SSI Investment Management

Ssi Investment Management as of Dec. 31, 2018

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 257 positions in its portfolio as reported in the December 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Index (IVV) 3.8 $41M 162k 251.61
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 3.0 $32M 26k 1261.90
Bank Of America Corporation preferred (BAC.PL) 2.6 $28M 22k 1252.60
Microchip Technology Inc sdcv 2.125%12/1 2.1 $23M 23M 0.98
Workday Inc note 0.250%10/0 2.0 $21M 17M 1.23
Priceline Grp Inc note 0.350% 6/1 1.9 $21M 16M 1.35
Wellpoint Inc Note cb 1.9 $20M 5.6M 3.62
Becton Dickinson & Co pfd shs conv a 1.9 $20M 352k 57.67
Illumina Inc conv 1.7 $18M 14M 1.31
Priceline Group Inc/the conv 1.6 $18M 16M 1.10
Red Hat Inc conv 1.6 $17M 7.0M 2.38
iShares Lehman Aggregate Bond (AGG) 1.5 $16M 148k 106.50
Blackstone Mtg Tr Inc note 4.375% 5/0 1.4 $15M 16M 0.96
Citrix Systems Inc conv 1.4 $15M 10M 1.42
Cheniere Energy Inc note 4.250% 3/1 1.3 $14M 20M 0.70
Microchip Technology Inc note 1.625% 2/1 1.2 $13M 9.0M 1.41
Isis Pharmaceuticals Inc Del note 1.000%11/1 1.2 $12M 12M 1.07
Nextera Energy Inc unit 09/01/2019 1.1 $12M 211k 57.63
Jazz Investments I Ltd. conv 1.1 $12M 12M 0.97
Pacira Pharmaceuticals Inc convertible security 1.1 $12M 12M 0.99
Sempra Energy convertible preferred security 1.1 $12M 121k 96.20
Exact Sciences Corp convertible/ 1.1 $12M 11M 1.09
Tesla Motors Inc bond 1.1 $11M 11M 1.04
Navistar Intl Corp conv 1.1 $11M 11M 1.00
Crown Castle Intl Corp New 6.875% con pfd a 1.1 $11M 11k 1050.58
Novellus Systems, Inc. note 2.625% 5/1 1.0 $11M 2.7M 4.15
Atlas Air Worldwide Hldgs In note 2.250% 6/0 1.0 $10M 11M 0.97
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.9 $10M 4.2M 2.43
Meritor Inc note 3.250%10/1 0.9 $10M 11M 0.87
Fortive Corporation convertible preferred security 0.9 $9.6M 11k 908.25
Horizon Pharma Plc convertible security 0.9 $9.4M 9.4M 1.00
Neurocrine Biosciences Inc Note 2.250 5/1 0.8 $9.1M 7.7M 1.19
Servicenow Inc note 6/0 0.8 $8.9M 6.3M 1.40
Dish Network Corp note 3.375% 8/1 0.8 $8.3M 10M 0.81
Allscripts Healthcare So conv 0.8 $8.1M 8.5M 0.96
On Semiconductor Corp Note 1.000%12/0 bond 0.8 $8.1M 7.3M 1.10
Ii-vi Incorp convertible security 0.8 $8.1M 8.4M 0.96
Illumina Inc. 0.00% June 15, 2019 ccb 0.7 $7.7M 6.3M 1.22
Zillow Group Inc note 2.000%12/0 0.7 $7.6M 7.8M 0.97
First Tr Exchange Traded Fd fst low mtg etf (LMBS) 0.7 $7.0M 137k 51.05
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.7 $7.0M 83k 83.64
Verint Sys Inc note 1.5% 6/1 0.7 $7.0M 7.2M 0.97
Dominion Resource p 0.7 $7.0M 146k 47.88
Tesla Inc convertible security 0.7 $6.9M 5.7M 1.21
Guidewire Software convertible security 0.6 $6.8M 7.1M 0.96
Wayfair Inc convertible security 0.6 $6.9M 6.4M 1.07
