SSI Investment Management

Ssi Investment Management as of March 31, 2019

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 272 positions in its portfolio as reported in the March 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Index (IVV) 4.8 $58M 202k 284.55
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.8 $33M 25k 1292.44
Bank Of America Corporation preferred (BAC.PL) 2.5 $30M 23k 1301.84
Microchip Technology Inc sdcv 2.125%12/1 2.2 $26M 24M 1.10
Workday Inc note 0.250%10/0 1.9 $22M 16M 1.41
Becton Dickinson & Co pfd shs conv a 1.8 $21M 347k 61.81
Priceline Group Inc/the conv 1.8 $21M 19M 1.10
Priceline Grp Inc note 0.350% 6/1 1.8 $21M 16M 1.35
Wellpoint Inc Note cb 1.7 $21M 5.2M 3.97
Isis Pharmaceuticals Inc Del note 1.000%11/1 1.6 $19M 14M 1.35
Microchip Technology Inc note 1.625% 2/1 1.4 $17M 10M 1.64
Blackstone Mtg Tr Inc note 4.375% 5/0 1.4 $16M 16M 1.01
iShares Lehman Aggregate Bond (AGG) 1.3 $16M 143k 109.07
Cheniere Energy Inc note 4.250% 3/1 1.3 $15M 20M 0.78
Novellus Systems, Inc. note 2.625% 5/1 1.2 $15M 2.7M 5.48
Advanced Micro Devices Inc Note 2.125% 9/0 bond 1.2 $15M 4.5M 3.26
Danaher Corporation 4.75 mnd cv p 1.2 $15M 14k 1048.79
Herbalife Ltd convertible security 1.2 $14M 13M 1.05
Nextera Energy Inc unit 09/01/2019 1.1 $13M 211k 62.20
Illumina Inc conv 1.1 $13M 9.5M 1.35
Crown Castle Intl Corp New 6.875% con pfd a 1.1 $13M 11k 1184.13
Sempra Energy convertible preferred security 1.1 $13M 120k 105.71
Jazz Investments I Ltd. conv 1.0 $12M 12M 1.01
Meritor Inc note 3.250%10/1 1.0 $12M 12M 0.96
Servicenow Inc note 6/0 1.0 $12M 6.4M 1.85
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.9 $11M 11M 1.04
Fortive Corporation convertible preferred security 0.9 $11M 10k 1052.96
Horizon Pharma Plc convertible security 0.8 $10M 9.0M 1.13
Neurocrine Biosciences Inc Note 2.250 5/1 0.8 $10M 7.4M 1.35
On Semiconductor Corp Note 1.000%12/0 bond 0.8 $9.2M 7.4M 1.24
Dish Network Corp note 3.375% 8/1 0.8 $9.2M 11M 0.85
Exact Sciences convertible/ 0.8 $9.2M 9.0M 1.02
Wayfair Inc convertible security 0.8 $9.0M 5.9M 1.53
Colony Starwood Homes convertible security 0.8 $9.0M 7.9M 1.14
Zendesk Inc convertible security 0.7 $8.8M 6.1M 1.46
Caesars Entmt Corp note 5.000%10/0 0.7 $8.5M 6.0M 1.42
Ii-vi Incorp convertible security 0.7 $8.5M 8.1M 1.05
Intl F & F convertible preferred security 0.7 $8.3M 166k 50.26
Ringcentral Inc convertible security 0.7 $8.3M 5.8M 1.43
