 4/15 0.3 $3.4M 3.0M 1.11
Encore Capital Group Inc note 0.3 $3.5M 5.0M 0.69
Huron Consulting Group I 1.25% cvbond 0.3 $3.4M 3.5M 0.97
Allscripts Healthcare So conv 0.3 $3.3M 3.3M 1.02
Integrated Device Technology note 0.875% 11/1 0.3 $3.3M 3.5M 0.93
Twitter Inc note 1.000% 9/1 0.3 $3.4M 4.0M 0.84
Microchip Technology Inc sdcv 2.125%12/1 0.3 $3.3M 1.6M 1.99
Proofpoint Inc note 1.250%12/1 0.3 $3.2M 2.2M 1.46
Tcp Cap Corp note 5.250%12/1 0.3 $3.2M 3.2M 0.98
Black Hills Corp unit 99/99/9999 0.3 $3.0M 44k 67.82
Sandisk Corp note 1.500% 8/1 0.3 $2.9M 1.9M 1.58
Airtran Hldgs Inc note 5.250%11/0 0.3 $2.9M 964k 3.04
Spectranetics Corp mtnf 2.625% 6/0 0.3 $3.0M 3.8M 0.79
General Cable Corp Del New frnt 4.500% 11/1 0.3 $2.8M 5.2M 0.55
Alza Corp sdcv 7/2 0.3 $2.8M 1.9M 1.48
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.3 $2.8M 21k 130.68
Take-two Interactive Softwar note 1.000% 7/0 0.3 $2.8M 1.6M 1.78
Rpm International Inc convertible cor 0.3 $2.9M 2.5M 1.14
Alcoa Inc cnv p 0.3 $2.8M 88k 32.23
Herbalife Ltd conv 0.3 $2.9M 3.0M 0.96
Enernoc, Inc. conv 0.3 $2.8M 4.0M 0.71
Aegean Marine Petroleum Network note 4.000 11/0 0.3 $2.7M 3.4M 0.81
Encore Cap Group Inc note 3.000% 7/0 0.3 $2.7M 3.5M 0.78
Monster Worldwide Inc note 3.500%10/1 0.3 $2.7M 3.0M 0.91
Nxp Semiconductors N V dbcv 1.000% 12/0 0.3 $2.7M 2.4M 1.11
Rovi Corp Note 0.500% 3/0 bond 0.3 $2.7M 2.9M 0.95
Huntington Bancshares Inc pfd conv ser a 0.3 $2.7M 2.0k 1354.17
Macquarie Infrastructure conv 0.3 $2.6M 2.4M 1.10
Yandex N V debt 1.125%12/1 0.3 $2.6M 3.0M 0.88
Stanley Black & Decker Inc Uni p 0.3 $2.6M 23k 113.36
Biomarin Pharmaceutical Inc note 1.500%10/1 0.3 $2.5M 2.1M 1.18
Yahoo Inc note 12/0 0.3 $2.5M 2.5M 0.99
Broadsoft Inc. 1.5% 07/01/2018 conv 0.2 $2.4M 2.1M 1.13
Resource Capital Corporation note 8.000 1/1 0.2 $2.5M 2.6M 0.95
Palo Alto Networks Inc note 7/0 0.2 $2.5M 1.6M 1.56
First Trust IPOX-100 Index Fund (FPX) 0.2 $2.4M 47k 50.15
Micron Technology Inc note 2.125% 2/1 0.2 $2.4M 2.0M 1.19
Incyte Corp note 0.375%11/1 0.2 $2.3M 1.5M 1.54
Ent 2 3/4 2/15/35 convertible bond 0.2 $2.3M 3.0M 0.76
Teva Pharm Finance Llc Cvt cv bnd 0.2 $2.2M 1.7M 1.30
D First Tr Exchange-traded (FPE) 0.2 $2.2M 117k 18.65
Ishares Msci Usa Quality Facto invalid (QUAL) 0.2 $2.1M 33k 65.62
Amag Pharmaceuticals Inc note 2.500% 2/1 0.2 $2.2M 2.0M 1.08
Arcc 4 7/8 03/15/17 0.2 $2.1M 2.1M 1.01
Brocade Communications conv 0.2 $2.0M 2.0M 0.99
Interdigital Inc 1.5% 3/1/20 convertible bond 0.2 $2.0M 2.0M 1.02
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.2 $2.0M 44k 44.84
Teligent Inc note 3.750 12/1 0.2 $2.0M 2.5M 0.78
Apple (AAPL) 0.2 $1.9M 17k 109.05
Akamai Technologies Inc Sr Cv zero coupon bonds 0.2 $1.8M 1.8M 0.98
Fluidigm Corporation convertible cor 0.2 $1.8M 3.2M 0.55