Envestnet Inc note 1.750%12/1 0.6 $6.8M 6.7M 1.01
1,375% Liberty Media 15.10.2023 note 0.6 $6.8M 6.3M 1.07
Kaman Corp convertible security 0.6 $6.7M 6.3M 1.06
Centerpnt Enrg Ds Rep 1/20 Srs B Prf 0.6 $6.6M 131k 50.36
Thrx 2 1/8 01/15/23 0.6 $6.5M 6.0M 1.08
Pennymac Corp conv 0.6 $6.5M 6.6M 0.99
Insulet Corp note 1.250% 9/1 0.6 $6.5M 4.6M 1.41
Hannon Armstrong Sust Infr C note 4.125% 9/0 0.6 $6.4M 7.0M 0.91
Viavi Solutions Inc convertible security 0.6 $6.3M 6.4M 0.99
Whiting Pete Corp New Note 1.250% 4/0 bond 0.6 $6.2M 6.5M 0.95
Wright Medical Group Nv 2.25 20211115 0.6 $6.2M 4.5M 1.37
Biomarin Pharma Inc convertible/ 0.6 $6.2M 6.2M 0.99
Liberty Media Corp deb 3.500% 1/1 0.6 $6.0M 9.7M 0.62
Ishares Tr fltg rate nt (FLOT) 0.5 $5.6M 111k 50.37
Nuvasive Inc note 2.250% 3/1 0.5 $5.5M 5.2M 1.05
Aerojet Rocketdyne Hldgs Inc Note 2.25012/1 bnd 0.5 $5.5M 3.8M 1.47
Silicon Laboratories Inc convertible security 0.5 $5.6M 5.3M 1.06
Intl F & F convertible preferred security 0.5 $5.5M 109k 50.84
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.5 $5.5M 5.9M 0.93
Chesapeake Energy Corp convertible security 0.5 $5.4M 6.7M 0.81
Vistra Energy Corp convertible preferred security 0.5 $5.5M 61k 90.78
Air Transport Services Grp I note 1.125%10/1 0.5 $5.5M 5.8M 0.95
Prospect Capital Corp conv 0.5 $5.2M 5.3M 0.99
Micron Technology Inc note 2.125% 2/1 0.5 $5.1M 1.8M 2.89
Cleveland Cliffs Inc dbcv 1.500% 1/1 0.5 $5.1M 4.6M 1.11
Caesars Entmt Corp note 5.000%10/0 0.5 $5.1M 4.1M 1.24
Molina Healthcare Inc. conv 0.5 $5.0M 1.8M 2.84
Amag Pharmaceuticals Inc note 2.500% 2/1 0.5 $5.0M 5.5M 0.91
Tesla Motors Inc bond 0.5 $4.8M 4.3M 1.12
J2 Global Inc note 3.250% 6/1 0.5 $4.8M 4.2M 1.14
Stanley Black & Decker Inc unit 05/15/2020 0.5 $4.8M 53k 90.87
Seacor Holdings Inc convertible security 0.5 $4.8M 5.6M 0.85
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 0.4 $4.8M 5.0M 0.95
Hercules Capital Inc dbcv 4.375% 2/0 0.4 $4.7M 4.9M 0.95
Ari 5.375% 10/15/23 0.4 $4.7M 4.9M 0.96
Ares Capital Corp conv 0.4 $4.6M 4.6M 1.00
New York Cmnty Cap Tr V unit 99/99/9999 (FLG.PU) 0.4 $4.5M 100k 44.75
Forestar Group Inc note 0.4 $4.5M 4.6M 0.97
Royal Gold Inc conv 0.4 $4.4M 4.4M 1.00
Cemex Sab De Cv conv 0.4 $4.4M 4.5M 0.98
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 0.4 $4.4M 5.0M 0.89
Cypress Semiconductor Corp note 4.500% 1/1 0.4 $4.4M 3.7M 1.18
Insmed Inc convertible security 0.4 $4.4M 6.3M 0.70
Oasis Pete Inc New Note 2.625% 9/1 bond 0.4 $4.2M 4.7M 0.89
Osi Systems Inc convertible security 0.4 $4.2M 4.5M 0.93
Transocean Inc Deb 0.500 1/3 bond 0.4 $4.2M 4.4M 0.95
Realpage Inc note 1.500%11/1 0.4 $4.1M 3.2M 1.29
Hess Pfd p 0.4 $4.1M 83k 49.63
Alder Biopharmaceuticals Inc convertible security 0.4 $4.0M 5.0M 0.80
Synaptics Inc note 0.500% 6/1 0.4 $4.0M 4.5M 0.88
