SSI Investment Management

Ssi Investment Management as of March 31, 2020

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 240 positions in its portfolio as reported in the March 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P 500 Index (IVV) 5.3 $60M 234k 258.41
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 2.6 $29M 23k 1274.01
iShares Lehman Aggregate Bond (AGG) 2.4 $28M 241k 115.36
Priceline Group Inc/the conv 2.3 $26M 26M 1.00
Bank Of America Corporation preferred (BAC.PL) 2.2 $25M 20k 1265.87
Broadcom 8 00 Manda Conv Srs A Prf 2.0 $23M 24k 934.41
Fortive Corporation none 1.9 $22M 24M 0.92
Akamai Technologies Inc note 0.125% 5/0 1.8 $21M 19M 1.12
Novellus Systems, Inc. note 2.625% 5/1 1.8 $21M 2.7M 7.53
Illumina Inc note 8/1 1.8 $20M 21M 0.96
Dexcom Inc convertible security 1.6 $18M 11M 1.73
Wellpoint Inc Note cb 1.6 $18M 5.8M 3.16
Microchip Technology Inc sdcv 2.125%12/1 1.4 $16M 16M 1.03
Palo Alto Networks I note 0.750% 7/0 1.3 $15M 16M 0.96
Splunk Inc note 0.500% 9/1 1.3 $15M 14M 1.07
Square Inc note 0.500% 5/1 1.3 $15M 14M 1.03
Becton Dickinson & Co pfd shs conv a 1.3 $15M 267k 54.91
Tesla Inc note 2.000% 5/1 1.3 $14M 7.8M 1.82
Danaher Corporation 4.75 mnd cv p 1.2 $14M 14k 1042.74
Crown Castle Intl Corp New 6.875% con pfd a 1.2 $14M 11k 1295.22
Tesla Inc convertible security 1.2 $14M 7.9M 1.71
Illumina Inc conv 1.1 $13M 11M 1.22
Fti Consulting Inc note 2.000% 8/1 1.1 $13M 9.9M 1.30
Dish Network Corp note 3.375% 8/1 1.1 $13M 16M 0.81
Priceline Grp Inc note 0.350% 6/1 1.1 $12M 11M 1.11
Nextera Energy Inc unit 09/01/2022s 1.0 $12M 235k 49.14
Workday Inc note 0.250%10/0 1.0 $11M 9.9M 1.11
Western Digital Corp note 1.500% 2/0 1.0 $11M 13M 0.87
Twitter Inc note 0.250% 6/1 1.0 $11M 12M 0.89
Sempra Energy convertible preferred security 0.9 $11M 114k 93.85
Euronet Worldwide Inc none 0.9 $10M 12M 0.90
Servicenow Inc note 6/0 0.9 $9.9M 4.7M 2.13
Nextera Energy Inc unit 99/99/9999 0.9 $9.7M 220k 44.10
Stanley Black & Deck unit 11/15/2022 0.8 $9.4M 135k 69.97
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.8 $9.3M 1.6M 5.73
Microchip Technology Inc note 1.625% 2/1 0.8 $9.0M 6.3M 1.43
Synaptics Inc note 0.500% 6/1 0.8 $8.9M 8.6M 1.04
Dominion Energy Inc unit 99/99/9999 0.8 $8.8M 94k 93.73
Southern Co unit 08/01/2022 0.8 $8.7M 188k 45.99
Teladoc note 1.375 5/1 0.8 $8.5M 2.9M 2.90
Exact Sciences convertible/ 0.7 $8.3M 9.9M 0.84
Kaman Corp convertible security 0.7 $8.1M 8.5M 0.95
Vishay Intertechnology convertible security 0.7 $7.7M 8.7M 0.89
Blackstone Mtg Tr Inc note 4.375% 5/0 0.7 $7.7M 9.9M 0.78
