Chief Operating Officer & Chief Compliance Officer

0001172661-14-000960.txt : 20140509 0001172661-14-000960.hdr.sgml : 20140509 20140509115618 ACCESSION NUMBER: 0001172661-14-000960 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140509 DATE AS OF CHANGE: 20140509 EFFECTIVENESS DATE: 20140509 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: 14827717 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 03-31-2014 03-31-2014 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 05-09-2014 0 395 979779 INFORMATION TABLE 2 infotable.xml 3M CO COM 88579Y101 223 1649 SH SOLE 1649 0 0 ABBOTT LABS COM 002824100 275 7140 SH SOLE 7140 0 0 ABBVIE INC COM 00287Y109 625 12114 SH SOLE 12114 0 0 ACELRX PHARMACEUTICALS INC COM 00444T100 490 40856 SH SOLE 40856 0 0 ADVANCED MICRO DEVICES INC COM 007903107 519 129480 SH SOLE 129480 0 0 AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 2950 2950000 PRN SOLE 2950000 0 0 AFFILIATED MANAGERS GROUP COM 008252108 280 1398 SH SOLE 1398 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 447 7978 SH SOLE 7978 0 0 AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 3478 2294000 PRN SOLE 2294000 0 0 AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 2267 1168000 PRN SOLE 1168000 0 0 AKORN INC NOTE 3.500% 6/0 009728AB2 2028 795000 PRN SOLE 795000 0 0 ALERE INC PERP PFD CONV SE 01449J204 7443 25750 SH SOLE 25750 0 0 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8378 SH SOLE 8378 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 6680 1817000 PRN SOLE 1817000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 657 8452 SH SOLE 8452 0 0 NAVISTAR INTL CORP NEW COM 63934E108 224 6588 SH SOLE 6588 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 2367 2336000 PRN SOLE 2336000 0 0 NEKTAR THERAPEUTICS COM 640268108 407 33600 SH SOLE 33600 0 0 NEW YORK & CO INC COM 649295102 455 103440 SH SOLE 103440 0 0 NEWPARK RES INC NOTE 4.000%10/0 651718AC2 9230 7225000 PRN SOLE 7225000 0 0 NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 4408 71830 SH SOLE 71830 0 0 NORCRAFT COS INC COM 65557Y105 241 14289 SH SOLE 14289 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 15553 9112000 PRN SOLE 9112000 0 0 NUVASIVE INC NOTE 2.750% 7/0 670704AC9 516 432000 PRN SOLE 432000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 849 8926 SH SOLE 8926 0 0 OCEANEERING INTL INC COM 675232102 315 4396 SH SOLE 4396 0 0 OCLARO INC COM NEW 67555N206 498 160770 SH SOLE 160770 0 0 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 7243 5825000 PRN SOLE 5825000 0 0 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 5536 75695 SH SOLE 75695 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 640 599000 PRN SOLE 599000 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 5556 2450000 PRN SOLE 2450000 0 0 OMNICARE INC NOTE 3.500% 2/1 681904AQ1 3558 3531000 PRN SOLE 3531000 0 0 OMNICOM GROUP INC NOTE 7/3 681919AV8 132 99000 PRN SOLE 99000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 3580 2933000 PRN SOLE 2933000 0 0 ORACLE CORP COM 68389X105 481 11794 SH SOLE 11794 0 0 OVERSTOCK COM INC DEL COM 690370101 431 21900 SH SOLE 21900 0 0 OWENS CORNING NEW COM 690742101 676 15633 SH SOLE 15633 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 311 4433 SH SOLE 4433 0 0 PARKER HANNIFIN CORP COM 701094104 254 2121 SH SOLE 2121 0 0 PEPSICO INC COM 713448108 386 4611 SH SOLE 4611 0 0 PERION NETWORK LTD SHS M78673106 311 28118 SH SOLE 28118 0 0 PFIZER INC COM 717081103 1036 32275 SH SOLE 32275 0 0 PGT INC COM 69336V101 250 21725 SH SOLE 21725 0 0 PHH CORP NOTE 4.000% 9/0 693320AN3 3796 3521000 PRN SOLE 3521000 0 0 PHH CORP NOTE 6.000% 6/1 693320AQ6 7218 3350000 PRN SOLE 3350000 0 0 PHILIP MORRIS INTL INC COM 718172109 326 3983 SH SOLE 3983 0 0 PIONEER NAT RES CO COM 723787107 741 3962 SH SOLE 3962 0 0 PPG INDS INC COM 693506107 297 1534 SH SOLE 1534 0 0 PPL CORP UNIT 99/99/9999S 69351T114 2166 39615 SH SOLE 39615 0 0 PRICELINE COM INC NOTE 1.250% 3/1 741503AN6 125 32000 PRN SOLE 32000 0 0 PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 16927 11956000 PRN SOLE 11956000 0 0 PROCTER & GAMBLE CO COM 742718109 912 11324 SH SOLE 11324 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 5966 5098000 PRN SOLE 5098000 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 245 22632 SH SOLE 22632 0 0 PROSPECT CAPITAL CORPORATION NOTE 6.250%12/1 74348TAC6 33 31000 PRN SOLE 31000 0 0 PROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 74348TAK8 51 48000 PRN SOLE 48000 0 0 PRUDENTIAL FINL INC COM 744320102 402 4749 SH SOLE 4749 0 0 PTC INC COM 69370C100 255 7175 SH SOLE 7175 0 0 QUALCOMM INC COM 747525103 404 5102 SH SOLE 5102 0 0 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 2232 1504000 PRN SOLE 1504000 0 0 RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 6876 4500000 PRN SOLE 4500000 0 0 RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 756 520000 PRN SOLE 520000 0 0 RAYTHEON CO COM NEW 755111507 519 5254 SH SOLE 5254 0 0 REACHLOCAL INC COM 75525F104 436 44245 SH SOLE 44245 0 0 REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 26 24000 PRN SOLE 24000 0 0 REGENERON PHARMACEUTICALS COM 75886F107 419 1392 SH SOLE 1392 0 0 REGIONS FINL CORP NEW COM 7591EP100 487 43886 SH SOLE 43886 0 0 RENESOLA LTD SPONS ADS 75971T103 365 113710 SH SOLE 113710 0 0 RENTECH INC COM 760112102 392 206406 SH SOLE 206406 0 0 RESTORATION HARDWARE HLDGS I COM 761283100 457 6195 SH SOLE 6195 0 0 REX ENERGY CORPORATION COM 761565100 298 15971 SH SOLE 15971 0 0 REXFORD INDL RLTY INC COM 76169C100 247 17380 SH SOLE 17380 0 0 ROPER INDS INC NEW COM 776696106 243 1820 SH SOLE 1820 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 5135 4433000 PRN SOLE 4433000 0 0 RPX CORP COM 74972G103 466 28578 SH SOLE 28578 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 2141 2176000 PRN SOLE 2176000 0 0 RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 6400 4500000 PRN SOLE 4500000 0 0 SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 1738 652000 PRN SOLE 652000 0 0 SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 4353 2576000 PRN SOLE 2576000 0 0 SANCHEZ ENERGY CORP COM 79970Y105 296 10045 SH SOLE 10045 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 12972 7888000 PRN SOLE 7888000 0 0 SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 3115 1043000 PRN SOLE 1043000 0 0 SCHLUMBERGER LTD COM 806857108 807 8281 SH SOLE 8281 0 0 SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 2021 1697000 PRN SOLE 1697000 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 218 3891 SH SOLE 3891 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1199 28895 SH SOLE 28895 0 0 SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 10950 8498000 PRN SOLE 8498000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 61232 327423 SH SOLE 327423 0 0 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 5405 4361000 PRN SOLE 4361000 0 0 STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 2875 22760 SH SOLE 22760 0 0 STARBUCKS CORP COM 855244109 392 5336 SH SOLE 5336 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 4834 4236000 PRN SOLE 4236000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 3422 2988000 PRN SOLE 2988000 0 0 STATE STR CORP COM 857477103 207 2982 SH SOLE 2982 0 0 STEEL DYNAMICS INC COM 858119100 197 11117 SH SOLE 11117 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 522 484000 PRN SOLE 484000 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 8499 8490000 PRN SOLE 8490000 0 0 STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 13779 10638000 PRN SOLE 10638000 0 0 STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 3756 3073000 PRN SOLE 3073000 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1216 997000 PRN SOLE 997000 0 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 29 19000 PRN SOLE 19000 0 0 SUNSHINE HEART INC COM 86782U106 332 56346 SH SOLE 56346 0 0 SUNTRUST BKS INC COM 867914103 240 6035 SH SOLE 6035 0 0 SWS GROUP INC COM 78503N107 432 57670 SH SOLE 57670 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 