First Trust Large Cap Core Alp Fnd (FEX) 0.3 $3.8M 72k 52.14
Wells Fargo & Co mtnf 0.125% 2/2 0.3 $3.8M 3.9M 0.96
Hubspot convertible security 0.3 $3.6M 2.5M 1.44
Spirit Realty Capital Inc convertible cor 0.3 $3.6M 3.6M 1.00
Pra Group Inc conv 0.3 $3.5M 3.8M 0.92
Dycom Inds Inc Note 0.750% 9/1 bond 0.3 $3.5M 3.7M 0.93
Huron Consulting Group I 1.25% cvbond 0.3 $3.4M 3.5M 0.98
Euronet Worldwide Inc Note 1.500%10/0 0.3 $3.4M 2.4M 1.42
Ares Capital Corp convertible security 0.3 $3.4M 3.4M 1.00
Micron Technology Inc conv 0.3 $3.3M 3.0M 1.11
Solarcity Corp note 1.625%11/0 0.3 $3.3M 3.6M 0.94
Colony Starwood Homes convertible security 0.3 $3.4M 3.3M 1.03
Knowles Corp note 3.250%11/0 0.3 $3.2M 3.1M 1.03
Redwood Tr Inc note 4.750% 8/1 0.3 $3.2M 3.5M 0.92
Theravance Biopharma Inc note 3.250%11/0 0.3 $3.1M 3.0M 1.03
Helix Energy Solutions Group convertible security 0.3 $3.1M 3.4M 0.92
American Rlty Cap Pptys Inc note 3.750%12/1 0.3 $2.9M 3.0M 0.99
Macquarie Infrastructure conv 0.3 $3.0M 3.0M 0.99
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.3 $3.0M 3.0M 0.97
Novavax Inc note 3.750% 2/0 0.3 $3.0M 5.0M 0.60
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.3 $3.0M 3.1M 0.97
Tcp Cap Corp note 5.250%12/1 0.3 $2.8M 2.8M 1.00
Harmonic Inc note 4.000 12/0 0.3 $2.7M 2.6M 1.05
Radius Health Inc note 3.000% 9/0 0.2 $2.7M 3.5M 0.77
Sunpower Corp dbcv 4.000% 1/1 0.2 $2.6M 3.2M 0.80
Virtus Investment Partners convertible preferred security 0.2 $2.6M 35k 75.48
Pra Group Inc convertible security 0.2 $2.5M 3.0M 0.84
iShares Dow Jones US Technology (IYW) 0.2 $2.4M 15k 159.93
Ctrip Com Intl Ltd note 1.250% 9/1 0.2 $2.5M 2.6M 0.97
Integrated Device Tech conv 0.2 $2.4M 1.6M 1.55
Team Inc note 5.000% 8/0 0.2 $2.5M 2.5M 0.99
Medicines Company 2.750000 07/15/2023 bond 0.2 $2.4M 3.3M 0.74
Qts Rlty Tr 0.2 $2.4M 25k 94.28
Retrophin Inc note 2.500% 9/1 0.2 $2.3M 2.5M 0.90
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.2 $2.2M 18k 121.52
ProShares Short 20+ Year Treasury ETF (TBF) 0.2 $2.0M 90k 22.39
Biomarin Pharmaceutical Inc note 1.500%10/1 0.2 $2.0M 1.8M 1.11
Verastem Inc note 5.000%11/0 0.2 $2.0M 2.5M 0.81
Danaher Corp Del debt 0.2 $1.9M 478k 3.92
Alphabet Inc Class A cs (GOOGL) 0.2 $1.9M 1.8k 1044.40
Veeco Instrs Inc Del note 2.700% 1/1 0.2 $2.0M 2.6M 0.75
Redwood Trust Inc convertible security 0.2 $1.9M 2.0M 0.94
New Mtn Fin Corp note 5.750% 8/1 0.2 $1.9M 2.0M 0.97
First Trust Health Care AlphaDEX (FXH) 0.2 $1.9M 27k 68.89
Ship Finance deb 0.2 $1.8M 2.0M 0.89
Microsoft Corporation (MSFT) 0.2 $1.8M 17k 101.53
Encore Capital Group Inc note 0.2 $1.7M 2.1M 0.83
Quotient Technology Inc convertible security 0.2 $1.7M 1.8M 0.94
Apple (AAPL) 0.1 $1.6M 10k 157.82
Encore Cap Group Inc note 3.000% 7/0 0.1 $1.6M 1.8M 0.90
