Chief Compliance Officer

0001142941-19-000003.txt : 20190409 0001142941-19-000003.hdr.sgml : 20190409 20190409121752 ACCESSION NUMBER: 0001142941-19-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190409 DATE AS OF CHANGE: 20190409 EFFECTIVENESS DATE: 20190409 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: 19738978 BUSINESS ADDRESS: STREET 1: 5075 SHOREHAM PLACE STREET 2: SUITE 120 CITY: SAN DIEGO STATE: CA ZIP: 92122 BUSINESS PHONE: 858-558-3600 MAIL ADDRESS: STREET 1: 5075 SHOREHAM PLACE STREET 2: SUITE 120 CITY: SAN DIEGO STATE: CA ZIP: 92122 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001142941 XXXXXXXX 03-31-2019 03-31-2019 DENALI ADVISORS LLC

5075 SHOREHAM PLACE SUITE 120 SAN DIEGO CA 92122

13F HOLDINGS REPORT 028-10130 N Anne Erickson Chief Compliance Officer 8583204165 Anne Erickson San Diego CA 04-09-2019 0 249 678723 false INFORMATION TABLE 2 13F20190329_Report.xml DENALIADVISORS13F1Q2019 1st Source Corporation COM 336901103 3 60 SH SOLE 60 0 0 AFLAC INC COM COM 001055102 16931 338610 SH SOLE 95110 0 243500 AG Mortgage Investment Tr COM 001228105 6 329 SH SOLE 329 0 0 AMC Networks Inc. cl A COM 00164V103 380 6700 SH SOLE 2900 0 3800 AT&T Inc. COM 00206R102 24053 767000 SH SOLE 220700 0 546300 AVX Corporation COM 002444107 4 225 SH SOLE 14925 0 0 Acco Brands Corporation COM 00081T108 3 345 SH SOLE 18445 0 0 Advansix Inc COM 00773T101 1 52 SH SOLE 8952 0 0 Air Lease Corp. Cl A COM 00912X302 2817 82000 SH SOLE 31600 0 50400 Aircastle Ltd COM G0129K104 4 209 SH SOLE 13009 0 0 Alexanders Inc. COM 014752109 5 12 SH SOLE 712 0 0 Alliance Data Systems Corp COM 018581108 1067 6100 SH SOLE 2800 0 3300 Allstate Corp. COM 020002101 151 1600 SH SOLE 0 0 1600 Ally Financial Inc. COM 02005N100 388 14100 SH SOLE 0 0 14100 Altria Group Inc COM 02209S103 4996 87000 SH SOLE 25600 0 61400 Amdocs Limited COM G02602103 3052 56400 SH SOLE 11500 0 44900 Amerco COM 023586100 8842 23800 SH SOLE 7500 0 16300 AmerisourceBergen Corp COM 03073E105 4215 53000 SH SOLE 19900 0 33100 Ames National Corp. COM 031001100 3 112 SH SOLE 112 0 0 Amkor Technology Inc COM 031652100 4 520 SH SOLE 29720 0 0 Annaly Capital Mgmt. COM 035710409 6457 646300 SH SOLE 196200 0 450100 Apple Inc. COM 037833100 152 800 SH SOLE 0 0 800 Arrow Electronics Inc COM 042735100 18047 234200 SH SOLE 73100 0 161100 Arrow Financial Corp. COM 042744102 4 109 SH SOLE 109 0 0 Asbury Automotive Group COM 043436104 2 23 SH SOLE 1923 0 0 Assured Guaranty Ltd COM G0585R106 3976 89500 SH SOLE 37000 0 52500 Athene Holding Ltd. COM G0684D107 1236 30300 SH SOLE 14100 0 16200 Atrion Corporation COM 049904105 2460 2800 SH SOLE 400 0 2400 AutoNation Inc. COM 05329W102 1800 50400 SH SOLE 19400 0 31000 Avangrid Inc. 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COM 14040H105 1364 16700 SH SOLE 1900 0 14800 Cardinal Health Inc. COM 14149Y108 347 7200 SH SOLE 2800 0 4400 Century Bancorp cl A COM 156432106 4 48 SH SOLE 48 0 0 Chubb Limited COM H1467J104 14498 103500 SH SOLE 31300 0 72200 Comcast cl A COM 20030N101 8716 218000 SH SOLE 53300 0 164700 Community Trust Bancorp COM 204149108 3 68 SH SOLE 68 0 0 Compx International Inc COM 020563P10 2 167 SH SOLE 167 0 0 Consolidated Tomoka Land Company COM 210226106 4 63 SH SOLE 2263 0 0 Consumer Portfolio Services COM 210502100 2 550 SH SOLE 550 0 0 Continental Resources, Inc. COM 212015101 2243 50100 SH SOLE 8100 0 42000 Corning Incorporated COM 219350105 483 14600 SH SOLE 0 0 14600 Costamare Inc COM Y1771G102 4 762 SH SOLE 52462 0 0 Culp Inc. 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COM 55261F104 157 1000 SH SOLE 1000 0 0 M/I Homes, Inc. COM 55305B101 2 63 SH SOLE 1163 0 0 MSC Industrial Direct Co. COM 553530106 1017 12300 SH SOLE 4200 0 8100 MSG Networks Inc. COM 553573106 4 178 SH SOLE 11778 0 0 Manhattan Associates, Inc. COM 562750109 9661 175300 SH SOLE 54400 0 120900 Marathon Petroleum Corp COM 56585A102 393 6561 SH SOLE 0 0 6561 Marcus & Millichap, Inc. COM 566324109 1 27 SH SOLE 6027 0 0 Marine Products Corp COM 568427108 5 381 SH SOLE 12181 0 0 Marlin Business Services Corp COM 571157106 2 107 SH SOLE 107 0 0 Match Group, Inc. COM 57665R106 266 4700 SH SOLE 1900 0 2800 Matson Inc. COM 57686G105 4 124 SH SOLE 7324 0 0 Medical Properties Trust Inc COM 58463J304 6823 368600 SH SOLE 171300 0 197300 Merchants Bancorp COM 58844R108 3 145 SH SOLE 145 0 0 Meritage Homes Corp COM 59001A102 4 96 SH SOLE 5896 0 0 Meritor, Inc. COM 59001K100 1 58 SH SOLE 58 0 0 Micron Technology Inc COM 595112103 16309 394600 SH SOLE 109300 0 285300 Microsoft Corporation COM 594918104 189 1600 SH SOLE 0 0 1600 Miller Industries Inc. COM 600551204 3 110 SH SOLE 110 0 0 Minerals Technologies COM 603158106 3 58 SH SOLE 4558 0 0 Morgan Stanley COM 617446448 810 19200 SH SOLE 0 0 19200 Mueller Industries, Inc. COM 624756102 1 22 SH SOLE 22 0 0 Murphy USA, Inc. COM 626755102 1550 18100 SH SOLE 6800 0 11300 NBT Bancorp Inc. COM 628778102 4 120 SH SOLE 7420 0 0 NL Industries Inc. COM 629156407 1 313 SH SOLE 313 0 0 NVR Inc. COM 62944T105 2767 1000 SH SOLE 300 0 700 Napco Security Technologies COM 630402105 3 157 SH SOLE 157 0 0 National Beverage Corp COM 635017106 2 30 SH SOLE 4530 0 0 National Fuel Gas Co. 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