SSI Investment Management

Ssi Investment Management as of Sept. 30, 2019

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 287 positions in its portfolio as reported in the September 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Index (IVV) 4.6 $63M 211k 298.52
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.5 $34M 23k 1494.96
Microchip Technology Inc sdcv 2.125%12/1 2.1 $29M 23M 1.29
Priceline Group Inc/the conv 2.1 $29M 25M 1.16
Bank Of America Corporation preferred (BAC.PL) 2.1 $28M 19k 1484.99
Priceline Grp Inc note 0.350% 6/1 1.8 $25M 17M 1.49
Novellus Systems, Inc. note 2.625% 5/1 1.8 $25M 3.5M 7.15
Illumina Inc note 8/1 1.7 $23M 21M 1.11
Akamai Technologies Inc note 0.125% 5/0 1.5 $21M 18M 1.14
Workday Inc note 0.250%10/0 1.4 $20M 15M 1.31
Wellpoint Inc Note cb 1.4 $19M 5.8M 3.35
Becton Dickinson & Co pfd shs conv a 1.4 $19M 304k 61.91
Microchip Technology Inc note 1.625% 2/1 1.4 $19M 9.9M 1.89
iShares Lehman Aggregate Bond (AGG) 1.3 $18M 161k 113.17
Twitter Inc note 0.250% 6/1 1.2 $16M 15M 1.06
Danaher Corporation 4.75 mnd cv p 1.2 $16M 14k 1140.07
Square Inc note 0.500% 5/1 1.2 $16M 14M 1.11
Dish Network Corp note 3.375% 8/1 1.1 $16M 17M 0.92
Palo Alto Networks I note 0.750% 7/0 1.1 $15M 14M 1.05
Cheniere Energy Inc note 4.250% 3/1 1.1 $15M 19M 0.77
Illumina Inc conv 1.1 $15M 11M 1.32
Splunk Inc note 0.500% 9/1 1.1 $15M 14M 1.07
Advanced Micro Devices Inc Note 2.125% 9/0 bond 1.0 $14M 3.8M 3.73
Sempra Energy convertible preferred security 1.0 $14M 121k 118.20
Fti Consulting Inc note 2.000% 8/1 1.0 $14M 12M 1.22
Blackstone Mtg Tr Inc note 4.375% 5/0 1.0 $14M 13M 1.04
Crown Castle Intl Corp New 6.875% con pfd a 1.0 $14M 11k 1262.20
Southern Co unit 08/01/2022 0.9 $13M 243k 53.51
Servicenow Inc note 6/0 0.9 $13M 6.7M 1.91
Meritor Inc note 3.250%10/1 0.9 $12M 12M 0.98
Fortive Corporation convertible preferred security 0.9 $12M 13k 904.17
Two Hbrs Invt Corp note 6.250% 1/1 0.8 $12M 11M 1.02
Colony Starwood Homes convertible security 0.8 $11M 8.1M 1.33
Cree Inc note 0.875% 9/0 0.8 $11M 9.7M 1.10
Medicines Company 2.750000 07/15/2023 bond 0.8 $11M 8.8M 1.20
Osi Systems Inc convertible security 0.7 $10M 9.0M 1.12
Exact Sciences convertible/ 0.7 $10M 9.3M 1.08
Kaman Corp convertible security 0.7 $9.9M 8.7M 1.14
Nrg Energy Inc dbcv 2.750% 6/0 0.7 $9.9M 8.8M 1.12
Horizon Pharma Plc convertible security 0.7 $9.5M 8.2M 1.16
Dominion Energy Inc unit 99/99/9999 0.7 $9.5M 90k 105.75
Nextera Energy Inc unit 09/01/2022s 0.7 $9.3M 186k 50.14
Western Digital Corp note 1.500% 2/0 0.7 $9.2M 9.6M 0.96
