Chief Compliance Officer

0001142941-16-000022.txt : 20160714 0001142941-16-000022.hdr.sgml : 20160714 20160713183534 ACCESSION NUMBER: 0001142941-16-000022 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160714 DATE AS OF CHANGE: 20160713 EFFECTIVENESS DATE: 20160714 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DENALI ADVISORS LLC CENTRAL INDEX KEY: 0001142941 IRS NUMBER: 330957285 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10130 FILM NUMBER: 161766316 BUSINESS ADDRESS: STREET 1: 5075 SHOREHAM PLACE STREET 2: SUITE 270 CITY: SAN DIEGO STATE: CA ZIP: 92122 BUSINESS PHONE: 858-558-3600 MAIL ADDRESS: STREET 1: 5075 SHOREHAM PLACE STREET 2: SUITE 270 CITY: SAN DIEGO STATE: CA ZIP: 92122 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001142941 XXXXXXXX 06-30-2016 06-30-2016 DENALI ADVISORS LLC

5075 SHOREHAM PLACE SUITE 270 SAN DIEGO CA 92122

13F HOLDINGS REPORT 028-10130 N Anne Erickson Chief Compliance Officer 858-320-4165 Anne Erickson San Diego CA 07-13-2016 0 284 580542 false INFORMATION TABLE 2 Report_13F-20160630.xml 13F-2Q2016_DENALIADVISORSLLC 1st Source Corporation COM 336901103 3 79 SH SOLE 79 0 0 ACNB Corporation COM 000868109 2 87 SH SOLE 87 0 0 AFLAC Inc. COM 001055102 13566 188000 SH SOLE 38200 0 149800 AVX Corporation COM 002444107 3 196 SH SOLE 196 0 0 Acco Brands Corporation COM 00081T108 2 192 SH SOLE 192 0 0 Adams Resources & Energy COM 006351308 2 61 SH SOLE 61 0 0 Alexanders Inc. COM 014752109 3 7 SH SOLE 7 0 0 Alleghany Corp COM 017175100 2088 3800 SH SOLE 600 0 3200 Alliant Energy Corp. COM 018802108 742 18700 SH SOLE 0 0 18700 Allstate Corporation COM 020002101 12787 182800 SH SOLE 35500 0 147300 Ally Financial Inc. COM 02005N100 241 14100 SH SOLE 0 0 14100 Altisource Portfolio Solutions COM 044540827 2 77 SH SOLE 77 0 0 Amcon Distributing Co COM 02341Q205 2 25 SH SOLE 25 0 0 Amdocs Limited COM G02602103 7186 124500 SH SOLE 28300 0 96200 Amerco COM 023586100 1311 3500 SH SOLE 400 0 3100 American Public Education COM 02913V103 4 133 SH SOLE 133 0 0 American Woodmark Corp. COM 030506109 2091 31500 SH SOLE 8800 0 22700 Amkor Technology Inc COM 031652100 2 270 SH SOLE 270 0 0 Annaly Capital Mgmt. COM 035710409 6077 549000 SH SOLE 122300 0 426700 Antero Resources Corporation COM 03674X106 1244 47900 SH SOLE 25900 0 22000 Apple Inc. COM 037833100 3011 31500 SH SOLE 8000 0 23500 Arch Capital Group Ltd. COM G0450A105 8712 121000 SH SOLE 31900 0 89100 Archer Daniels Midland COM 039483102 5057 117900 SH SOLE 21900 0 96000 Ares Commercial Real Estate COM 04013V108 2 131 SH SOLE 131 0 0 Arrow Electronics Inc COM 042735100 4438 71700 SH SOLE 17100 0 54600 Arrow Financial Corp. COM 042744102 5 154 SH SOLE 154 0 0 Atwood Oceanics Inc COM 050095108 121 9700 SH SOLE 9700 0 0 Avnet Inc COM 053807103 15390 379900 