DENALI ADVISORS LLC

Q2 2014 13F-HR Holdings

Location
San Diego, CA
Holdings as of
6/30/2014
Date filed
7/16/2014
Form type
13F-HR
Num holdings
263
Total value ($000)
$364,938
Net value change ($000)
+18,212 (5.3%)
New positions
41
Sold out positions
46
Turnover %
18.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/17/2014 Next filing: 7/30/2025 SEC filing

Snapshot: Change Analysis

Compared to Q1 2014
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)
INTEGRYS ENERGY GR 6,516 NEW
Ca Inc 5,804 195.8%
PBF 4,807 541.3%
DAL 4,798 163.7%
AIY 3,803 111.5%
AGCO 3,675 1662.9%
UHAL 3,111 60.1%
PARTNERRE LTD 2,861 NEW
NAVI 2,825 NEW
IBM 2,647 NEW
Top Reduces (Value $000, Stocks/ETFs)
HRSGBX -7,015 -89.0%
LEUCADIA NATIONAL CO -5,228 -100.0%
DDS -4,148 -56.4%
SLM -3,905 -100.0%
CAH -3,751 -100.0%
AAL -3,265 -100.0%
WOO -3,176 -73.3%
BIO -2,972 -100.0%
ARW -2,876 -28.2%
DOV -2,584 -97.3%
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