SSI INVESTMENT MANAGEMENT INC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 236
New Positions 23
Increased Positions 54
Decreased Positions 175
Positions with Activity 229
Sold Out Positions 95
Total Mkt Value (in $ millions) 319

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

Sector Weighting

Basic Materials 2.46%
Capital Goods 1.49%
Conglomerates 0.06%
Consumer Cyclical 3.99%
Consumer/Non-Cyclical 5.49%
Energy 4.72%
Financial 48.11%
Healthcare 12.06%
Services 11.68%
Technology 3.78%
Transportation 0.48%
Utilities 4.46%

229 Activity Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SPDR S&P 500 ETF TR TR UNIT 52,398 -16,818 (24.3) 251,915
ALLERGAN PLC PFD CONV SER A 29,228 29,228 New 27,611
WELLS FARGO & CO NEW PERP PFD CNV A 22,182 5,366 31.91 18,640
BANK AMER CORP 7.25%CNV PFD L 18,996 3,612 23.48 17,030
T MOBILE US INC CONV PFD SER A 14,819 4,582 44.76 222,912
ISHARES TR CORE S&P500 ETF 14,461 14,461 New 69,107
TYSON FOODS INC TANG EQ UNIT 14,401 5,131 55.35 278,868
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 12,078 12,078 New 282,140
FIAT CHRYSLER AUTOMOBILES N V MAN COV SEC 16 9,088 9,088 New 68,586
HEALTH CARE REIT INC PFD PER CON I 6,530 -3,035 (31.73) 106,347
DOMINION RES INC VA NEW CRP UNIT 2013 A 6,373 111 1.77 116,618
ISHARES U.S. PFD STK ETF 5,435 5,435 New 138,197
NEXTERA ENERGY INC CORP UNIT 5,283 6 .11 81,858
WEYERHAEUSER CO PREF CONV SER A 4,618 1,305 39.38 90,960
ISHARES 1-3 YR CR BD ETF 4,227 191 4.74 40,215
AMERICAN TOWER CORP NEW PFD CONV SER A 3,986 2,252 129.83 37,897
STANLEY BLACK & DECKER INC CORP UNIT 3,171 -187 (5.56) 21,980
AMSURG CORP PFD CNV SR A-1 % 3,007 32 1.08 22,030
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 2,850 2,850 New 10,615
UNITED TECHNOLOGIES CORP CORP UNIT 2,839 -53 (1.85) 55,758