SH SOLE 81900 0 298000 Aware Inc. COM 05453N100 2 351 SH SOLE 351 0 0 Axis Capital Holdings Ltd COM G0692U109 4219 76700 SH SOLE 17200 0 59500 BB&T Corp COM 054937107 1043 29300 SH SOLE 0 0 29300 BBX Capital Corporation COM 05540P100 2 144 SH SOLE 144 0 0 BCB Bancorp, Inc. COM 055298103 2 171 SH SOLE 171 0 0 BOK Financial Corp. COM 05561Q201 1894 30200 SH SOLE 13100 0 17100 Baldwin & Lyons cl B COM 057755209 2 100 SH SOLE 100 0 0 BancFirst Corp OK COM 05945F103 3 53 SH SOLE 53 0 0 Banco Latinoamericano de Comer COM P16994132 3 107 SH SOLE 107 0 0 Bar Harbor Bankshares COM 066849100 2 45 SH SOLE 45 0 0 Beasley Broadcast Group Inc. COM 074014101 1 300 SH SOLE 300 0 0 Bed Bath & Beyond Inc COM 075896100 540 12500 SH SOLE 500 0 12000 Benchmark Electronics, Inc. COM 08160H101 2 110 SH SOLE 110 0 0 Blue Capital Reinsurnce Hldgs COM G1190F107 2 128 SH SOLE 128 0 0 Booz Allen Hamilton cl A COM 099502106 1802 60800 SH SOLE 26000 0 34800 Brown-Forman cl B COM 115637209 868 8700 SH SOLE 3400 0 5300 Buckle Inc. COM 118440106 2 91 SH SOLE 91 0 0 Bunge Limited COM G16962105 710 12000 SH SOLE 4800 0 7200 CA, Inc. COM 12673P105 17709 539400 SH SOLE 128700 0 410700 CAI International, Inc. COM 12477X106 4 531 SH SOLE 531 0 0 CBL & Associates Properties COM 124830100 1826 196100 SH SOLE 58600 0 137500 CF Industries Holdings, Inc. COM 125269100 255 10600 SH SOLE 2900 0 7700 CNA Financial Corporation COM 126117100 3082 98100 SH SOLE 23800 0 74300 CNB Financial Corp PA COM 126128107 2 100 SH SOLE 100 0 0 CSS Industries Inc. COM 125906107 2 62 SH SOLE 62 0 0 Cal-Maine Foods Inc. COM 128030202 1923 43400 SH SOLE 11400 0 32000 Camden National Corp COM 133034108 3 80 SH SOLE 80 0 0 Campbell Soup Company COM 134429109 4890 73500 SH SOLE 16100 0 57400 Cardinal Health Inc. COM 14149Y108 3308 42400 SH SOLE 2200 0 40200 Century Bancorp cl A COM 156432106 4 100 SH SOLE 100 0 0 Chase Corporation COM 16150R104 1 22 SH SOLE 22 0 0 Chemtura Corp. COM 163893209 3 114 SH SOLE 114 0 0 Chemung Financial Corporation COM 164024101 3 100 SH SOLE 100 0 0 Chevron Corp COM 166764100 1216 11600 SH SOLE 600 0 11000 Citigroup Inc. COM 172967424 746 17600 SH SOLE 0 0 17600 Citizens & Northern Corp COM 172922106 2 100 SH SOLE 100 0 0 Community Health Systems COM 203668108 233 19300 SH SOLE 0 0 19300 Community Trust Bancorp COM 204149108 5 145 SH SOLE 145 0 0 Consumer Portfolio Services COM 210502100 2 550 SH SOLE 550 0 0 CubeSmart COM 229663109 815 26400 SH SOLE 4800 0 21600 DST Systems Inc. COM 233326107 8267 71000 SH SOLE 19400 0 51600 DTE Energy Company COM 233331107 10130 102200 SH SOLE 20700 0 81500 Delta Air Lines, Inc. COM 247361702 7268 199500 SH SOLE 42000 0 157500 Dicks Sporting Goods Inc COM 253393102 753 16700 SH SOLE 3700 0 13000 Dillards Inc cl A COM 254067101 206 3400 SH SOLE 