RIVERNORTH CAPITAL MANAGEMENT, LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
-74,773
(-5.7%)
New positions
13
Sold out positions
41
Turnover %
7.4%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| SPY | 40,898 | 5284.0% |
| PIMCO Dynamic Credit & Mortgage Income Fund | 7,691 | 15.3% |
| JQC | 7,371 | 41.1% |
| VWO | 7,125 | 53.9% |
| NIE | 3,400 | 38.7% |
| AMERN STRATEGIC INCOME PTFL | 3,369 | NEW |
| DSU | 3,306 | 22.1% |
| NKX | 3,263 | 63.3% |
| WESTERN ASSET EMRG MKT INCM | 3,074 | 54.3% |
| BROOKFIELD MORTGAGE | 2,709 | 60.7% |
Top Reduces (Value $000, Stocks/ETFs)
| ALLIANCEBERNSTEIN INCOME FUN | -22,888 | -100.0% |
| PTY | -20,498 | -84.0% |
| PDI | -18,823 | -52.1% |
| ETY | -16,374 | -100.0% |
| ETJ | -12,830 | -63.2% |
| CHY | -7,244 | -96.9% |
| PGIM Short Duration High Yield | -6,765 | -64.8% |
| Barings Global Short Duration | -6,624 | -100.0% |
| EDD | -5,344 | -29.7% |
| NUVEEN PERFORMANCE PLUS MUN | -4,134 | -45.3% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
292
(0.0% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|