Cleveland Cliffs Inc dbcv 1.500% 1/1 0.7 $8.2M 6.0M 1.37
Centerpnt Enrg Ds Rep 1/20 Srs B Prf 0.7 $8.2M 156k 52.56
Verint Sys Inc note 1.5% 6/1 0.7 $7.9M 7.2M 1.10
Red Hat Inc conv 0.7 $7.8M 3.1M 2.48
Zillow Group Inc note 2.000%12/0 0.7 $7.7M 7.6M 1.02
Navistar Intl Corp conv 0.6 $7.5M 7.5M 1.00
Intercept Pharmas conv 0.6 $7.4M 7.5M 0.99
Cypress Semiconductor Corp note 4.500% 1/1 0.6 $7.5M 5.9M 1.27
Viavi Solutions Inc convertible security 0.6 $7.5M 6.6M 1.13
Illumina Inc. 0.00% June 15, 2019 ccb 0.6 $7.2M 5.9M 1.22
Dominion Resource p 0.6 $7.2M 143k 49.93
Kaman Corp convertible security 0.6 $7.2M 6.5M 1.10
1,375% Liberty Media 15.10.2023 note 0.6 $7.0M 6.3M 1.12
First Tr Exchange Traded Fd fst low mtg etf (LMBS) 0.6 $7.1M 138k 51.29
Pacira Pharmaceuticals Inc convertible security 0.6 $7.1M 7.2M 0.98
Wright Medical Group Nv 2.25 20211115 0.6 $6.9M 4.5M 1.54
Sarepta Therapeutics note 1.500% 11/1 0.6 $6.8M 3.8M 1.80
Guidewire Software convertible security 0.6 $6.7M 6.2M 1.09
Live Nation Entertainmen convertible security 0.6 $6.7M 5.8M 1.15
Liberty Media Corp deb 3.500% 1/1 0.6 $6.6M 8.8M 0.75
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.5 $6.5M 5.9M 1.10
Biomarin Pharma Inc convertible/ 0.5 $6.3M 6.2M 1.02
Whiting Pete Corp New Note 1.250% 4/0 bond 0.5 $6.1M 6.2M 0.97
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 0.5 $6.1M 5.7M 1.07
Chesapeake Energy Corp convertible security 0.5 $6.1M 6.5M 0.93
Nuvasive Inc note 2.250% 3/1 0.5 $6.0M 5.4M 1.11
Medicines Company conv 0.5 $5.9M 5.9M 1.00
Air Transport Services Grp I note 1.125%10/1 0.5 $5.8M 5.8M 1.00
Q2 Holdings Inc convertible security 0.5 $5.8M 4.4M 1.31
J2 Global Inc note 3.250% 6/1 0.5 $5.7M 4.3M 1.33
Tesla Inc convertible security 0.5 $5.8M 5.3M 1.09
Aerojet Rocketdyne Hldgs Inc Note 2.25012/1 bnd 0.5 $5.7M 3.8M 1.49
Silicon Laboratories Inc convertible security 0.5 $5.7M 5.2M 1.09
Thrx 2 1/8 01/15/23 0.5 $5.6M 5.5M 1.01
Hannon Armstrong Sust Infr C note 4.125% 9/0 0.5 $5.5M 5.5M 1.01
Lumentum Holdings Inc convertible security 0.5 $5.4M 4.6M 1.18
Exact Sciences Corp convertible/ 0.5 $5.4M 3.9M 1.36
Hercules Capital Inc dbcv 4.375% 2/0 0.5 $5.4M 5.6M 0.97
American Elec Pwr Co Inc unit 03/15/2022 0.5 $5.4M 107k 50.93
Molina Healthcare Inc. conv 0.4 $5.2M 1.5M 3.48
Pennymac Corp conv 0.4 $5.3M 5.3M 1.00
New York Cmnty Cap Tr V unit 99/99/9999 (FLG.PU) 0.4 $5.2M 108k 47.80
World Wrestling Entertai convertible security 0.4 $5.1M 1.4M 3.53
