SSI INVESTMENT MANAGEMENT INC Information

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

Report Date: 03/31/2013

Position Statistics:

Total Positions 317
New Positions 72
Increased Positions 132
Decreased Positions 148
Positions with Activity 280
Sold Out Positions 93
Total Mkt Value
(in $ millions)
469

Sector Weighting

Basic Materials 4.04%
Capital Goods 3.65%
Conglomerates
Consumer Cyclical 4.41%
Consumer/Non-Cyclical 4.58%
Energy 6.42%
Financial 40.74%
Healthcare 6.91%
Services 10.97%
Technology 11.01%
Transportation 1.39%
Utilities 2.47%

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

317 Positions as of 03/31/2013

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
LOWES COS INC COM 465 New 10,817
KB HOME COM 460 460 New 19,955
HALLIBURTON CO COM 457 -213 (31.79) 10,380
EASTMAN CHEM CO COM 453 -197 (30.31) 6,249
BARNES & NOBLE INC COM 452 452 New 20,770
BAXTER INTL INC COM 452 452 New 6,249
DOW CHEM CO COM 449 -326 (42.02) 12,797
ROYAL DUTCH SHELL PLC SPONS ADR A 443 443 New 6,550
M/I HOMES INC COM 439 439 New 17,140
NETFLIX INC COM 434 -405 (48.23) 1,900
MONSANTO CO NEW COM 430 -346 (44.6) 4,132
GRAMERCY PPTY TR INC COM 409 -155 (27.53) 86,980
MBIA INC COM 407 407 New 27,830
XOMA CORP DEL COM 398 398 New 100,460
TRIUS THERAPEUTICS INC COM 387 387 New 50,910
ASHFORD HOSPITALITY TR INC COM SHS 384 384 New 29,040
GENCORP INC COM 380 380 New 27,830
FORMFACTOR INC COM 376 376 New 69,460
FERRO CORP COM 375 -326 (46.46) 52,790
NEXTERA ENERGY INC COM 373 New 4,710

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