Neurocrine Biosciences Inc Note 2.250 5/1 0.7 $9.0M 6.6M 1.37
Envestnet Inc note 1.750% 6/0 0.7 $9.1M 8.5M 1.08
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.7 $9.0M 7.9M 1.14
On Semiconductor Corp Note 1.000%12/0 bond 0.7 $8.9M 7.6M 1.17
Avantor Inc 6.25 pfd cnv sr 0.7 $8.9M 167k 53.42
Prft 2 3/8 9/15/23 convertible bond 0.6 $8.8M 7.4M 1.19
Vishay Intertechnology convertible security 0.6 $8.6M 9.3M 0.93
Radius Health Inc note 3.000% 9/0 0.6 $8.5M 9.3M 0.91
Viavi Solutions Inc convertible security 0.6 $8.1M 6.6M 1.23
Ii-vi Incorp convertible security 0.6 $8.1M 7.9M 1.03
Centerpnt Enrg Ds Rep 1/20 Srs B Prf 0.6 $8.0M 154k 52.27
Air Transport Services Grp I note 1.125%10/1 0.6 $7.9M 8.5M 0.93
1,375% Liberty Media 15.10.2023 note 0.6 $7.6M 6.4M 1.19
First Tr Exchange Traded Fd fst low mtg etf (LMBS) 0.5 $7.3M 140k 51.99
Ringcentral Inc convertible security 0.5 $7.3M 4.5M 1.61
Change Healthcare Inc unit 99/99/9999 0.5 $7.1M 149k 47.67
Stanley Black & Decker Inc unit 05/15/2020 0.5 $7.0M 70k 100.48
Live Nation Entertainmen convertible security 0.5 $7.0M 6.0M 1.17
Biomarin Pharma Inc convertible/ 0.5 $6.9M 7.0M 0.98
Silicon Laboratories Inc convertible security 0.5 $6.8M 5.3M 1.30
Guidewire Software convertible security 0.5 $6.8M 5.9M 1.15
Herbalife Ltd convertible security 0.5 $6.7M 7.2M 0.93
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.5 $6.5M 77k 84.82
Nuvasive Inc note 2.250% 3/1 0.5 $6.6M 5.6M 1.18
Ares Capital Corp convertible security 0.5 $6.6M 6.4M 1.03
Caesars Entmt Corp note 5.000%10/0 0.5 $6.5M 3.8M 1.70
American Elec Pwr Co Inc unit 03/15/2022 0.5 $6.5M 118k 55.08
Liberty Media Corp deb 3.500% 1/1 0.5 $6.4M 7.0M 0.91
Insulet Corp note 1.375%11/1 0.5 $6.3M 3.4M 1.84
Inphi Corp note 0.750% 9/0 0.5 $6.1M 4.9M 1.24
Teradyne Inc note 1.250%12/1 0.5 $6.2M 3.3M 1.90
Hercules Capital Inc dbcv 4.375% 2/0 0.4 $6.0M 5.9M 1.02
Tesla Inc convertible security 0.4 $6.0M 5.9M 1.01
Cleveland Cliffs Inc dbcv 1.500% 1/1 0.4 $5.9M 5.5M 1.08
Wix Com Ltd note 7/0 0.4 $5.9M 5.4M 1.11
Insmed Inc convertible security 0.4 $5.8M 6.9M 0.83
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.4 $5.7M 6.5M 0.88
Zendesk Inc convertible security 0.4 $5.6M 4.3M 1.32
Aqua America Inc unit 04/30/2022 0.4 $5.6M 93k 60.61
Tesla Inc note 2.000% 5/1 0.4 $5.6M 5.5M 1.02
Twilio Inc Note 0.250 6/0 bnd 0.4 $5.6M 3.4M 1.67
Intercept Pharmaceuticals In Note 2.000 5/1 bnd 0.4 $5.4M 6.0M 0.90
Repligen Corp note 0.375% 7/1 0.4 $5.3M 5.4M 0.99
New York Cmnty Cap Tr V unit 99/99/9999 (NYCB.PU) 0.4 $5.2M 105k 49.99