Stanley Black & Decker Inc unit 05/15/2020 0.4 $5.0M 51k 97.62
Seacor Holdings Inc convertible security 0.4 $5.0M 5.6M 0.90
Dte Energy Co conv p 0.4 $4.8M 88k 55.37
Sunpower Corp dbcv 4.000% 1/1 0.4 $4.9M 6.0M 0.82
Colfax Corp unit 01/15/2022t 0.4 $4.8M 36k 133.41
Prospect Capital Corporation note 0.4 $4.9M 5.0M 0.98
Transocean Inc Deb 0.500 1/3 bond 0.4 $4.8M 4.2M 1.12
Inphi Corp note 0.750% 9/0 0.4 $4.6M 4.4M 1.05
Micron Technology Inc note 2.125% 2/1 0.4 $4.5M 1.2M 3.77
Vistra Energy Corp convertible preferred security 0.4 $4.4M 45k 98.18
First Trust Large Cap Core Alp Fnd (FEX) 0.4 $4.3M 73k 59.51
Huron Consulting Group I 1.25% cvbond 0.4 $4.3M 4.4M 0.98
Oasis Pete Inc New Note 2.625% 9/1 bond 0.4 $4.3M 4.7M 0.93
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 0.4 $4.3M 4.6M 0.93
Ari 5.375% 10/15/23 0.4 $4.3M 4.4M 0.98
Nutanix Inc convertible security 0.4 $4.3M 4.1M 1.06
Medicines Company 2.750000 07/15/2023 bond 0.3 $4.2M 5.0M 0.84
Ares Capital Corp convertible security 0.3 $4.1M 4.1M 1.00
Insulet Corp note 1.250% 9/1 0.3 $4.1M 2.5M 1.66
Osi Systems Inc convertible security 0.3 $4.1M 4.1M 1.01
Etsy Inc convertible security 0.3 $4.0M 2.1M 1.93
First Majestic Silver Corp note 1.875% 3/0 0.3 $3.9M 4.0M 0.97
Forestar Group Inc note 0.3 $3.8M 3.9M 0.99
Hubspot convertible security 0.3 $3.8M 2.1M 1.80
Ishares Tr fltg rate nt (FLOT) 0.3 $3.6M 70k 50.90
Okta Inc cl a 0.3 $3.6M 2.0M 1.81
Royal Gold Inc conv 0.3 $3.5M 3.5M 1.00
Cemex Sab De Cv conv 0.3 $3.3M 3.3M 0.99
Helix Energy Solutions Group convertible security 0.3 $3.3M 3.0M 1.11
Energizer Hldgs Inc New 7.5 mcnv pfd a 0.3 $3.4M 35k 97.11
Knowles Corp note 3.250%11/0 0.3 $3.2M 2.8M 1.16
Radius Health Inc note 3.000% 9/0 0.3 $3.2M 3.8M 0.83
Redwood Tr Inc note 4.750% 8/1 0.3 $3.2M 3.3M 0.95
Synaptics Inc note 0.500% 6/1 0.3 $3.2M 3.5M 0.92
American Rlty Cap Pptys Inc note 3.750%12/1 0.3 $3.1M 3.1M 1.00
Pra Group Inc conv 0.2 $3.0M 3.1M 0.96
Dycom Inds Inc Note 0.750% 9/1 bond 0.2 $3.0M 3.3M 0.92
Harmonic Inc note 4.000 12/0 0.2 $3.0M 2.6M 1.14
Insmed Inc convertible security 0.2 $3.0M 3.0M 1.01
Nabors Industries Ltd 6% pfd cnv sr a 0.2 $3.0M 110k 26.90
Qts Rlty Tr 0.2 $3.0M 27k 109.08
iShares Dow Jones US Technology (IYW) 0.2 $2.9M 15k 190.62
Realpage Inc note 1.500%11/1 0.2 $2.8M 1.8M 1.54
Tcp Cap Corp note 5.250%12/1 0.2 $2.8M 2.8M 1.00
Virtus Investment Partners convertible preferred security 0.2 $2.8M 32k 87.87