Dexcom Inc dbcv 0.750% 5/1 0.1 $1.6M 1.2M 1.35
Utilities SPDR (XLU) 0.1 $1.5M 29k 52.88
Granite Pt Mtg Tr Inc note 6.375%10/0 0.1 $1.5M 1.5M 0.98
Amazon (AMZN) 0.1 $1.4M 904.00 1507.74
Fireeye Series B convertible security 0.1 $1.4M 1.5M 0.91
Nice Ltd convertible security 0.1 $1.4M 1.0M 1.37
Encore Cap Europe Fin Ltd note 4.500% 9/0 0.1 $1.4M 1.8M 0.80
iShares Dow Jones US Real Estate (IYR) 0.1 $1.2M 16k 75.01
Seacor Holding Inc note 3.000 11/1 0.1 $1.1M 1.2M 0.92
Akamai Technologies Inc Sr Cv zero coupon bonds 0.1 $1.2M 1.2M 1.00
Wright Med Group Inc note 2.000% 2/1 0.1 $1.2M 1.1M 1.06
Carbonite Inc note 2.500% 4/0 0.1 $1.2M 1.0M 1.19
JPMorgan Chase & Co. (JPM) 0.1 $1.1M 11k 97.57
Rti Intl Metals Inc note 1.625%10/1 0.1 $1.1M 1.1M 1.00
Herbalife Ltd conv 0.1 $1.0M 751k 1.38
Kimberly-Clark Corporation (KMB) 0.1 $990k 8.7k 113.99
Echo Global Logistics Inc note 2.500% 5/0 0.1 $921k 949k 0.97
Allegheny Technologies Inc note 4.750% 7/0 0.1 $944k 562k 1.68
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 0.1 $940k 1.0M 0.94
Johnson & Johnson (JNJ) 0.1 $825k 6.4k 128.79
Pfizer (PFE) 0.1 $873k 20k 43.70
UnitedHealth (UNH) 0.1 $875k 3.5k 248.51
Proshares Ultrashort 20+y Tr etf (TBT) 0.1 $843k 24k 35.12
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.1 $840k 800k 1.05
Macquarie Infrastructure Cor Note 2.00010/0 0.1 $819k 952k 0.86
Teladoc Inc note 3.000%12/1 0.1 $833k 608k 1.37
Flexion Therapeutics convertible security 0.1 $810k 1.0M 0.81
Istar Inc note 3.125% 9/1 0.1 $900k 1.0M 0.90
Loews Corporation (L) 0.1 $753k 17k 45.53
Berkshire Hathaway (BRK.B) 0.1 $795k 3.9k 204.06
Facebook Inc cl a (META) 0.1 $766k 5.8k 131.21
National Health Invs Inc note 0.1 $729k 657k 1.11
Square Inc convertible security 0.1 $764k 312k 2.45
South Jersey Inds Inc unit 99/99/9999 0.1 $699k 15k 46.60
Infinera Corporation note 2.125% 9/0 0.1 $720k 1.0M 0.72
Bank of America Corporation (BAC) 0.1 $617k 25k 24.60
Home Depot (HD) 0.1 $656k 3.8k 171.37
Intel Corporation (INTC) 0.1 $650k 14k 46.88
Verizon Communications (VZ) 0.1 $674k 12k 56.35
Procter & Gamble Company (PG) 0.1 $664k 7.2k 91.94
Citigroup (C) 0.1 $608k 12k 52.09
Ishares Inc em mkt min vol (EEMV) 0.1 $615k 11k 55.92
Kb Home note 0.1 $687k 687k 1.00
Spirit Rlty Cap Inc New Note cb 0.1 $637k 650k 0.98
Csg Sys Intl Inc note 4.250% 3/1 0.1 $615k 615k 1.00
Assurant Inc convertible preferred security 0.1 $589k 6.0k 97.84
Redfin Corp convertible security 0.1 $619k 774k 0.80
MasterCard Incorporated (MA) 0.1 $538k 2.8k 188.90
Coca-Cola Company (KO) 0.1 $505k 11k 47.29
Cisco Systems (CSCO) 0.1 $520k 12k 43.28
iShares Russell 1000 Value Index (IWD) 0.1 $574k 5.2k 111.09
Visa (V) 0.1 $542k 4.1k 132.07
iShares Dow Jones US Basic Mater. (IYM) 0.1 $516k 6.2k 83.89
