0000897069-11-000257.txt : 20110419 0000897069-11-000257.hdr.sgml : 20110419 20110419135909 ACCESSION NUMBER: 0000897069-11-000257 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110419 DATE AS OF CHANGE: 20110419 EFFECTIVENESS DATE: 20110419 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HENNESSY ADVISORS INC CENTRAL INDEX KEY: 0001145255 STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282] IRS NUMBER: 680176227 FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06715 FILM NUMBER: 11767685 BUSINESS ADDRESS: STREET 1: 7250 REDWOOD BLVD. STREET 2: SUITE 200 CITY: NOVATO STATE: CA ZIP: 94945 BUSINESS PHONE: 415-899-1555 MAIL ADDRESS: STREET 1: 7250 REDWOOD BLVD. STREET 2: SUITE 200 CITY: NOVATO STATE: CA ZIP: 94945 13F-HR 1 hennessy13f033111.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Hennessy Advisors, Inc. Address: 7250 Redwood Boulevard, Suite 200 Novato, CA 94945 Form 13F File Number: 028-06715 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Teresa M. Nilsen Title: Executive Vice President and Chief Financial Officer Phone: (415) 899-1555 Signature, Place, and Date of Signing: /s/ Teresa M. Nilsen Novato, CA April 19, 2011 -------------------------------------------------------------------------------- Teresa M. Nilsen City, State Date Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported byother reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ------------- Form 13F Information Table Entry Total: 200 ------------- Form 13F Information Table Value Total: $690,949 ------------- (thousands) List of Other Included Managers: NONE
FORM 13F INFORMATION TABLE Name of Reporting Manager: Hennessy Advisors, Inc. Value Shares/ Sh/ Put/ Invstmt Other Voting Authority Name of Issuer Title of Class CUSIP (x1000) Prn Amt Prn Call Dscretn Managers Sole Shared None ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- ------- ABBOTT LABS COM 002824100 2,659 54,200 SH SOLE 54,200 ADVANCE AUTO PARTS INC COM 00751Y106 4,830 73,600 SH SOLE 73,600 AIR TRANSPORT SERVICES GRP INC COM 00922R105 5,078 601,000 SH SOLE 601,000 ALAMO GROUP INC COM 011311107 728 26,520 SH SOLE 26,520 ALASKA AIR GROUP INC COM 011659109 755 11,900 SH SOLE 11,900 ALTRIA GROUP INC COM 02209S103 4,534 174,200 SH SOLE 174,200 AMERCO COM 023586100 3,647 37,600 SH SOLE 37,600 AMERICAN INTL GROUP INC COM 026874784 538 15,300 SH SOLE 15,300 AMERIGROUP CORP COM 03073T102 7,170 111,600 SH SOLE 111,600 ANN INC COM 035623107 4,279 147,000 SH SOLE 147,000 APOLLO GROUP INC COM 037604105 968 23,200 SH SOLE 23,200 APPLIED INDL TECHNOLOGIES INC COM 03820C105 4,813 144,700 SH SOLE 144,700 ASHFORD HOSPITALITY TR INC COM 044103109 4,255 386,100 SH SOLE 386,100 AT&T INC COM 00206R102 8,020 262,100 SH SOLE 262,100 ATLAS ENERGY LP COM 04930A104 5,945 266,100 SH SOLE 266,100 ATLAS PIPELINE PARTNERS LP COM 049392103 5,461 158,300 SH SOLE 158,300 AUTOLIV INC COM 52800109 5,233 70,500 SH SOLE 70,500 AUTOMATIC DATA PROCESSING INC COM 053015103 2,950 57,500 SH SOLE 57,500 AUTOZONE INC COM 053332102 2,161 7,900 SH SOLE 7,900 AXCELIS TECHNOLOGIES INC COM 054540109 34 12,760 SH SOLE 12,760 BANCO MACRO SA SPON ADR B 05961W105 737 18,400 SH SOLE 18,400 BAXTER INTL INC COM 071813109 1,624 30,200 SH SOLE 30,200 BCE INC COM NEW 05534B760 2,893 79,600 SH SOLE 79,600 BECTON DICKINSON & CO COM 075887109 