South Jersey Inds Inc unit 99/99/9999 0.2 $2.7M 53k 51.45
Pra Group Inc convertible security 0.2 $2.7M 3.0M 0.90
Theravance Biopharma Inc note 3.250%11/0 0.2 $2.7M 2.8M 0.96
Alder Biopharmaceuticals Inc convertible security 0.2 $2.6M 2.8M 0.95
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.2 $2.6M 2.6M 1.01
Retrophin Inc note 2.500% 9/1 0.2 $2.7M 2.9M 0.93
Team Inc note 5.000% 8/0 0.2 $2.7M 2.5M 1.08
Newpark Res Inc Note 4.00012/0 bnd 0.2 $2.7M 2.2M 1.23
On Semiconductor Corp note 1.625%10/1 0.2 $2.5M 2.0M 1.24
New Mtn Fin Corp note 5.750% 8/1 0.2 $2.5M 2.5M 1.00
Istar Inc note 3.125% 9/1 0.2 $2.5M 2.7M 0.92
Danaher Corp Del debt 0.2 $2.4M 477k 5.05
Ishares Inc core msci emkt (IEMG) 0.2 $2.4M 47k 51.73
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.2 $2.3M 18k 126.50
Fireeye Series B convertible security 0.2 $2.3M 2.5M 0.93
Tesla Motors Inc bond 0.2 $2.1M 2.0M 1.03
Spirit Realty Capital Inc convertible cor 0.2 $2.2M 2.2M 1.00
Ship Finance deb 0.2 $2.2M 2.2M 0.98
Microsoft Corporation (MSFT) 0.2 $2.0M 17k 117.89
Biomarin Pharmaceutical Inc note 1.500%10/1 0.2 $2.0M 1.8M 1.14
Encore Capital Group Inc note 0.2 $2.0M 2.1M 0.92
Veeco Instrs Inc Del note 2.700% 1/1 0.2 $2.1M 2.5M 0.85
Flexion Therapeutics convertible security 0.2 $2.0M 2.3M 0.88
ProShares Short 20+ Year Treasury ETF (TBF) 0.2 $1.9M 90k 21.51
Redwood Trust Inc convertible security 0.1 $1.8M 1.9M 0.98
Verastem Inc note 5.000%11/0 0.1 $1.8M 2.3M 0.78
Apple (AAPL) 0.1 $1.7M 8.9k 189.76
Utilities SPDR (XLU) 0.1 $1.7M 29k 58.14
Alphabet Inc Class A cs (GOOGL) 0.1 $1.7M 1.5k 1176.51
Encore Cap Europe Fin Ltd note 4.500% 9/0 0.1 $1.7M 1.9M 0.89
Amazon (AMZN) 0.1 $1.6M 900.00 1777.78
Macquarie Infrastructure conv 0.1 $1.6M 1.6M 1.00
Encore Cap Group Inc note 3.000% 7/0 0.1 $1.6M 1.7M 0.95
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.1 $1.6M 1.6M 0.98
iShares Dow Jones US Real Estate (IYR) 0.1 $1.4M 16k 86.96
Envestnet Inc note 1.750%12/1 0.1 $1.5M 1.3M 1.11
Nice Ltd convertible security 0.1 $1.4M 942k 1.53
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 0.1 $1.3M 1.4M 0.98
Granite Pt Mtg Tr Inc note 6.375%10/0 0.1 $1.3M 1.3M 1.01
JPMorgan Chase & Co. (JPM) 0.1 $1.2M 11k 101.08
Euronet Worldwide Inc Note 1.500%10/0 0.1 $1.2M 599k 1.97
Kimberly-Clark Corporation (KMB) 0.1 $1.1M 8.7k 123.89
Allegheny Technologies Inc note 4.750% 7/0 0.1 $1.1M 556k 1.91
Csg Sys Intl Inc note 4.250% 3/1 0.1 $1.0M 987k 1.05
Facebook Inc cl a (META) 0.1 $972k 5.8k 167.07
