Chief Operating Officer & Chief Compliance Officer

0001172661-16-002516.txt : 20160210 0001172661-16-002516.hdr.sgml : 20160210 20160210152344 ACCESSION NUMBER: 0001172661-16-002516 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160210 DATE AS OF CHANGE: 20160210 EFFECTIVENESS DATE: 20160210 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SSI INVESTMENT MANAGEMENT INC CENTRAL INDEX KEY: 0000938487 IRS NUMBER: 952913505 STATE OF INCORPORATION: CA FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04720 FILM NUMBER: 161405387 BUSINESS ADDRESS: STREET 1: 9440 SANTA MONICA BLVD. STREET 2: 8TH FLOOR CITY: BEVERLY HILLS STATE: CA ZIP: 90210 BUSINESS PHONE: 3105952000 MAIL ADDRESS: STREET 1: 9440 SANTA MONICA BLVD. STREET 2: 8TH FLOOR CITY: BEVERLY HILLS STATE: CA ZIP: 90210 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000938487 XXXXXXXX 12-31-2015 12-31-2015 false SSI INVESTMENT MANAGEMENT INC

9440 Santa Monica Blvd. 8th Floor Beverly Hills CA 90210

13F HOLDINGS REPORT 028-04720 N Syed Mehdi Chief Operating Officer & Chief Compliance Officer 310-595-2001 /s/ Syed Mehdi Beverly Hills CA 02-10-2016 0 279 977038 INFORMATION TABLE 2 infotable.xml 3M CO COM 88579Y101 242 1619 SH SOLE 1619 0 0 51JOB INC NOTE 3.250% 4/1 316827AC8 5363 5500000 PRN SOLE 5500000 0 0 ABBOTT LABS COM 002824100 309 6893 SH SOLE 6893 0 0 ABBVIE INC COM 00287Y109 242 4084 SH SOLE 4084 0 0 ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 6122 5324000 PRN SOLE 5324000 0 0 AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 2859 3350000 PRN SOLE 3350000 0 0 AETNA INC NEW COM 00817Y108 232 2128 SH SOLE 2128 0 0 AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 2863 971000 PRN SOLE 971000 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 3240 3378000 PRN SOLE 3378000 0 0 ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 4708 3500000 PRN SOLE 3500000 0 0 ALERE INC PERP PFD CONV SE 01449J204 2198 8000 SH SOLE 8000 0 0 ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 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SOLE 11150000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 3510 3012000 PRN SOLE 3012000 0 0 INCYTE CORP NOTE 0.375%11/1 45337CAM4 2854 1326000 PRN SOLE 1326000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 4427 3401000 PRN SOLE 3401000 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 3386 3291000 PRN SOLE 3291000 0 0 INTEL CORP COM 458140100 415 12072 SH SOLE 12072 0 0 INTEL CORP SDCV 12/1 458140AD2 7391 5778000 PRN SOLE 5778000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 29477 17724000 PRN SOLE 17724000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 291 1137 SH SOLE 1137 0 0 INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 4329 4315000 PRN SOLE 4315000 0 0 INTL PAPER CO COM 460146103 281 7433 SH SOLE 7433 0 0 INVESCO LTD SHS G491BT108 272 8092 SH SOLE 8092 0 0 IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 4157 13500 SH SOLE 13500 0 0 ISHARES TR CORE S&P500 ETF 464287200 37905 185021 SH SOLE 185021 0 0 ISHARES TR CORE US AGGBD ET 464287226 11942 110562 SH SOLE 110562 0 0 ISHARES TR 20+ YR TR BD ETF 464287432 2171 18008 SH SOLE 18008 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 3668 37490 SH SOLE 37490 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 281 2489 SH SOLE 2489 0 0 ISHARES TR U.S. TECH ETF 464287721 3171 29628 SH SOLE 29628 0 0 ISHARES TR U.S. REAL ES ETF 464287739 1086 14471 SH SOLE 14471 0 0 ISHARES TR U.S. FINLS ETF 464287788 1589 17996 SH SOLE 17996 0 0 ISHARES TR U.S. ENERGY ETF 464287796 222 6550 SH SOLE 6550 0 0 ISHARES TR U.S. PFD STK ETF 464288687 254 6554 SH SOLE 6554 0 0 ISHARES TR FLTG RATE BD ETF 46429B655 5216 103464 SH SOLE 103464 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2373 2109000 PRN SOLE 2109000 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 4892 3734000 PRN SOLE 3734000 0 0 JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1012 731000 PRN SOLE 731000 0 0 JARDEN CORP NOTE 1.875% 9/1 471109AH1 3465 1905000 PRN SOLE 1905000 0 0 JARDEN CORP NOTE 1.500% 6/1 471109AL2 52 36000 PRN SOLE 36000 0 0 JAZZ INVESTMENTS I LTD NOTE 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CENTY FOX INC CL A 90130A101 280 10306 SH SOLE 10306 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 3927 4700000 PRN SOLE 4700000 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 8045 132803 SH SOLE 132803 0 0 UNION PAC CORP COM 907818108 282 3598 SH SOLE 3598 0 0 UNITED TECHNOLOGIES CORP COM 913017109 219 2260 SH SOLE 2260 0 0 UNITEDHEALTH GROUP INC COM 91324P102 507 4303 SH SOLE 4303 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 3063 2683000 PRN SOLE 2683000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 8049 3148000 PRN SOLE 3148000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 403 8664 SH SOLE 8664 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 204 1625 SH SOLE 1625 0 0 VISA INC COM CL A 92826C839 388 5006 SH SOLE 5006 0 0 WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 6368 5345000 PRN SOLE 5345000 0 0 WAL-MART STORES INC COM 931142103 204 3361 SH SOLE 3361 0 0 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 3677 3296000 PRN SOLE 3296000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 8303 4350000 PRN SOLE 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