Envestnet Inc note 1.750% 6/0 0.7 $7.6M 7.4M 1.02
Ringcentral Inc convertible security 0.7 $7.5M 2.9M 2.59
Meritor Inc note 3.250%10/1 0.7 $7.4M 8.7M 0.85
Pra Group Inc convertible security 0.6 $7.4M 8.5M 0.87
SPDR Barclays Capital Convertible SecETF (CWB) 0.6 $7.4M 154k 47.85
Ares Capital Corp convertible security 0.6 $7.2M 8.0M 0.90
Horizon Pharma Plc convertible security 0.6 $7.1M 6.1M 1.17
Biomarin Pharma Inc convertible/ 0.6 $7.1M 6.8M 1.04
Nuance Communications Inc note 1.250% 4/0 0.6 $7.0M 6.5M 1.08
Inphi Corp note 0.750% 9/0 0.6 $7.0M 4.8M 1.47
Viavi Solutions Inc convertible security 0.6 $6.7M 6.3M 1.05
American Elec Pwr Co Inc unit 03/15/2022 0.6 $6.5M 134k 48.24
Ii-vi Incorp convertible security 0.6 $6.4M 7.0M 0.92
Osi Systems Inc convertible security 0.6 $6.4M 6.9M 0.92
Micron Technology Inc bond 0.6 $6.3M 1.5M 4.22
Ares Capital Corp convertible security 0.6 $6.3M 7.3M 0.87
Rh convertible security 0.6 $6.3M 7.8M 0.80
Docusign Inc convertible security 0.5 $6.2M 4.4M 1.40
On Semiconductor Corp Note 1.000%12/0 bond 0.5 $6.2M 6.2M 0.99
1,375% Liberty Media 15.10.2023 note 0.5 $6.0M 6.3M 0.95
Qts Rlty Tr 0.5 $6.0M 45k 131.03
Prft 2 3/8 9/15/23 convertible bond 0.5 $5.9M 6.2M 0.95
Fortive Corporation convertible preferred security 0.5 $5.6M 7.7k 730.77
Repligen Corp note 0.375% 7/1 0.5 $5.6M 5.3M 1.05
Neurocrine Biosciences Inc Note 2.250 5/1 0.5 $5.6M 4.3M 1.28
Insmed Inc convertible security 0.5 $5.5M 6.6M 0.84
Teradyne Inc note 1.250%12/1 0.5 $5.5M 3.1M 1.79
American Rlty Cap Pptys Inc note 3.750%12/1 0.5 $5.5M 5.6M 0.98
Live Nation Entertainmen convertible security 0.5 $5.4M 5.6M 0.95
Change Healthcare Inc unit 99/99/9999 0.5 $5.3M 130k 41.08
Conmed Corp none 0.5 $5.2M 5.6M 0.93
Guidewire Software convertible security 0.5 $5.2M 5.4M 0.96
Cree Inc note 0.875% 9/0 0.5 $5.1M 5.6M 0.91
Cheniere Energy Inc note 4.250% 3/1 0.5 $5.1M 11M 0.45
Essential Utils Inc Unit Ex 043022 0.4 $5.0M 92k 54.44
Intercept Pharmaceuticals In Note 2.000 5/1 bnd 0.4 $5.0M 5.9M 0.85
Kbr Inc none 0.4 $5.0M 4.8M 1.04
Avantor Inc 6.25 pfd cnv sr 0.4 $4.8M 108k 44.92
Zendesk Inc convertible security 0.4 $4.8M 4.1M 1.18
Hercules Capital Inc dbcv 4.375% 2/0 0.4 $4.8M 5.4M 0.90
Colony Starwood Homes convertible security 0.4 $4.8M 4.5M 1.07
iShares Dow Jones US Technology (IYW) 0.4 $4.8M 24k 204.32
Hope Bancorp Inc note 2.000% 5/1 0.4 $4.6M 5.6M 0.82
Sarepta Therapeutics note 1.500% 11/1 0.4 $4.6M 3.0M 1.52
Sunpower Corp dbcv 4.000% 1/1 0.4 $4.6M 5.5M 0.83
Insulet Corp note 1.375%11/1 0.4 $4.5M 2.5M 1.84
Tesla Motors Inc bond 0.4 $4.3M 2.8M 1.56