Liberty Media Corporation convertible security 0.4 $5.2M 4.2M 1.25
Wayfair Inc convertible security 0.4 $5.2M 4.2M 1.24
American Rlty Cap Pptys Inc note 3.750%12/1 0.4 $5.0M 5.0M 1.01
Jazz Investments I Ltd. conv 0.4 $5.0M 5.0M 1.00
Sarepta Therapeutics note 1.500% 11/1 0.4 $5.0M 3.8M 1.32
Teladoc note 1.375 5/1 0.4 $5.1M 3.5M 1.48
Lumentum Holdings Inc convertible security 0.4 $5.0M 4.3M 1.16
Splunk Inc note 1.125% 9/1 0.4 $4.9M 4.5M 1.09
Sunpower Corp dbcv 4.000% 1/1 0.3 $4.8M 5.3M 0.91
Hope Bancorp Inc note 2.000% 5/1 0.3 $4.8M 5.3M 0.92
Rh convertible security 0.3 $4.8M 4.5M 1.08
Micron Technology Inc note 2.125% 2/1 0.3 $4.6M 1.2M 3.91
Qts Rlty Tr 0.3 $4.4M 36k 121.50
Ari 5.375% 10/15/23 0.3 $4.5M 4.4M 1.02
Mercadolibre Inc convertible security 0.3 $4.4M 3.0M 1.47
69327r Ad 3 Pdc Energy Inc Note 1.125% 9/1 pdc energy 0.3 $4.2M 4.6M 0.92
Aerojet Rocketdyne Hldgs Inc Note 2.25012/1 bnd 0.3 $4.3M 2.2M 1.99
Exact Sciences Corp convertible/ 0.3 $4.3M 3.0M 1.41
Intl F & F convertible preferred security 0.3 $4.3M 92k 46.80
Prospect Capital Corporation note 0.3 $4.2M 4.0M 1.06
Ligand Pharmaceuticals Inc note 0.750% 5/1 0.3 $4.3M 5.2M 0.83
First Trust DB Strateg Val Idx Fnd (FTCS) 0.3 $4.2M 74k 56.78
Oil Sts Intl Inc note 1.500% 2/1 0.3 $4.1M 4.9M 0.84
Momo Inc note 1.250% 7/0 0.3 $4.1M 4.6M 0.90
Pennymac Corp conv 0.3 $4.0M 4.0M 1.01
Wright Medical Group Nv 2.25 20211115 0.3 $4.0M 3.5M 1.17
Seacor Holdings Inc convertible security 0.3 $4.0M 4.3M 0.93
Chegg Inc note 0.250% 5/1 0.3 $4.0M 3.1M 1.28
Colfax Corp unit 01/15/2022t 0.3 $3.9M 30k 130.29
Energizer Hldgs Inc New 7.5 mcnv pfd a 0.3 $3.8M 40k 94.66
Kkr Real Estate Fin Tr Inc note 6.125% 5/1 0.3 $3.8M 3.7M 1.04
iShares Dow Jones US Technology (IYW) 0.3 $3.8M 18k 204.20
Knowles Corp note 3.250%11/0 0.3 $3.7M 2.9M 1.28
First Majestic Silver Corp note 1.875% 3/0 0.3 $3.7M 3.2M 1.18
J2 Global Inc note 3.250% 6/1 0.3 $3.6M 2.5M 1.42
Hubspot convertible security 0.3 $3.5M 2.1M 1.67
World Wrestling Entertai convertible security 0.3 $3.6M 1.2M 2.95
Transocean Inc Deb 0.500 1/3 bond 0.2 $3.3M 4.1M 0.82
Mongodb Inc convertible security 0.2 $3.3M 1.7M 1.88
Synaptics Inc note 0.500% 6/1 0.2 $3.2M 3.4M 0.93
Ship Finance deb 0.2 $3.2M 3.0M 1.09
New Mtn Fin Corp note 5.750% 8/1 0.2 $3.2M 3.0M 1.05
Ares Capital Corp convertible security 0.2 $3.2M 3.0M 1.05
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.2 $3.0M 3.0M 1.00
Redwood Tr Inc note 4.750% 8/1 0.2 $3.0M 3.0M 0.99
Helix Energy Solutions Group convertible security 0.2 $3.0M 2.6M 1.17