3400 0 0 Discover Financial Services COM 254709108 4593 85700 SH SOLE 5900 0 79800 Discovery Communications A COM 25470F104 11237 445400 SH SOLE 105100 0 340300 Donegal Group Inc. cl A COM 257701201 2 135 SH SOLE 135 0 0 Dril-Quip Inc. COM 262037104 3056 52300 SH SOLE 3600 0 48700 Dynex Capital Inc. COM 26817Q506 2 239 SH SOLE 239 0 0 EMC Insurance Group COM 268664109 5 191 SH SOLE 191 0 0 ESSA Bancorp, Inc. COM 29667D104 2 120 SH SOLE 120 0 0 Eastman Chemical Co. COM 277432100 1093 16100 SH SOLE 5400 0 10700 Eaton Corporation, plc COM G29183103 3363 56300 SH SOLE 1400 0 54900 Education Realty Trust Inc. COM 28140H203 1596 34600 SH SOLE 7300 0 27300 El Paso Electric Co. COM 283677854 2 35 SH SOLE 35 0 0 Electro Rent Corp COM 285218103 4 261 SH SOLE 261 0 0 Employers Holdings, Inc. COM 292218104 4 136 SH SOLE 136 0 0 Enova International, Inc. COM 29357K103 2 231 SH SOLE 231 0 0 Enstar Group Limited COM G3075P101 2 10 SH SOLE 10 0 0 Entercom Communications COM 293639100 3 200 SH SOLE 200 0 0 Enterprise Bancorp Inc Mass COM 293668109 2 104 SH SOLE 104 0 0 Equity Residential Properties COM 29476L107 3596 52200 SH SOLE 13700 0 38500 Everest Re Group Ltd COM G3223R108 17226 94300 SH SOLE 21100 0 73200 Exxon Mobil Corporation COM 30231G102 4340 46300 SH SOLE 9700 0 36600 FBL Financial Group cl A COM 30239F106 2 34 SH SOLE 34 0 0 Fidelity & Guaranty Life COM 315785105 1 28 SH SOLE 28 0 0 Fifth Third Bancorp COM 316773100 7182 408300 SH SOLE 134800 0 273500 First Citizens Bancshares cl A COM 31946M103 3 12 SH SOLE 12 0 0 First Community Bancshares Inc COM 31983A103 3 119 SH SOLE 119 0 0 First Financial Corp (IN) COM 320218100 5 132 SH SOLE 132 0 0 First Interstate BancSystem A COM 32055Y201 3 111 SH SOLE 111 0 0 Fluor Corporation COM 343412102 793 16100 SH SOLE 5600 0 10500 Ford Motor Company COM 345370860 4347 345800 SH SOLE 85600 0 260200 Franklin Resources, Inc. COM 354613101 9247 277100 SH SOLE 60500 0 216600 FutureFuel Corp COM 36116M106 4 383 SH SOLE 383 0 0 GAMCO Investors, Inc. COM 361438104 3 94 SH SOLE 94 0 0 Gamestop Corp COM 36467W109 191 7200 SH SOLE 0 0 7200 Gap Inc. COM 364760108 8817 415500 SH SOLE 104100 0 311400 Gener8 Maritime, Inc. COM Y26889108 2 294 SH SOLE 294 0 0 General Electric Company COM 369604103 1968 62525 SH SOLE 12400 0 50125 General Growth Properties Inc COM 370023103 847 28400 SH SOLE 0 0 28400 Gilead Sciences Inc. COM 375558103 11270 135100 SH SOLE 27600 0 107500 Global Sources Ltd. COM G39300101 3 313 SH SOLE 313 0 0 Great Southern Bancorp COM 390905107 1 16 SH SOLE 16 0 0 HP Inc. COM 40434L105 4740 377700 SH SOLE 78000 0 299700 Hallador Energy Company COM 40609P105 2 331 SH SOLE 331 0 0 Hallmark Financial Services COM 40624Q203 2 200 SH SOLE 200 0 0 Handy & Harman Ltd. COM 410315105 2 84 SH SOLE 84 0 0 Healthcare Realty