Epr Properties Pfd C 5.75% (EPR.PC) 0.1 $584k 22k 26.56
Palo Alto Networks Inc note 7/0 0.1 $510k 302k 1.69
Consolidated Tomoka Ld Co note 4.500% 3/1 0.1 $495k 500k 0.99
Dte Energy Co conv p 0.1 $554k 11k 51.80
Restoration Hardware Hldgs I dbcv 7/1 0.1 $558k 481k 1.16
Exxon Mobil Corporation (XOM) 0.0 $440k 6.4k 68.46
Abbott Laboratories (ABT) 0.0 $392k 5.4k 72.35
Chevron Corporation (CVX) 0.0 $381k 3.5k 108.76
At&t (T) 0.0 $476k 17k 28.53
Union Pacific Corporation (UNP) 0.0 $406k 2.9k 138.00
Boeing Company (BA) 0.0 $428k 1.3k 323.26
Amgen (AMGN) 0.0 $421k 2.2k 194.82
Merck & Co (MRK) 0.0 $451k 5.9k 76.34
Pepsi (PEP) 0.0 $400k 3.6k 110.19
Db-x Msci Japan Etf equity (DBJP) 0.0 $442k 12k 36.21
Inphi Corp note 1.125%12/0 0.0 $457k 435k 1.05
Western Asset Mtg Cap Corp note 6.750%10/0 0.0 $465k 500k 0.93
Cypress Semiconductor Co convertible security 0.0 $390k 410k 0.95
Comcast Corporation (CMCSA) 0.0 $274k 8.0k 34.12
Suntrust Banks Inc $1.00 Par Cmn 0.0 $343k 6.8k 50.81
Costco Wholesale Corporation (COST) 0.0 $280k 1.4k 202.31
FedEx Corporation (FDX) 0.0 $307k 1.9k 161.32
McDonald's Corporation (MCD) 0.0 $351k 2.0k 176.56
Walt Disney Company (DIS) 0.0 $287k 2.6k 109.63
Wells Fargo & Company (WFC) 0.0 $368k 8.0k 46.14
Adobe Systems Incorporated (ADBE) 0.0 $345k 1.5k 226.53
Raytheon Company 0.0 $329k 2.1k 153.52
Thermo Fisher Scientific (TMO) 0.0 $343k 1.5k 223.74
Altria (MO) 0.0 $305k 6.2k 49.50
Texas Instruments Incorporated (TXN) 0.0 $307k 3.2k 95.11
TJX Companies (TJX) 0.0 $274k 6.1k 44.88
General Dynamics Corporation (GD) 0.0 $275k 1.7k 157.59
Delta Air Lines (DAL) 0.0 $284k 5.7k 49.93
Key (KEY) 0.0 $279k 19k 14.71
Abbvie (ABBV) 0.0 $315k 3.4k 92.19
Intercontinental Exchange (ICE) 0.0 $350k 4.6k 75.68
Medtronic (MDT) 0.0 $311k 3.4k 90.80
Redwood Trust, Inc note 5.625 11/1 0.0 $287k 287k 1.00
Wal-Mart Stores (WMT) 0.0 $246k 2.6k 93.11
3M Company (MMM) 0.0 $255k 1.3k 189.31
NVIDIA Corporation (NVDA) 0.0 $219k 1.6k 133.54
CVS Caremark Corporation (CVS) 0.0 $204k 3.1k 65.79
Honeywell International (HON) 0.0 $252k 1.9k 132.28
United Technologies Corporation 0.0 $204k 1.9k 107.09
Danaher Corporation (DHR) 0.0 $237k 2.3k 102.38
Gilead Sciences (GILD) 0.0 $204k 3.3k 62.29
Oracle Corporation (ORCL) 0.0 $259k 5.7k 45.13
Alza Corp sdcv 7/2 0.0 $179k 101k 1.77
Ares Capital Corporation (ARCC) 0.0 $181k 12k 15.64
MetLife (MET) 0.0 $245k 5.9k 41.21
Celgene Corporation 0.0 $246k 3.8k 63.93
iShares Dow Jones US Energy Sector (IYE) 0.0 $204k 6.6k 31.15
Wells Fargo & Co mtnf 0.125% 3/1 0.0 $178k 182k 0.98
Booking Holdings (BKNG) 0.0 $212k 121.00 1752.07
Broadcom (AVGO) 0.0 $254k 1.0k 253.49
General Electric Company 0.0 $92k 12k 7.61
Interdigital Inc 1.5% 3/1/20 convertible bond 0.0 $110k 105k 1.05
Zillow Group Inc convertible/ 0.0 $80k 93k 0.86