Utilities SPDR (XLU) 0.2 $1.7M 34k 49.64
Teleflex Inc note 3.875% 8/0 0.2 $1.6M 638k 2.55
Fidelity National Finance conv 0.2 $1.6M 863k 1.87
Tesla Mtrs Inc note 1.500% 6/0 0.2 $1.7M 913k 1.84
Nuance Communications 0.2 $1.6M 1.6M 1.03
Liberty Media Corp deb 3.500% 1/1 0.2 $1.6M 3.0M 0.53
iShares Dow Jones US Financial (IYF) 0.2 $1.5M 18k 84.64
Helix Energy Solutions note 0.2 $1.6M 2.0M 0.78
Electronic Arts Inc conv 0.2 $1.6M 761k 2.07
Alphabet Inc Class A cs (GOOGL) 0.2 $1.5M 2.0k 763.17
Webmd Health Conv Sr Notes conv 0.1 $1.4M 1.3M 1.14
Danaher Corp Del debt 0.1 $1.4M 511k 2.76
iShares Russell Midcap Value Index (IWS) 0.1 $1.3M 19k 70.90
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 0.1 $1.4M 70k 19.48
iShares Dow Jones US Real Estate (IYR) 0.1 $1.2M 16k 77.79
JPMorgan Chase & Co. (JPM) 0.1 $1.2M 20k 59.18
Kimberly-Clark Corporation (KMB) 0.1 $1.2M 8.7k 134.48
Microsoft Corporation (MSFT) 0.1 $1.1M 20k 55.13
Laboratory Corp Amer Hldgs debt 0.1 $1.1M 669k 1.57
Johnson & Johnson (JNJ) 0.1 $873k 8.1k 108.35
General Electric Company 0.1 $834k 26k 31.78
Citigroup (C) 0.1 $843k 20k 41.76
Cobalt Intl Energy Inc note 3.125% 5/1 0.1 $790k 2.0M 0.40
Berkshire Hathaway (BRK.B) 0.1 $655k 4.6k 141.87
Exxon Mobil Corporation (XOM) 0.1 $714k 8.6k 83.46
Pfizer (PFE) 0.1 $725k 24k 29.66
At&t (T) 0.1 $647k 17k 39.13
Wells Fargo & Company (WFC) 0.1 $648k 13k 48.42
Procter & Gamble Company (PG) 0.1 $705k 8.6k 82.33
Ramco-gershenson Pptys Tr perp pfd-d cv 0.1 $650k 10k 65.00
Facebook Inc cl a (META) 0.1 $649k 5.7k 113.92
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.1 $706k 713k 0.99
Loews Corporation (L) 0.1 $633k 17k 38.27
Bank of America Corporation (BAC) 0.1 $611k 45k 13.50
Coca-Cola Company (KO) 0.1 $607k 13k 46.33
Home Depot (HD) 0.1 $611k 4.6k 132.91
Verizon Communications (VZ) 0.1 $626k 12k 53.96
UnitedHealth (UNH) 0.1 $555k 4.3k 128.98
Amazon (AMZN) 0.1 $552k 925.00 596.76
Altria (MO) 0.1 $470k 7.5k 62.93
Pepsi (PEP) 0.1 $455k 4.5k 102.02
Oracle Corporation (ORCL) 0.1 $474k 12k 40.90
Celgene Corporation 0.1 $463k 4.6k 100.70
Cobalt Intl Energy Inc note 0.1 $490k 1.0M 0.49
Amtrust Finl Svcs Inc note 2.750%12/1 0.1 $499k 631k 0.79
FedEx Corporation (FDX) 0.0 $376k 2.3k 163.34
Chevron Corporation (CVX) 0.0 $418k 4.4k 95.59
Cisco Systems (CSCO) 0.0 $410k 14k 28.44
Intel Corporation (INTC) 0.0 $389k 12k 32.22
Amgen (AMGN) 0.0 $386k 2.6k 149.38
Merck & Co (MRK) 0.0 $371k 7.0k 53.17
Gilead Sciences (GILD) 0.0 $358k 3.9k 92.41
Lowe's Companies (LOW) 0.0 $399k 5.3k 75.81
Cien 4 12/15/20 0.0 $438k 353k 1.24
Sunpower Corp dbcv 0.750% 6/0 0.0 $436k 396k 1.10
Allergan 0.0 $397k 1.5k 267.88
Comcast Corporation (CMCSA) 0.0 $295k 4.8k 61.09
MasterCard Incorporated (MA) 0.0 $327k 3.4k 94.89
Suntrust Banks Inc $1.00 Par Cmn 0.0 $296k 8.2k 36.01