Elanco Animal Health Inc unit 02/01/2023t 0.4 $4.2M 102k 41.13
Liberty Media Corporation convertible security 0.3 $3.9M 4.1M 0.94
Knowles Corp note 3.250%11/0 0.3 $3.7M 3.6M 1.03
Splunk Inc note 1.125% 9/1 0.3 $3.6M 3.3M 1.09
Mongodb Inc convertible security 0.3 $3.5M 1.7M 2.05
Seacor Holdings Inc convertible security 0.3 $3.5M 4.6M 0.76
Intl F & F convertible preferred security 0.3 $3.4M 89k 38.14
Ligand Pharmaceuticals Inc note 0.750% 5/1 0.3 $3.3M 4.0M 0.83
Two Hbrs Invt Corp note 6.250% 1/1 0.3 $3.3M 4.0M 0.82
New York Cmnty Cap Tr V unit 99/99/9999 (NYCB.PU) 0.3 $3.3M 79k 41.32
Nrg Energy Inc dbcv 2.750% 6/0 0.3 $3.2M 3.4M 0.95
Wayfair Inc convertible security 0.3 $3.2M 4.7M 0.68
On Semiconductor Corp note 1.625%10/1 0.3 $3.2M 3.2M 1.00
Liberty Media Corp deb 3.500% 1/1 0.3 $3.2M 4.5M 0.70
New Relic Inc note 0.500% 5/0 0.3 $3.2M 3.8M 0.84
Helix Energy Solutions Group convertible security 0.3 $3.1M 4.7M 0.65
Silicon Laboratories Inc convertible security 0.3 $2.9M 2.6M 1.11
Ari 5.375% 10/15/23 0.3 $2.9M 4.4M 0.67
Colfax Corp unit 01/15/2022t 0.2 $2.8M 31k 91.78
Energizer Hldgs Inc New 7.5 mcnv pfd a 0.2 $2.7M 40k 67.83
Microsoft Corporation (MSFT) 0.2 $2.7M 17k 157.66
Mercadolibre Inc convertible security 0.2 $2.6M 2.0M 1.30
Thrx 2 1/8 01/15/23 0.2 $2.6M 2.8M 0.93
Herbalife Ltd convertible security 0.2 $2.6M 3.2M 0.80
Momo Inc note 1.250% 7/0 0.2 $2.6M 3.3M 0.80
Twilio Inc Note 0.250 6/0 bnd 0.2 $2.6M 1.8M 1.39
Weibo Corp note 1.250%11/1 0.2 $2.5M 3.0M 0.84
Chegg Inc note 0.250% 5/1 0.2 $2.5M 1.7M 1.42
iShares Dow Jones US Healthcare (IYH) 0.2 $2.4M 13k 187.79
New Mtn Fin Corp note 5.750% 8/1 0.2 $2.4M 3.0M 0.82
Exact Sciences Corp convertible/ 0.2 $2.4M 2.2M 1.09
First Trust DB Strateg Val Idx Fnd (FTCS) 0.2 $2.3M 47k 49.73
Theravance Biopharma Inc note 3.250%11/0 0.2 $2.3M 2.4M 0.96
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.2 $2.3M 2.2M 1.05
Radius Health Inc note 3.000% 9/0 0.2 $2.3M 3.3M 0.71
Ship Finance deb 0.2 $2.3M 2.5M 0.91
Apple (AAPL) 0.2 $2.2M 8.7k 254.31
Encore Capital Group Inc note 0.2 $2.2M 2.4M 0.90
Jazz Investments I Ltd. conv 0.2 $2.1M 2.3M 0.95
Boingo Wireless cvbond 0.2 $2.0M 2.3M 0.89
Retrophin Inc note 2.500% 9/1 0.2 $1.9M 2.6M 0.76
Pra Group Inc conv 0.2 $1.9M 2.0M 0.97
Pennymac Corp conv 0.2 $1.9M 2.0M 0.96
Aerojet Rocketdyne Hldgs Inc Note 2.25012/1 bnd 0.2 $1.9M 1.1M 1.65
Kkr Real Estate Fin Tr Inc note 6.125% 5/1 0.2 $1.8M 2.3M 0.82
Nuance Communications Inc Dbcv 1.00012/1 0.2 $1.8M 1.9M 0.95
Amazon (AMZN) 0.2 $1.7M 884.00 1950.23
Istar Inc note 3.125% 9/1 0.2 $1.7M 1.8M 0.98