Trust Inc. COM 421946104 2705 77300 SH SOLE 27900 0 49400 Heartland Financial USA COM 42234Q102 0 14 SH SOLE 14 0 0 Hormel Foods Corp COM 440452100 5721 156300 SH SOLE 43000 0 113300 Hubbell Inc COM 443510201 728 6900 SH SOLE 2100 0 4800 Hudson Pacific Properties, Inc COM 444097109 2425 83100 SH SOLE 31300 0 51800 Huntsman Corp. COM 447011107 347 25800 SH SOLE 0 0 25800 Hyster-Yale Materials Handling COM 449172105 3 56 SH SOLE 56 0 0 IBM Corp COM 459200101 14040 92500 SH SOLE 18900 0 73600 IDT Corporation Cl B COM 448947507 1 49 SH SOLE 49 0 0 ITT Corporation COM 450911102 1577 49300 SH SOLE 15100 0 34200 Illinois Tool Works Inc. COM 452308109 11791 113200 SH SOLE 23400 0 89800 Independence Holding Co. COM 453440307 3 160 SH SOLE 160 0 0 Ingram Micro Inc. COM 457153104 1061 30500 SH SOLE 8800 0 21700 Ingredion Incorporated COM 457187102 751 5800 SH SOLE 2100 0 3700 International Bancshares COM 459044103 3 116 SH SOLE 116 0 0 Interval Leisure Group, Inc. COM 46113M108 2 128 SH SOLE 128 0 0 Iridium Communications Inc COM 46269C102 0 43 SH SOLE 43 0 0 JPMorgan Chase & Co COM 46625H100 19543 314500 SH SOLE 60500 0 254000 Jack Henry & Associates COM 426281101 2627 30100 SH SOLE 5900 0 24200 Johnson Outdoors Inc. COM 479167108 1 47 SH SOLE 47 0 0 Kemper Corp COM 488401100 3 105 SH SOLE 105 0 0 Key Tronic Corp COM 493144109 1 100 SH SOLE 100 0 0 Keysight Technologies Inc COM 49338L103 4183 143800 SH SOLE 51700 0 92100 Kimball Electronics, Inc. COM 49428J109 3 215 SH SOLE 215 0 0 Lake Sunapee Bank Group COM 510866106 3 156 SH SOLE 156 0 0 Landstar System Inc. COM 515098101 1744 25400 SH SOLE 6300 0 19100 Lear Corporation COM 521865204 9250 90900 SH SOLE 17700 0 73200 Lennox International, Inc. COM 526107107 599 4200 SH SOLE 1800 0 2400 Lincoln National Corp COM 534187109 6924 178600 SH SOLE 35200 0 143400 Loews Corp COM 540424108 2938 71500 SH SOLE 55000 0 16500 M/I Homes, Inc. COM 55305B101 5 243 SH SOLE 243 0 0 MGE Energy Inc. COM 55277P104 3 55 SH SOLE 55 0 0 Macerich Company COM 554382101 6541 76600 SH SOLE 17400 0 59200 Maiden Holdings Ltd. COM G5753U112 1 52 SH SOLE 52 0 0 ManpowerGroup COM 56418H100 560 8700 SH SOLE 1800 0 6900 Marathon Petroleum Corp COM 56585A102 1439 37900 SH SOLE 1400 0 36500 Marcus Corporation COM 566330106 2 100 SH SOLE 100 0 0 Marine Products Corp COM 568427108 3 300 SH SOLE 300 0 0 Marlin Business Services Corp COM 571157106 3 206 SH SOLE 206 0 0 MidWestOne Finl Grp COM 598511103 2 72 SH SOLE 72 0 0 Monmouth Real Est Inv Corp COM 609720107 803 60575 SH SOLE 75 0 60500 Morningstar, Inc. COM 617700109 2004 24500 SH SOLE 7100 0 17400 Movado Group Inc. COM 624580106 1 55 SH SOLE 55 0 0 Mueller Industries, Inc. COM 624756102 1 46 SH SOLE 46 0 0 MutualFirst Financial Inc. 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