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 291
New Positions 45
Increased Positions 121
Decreased Positions 134
Positions with Activity 255
Sold Out Positions 50
Total Mkt Value (in $ millions) 268

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

Sector Weighting

Basic Materials 7.78%
Capital Goods 2.67%
Conglomerates 0.35%
Consumer Cyclical 2.13%
Consumer/Non-Cyclical 3.2%
Energy 2.8%
Financial 46.47%
Healthcare 5.68%
Services 15.31%
Technology 6.27%
Transportation 1.18%
Utilities 4.45%

134 DECREASED 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 48,867 -19,228 (28.24) 235,946
HEALTH CARE REIT INC PFD PER CON I 13,128 -2,694 (17.03) 203,182
KEYCORP NEW PFD 7.75% SR A 9,121 -784 (7.91) 68,616
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 4,400 -149 (3.29) 67,700
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 4,234 -511 (10.77) 11,600
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 4,017 -562 (12.27) 203,500
APPLE INC COM 2,273 -23 (1) 19,324
WEYERHAEUSER CO PREF CONV SER A 2,147 -3 (0.14) 36,624
AMERICAN TOWER CORP NEW PFD CONV SER A 1,814 -3 (0.14) 15,775
JPMORGAN CHASE & CO COM 1,791 -45 (2.46) 29,701
CITIGROUP INC COM NEW 1,483 -153 (9.36) 27,305
COMCAST CORP NEW CL A 1,301 -354 (21.38) 22,986
EXXON MOBIL CORP COM 1,296 -201 (13.45) 13,669
SELECT SECTOR SPDR TR SBI INT-UTILS 1,280 -1 (0.11) 28,244
PFIZER INC COM 1,085 -27 (2.47) 35,600
INTL PAPER CO COM 915 -38 (4.02) 16,956
INVESCO LTD SHS 899 -39 (4.2) 22,232
ISHARES TR U.S. REAL ES ETF 896 -276 (23.53) 11,751
CELGENE CORP COM 876 -163 (15.67) 7,887
MASTERCARD INC CL A 844 -30 (3.46) 9,781