Western Asset Mtg Cap Corp note 6.750%10/0 0.1 $1.6M 3.5M 0.46
Csg Sys Intl Inc note 4.250% 3/1 0.1 $1.6M 1.5M 1.01
Mfa Financial note 6.250 6/1 0.1 $1.5M 2.5M 0.60
Fireeye Series B convertible security 0.1 $1.4M 1.6M 0.90
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 0.1 $1.4M 2.1M 0.70
Encore Cap Europe Fin Ltd note 4.500% 9/0 0.1 $1.4M 1.9M 0.74
Nice Ltd convertible security 0.1 $1.4M 801k 1.76
Alphabet Inc Class A cs (GOOGL) 0.1 $1.4M 1.2k 1161.64
Utilities SPDR (XLU) 0.1 $1.4M 25k 55.43
Stanley Black & Decker Inc unit 05/15/2020 0.1 $1.3M 18k 72.66
New York Mtg Tr Inc note 6.250% 1/1 0.1 $1.3M 3.3M 0.40
Biomarin Pharmaceutical Inc note 1.500%10/1 0.1 $1.2M 1.2M 1.06
Rapid7 Inc convertible security 0.1 $1.2M 1.0M 1.21
Kimberly-Clark Corporation (KMB) 0.1 $1.1M 8.7k 127.92
Granite Pt Mtg Tr Inc note 6.375%10/0 0.1 $1.1M 2.0M 0.55
Cleveland Cliffs Inc dbcv 1.500% 1/1 0.1 $1.1M 1.6M 0.68
Wright Medical Group Nv 2.25 20211115 0.1 $1.0M 750k 1.38
Realpage Inc note 1.500%11/1 0.1 $1.0M 750k 1.36
Teladoc Inc note 3.000%12/1 0.1 $1.0M 287k 3.54
JPMorgan Chase & Co. (JPM) 0.1 $1.0M 11k 90.13
iShares Dow Jones US Real Estate (IYR) 0.1 $992k 14k 69.57
Facebook Inc cl a (META) 0.1 $953k 5.7k 166.93
Danaher Corp Del debt 0.1 $880k 167k 5.27
UnitedHealth (UNH) 0.1 $852k 3.4k 248.83
Air Transport Services Grp I note 1.125%10/1 0.1 $847k 1.0M 0.85
Johnson & Johnson (JNJ) 0.1 $821k 6.3k 131.34
Procter & Gamble Company (PG) 0.1 $776k 7.1k 109.95
Home Depot (HD) 0.1 $698k 3.7k 186.63
Berkshire Hathaway (BRK.B) 0.1 $694k 3.8k 183.26
MasterCard Incorporated (MA) 0.1 $670k 2.8k 240.66
Pfizer (PFE) 0.1 $633k 20k 32.49
Verizon Communications (VZ) 0.1 $627k 12k 53.67
Visa (V) 0.1 $618k 3.8k 161.27
Spirit Rlty Cap Inc New Note cb 0.1 $613k 660k 0.93
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.1 $610k 606k 1.01
Ishares Tr fltg rate nt (FLOT) 0.0 $541k 11k 48.85
First Tr Exchange Traded Fd fst low mtg etf (LMBS) 0.0 $539k 11k 51.03
Dte Energy Co convertible preferred security 0.0 $534k 14k 39.41
Redfin Corp convertible security 0.0 $529k 583k 0.91
Nuvasive Inc note 2.250% 3/1 0.0 $526k 506k 1.04
Intel Corporation (INTC) 0.0 $523k 9.7k 54.18
Bank of America Corporation (BAC) 0.0 $520k 25k 21.19
Merck & Co (MRK) 0.0 $514k 6.7k 76.95
Assurant Inc convertible preferred security 0.0 $510k 4.8k 105.70
Lumentum Holdings Inc convertible security 0.0 $510k 378k 1.35
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.0 $488k 5.6k 86.80
Starwood Property Trust Inc convertible security 0.0 $474k 572k 0.83
