Chief Operating Officer & Chief Compliance Officer

0001172661-18-001466.txt : 20180807 0001172661-18-001466.hdr.sgml : 20180807 20180807152824 ACCESSION NUMBER: 0001172661-18-001466 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180807 DATE AS OF CHANGE: 20180807 EFFECTIVENESS DATE: 20180807 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: 18997718 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 06-30-2018 06-30-2018 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 08-07-2018 0 290 1222598 INFORMATION TABLE 2 infotable.xml 3M CO COM 88579Y101 268 1357 SH SOLE 1357 0 0 51JOB INC NOTE 3.250% 4/1 316827AC8 10701 4671000 PRN SOLE 4671000 0 0 ABBOTT LABS COM 002824100 345 5629 SH SOLE 5629 0 0 ABBVIE INC COM 00287Y109 320 3446 SH SOLE 3446 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 210 1297 SH SOLE 1297 0 0 ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3624 3750000 PRN SOLE 3750000 0 0 ADOBE SYS INC COM 00724F101 236 970 SH SOLE 970 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 4522 3500000 PRN SOLE 3500000 0 0 AETNA INC NEW COM 00817Y108 332 1809 SH SOLE 1809 0 0 AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 675 469000 PRN SOLE 469000 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 5024 5018000 PRN SOLE 5018000 0 0 ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 4155 4000000 PRN SOLE 4000000 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SOLE 2750000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 201 902 SH SOLE 902 0 0 GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 3559 3500000 PRN SOLE 3500000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 6911 6811000 PRN SOLE 6811000 0 0 HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 2762 2922000 PRN SOLE 2922000 0 0 HARMONIC INC NOTE 4.000%12/0 413160AB8 2549 2500000 PRN SOLE 2500000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 2271 1930000 PRN SOLE 1930000 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 15597 12057000 PRN SOLE 12057000 0 0 HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1426 1431000 PRN SOLE 1431000 0 0 HESS CORP DEP PDF SR A 42809H404 11708 155805 SH SOLE 155805 0 9809986 HOME DEPOT INC COM 437076102 761 3897 SH SOLE 3897 0 0 HONEYWELL INTL INC COM 438516106 279 1934 SH SOLE 1934 0 0 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 3110 3250000 PRN SOLE 3250000 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 8696 6085000 PRN SOLE 6085000 0 0 HURON 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991000 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 1240 2132000 PRN SOLE 2132000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 21550 4154000 PRN SOLE 4154000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 3000 2771000 PRN SOLE 2771000 0 0 NVIDIA CORP COM 67066G104 299 1260 SH SOLE 1260 0 0 NVIDIA CORP NOTE 1.000%12/0 67066GAC8 1804 153000 PRN SOLE 153000 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 5320 4101000 PRN SOLE 4101000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 9759 7415000 PRN SOLE 7415000 0 0 ORACLE CORP COM 68389X105 253 5785 SH SOLE 5785 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 4345 4500000 PRN SOLE 4500000 0 0 PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 3892 4208000 PRN SOLE 4208000 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 4835 2601000 PRN SOLE 2601000 0 0 PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4615 4457000 PRN SOLE 4457000 0 0 PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 6500 6500000 PRN SOLE 6500000 0 0 PEPSICO INC COM 713448108 409 3748 SH SOLE 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