Chief Operating Officer & Chief Compliance Officer

0001172661-16-003205.txt : 20160509 0001172661-16-003205.hdr.sgml : 20160509 20160509123223 ACCESSION NUMBER: 0001172661-16-003205 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160509 DATE AS OF CHANGE: 20160509 EFFECTIVENESS DATE: 20160509 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: 161630733 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 03-31-2016 03-31-2016 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 05-09-2016 0 270 975269 INFORMATION TABLE 2 infotable.xml 3M CO COM 88579Y101 267 1619 SH SOLE 1619 0 0 51JOB INC NOTE 3.250% 4/1 316827AC8 5566 5500000 PRN SOLE 5500000 0 0 ABBOTT LABS COM 002824100 288 6894 SH SOLE 6894 0 0 ABBVIE INC COM 00287Y109 233 4085 SH SOLE 4085 0 0 ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3982 4491000 PRN SOLE 4491000 0 0 AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 2697 3350000 PRN SOLE 3350000 0 0 AETNA INC NEW COM 00817Y108 240 2127 SH SOLE 2127 0 0 AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 2931 964000 PRN SOLE 964000 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 1808 1846000 PRN SOLE 1846000 0 0 ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 3861 3500000 PRN SOLE 3500000 0 0 ALCOA INC DEP SHS 1/10TH 013817309 2842 88170 SH SOLE 88170 0 0 ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 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110615 SH SOLE 110615 0 0 ISHARES TR 20 YR TR BD ETF 464287432 2794 21381 SH SOLE 21381 0 0 ISHARES TR RUS MDCP VAL ETF 464287473 1332 18787 SH SOLE 18787 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 5894 59650 SH SOLE 59650 0 0 ISHARES TR U.S. TECH ETF 464287721 4339 39979 SH SOLE 39979 0 0 ISHARES TR U.S. REAL ES ETF 464287739 1225 15747 SH SOLE 15747 0 0 ISHARES TR U.S. FINLS ETF 464287788 1524 18005 SH SOLE 18005 0 0 ISHARES TR U.S. ENERGY ETF 464287796 228 6550 SH SOLE 6550 0 0 ISHARES TR IBOXX HI YD ETF 464288513 23323 285500 SH Put SOLE 285500 0 0 ISHARES TR FLTG RATE BD ETF 46429B655 5216 103464 SH SOLE 103464 0 0 ISHARES TR MSCI USA QLT FAC 46432F339 2137 32568 SH SOLE 32568 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 5889 6474000 PRN SOLE 6474000 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 4515 4160000 PRN SOLE 4160000 0 0 JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 81 57000 PRN SOLE 57000 0 0 JARDEN CORP NOTE 1.875% 9/1 471109AH1 3868 2058000 PRN SOLE 2058000 0 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1.625% 2/1 595017AD6 7504 7356000 PRN SOLE 7356000 0 0 MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 26 22000 PRN SOLE 22000 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 2379 2000000 PRN SOLE 2000000 0 0 MICROSOFT CORP COM 594918104 1095 19862 SH SOLE 19862 0 0 MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 6248 4979000 PRN SOLE 4979000 0 0 MONDELEZ INTL INC CL A 609207105 217 5421 SH SOLE 5421 0 0 MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 2743 3000000 PRN SOLE 3000000 0 0 NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 4821 4699000 PRN SOLE 4699000 0 0 NEXTERA ENERGY INC UNIT 09/01/2016 65339F861 6441 105760 SH SOLE 105760 0 0 NIKE INC CL B 654106103 240 3911 SH SOLE 3911 0 0 NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 1645 1598000 PRN SOLE 1598000 0 0 NUVASIVE INC NOTE 2.750% 7/0 670704AC9 4623 3665000 PRN SOLE 3665000 0 0 NVIDIA CORP NOTE 1.000%12/0 67066GAC8 11062 6198000 PRN SOLE 6198000 0 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 2708 2447000 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0 0 PROOFPOINT INC NOTE 1.250%12/1 743424AB9 3210 2200000 PRN SOLE 2200000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 166 170000 PRN SOLE 170000 0 0 QUIDEL CORP NOTE 3.250%12/1 74838JAA9 5328 6000000 PRN SOLE 6000000 0 0 RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 5196 6241000 PRN SOLE 6241000 0 0 RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 650 10000 SH SOLE 10000 0 0 RAYTHEON CO COM NEW 755111507 313 2536 SH SOLE 2536 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 12778 10300000 PRN SOLE 10300000 0 0 REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 5711 6100000 PRN SOLE 6100000 0 0 RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 2472 2600000 PRN SOLE 2600000 0 0 ROVI CORP NOTE 0.500% 3/0 779376AD4 2735 2869000 PRN SOLE 2869000 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 205 2480 SH SOLE 2480 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 2878 2523000 PRN SOLE 2523000 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 3636 3475000 PRN SOLE 3475000 0 0 SALESFORCE COM INC COM 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PRN SOLE 3697000 0 0 STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 2581 22769 SH SOLE 22769 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 4236 4228000 PRN SOLE 4228000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 92 92000 PRN SOLE 92000 0 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 703 713000 PRN SOLE 713000 0 0 STARWOOD WAYPOINT RESIDENTL NOTE 3.000% 7/0 85571WAB5 5944 6000000 PRN SOLE 6000000 0 0 STERICYCLE INC DEP PFD A 1/10 858912207 9923 106375 SH SOLE 106375 0 0 SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 437 396000 PRN SOLE 396000 0 0 SUNTRUST BKS INC COM 867914103 296 8220 SH SOLE 8220 0 0 T MOBILE US INC CONV PFD SER A 872590203 5167 78295 SH SOLE 78295 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 2800 1569000 PRN SOLE 1569000 0 0 TCP CAP CORP NOTE 5.250%12/1 87238QAB9 3154 3225000 PRN SOLE 3225000 0 0 TELEFLEX INC NOTE 3.875% 8/0 879369AA4 1629 638000 PRN SOLE 638000 0 0 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 1682 913000 PRN SOLE 913000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 9389 10330000 PRN SOLE 10330000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 7283 8500000 PRN SOLE 8500000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 2185 1681000 PRN SOLE 1681000 0 0 TEXAS INSTRS INC COM 882508104 219 3811 SH SOLE 3811 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 263 1856 SH SOLE 1856 0 0 TIME WARNER INC COM NEW 887317303 208 2824 SH SOLE 2824 0 0 TJX COS INC NEW COM 872540109 285 3647 SH SOLE 3647 0 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 4008 4500000 PRN SOLE 4500000 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 287 10304 SH SOLE 10304 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 3350 4000000 PRN SOLE 4000000 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 9304 125355 SH SOLE 125355 0 0 UNION PAC CORP COM 907818108 289 3598 SH SOLE 3598 0 0 UNITED TECHNOLOGIES CORP COM 913017109 229 2260 SH SOLE 2260 0 0 UNITEDHEALTH GROUP INC COM 91324P102 555 4303 SH SOLE 4303 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 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