Loews Corporation (L) 0.0 $461k 13k 34.84
Cisco Systems (CSCO) 0.0 $461k 12k 39.31
Coca-Cola Company (KO) 0.0 $459k 10k 44.33
At&t (T) 0.0 $449k 15k 29.19
Amgen (AMGN) 0.0 $427k 2.1k 203.24
Thermo Fisher Scientific (TMO) 0.0 $425k 1.5k 284.09
Walt Disney Company (DIS) 0.0 $425k 4.4k 96.97
Pepsi (PEP) 0.0 $424k 3.5k 119.94
NVIDIA Corporation (NVDA) 0.0 $421k 1.6k 263.29
Abbott Laboratories (ABT) 0.0 $418k 5.3k 78.97
iShares Russell 1000 Value Index (IWD) 0.0 $413k 4.2k 99.23
Union Pacific Corporation (UNP) 0.0 $407k 2.9k 141.47
Costco Wholesale Corporation (COST) 0.0 $386k 1.4k 285.93
Comcast Corporation (CMCSA) 0.0 $385k 11k 34.29
McDonald's Corporation (MCD) 0.0 $372k 2.2k 165.55
Intercontinental Exchange (ICE) 0.0 $363k 4.5k 80.38
Rmbs 1 3/8 2/1/23 convertible bond 0.0 $361k 375k 0.96
Q2 Holdings Inc convertible security 0.0 $353k 299k 1.18
Paypal Holdings (PYPL) 0.0 $347k 3.6k 95.33
salesforce (CRM) 0.0 $342k 2.4k 144.06
Fireeye Inc note 0.875% 6/0 0.0 $325k 385k 0.84
Citigroup (C) 0.0 $320k 7.6k 42.32
Danaher Corporation (DHR) 0.0 $314k 2.3k 138.57
Medtronic (MDT) 0.0 $301k 3.4k 89.66
Adobe Systems Incorporated (ADBE) 0.0 $298k 931.00 320.09
Hannon Armstrong Sust Infr C note 4.125% 9/0 0.0 $296k 312k 0.95
Zillow Group Inc convertible/ 0.0 $291k 352k 0.83
Wayfair Inc convertible security 0.0 $289k 376k 0.77
Wal-Mart Stores (WMT) 0.0 $287k 2.5k 113.35
TJX Companies (TJX) 0.0 $286k 6.0k 48.02
First Tr Exchange Traded Fd ssi strg etf (FCVT) 0.0 $284k 9.9k 28.60
Raytheon Company 0.0 $274k 2.1k 131.35
Oracle Corporation (ORCL) 0.0 $270k 5.6k 48.18
Air Products & Chemicals (APD) 0.0 $266k 1.3k 200.60
Abbvie (ABBV) 0.0 $256k 3.3k 76.62
Bristol Myers Squibb (BMY) 0.0 $253k 4.5k 56.02
Honeywell International (HON) 0.0 $251k 1.9k 134.73
Chevron Corporation (CVX) 0.0 $240k 3.3k 72.68
Colony Finl Inc note 5.00% 0.0 $239k 310k 0.77
Gilead Sciences (GILD) 0.0 $237k 3.2k 74.34
Servicenow (NOW) 0.0 $234k 814.00 287.47
Broadcom (AVGO) 0.0 $232k 979.00 236.98
Lockheed Martin Corporation (LMT) 0.0 $232k 685.00 338.69
Nike (NKE) 0.0 $232k 2.8k 82.86
Nutanix Inc convertible security 0.0 $227k 276k 0.82
International Business Machines (IBM) 0.0 $223k 2.0k 111.00
Coupa Software Inc note 0.375% 1/1 0.0 $214k 69k 3.10
Accenture (ACN) 0.0 $206k 1.3k 163.36
Alza Corp sdcv 7/2 0.0 $182k 101k 1.80
Zillow Group Inc note 2.000%12/0 0.0 $151k 150k 1.01
Seacor Holding Inc note 3.000 11/1 0.0 $148k 150k 0.99
Ares Capital Corporation (ARCC) 0.0 $122k 11k 10.76
Macquarie Infrastructure Cor Note 2.00010/0 0.0 $70k 88k 0.80
Inphi Corp note 1.125%12/0 0.0 $38k 19k 2.00