0001142941-16-000023.txt : 20161026 0001142941-16-000023.hdr.sgml : 20161026 20161025183514 ACCESSION NUMBER: 0001142941-16-000023 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161026 DATE AS OF CHANGE: 20161025 EFFECTIVENESS DATE: 20161026 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: 161951253 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 false false 0001142941 XXXXXXXX 09-30-2016 09-30-2016 DENALI ADVISORS LLC
5075 SHOREHAM PLACE SUITE 270 SAN DIEGO CA 92122
13F HOLDINGS REPORT 028-10130 N
Anne Erickson Chief Complianec Officer 885-320-4165 Anne Erickson San Diego CA 09-30-2016 0 282 657627 false
INFORMATION TABLE 2 Report_13F-20160930.xml DENALI13F20160930 1st Source Corporation COM 336901103 3 79 SH SOLE 79 0 0 A V Homes, Inc. COM 00234P102 2 143 SH SOLE 143 0 0 ACNB Corporation COM 000868109 2 87 SH SOLE 87 0 0 AFLAC Inc. COM 001055102 14586 202949 SH SOLE 48005 0 154944 AVX Corporation COM 002444107 3 196 SH SOLE 196 0 0 Acco Brands Corporation COM 00081T108 3 272 SH SOLE 272 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 735 1400 SH SOLE 0 0 1400 Alliant Energy Corp. COM 018802108 716 18700 SH SOLE 0 0 18700 Allstate Corporation COM 020002101 6697 96800 SH SOLE 21600 0 75200 Ally Financial Inc. COM 02005N100 275 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 8217 142040 SH SOLE 36455 0 105585 Amerco COM 023586100 1524 4700 SH SOLE 1100 0 3600 American Public Education COM 02913V103 1 33 SH SOLE 33 0 0 American Railcar Industries COM 02916P103 1 35 SH SOLE 35 0 0 American Woodmark Corp. COM 030506109 653 8100 SH SOLE 2000 0 6100 Amkor Technology Inc COM 031652100 4 451 SH SOLE 451 0 0 Annaly Capital Mgmt. COM 035710409 2671 254400 SH SOLE 43100 0 211300 Antero Resources Corporation COM 03674X106 1291 47900 SH SOLE 25900 0 22000 Apartment Invest&Mang A COM 03748R101 4540 98900 SH SOLE 25500 0 73400 Apple Inc. COM 037833100 7613 67343 SH SOLE 15582 0 51761 Arch Capital Group Ltd. COM G0450A105 7965 100495 SH SOLE 28759 0 71736 Archer Daniels Midland COM 039483102 4972 117900 SH SOLE 21900 0 96000 Ares Commercial Real Estate COM 04013V108 4 348 SH SOLE 348 0 0 Arrow Electronics Inc COM 042735100 5636 88104 SH SOLE 24918 0 63186 Arrow Financial Corp. COM 042744102 5 158 SH SOLE 158 0 0 Atwood Oceanics Inc COM 050095108 86 9868 SH SOLE 9868 0 0 Avnet Inc COM 053807103 17545 427308 SH SOLE 100781 0 326527 Axis Capital Holdings Ltd COM G0692U109 6865 126356 SH SOLE 29955 0 96401 BBX Capital Corporation COM 05540P100 3 144 SH SOLE 144 0 0 BOK Financial Corp. COM 05561Q201 207 3000 SH SOLE 3000 0 0 Baldwin & Lyons cl B COM 057755209 3 100 SH SOLE 100 0 0 BancFirst Corp OK COM 05945F103 4 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 Baxter International COM 071813109 1052 22105 SH SOLE 10400 0 11705 Beasley Broadcast Group Inc. COM 074014101 2 300 SH SOLE 300 0 0 Blue Capital Reinsurnce Hldgs COM G1190F107 3 188 SH SOLE 188 0 0 Booz Allen Hamilton cl A COM 099502106 1922 60800 SH SOLE 26000 0 34800 Brown-Forman cl B COM 115637209 9916 209019 SH SOLE 51672 0 157347 Buckle Inc. COM 118440106 3 122 SH SOLE 122 0 0 CA, Inc. COM 12673P105 16328 493600 SH SOLE 115800 0 377800 CAI International, Inc. COM 12477X106 4 531 SH