DENALI ADVISORS LLC
Q1 2014 13F-HR/A Holdings
Net value change ($000)
+28,335
(8.9%)
New positions
43
Sold out positions
36
Turnover %
10.6%
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)
| AMERICAN CAP LTD COM | 4,351 | 358.1% |
| NLY | 3,747 | NEW |
| BIO | 2,972 | NEW |
| DAL | 2,931 | NEW |
| UHAL | 2,845 | 122.1% |
| AIY | 2,639 | 341.8% |
| DST | 2,633 | 214.9% |
| MLI | 2,568 | 256800.0% |
| MAN | 2,475 | NEW |
| STARZ | 2,418 | 114.4% |
Top Reduces (Value $000, Stocks/ETFs)
| HEALTHSOUTH CORP COM NEW | -7,231 | -100.0% |
| COR | -2,668 | -72.3% |
| LEA | -2,650 | -58.0% |
| NORTHSTAR RLTY FIN CORP | -1,595 | -100.0% |
| TAP | -1,544 | -100.0% |
| SNI | -1,452 | -100.0% |
| HCA | -1,414 | -31.6% |
| FRCB | -1,335 | -43.5% |
| ALLIED WRLD ASSUR COM HLDG A | -1,252 | -100.0% |
| CHUBB CORPORATION | -1,181 | -81.5% |
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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|