SSI INVESTMENT MANAGEMENT INC Information

9440 SANTA MONICA BLVD., BEVERLY HILLS, California, 90210, (310) 595-2000

Report Date: 03/31/2014

Position Statistics

Total Positions 317
New Positions 61
Increased Positions 88
Decreased Positions 226
Positions with Activity 314
Sold Out Positions 70
Total Mkt Value (in $ millions) 282

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 4.73%
Capital Goods 3.25%
Conglomerates 0.16%
Consumer Cyclical 1.47%
Consumer/Non-Cyclical 2.06%
Energy 4.47%
Financial 49.94%
Healthcare 4.12%
Services 12.27%
Technology 8.75%
Transportation 1.67%
Utilities 3.67%

317 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SPDR S&P 500 ETF TR TR UNIT 65,039 4,840 8.04 327,423
HEALTH CARE REIT INC PFD PER CON I 14,757 -2,332 (13.65) 249,108
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 12,407 4,737 61.75 10,632
WELLS FARGO & CO NEW PERP PFD CNV A 10,094 6,179 157.85 8,308
KEYCORP NEW PFD 7.75% SR A 9,948 269 2.78 75,775
ALERE INC PERP PFD CONV SE 8,463 2,021 31.38 25,750
OMNICARE CAP TR II PFD B TR 4.00% 5,909 -1,952 (24.83) 75,695
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 5,719 -722 (11.2) 251,950
METLIFE INC COM EQTY UNIT 4,621 89 1.97 145,535
NEXTERA ENERGY INC CORP UNIT 4,518 405 9.84 71,830
ISHARES TR FLTG RATE BD ETF 4,054 260 6.86 79,812
ISHARES 1-3 YR CR BD ETF 4,050 260 6.86 38,395
DOMINION RES INC VA NEW CRP UNIT 2013 A 3,689 862 30.48 64,623
UNITED TECHNOLOGIES CORP CORP UNIT 3,207 -535 (14.29) 51,995
STANLEY BLACK & DECKER INC CORP UNIT 3,004 -384 (11.34) 22,760
GENERAL ELECTRIC CO COM 2,364 -2,834 (54.53) 91,234
PPL CORP CORP UNIT CONSIS 2,139 -1,460 (40.57) 39,615
CROWN CASTLE INTL CORP CNV PFD STK SR A 2,106 -1,843 (46.66) 20,518
APPLE INC COM 2,057 -4,575 (68.99) 21,161
WEYERHAEUSER CO PREF CONV SER A 1,997 -2,100 (51.26) 35,560