On Semiconductor Corp note 1.625%10/1 0.2 $3.1M 2.6M 1.20
Pra Group Inc convertible security 0.2 $3.0M 3.0M 1.01
ProShares Short 20+ Year Treasury ETF (TBF) 0.2 $2.8M 151k 18.77
Thrx 2 1/8 01/15/23 0.2 $2.8M 3.0M 0.94
Cemex Sab De Cv conv 0.2 $2.9M 2.9M 1.00
Atlas Air Worldwide Hldg 1.875000 06/01/2024 bond 0.2 $2.9M 3.5M 0.83
New York Mtg Tr Inc note 6.250% 1/1 0.2 $2.8M 2.8M 1.02
Fireeye Inc note 0.875% 6/0 0.2 $2.8M 3.0M 0.94
Mfa Financial note 6.250 6/1 0.2 $2.6M 2.5M 1.03
Rapid7 Inc convertible security 0.2 $2.6M 2.0M 1.30
Pra Group Inc conv 0.2 $2.5M 2.5M 0.99
Team Inc note 5.000% 8/0 0.2 $2.5M 2.3M 1.11
Microsoft Corporation (MSFT) 0.2 $2.4M 17k 139.04
Redwood Trust Inc convertible security 0.2 $2.4M 2.4M 1.02
Istar Inc note 3.125% 9/1 0.2 $2.4M 2.3M 1.06
Ezcorp Inc note 2.375% 5/0 0.2 $2.4M 3.0M 0.79
New Relic Inc note 0.500% 5/0 0.2 $2.1M 2.3M 0.95
Utilities SPDR (XLU) 0.1 $2.0M 31k 64.74
Forestar Group Inc note 0.1 $2.0M 2.0M 1.00
Encore Capital Group Inc note 0.1 $2.1M 2.1M 0.98
Tcp Cap Corp note 5.250%12/1 0.1 $2.0M 2.0M 1.01
Theravance Biopharma Inc note 3.250%11/0 0.1 $2.1M 2.3M 0.92
Western Asset Mtg Cap Corp note 6.750%10/0 0.1 $2.1M 2.1M 1.00
Realpage Inc note 1.500%11/1 0.1 $2.1M 1.3M 1.58
South Jersey Inds Inc unit 99/99/9999 0.1 $2.1M 40k 52.02
Newpark Res Inc Note 4.00012/0 bnd 0.1 $2.1M 1.9M 1.11
Weibo Corp note 1.250%11/1 0.1 $2.1M 2.3M 0.93
Apple (AAPL) 0.1 $2.0M 8.8k 223.97
Solarcity Corp note 1.625%11/0 0.1 $2.0M 2.0M 0.99
Fireeye Series B convertible security 0.1 $1.9M 2.0M 0.95
Nice Ltd convertible security 0.1 $1.9M 1.1M 1.78
Nabors Industries Ltd 6% pfd cnv sr a 0.1 $1.9M 115k 16.18
Encore Cap Europe Fin Ltd note 4.500% 9/0 0.1 $2.0M 1.9M 1.03
Okta Inc cl a 0.1 $1.9M 907k 2.10
Five9 Inc note 0.125% 5/0 0.1 $1.9M 1.3M 1.44
Csg Sys Intl Inc note 4.250% 3/1 0.1 $1.7M 1.5M 1.13
Retrophin Inc note 2.500% 9/1 0.1 $1.9M 2.5M 0.74
Amazon (AMZN) 0.1 $1.6M 896.00 1735.49
iShares Dow Jones US Real Estate (IYR) 0.1 $1.5M 16k 93.55
Alphabet Inc Class A cs (GOOGL) 0.1 $1.5M 1.2k 1220.94
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 0.1 $1.5M 1.5M 1.02
Granite Pt Mtg Tr Inc note 6.375%10/0 0.1 $1.5M 1.5M 1.03
JPMorgan Chase & Co. (JPM) 0.1 $1.3M 11k 117.68
Proshares Ultrashort 20+y Tr etf (TBT) 0.1 $1.4M 58k 24.35
Kimberly-Clark Corporation (KMB) 0.1 $1.2M 8.7k 142.08
Facebook Inc cl a (META) 0.1 $1.0M 5.8k 178.03
Biomarin Pharmaceutical Inc note 1.500%10/1 0.1 $1.1M 1.0M 1.03
Danaher Corp Del debt 0.1 $953k 173k 5.51
