SSI INVESTMENT MANAGEMENT INC

Q1 2014 13F-HR Holdings

Location
Beverly Hills, CA
Holdings as of
3/31/2014
Date filed
5/9/2014
Form type
13F-HR
Num holdings
395
Total value ($000)
$979,779
Net value change ($000)
-148,142 (-13.1%)
New positions
62
Sold out positions
70
Turnover %
25.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/7/2014 Next filing: 8/8/2014 SEC filing

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)
WFC 6,170 172.5%
SPY 5,259 9.4%
BAC 5,191 74.4%
ALERE INC. 1,795 31.8%
XLU 1,199 NEW
IYR 1,055 NEW
D 1,021 38.0%
EWY 961 NEW
iShares, Inc. 723 NEW
NEE 709 19.2%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -3,846 -70.3%
GE -3,261 -58.0%
XOM -3,201 -67.1%
Alphabet Inc. Class C -2,534 -60.9%
CMCSA -2,383 -61.6%
C -2,360 -59.5%
JPM -2,296 -53.8%
WY -2,130 -52.5%
CSCO -2,059 -86.0%
GT -2,001 -100.0%
Instrument mix + QoQ Δ (ex-options)
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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type