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) 329

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

Sector Weighting

Basic Materials 2.7%
Capital Goods 1.65%
Conglomerates 0.06%
Consumer Cyclical 3.89%
Consumer/Non-Cyclical 5.37%
Energy 5.86%
Financial 47.27%
Healthcare 11.5%
Services 11.81%
Technology 3.68%
Transportation 0.49%
Utilities 4.45%

235 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AMSURG CORP PFD CNV SR A-1 % 3,006 32 1.08 22,030
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 2,947 2,947 New 10,615
ALCOA INC DEP SHS 1/10TH 2,767 -3,461 (55.57) 62,340
SPDR SERIES TRUST BARC SHT TR CP 2,642 85 3.31 86,156
VANGUARD BD INDEX FD INC SHORT TRM BOND 2,637 74 2.87 32,837
EXELON CORP CORP UNIT 2,594 14 .56 52,425
ALERE INC PERP PFD CONV SE 2,573 New 7,500
HUNTINGTON BANCSHARES INC PFD CONV SER A 2,568 94 3.80 1,912
APPLE INC COM 2,350 -426 (15.34) 18,132
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 2,216 New 21,401
SELECT SECTOR SPDR TR SBI INT-ENERGY 2,151 2,151 New 27,246
DBX ETF TR XTRAK MSCI JAPN 1,987 1,547 352.05 44,979
DBX ETF TR DB XTR MSCI EUR 1,839 1,839 New 61,994
SELECT SECTOR SPDR TR SBI INT-UTILS 1,509 264 21.16 34,066
JPMORGAN CHASE & CO COM 1,471 -482 (24.67) 22,375
MICROSOFT CORP COM 1,246 -432 (25.76) 26,744
GOOGLE INC CL A 1,238 -1,193 (49.08) 2,263
SPDR SERIES TRUST S&P RETAIL ETF 1,206 -357 (22.86) 12,283
ISHARES TR U.S. REAL ES ETF 1,098 1 .08 14,527
CITIGROUP INC COM NEW 1,000 -636 (38.89) 18,439