Encore Cap Group Inc note 3.000% 7/0 0.1 $1.0M 1.0M 1.02
Wells Fargo & Co mtnf 0.125% 2/2 0.1 $1.0M 1.0M 0.99
Hannon Armstrong Sust Infr C note 4.125% 9/0 0.1 $996k 889k 1.12
Loews Corporation (L) 0.1 $851k 17k 51.45
MasterCard Incorporated (MA) 0.1 $767k 2.8k 271.50
Berkshire Hathaway (BRK.B) 0.1 $805k 3.9k 208.06
Home Depot (HD) 0.1 $882k 3.8k 232.11
Johnson & Johnson (JNJ) 0.1 $823k 6.4k 129.42
Procter & Gamble Company (PG) 0.1 $890k 7.2k 124.32
UnitedHealth (UNH) 0.1 $760k 3.5k 217.33
Ctrip Com Intl Ltd note 1.990% 7/0 0.1 $790k 782k 1.01
Nuance Communications Inc note 1.250% 4/0 0.1 $777k 785k 0.99
Bank of America Corporation (BAC) 0.1 $727k 25k 29.19
Pfizer (PFE) 0.1 $713k 20k 35.94
At&t (T) 0.1 $626k 17k 37.82
Verizon Communications (VZ) 0.1 $717k 12k 60.39
iShares Russell 1000 Value Index (IWD) 0.1 $663k 5.2k 128.31
Visa (V) 0.1 $668k 3.9k 172.08
Rti Intl Metals Inc note 1.625%10/1 0.1 $664k 664k 1.00
Spirit Rlty Cap Inc New Note cb 0.1 $673k 660k 1.02
Interdigital Inc 1.5% 3/1/20 convertible bond 0.1 $755k 755k 1.00
Allegheny Technologies Inc note 4.750% 7/0 0.1 $674k 432k 1.56
Assurant Inc convertible preferred security 0.1 $666k 5.3k 125.07
Comcast Corporation (CMCSA) 0.0 $514k 11k 45.10
Coca-Cola Company (KO) 0.0 $575k 11k 54.42
McDonald's Corporation (MCD) 0.0 $490k 2.3k 214.82
Walt Disney Company (DIS) 0.0 $582k 4.5k 130.23
Cisco Systems (CSCO) 0.0 $589k 12k 49.40
Intel Corporation (INTC) 0.0 $505k 9.8k 51.51
Merck & Co (MRK) 0.0 $492k 5.8k 84.26
Pepsi (PEP) 0.0 $493k 3.6k 137.21
Citigroup (C) 0.0 $564k 8.2k 69.12
Ishares Tr fltg rate nt (FLOT) 0.0 $557k 11k 50.94
National Health Invs Inc note 0.0 $484k 400k 1.21
Envestnet Inc note 1.750%12/1 0.0 $513k 503k 1.02
Dexcom Inc dbcv 0.750% 5/1 0.0 $558k 351k 1.59
Teladoc Inc note 3.000%12/1 0.0 $604k 355k 1.70
Redfin Corp convertible security 0.0 $592k 643k 0.92
Costco Wholesale Corporation (COST) 0.0 $395k 1.4k 287.90
Exxon Mobil Corporation (XOM) 0.0 $449k 6.4k 70.56
Abbott Laboratories (ABT) 0.0 $449k 5.4k 83.69
Chevron Corporation (CVX) 0.0 $409k 3.5k 118.52
Union Pacific Corporation (UNP) 0.0 $473k 2.9k 162.04
Wells Fargo & Company (WFC) 0.0 $479k 9.5k 50.48
Raytheon Company 0.0 $416k 2.1k 196.04
Thermo Fisher Scientific (TMO) 0.0 $443k 1.5k 291.45
Amgen (AMGN) 0.0 $414k 2.1k 193.37
Texas Instruments Incorporated (TXN) 0.0 $414k 3.2k 129.33
salesforce (CRM) 0.0 $358k 2.4k 148.61
iShares Dow Jones US Basic Mater. (IYM) 0.0 $361k 3.9k 92.26
Intercontinental Exchange (ICE) 0.0 $423k 4.6k 92.34
Medtronic (MDT) 0.0 $370k 3.4k 108.66