SOLE 531 0 0 CBL & Associates Properties COM 124830100 2381 196100 SH SOLE 58600 0 137500 CNA Financial Corporation COM 126117100 3376 98100 SH SOLE 23800 0 74300 CNB Financial Corp PA COM 126128107 2 100 SH SOLE 100 0 0 CORE Molding Tech COM 218683100 2 100 SH SOLE 100 0 0 Cal-Maine Foods Inc. COM 128030202 1010 26200 SH SOLE 9600 0 16600 Cardinal Health Inc. COM 14149Y108 1430 18400 SH SOLE 300 0 18100 Care Capital Properties, Inc. COM 141624106 695 24400 SH SOLE 0 0 24400 Century Bancorp cl A COM 156432106 5 100 SH SOLE 100 0 0 Chase Corporation COM 16150R104 2 22 SH SOLE 22 0 0 Chemtura Corp. COM 163893209 4 114 SH SOLE 114 0 0 Chemung Financial Corporation COM 164024101 3 100 SH SOLE 100 0 0 Cintas Corporation COM 172908105 336 2988 SH SOLE 1380 0 1608 Citigroup Inc. COM 172967424 1592 33713 SH SOLE 2487 0 31226 Citizens & Northern Corp COM 172922106 2 100 SH SOLE 100 0 0 Community Health Systems COM 203668108 366 31700 SH SOLE 0 0 31700 Community Trust Bancorp COM 204149108 5 145 SH SOLE 145 0 0 Consumer Portfolio Services COM 210502100 3 550 SH SOLE 550 0 0 Corrections Corp of America COM 22025Y407 613 44200 SH SOLE 44200 0 0 DST Systems Inc. COM 233326107 2783 23600 SH SOLE 6500 0 17100 DTE Energy Company COM 233331107 9783 104437 SH SOLE 22493 0 81944 Delta Air Lines, Inc. COM 247361702 13479 342452 SH SOLE 80109 0 262343 Dicks Sporting Goods Inc COM 253393102 641 11300 SH SOLE 3700 0 7600 Dillards Inc cl A COM 254067101 107 1700 SH SOLE 1700 0 0 Discover Financial Services COM 254709108 9924 175483 SH SOLE 36256 0 139227 Discovery Communications A COM 25470F104 18315 680342 SH SOLE 175516 0 504826 Donegal Group Inc. cl A COM 257701201 2 135 SH SOLE 135 0 0 Dril-Quip Inc. COM 262037104 1995 35800 SH SOLE 3300 0 32500 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 1090 16100 SH SOLE 5400 0 10700 Eaton Corporation, plc COM G29183103 4843 73697 SH SOLE 8978 0 64719 EchoStar Corp. COM 278768106 675 15400 SH SOLE 4200 0 11200 Education Realty Trust Inc. COM 28140H203 1346 31200 SH SOLE 3900 0 27300 Enova International, Inc. COM 29357K103 5 568 SH SOLE 568 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 3 104 SH SOLE 104 0 0 Equity Residential Properties COM 29476L107 4400 68393 SH SOLE 19265 0 49128 Escalade Inc. COM 296056104 3 209 SH SOLE 209 0 0 Everest Re Group Ltd COM G3223R108 20352 107133 SH SOLE 26585 0 80548 Exxon Mobil Corporation COM 30231G102 4582 52501 SH SOLE 12656 0 39845 FBL Financial Group cl A COM 30239F106 1 15 SH SOLE 15 0 0 Farmers Capital Bank COM 309562106 3 100 SH SOLE 100 0 0 Fidelity & Guaranty Life COM 315785105 1 28 SH SOLE 28 0 0 Fifth Third Bancorp COM 316773100 7474 365300 SH SOLE 100000 0 265300 First Citizens Bancshares cl A COM 31946M103 4 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 539 10500 SH SOLE 0 0 10500 Ford Motor Company COM 345370860 5620 465627 SH SOLE 141879 0 323748 Fossil Group, Inc. COM 34988V106 2 56 SH SOLE 56 0 0 Franklin Resources, Inc. COM 354613101 10590 297723 SH SOLE 70143 0 227580 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 199 7200 SH SOLE 0 0 7200 Gap Inc. COM 364760108 7246 325800 SH SOLE 73600 0 252200 Gener8 Maritime, Inc. COM Y26889108 2 294 SH SOLE 294 0 0 General