Costco Wholesale Corporation (COST) 0.0 $261k 1.7k 157.42
McDonald's Corporation (MCD) 0.0 $283k 2.3k 125.06
Abbott Laboratories (ABT) 0.0 $288k 6.9k 41.78
Walt Disney Company (DIS) 0.0 $307k 3.1k 99.16
3M Company (MMM) 0.0 $267k 1.6k 164.92
Union Pacific Corporation (UNP) 0.0 $289k 3.6k 80.32
International Paper Company (IP) 0.0 $305k 7.4k 41.04
Raytheon Company 0.0 $313k 2.5k 123.42
CVS Caremark Corporation (CVS) 0.0 $312k 3.0k 103.48
Kroger (KR) 0.0 $258k 6.7k 38.26
Thermo Fisher Scientific (TMO) 0.0 $263k 1.9k 141.70
McKesson Corporation (MCK) 0.0 $310k 2.0k 157.84
Honeywell International (HON) 0.0 $254k 2.3k 111.60
Philip Morris International (PM) 0.0 $272k 2.8k 98.09
Schlumberger (SLB) 0.0 $289k 3.9k 73.59
TJX Companies (TJX) 0.0 $285k 3.6k 78.15
General Dynamics Corporation (GD) 0.0 $284k 2.2k 132.03
Visa (V) 0.0 $314k 4.1k 76.53
Delta Air Lines (DAL) 0.0 $330k 6.8k 48.58
Invesco (IVZ) 0.0 $247k 8.1k 30.52
Key (KEY) 0.0 $253k 23k 11.00
MetLife (MET) 0.0 $320k 7.3k 43.95
General Motors Company (GM) 0.0 $283k 9.0k 31.35
Epr Properties Pfd C 5.75% (EPR.PC) 0.0 $270k 11k 25.71
Twenty-first Century Fox 0.0 $287k 10k 27.85
Intercontinental Exchange (ICE) 0.0 $268k 1.1k 235.71
American Airls (AAL) 0.0 $338k 8.2k 41.07
First Trust Iv Enhanced Short (FTSM) 0.0 $280k 4.7k 59.65
Medtronic (MDT) 0.0 $314k 4.2k 75.14
Priceline Group Inc/the conv 0.0 $334k 331k 1.01
Time Warner 0.0 $208k 2.8k 73.65
Wal-Mart Stores (WMT) 0.0 $231k 3.4k 68.75
CBS Corporation 0.0 $216k 3.9k 54.71
Royal Caribbean Cruises (RCL) 0.0 $205k 2.5k 82.66
Boeing Company (BA) 0.0 $203k 1.6k 127.51
Aetna 0.0 $240k 2.1k 112.83
Allstate Corporation (ALL) 0.0 $208k 3.1k 66.95
Capital One Financial (COF) 0.0 $243k 3.5k 68.86
General Mills (GIS) 0.0 $228k 3.6k 63.58
Nike (NKE) 0.0 $240k 3.9k 61.37
Texas Instruments Incorporated (TXN) 0.0 $219k 3.8k 57.47
United Technologies Corporation 0.0 $229k 2.3k 101.33
Xerox Corporation 0.0 $161k 15k 11.13
Biogen Idec (BIIB) 0.0 $204k 783.00 260.54
ON Semiconductor (ON) 0.0 $152k 16k 9.61
salesforce (CRM) 0.0 $243k 3.3k 73.28
iShares Dow Jones US Energy Sector (IYE) 0.0 $228k 6.6k 34.81
Ares Capital Corp 5.125 2016 conv 0.0 $230k 230k 1.00
Mondelez Int (MDLZ) 0.0 $217k 5.4k 40.03
Abbvie (ABBV) 0.0 $233k 4.1k 57.04
Prospect Capital Corporati mtnf 5.375% 0.0 $167k 170k 0.98
Jefferies Group Inc New dbcv 3.875%11/0 0.0 $49k 50k 0.98
Starwood Ppty note 4.0% 1/15/ 0.0 $92k 92k 1.00
Janus Capital conv 0.0 $81k 57k 1.42
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.0 $113k 126k 0.90
Ares Capital Corp conv 0.0 $101k 100k 1.01
Jarden Corp conv 0.0 $59k 38k 1.55
Mentor Graphics 4% 2031 conv 0.0 $20k 20k 1.00
Biomarin Pharmaceutical Inc note 0.750%10/1 0.0 $32k 29k 1.10
Micron Technology Inc note 1.625% 2/1 0.0 $26k 22k 1.18