Rti Intl Metals Inc note 1.625%10/1 0.1 $948k 958k 0.99
Allscripts Healthcare So conv 0.1 $976k 1.0M 0.97
Wells Fargo & Co mtnf 0.125% 2/2 0.1 $1.0M 1.0M 0.97
Dbx Etf Tr deutsche usd etf (HYLB) 0.1 $966k 20k 49.61
Square Inc convertible security 0.1 $991k 303k 3.27
Nuance Communications Inc note 1.250% 4/0 0.1 $901k 901k 1.00
Loews Corporation (L) 0.1 $793k 17k 47.94
Berkshire Hathaway (BRK.B) 0.1 $778k 3.9k 200.15
Johnson & Johnson (JNJ) 0.1 $891k 6.4k 139.41
Pfizer (PFE) 0.1 $848k 20k 42.55
UnitedHealth (UNH) 0.1 $868k 3.5k 247.08
Echo Global Logistics Inc note 2.500% 5/0 0.1 $819k 819k 1.00
Macquarie Infrastructure Cor Note 2.00010/0 0.1 $830k 943k 0.88
Teladoc Inc note 3.000%12/1 0.1 $890k 601k 1.48
MasterCard Incorporated (MA) 0.1 $668k 2.8k 235.46
Bank of America Corporation (BAC) 0.1 $691k 25k 27.61
Home Depot (HD) 0.1 $732k 3.8k 191.82
Intel Corporation (INTC) 0.1 $743k 14k 53.72
Verizon Communications (VZ) 0.1 $706k 12k 59.19
Procter & Gamble Company (PG) 0.1 $749k 7.2k 104.19
National Health Invs Inc note 0.1 $685k 596k 1.15
Spirit Rlty Cap Inc New Note cb 0.1 $660k 660k 1.00
Dexcom Inc dbcv 0.750% 5/1 0.1 $726k 542k 1.34
Restoration Hardware Hldgs I dbcv 7/1 0.1 $705k 647k 1.09
Redfin Corp convertible security 0.1 $697k 726k 0.96
Cisco Systems (CSCO) 0.1 $648k 12k 54.07
iShares Russell 1000 Value Index (IWD) 0.1 $639k 5.2k 123.67
Visa (V) 0.1 $619k 4.0k 156.00
iShares Dow Jones US Basic Mater. (IYM) 0.1 $561k 6.1k 91.46
Ishares Inc em mkt min vol (EEMV) 0.1 $653k 11k 59.54
Proshares Ultrashort 20+y Tr etf (TBT) 0.1 $639k 20k 31.95
Palo Alto Networks Inc note 7/0 0.1 $625k 284k 2.20
Interdigital Inc 1.5% 3/1/20 convertible bond 0.1 $651k 620k 1.05
Assurant Inc convertible preferred security 0.1 $582k 5.6k 103.65
Coca-Cola Company (KO) 0.0 $498k 11k 46.93
Exxon Mobil Corporation (XOM) 0.0 $517k 6.4k 80.71
Abbott Laboratories (ABT) 0.0 $432k 5.4k 79.90
Walt Disney Company (DIS) 0.0 $429k 3.9k 111.43
Chevron Corporation (CVX) 0.0 $431k 3.5k 123.42
At&t (T) 0.0 $521k 17k 31.34
Union Pacific Corporation (UNP) 0.0 $492k 2.9k 167.69
Boeing Company (BA) 0.0 $502k 1.3k 380.88
Merck & Co (MRK) 0.0 $489k 5.9k 83.18
Pepsi (PEP) 0.0 $444k 3.6k 122.79
iShares MSCI EMU Index (EZU) 0.0 $459k 12k 38.54
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.0 $474k 5.6k 83.94
Citigroup (C) 0.0 $510k 8.2k 62.20
Inphi Corp note 1.125%12/0 0.0 $440k 358k 1.23