Electric Company COM 369604103 2119 71555 SH SOLE 16633 0 54922 General Motors Company COM 37045V100 12873 405180 SH SOLE 107000 0 298180 Gilead Sciences Inc. COM 375558103 14089 178073 SH SOLE 41703 0 136370 Global Sources Ltd. COM G39300101 3 313 SH SOLE 313 0 0 Gorman-Rupp Company COM 383082104 1 30 SH SOLE 30 0 0 Great Southern Bancorp COM 390905107 1 16 SH SOLE 16 0 0 HP Inc. COM 40434L105 5839 376000 SH SOLE 76300 0 299700 Hallador Energy Company COM 40609P105 3 331 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 Heartland Financial USA COM 42234Q102 1 14 SH SOLE 14 0 0 Hormel Foods Corp COM 440452100 5928 156300 SH SOLE 43000 0 113300 Houlihan Lokey, Inc. COM 441593100 2 68 SH SOLE 68 0 0 Hubbell Inc COM 443510607 743 6900 SH SOLE 2100 0 4800 Hudson Pacific Properties, Inc COM 444097109 2731 83100 SH SOLE 31300 0 51800 Hyster-Yale Materials Handling COM 449172105 3 56 SH SOLE 56 0 0 IBM Corp COM 459200101 15864 99870 SH SOLE 23614 0 76256 IDT Corporation Cl B COM 448947507 1 49 SH SOLE 49 0 0 ITT Corporation COM 450911102 1767 49300 SH SOLE 15100 0 34200 Illinois Tool Works Inc. COM 452308109 9542 79621 SH SOLE 23990 0 55631 Independence Holding Co. COM 453440307 3 160 SH SOLE 160 0 0 Ingram Micro Inc. COM 457153104 1088 30500 SH SOLE 8800 0 21700 Ingredion Incorporated COM 457187102 772 5800 SH SOLE 2100 0 3700 International Bancshares COM 459044103 3 116 SH SOLE 116 0 0 JPMorgan Chase & Co COM 46625H100 14937 224311 SH SOLE 42221 0 182090 Jack Henry & Associates COM 426281101 616 7200 SH SOLE 700 0 6500 Johnson Outdoors Inc. COM 479167108 2 47 SH SOLE 47 0 0 Kemper Corp COM 488401100 2 62 SH SOLE 62 0 0 Key Tronic Corp COM 493144109 1 100 SH SOLE 100 0 0 Keysight Technologies Inc COM 49338L103 5077 160200 SH SOLE 55100 0 105100 Kilroy Realty Corp. COM 49427F108 638 9200 SH SOLE 2600 0 6600 Kimball Electronics, Inc. COM 49428J109 3 215 SH SOLE 215 0 0 Kimball International cl B COM 494274103 3 200 SH SOLE 200 0 0 Kirklands Inc COM 497498105 4 302 SH SOLE 302 0 0 Lake Sunapee Bank Group COM 510866106 3 156 SH SOLE 156 0 0 Landstar System Inc. COM 515098101 1729 25400 SH SOLE 6300 0 19100 Lear Corporation COM 521865204 5164 42600 SH SOLE 10600 0 32000 Lennox International, Inc. COM 526107107 660 4200 SH SOLE 1800 0 2400 Lincoln National Corp COM 534187109 7007 149151 SH SOLE 38858 0 110293 Loews Corp COM 540424108 1664 40449 SH SOLE 28957 0 11492 LyondellBasell Industries cl A COM N53745100 8806 109179 SH SOLE 28451 0 80728 M/I Homes, Inc. COM 55305B101 6 243 SH SOLE 243 0 0 MFA Financial, Inc. COM 55272X102 1347 180100 SH SOLE 37600 0 142500 MGE Energy Inc. COM 55277P104 3 55 SH SOLE 55 0 0 MSC Industrial Direct Co. COM 553530106 2944 40100 SH SOLE 10800 0 29300 Macerich Company COM 554382101 6724 83147 SH SOLE 20510 0 62637 Maiden Holdings Ltd. COM G5753U112 3 205 SH SOLE 205 0 0 ManpowerGroup COM 56418H100 629 8700 SH SOLE 1800 0 6900 Marathon Petroleum Corp COM 56585A102 1218 30000 SH SOLE 0 0 30000 Marine Products Corp COM 568427108 3 300 SH SOLE 300 0 0 Marlin Business Services Corp COM 571157106 4 206 SH SOLE 206 0 0 Maui Land & Pineapple Co. COM 577345101 1 200 SH SOLE 200 0 0 Meritor, Inc. 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