7346 5593000 PRN SOLE 5593000 0 0 TANDEM DIABETES CARE INC COM 875372104 415 18820 SH SOLE 18820 0 0 TE CONNECTIVITY LTD REG SHS H84989104 487 8090 SH SOLE 8090 0 0 TELEFLEX INC NOTE 3.875% 8/0 879369AA4 2338 1319000 PRN SOLE 1319000 0 0 TESCO CORP COM 88157K101 269 14551 SH SOLE 14551 0 0 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 2458 1370000 PRN SOLE 1370000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 4372 4735000 PRN SOLE 4735000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 10899 12000000 PRN SOLE 12000000 0 0 TEXAS INSTRS INC COM 882508104 390 8346 SH SOLE 8346 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6379 4950000 PRN SOLE 4950000 0 0 TIBCO SOFTWARE INC COM 88632Q103 278 13705 SH SOLE 13705 0 0 TIME WARNER INC COM NEW 887317303 336 5193 SH SOLE 5193 0 0 TJX COS INC NEW COM 872540109 563 9294 SH SOLE 9294 0 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 4129 3726000 PRN SOLE 3726000 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 657 20586 SH SOLE 20586 0 0 UNION PAC CORP COM 907818108 623 3313 SH SOLE 3313 0 0 UNITED PARCEL SERVICE INC CL B 911312106 252 2576 SH SOLE 2576 0 0 UNITED RENTALS INC COM 911363109 240 2538 SH SOLE 2538 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 1585 185000 PRN SOLE 185000 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 43 43000 PRN SOLE 43000 0 0 UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 2045 1579000 PRN SOLE 1579000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 269 2306 SH SOLE 2306 0 0 UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 3462 51995 SH SOLE 51995 0 0 UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 1652 830000 PRN SOLE 830000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 758 9247 SH SOLE 9247 0 0 URBAN OUTFITTERS INC COM 917047102 364 9989 SH SOLE 9989 0 0 US BANCORP DEL COM NEW 902973304 539 12577 SH SOLE 12577 0 0 VALERO ENERGY CORP NEW COM 91913Y100 622 11718 SH SOLE 11718 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 5083 3725000 PRN SOLE 3725000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 793 16695 SH SOLE 16695 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 226 3190 SH SOLE 3190 0 0 VIACOM INC NEW CL B 92553P201 336 3954 SH SOLE 3954 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 7117 7012000 PRN SOLE 7012000 0 0 VISA INC COM CL A 92826C839 602 2788 SH SOLE 2788 0 0 VITACOST COM INC COM 92847A200 469 66030 SH SOLE 66030 0 0 VOXELJET AG ADS 92912L107 403 16040 SH SOLE 16040 0 0 WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 210 150000 PRN SOLE 150000 0 0 WAL-MART STORES INC COM 931142103 334 4380 SH SOLE 4380 0 0 WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 7407 7849000 PRN SOLE 7849000 0 0 WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 489 417000 PRN SOLE 417000 0 0 WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 2792 2774000 PRN SOLE 2774000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 15618 10684000 PRN SOLE 10684000 0 0 WELLS FARGO & CO MTNF 0.125% 3/0 94986RCZ2 13618 9661000 PRN SOLE 9661000 0 0 WELLS FARGO & CO NEW COM 949746101 580 11665 SH SOLE 11665 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 9746 8308 SH SOLE 8308 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 12127 4085000 PRN SOLE 4085000 0 0 WESTERN ALLIANCE BANCORP COM 957638109 318 12933 SH SOLE 12933 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 1129 279000 PRN SOLE 279000 0 0 WESTFIELD FINANCIAL INC NEW COM 96008P104 313 42044 SH SOLE 42044 0 0 WEYERHAEUSER CO PREF CONV SER A 962166872 1930 35560 SH SOLE 35560 0 0 WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 9867 7295000 PRN SOLE 7295000 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 9779 5214000 PRN SOLE 5214000 0 0 XOMA CORP DEL COM 98419J107 388 74580 SH SOLE 74580 0 0 YAHOO INC COM 984332106 435 12087 SH SOLE 12087 0 0 YRC WORLDWIDE INC COM PAR $.01 984249607 439 19500 SH SOLE 19500 0 0 ZIONS BANCORPORATION COM 989701107 303 9801 SH SOLE 9801 0 0