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 235
New Positions 23
Increased Positions 54
Decreased Positions 174
Positions with Activity 228
Sold Out Positions 94
Total Mkt Value (in $ millions) 321

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

Sector Weighting

Basic Materials 2.6%
Capital Goods 1.6%
Conglomerates 0.06%
Consumer Cyclical 3.84%
Consumer/Non-Cyclical 5.49%
Energy 5.26%
Financial 47.58%
Healthcare 11.96%
Services 11.84%
Technology 3.7%
Transportation 0.48%
Utilities 4.4%

228 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 52,224 -16,762 (24.3) 251,915
ALLERGAN PLC PFD CONV SER A 29,169 29,169 New 27,611
WELLS FARGO & CO NEW PERP PFD CNV A 21,865 5,289 31.91 18,640
BANK AMER CORP 7.25%CNV PFD L 18,889 3,591 23.48 17,030
T MOBILE US INC CONV PFD SER A 15,383 4,756 44.76 222,912
TYSON FOODS INC TANG EQ UNIT 14,604 5,203 55.35 278,868
ISHARES TR CORE S&P500 ETF 14,415 14,415 New 69,107
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 13,743 13,743 New 282,140
FIAT CHRYSLER AUTOMOBILES N V MAN COV SEC 16 8,564 8,564 New 68,586
HEALTH CARE REIT INC PFD PER CON I 6,397 -2,973 (31.73) 106,347
DOMINION RES INC VA NEW CRP UNIT 2013 A 6,311 110 1.77 116,618
ISHARES U.S. PFD STK ETF 5,404 5,404 New 138,197
NEXTERA ENERGY INC CORP UNIT 5,164 6 .11 81,858
WEYERHAEUSER CO PREF CONV SER A 4,801 1,356 39.38 90,960
ISHARES 1-3 YR CR BD ETF 4,235 192 4.74 40,215
AMERICAN TOWER CORP NEW PFD CONV SER A 3,931 2,220 129.83 37,897
STANLEY BLACK & DECKER INC CORP UNIT 3,256 -192 (5.56) 21,980
UNITED TECHNOLOGIES CORP CORP UNIT 3,182 -60 (1.85) 55,758
AMSURG CORP PFD CNV SR A-1 % 3,072 33 1.08 22,030
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 2,906 2,906 New 10,615