SSI INVESTMENT MANAGEMENT INC Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 292
New Positions 45
Increased Positions 121
Decreased Positions 135
Positions with Activity 256
Sold Out Positions 50
Total Mkt Value (in $ millions) 267

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

Sector Weighting

Basic Materials 7.14%
Capital Goods 2.7%
Conglomerates 0.18%
Consumer Cyclical 2.1%
Consumer/Non-Cyclical 3.19%
Energy 2.41%
Financial 46.18%
Healthcare 6.15%
Services 15.84%
Technology 6.33%
Transportation 1.24%
Utilities 4.73%

256 Activity Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SPDR S&P 500 ETF TR TR UNIT 48,362 -19,030 (28.24) 235,946
WELLS FARGO & CO NEW PERP PFD CNV A 15,524 4,964 47.01 12,519
BANK AMER CORP 7.25%CNV PFD L 15,022 2,369 18.72 12,771
HEALTH CARE REIT INC PFD PER CON I 14,664 -3,009 (17.03) 203,182
KEYCORP NEW PFD 7.75% SR A 8,965 -770 (7.91) 68,616
ALCOA INC DEP SHS 1/10TH 8,125 8,125 New 159,650
DOMINION RES INC VA NEW CRP UNIT 2013 A 5,160 72 1.42 83,239
NEXTERA ENERGY INC CORP UNIT 4,779 23 .48 69,078
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 4,740 -161 (3.29) 67,700
TYSON FOODS INC TANG EQ UNIT 4,034 4,034 New 79,080
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 3,866 -467 (10.77) 11,600
STANLEY BLACK & DECKER INC CORP UNIT 3,504 22 .64 25,557
UNITED TECHNOLOGIES CORP CORP UNIT 3,470 .01 55,318
ACTAVIS PLC SHS 3,305 3,031 1,108.16 11,840
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 3,095 -433 (12.27) 203,500
EXELON CORP CORP UNIT 2,688 2,688 New 49,665
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 2,318 40 1.77 21,366
GOOGLE INC CL A 2,233 765 52.07 4,121
APPLE INC COM 2,183 -22 (1) 19,324
WEYERHAEUSER CO PREF CONV SER A 2,146 -3 (0.14) 36,624