Cypress Semiconductor Co convertible security 0.0 $418k 410k 1.02
Comcast Corporation (CMCSA) 0.0 $319k 8.0k 39.86
Costco Wholesale Corporation (COST) 0.0 $333k 1.4k 242.01
McDonald's Corporation (MCD) 0.0 $375k 2.0k 189.59
Wells Fargo & Company (WFC) 0.0 $385k 8.0k 48.40
Adobe Systems Incorporated (ADBE) 0.0 $405k 1.5k 266.45
Raytheon Company 0.0 $386k 2.1k 180.80
Thermo Fisher Scientific (TMO) 0.0 $416k 1.5k 272.79
Altria (MO) 0.0 $351k 6.1k 57.12
Amgen (AMGN) 0.0 $408k 2.2k 189.50
Honeywell International (HON) 0.0 $299k 1.9k 157.29
Texas Instruments Incorporated (TXN) 0.0 $340k 3.2k 105.62
Danaher Corporation (DHR) 0.0 $305k 2.3k 132.09
TJX Companies (TJX) 0.0 $323k 6.1k 53.03
Oracle Corporation (ORCL) 0.0 $307k 5.7k 53.64
salesforce (CRM) 0.0 $386k 2.4k 159.37
Intercontinental Exchange (ICE) 0.0 $352k 4.6k 76.27
Medtronic (MDT) 0.0 $312k 3.4k 91.25
Seacor Holding Inc note 3.000 11/1 0.0 $397k 405k 0.98
Paypal Holdings (PYPL) 0.0 $388k 3.7k 104.41
Broadcom (AVGO) 0.0 $302k 999.00 302.30
Ares Capital Corp convertible security 0.0 $396k 400k 0.99
Wal-Mart Stores (WMT) 0.0 $256k 2.6k 97.64
3M Company (MMM) 0.0 $278k 1.3k 206.85
NVIDIA Corporation (NVDA) 0.0 $294k 1.6k 179.71
V.F. Corporation (VFC) 0.0 $211k 2.4k 87.26
Becton, Dickinson and (BDX) 0.0 $210k 843.00 249.11
PerkinElmer (RVTY) 0.0 $224k 2.3k 97.39
Lockheed Martin Corporation (LMT) 0.0 $211k 696.00 303.16
ConocoPhillips (COP) 0.0 $208k 3.1k 66.54
Occidental Petroleum Corporation (OXY) 0.0 $204k 3.0k 67.15
Philip Morris International (PM) 0.0 $216k 2.4k 88.78
United Technologies Corporation 0.0 $245k 1.9k 129.08
Gilead Sciences (GILD) 0.0 $211k 3.3k 64.64
Accenture (ACN) 0.0 $229k 1.3k 178.07
D.R. Horton (DHI) 0.0 $249k 6.1k 41.10
Netflix (NFLX) 0.0 $295k 838.00 352.03
Delta Air Lines (DAL) 0.0 $293k 5.7k 51.65
Alza Corp sdcv 7/2 0.0 $193k 101k 1.91
Key (KEY) 0.0 $297k 19k 15.69
Ares Capital Corporation (ARCC) 0.0 $200k 12k 17.33
SPDR S&P Retail (XRT) 0.0 $214k 4.7k 45.62
iShares Dow Jones US Energy Sector (IYE) 0.0 $236k 6.6k 36.03
Servicenow (NOW) 0.0 $204k 826.00 246.97
Eaton (ETN) 0.0 $201k 2.5k 80.72
Abbvie (ABBV) 0.0 $272k 3.4k 79.84
Redwood Trust, Inc note 5.625 11/1 0.0 $287k 287k 1.00
First Tr Exchange Traded Fd ssi strg etf (FCVT) 0.0 $288k 9.5k 30.39
Booking Holdings (BKNG) 0.0 $214k 121.00 1768.60
General Electric Company 0.0 $119k 12k 9.88
Western Asset Mtg Cap Corp note 6.750%10/0 0.0 $108k 112k 0.96
Zillow Group Inc convertible/ 0.0 $79k 87k 0.91