Paypal Holdings (PYPL) 0.0 $383k 3.7k 103.63
Square Inc convertible security 0.0 $384k 141k 2.72
Q2 Holdings Inc convertible security 0.0 $476k 326k 1.46
PNC Financial Services (PNC) 0.0 $222k 1.6k 140.24
Suntrust Banks Inc $1.00 Par Cmn 0.0 $211k 3.1k 68.66
Wal-Mart Stores (WMT) 0.0 $308k 2.6k 118.51
3M Company (MMM) 0.0 $220k 1.3k 164.18
NVIDIA Corporation (NVDA) 0.0 $283k 1.6k 173.83
Northrop Grumman Corporation (NOC) 0.0 $219k 583.00 375.64
Adobe Systems Incorporated (ADBE) 0.0 $261k 944.00 276.48
Boeing Company (BA) 0.0 $314k 826.00 380.15
Becton, Dickinson and (BDX) 0.0 $212k 839.00 252.68
Lockheed Martin Corporation (LMT) 0.0 $271k 694.00 390.49
Honeywell International (HON) 0.0 $320k 1.9k 169.04
International Business Machines (IBM) 0.0 $309k 2.1k 145.55
Nike (NKE) 0.0 $267k 2.8k 93.95
United Technologies Corporation 0.0 $258k 1.9k 136.72
Danaher Corporation (DHR) 0.0 $332k 2.3k 144.41
Gilead Sciences (GILD) 0.0 $206k 3.2k 63.52
TJX Companies (TJX) 0.0 $338k 6.1k 55.71
Accenture (ACN) 0.0 $246k 1.3k 192.04
Dollar Tree (DLTR) 0.0 $212k 1.9k 114.16
D.R. Horton (DHI) 0.0 $318k 6.0k 52.75
Oracle Corporation (ORCL) 0.0 $313k 5.7k 55.02
Pioneer Natural Resources (PXD) 0.0 $257k 2.0k 125.98
Delta Air Lines (DAL) 0.0 $325k 5.6k 57.62
Amphenol Corporation (APH) 0.0 $220k 2.3k 96.36
Ares Capital Corporation (ARCC) 0.0 $214k 12k 18.62
iShares Dow Jones US Energy Sector (IYE) 0.0 $208k 6.6k 31.76
Phillips 66 (PSX) 0.0 $212k 2.1k 102.22
Servicenow (NOW) 0.0 $209k 823.00 253.95
Eaton (ETN) 0.0 $206k 2.5k 83.10
Abbvie (ABBV) 0.0 $257k 3.4k 75.81
Seacor Holding Inc note 3.000 11/1 0.0 $250k 255k 0.98
Chubb (CB) 0.0 $213k 1.3k 161.36
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 $321k 10k 31.18
Dbx Etf Tr deutsche usd etf (HYLB) 0.0 $209k 4.2k 50.07
Booking Holdings (BKNG) 0.0 $237k 121.00 1958.68
Broadcom (AVGO) 0.0 $275k 995.00 276.38
Restoration Hardware Hldgs I dbcv 7/1 0.0 $326k 219k 1.49
Nutanix Inc convertible security 0.0 $272k 292k 0.93
Coupa Software Inc note 0.375% 1/1 0.0 $219k 75k 2.92
U.S. Bancorp (USB) 0.0 $203k 3.7k 55.21
General Electric Company 0.0 $107k 12k 8.94
Alza Corp sdcv 7/2 0.0 $180k 101k 1.78
Colony Finl Inc note 5.00% 0.0 $152k 155k 0.98
Tesla Motors Inc bond 0.0 $87k 89k 0.98
Medicines Company conv 0.0 $94k 62k 1.52
Macquarie Infrastructure Cor Note 2.00010/0 0.0 $80k 88k 0.91
Altice Usa Inc cl a (ATUS) 0.0 $202k 7.0k 28.71
Zillow Group Inc note 2.000%12/0 0.0 $149k 150k 0.99
Inphi Corp note 1.125%12/0 0.0 $64k 41k 1.56
Etsy Inc convertible security 0.0 $32k 19k 1.68