1,505 18,900 SH SOLE 18,900 BEST BUY INC COM 086516101 885 30,800 SH SOLE 30,800 BORGWARNER INC COM 099724106 11,866 148,900 SH SOLE 148,900 BRISTOL MYERS SQUIBB CO COM 110122108 4,184 158,300 SH SOLE 158,300 BROWN SHOE INC NEW COM 115736100 414 33,900 SH SOLE 33,900 BUCKEYE TECHNOLOGIES INC COM 118255108 5,106 187,500 SH SOLE 187,500 CALLON PETE CO DEL COM 13123X102 718 92,400 SH SOLE 92,400 CAMPBELL SOUP CO COM 134429109 3,844 116,100 SH SOLE 116,100 CARDINAL HEALTH INC COM 14149Y108 1,653 40,200 SH SOLE 40,200 CARDTRONICS INC COM 14161H108 912 44,800 SH SOLE 44,800 CASCADE CORP COM 147195101 646 14,500 SH SOLE 14,500 CENTURYLINK INC COM 156700106 2,559 61,600 SH SOLE 61,600 CHEVRON CORP NEW COM 166764100 9,303 86,600 SH SOLE 86,600 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 2,354 50,900 SH SOLE 50,900 CIGNA CORP COM 125509109 1,962 44,300 SH SOLE 44,300 CLEARWATER PAPER CORP COM 18538R103 781 9,600 SH SOLE 9,600 CLOROX CO DEL COM 189054109 1,577 22,500 SH SOLE 22,500 COCA COLA CO COM 191216100 1,758 26,500 SH SOLE 26,500 COMMERCIAL VEH GROUP INC COM 202608105 4,869 272,900 SH SOLE 272,900 COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR 20440W105 2,557 153,500 SH SOLE 153,500 COMPLETE PRODUCTION SERVICES COM 20453E109 6,400 201,200 SH SOLE 201,200 CONAGRA FOODS INC COM 205887102 2,867 120,700 SH SOLE 120,700 CONOCOPHILLIPS COM 20825C104 3,354 42,000 SH SOLE 42,000 CONSOL ENERGY INC COM 20854P109 1,775 33,100 SH SOLE 33,100 CONSOLIDATED GRAPHICS INC COM 209341106 666 12,200 SH SOLE 12,200 COST PLUS INC CALIF COM 221485105 3,754 382,300 SH SOLE 382,300 CPI CORP COM 125902106 3,100 137,700 SH SOLE 137,700 CROCS INC COM 227046109 7,505 420,700 SH SOLE 420,700 CROWN HOLDINGS INC COM 228368106 2,052 53,200 SH SOLE 53,200 DDI CORP COM 233162502 3,606 341,140 SH SOLE 341,140 DIAGEO P L C SPON ADR NEW 25243Q205 2,660 34,900 SH SOLE 34,900 DIAMOND OFFSHORE DRILLING INC COM 25271C102 1,321 17,000 SH SOLE 17,000 DILLARDS INC COM 254067101 4,341 108,200 SH SOLE 108,200 DINEEQUITY INC COM 254423106 3,898 70,900 SH SOLE 70,900 DIRECTV COM 25490A101 1,863 39,800 SH SOLE 39,800 DISH NETWORK CORP COM 25470M109 1,586 65,100 SH SOLE 65,100 DOLLAR TREE INC COM 256746108 6,940 125,000 SH SOLE 125,000 DU PONT E I DE NEMOURS & CO COM 263534109 8,968 163,150 SH SOLE 163,150 EMCORE CORP COM 290846104 41 15,810 SH SOLE 15,810 ENI S P A SPONSORED ADR 26874R108 2,894 58,900 SH SOLE 58,900 ENTERPRISE PRODS PARTNERS L P COM 293792107 2,597 60,300 SH SOLE 60,300 ESTERLINE TECHNOLOGIES CORP COM 297425100 785 11,100 SH SOLE 11,100 EXPRESS-1 EXPEDITED SOLTNS COM 30217Q108 29 13,520 SH SOLE 13,520 F M C CORP COM 302491303 1,911 22,500 SH SOLE 22,500 FAMILY DLR STORES INC COM 307000109 6,959 135,600 SH SOLE 135,600 FERRO CORP COM 315405100 5,748 346,500 SH SOLE 346,500 FLOWSERVE CORP COM 34354P105 1,597 12,400 SH SOLE 12,400 FLUOR CORP NEW COM 343412102 2,018 27,400 SH SOLE 27,400 FOREST LABS INC COM 345838106 1,712 53,000 SH SOLE 53,000 FRANCE TELECOM SPONSORED ADR 35177Q105 2,566 114,000 SH SOLE 114,000 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 2,089 37,600 SH SOLE 37,600 GAP INC DEL COM 364760108 1,292 57,000 SH SOLE 57,000 GARDNER DENVER INC COM 365558105 905 11,600 SH SOLE 11,600 GENERAL COMMUNICATION INC COM 369385109 3,455 315,800 SH SOLE 315,800 GENERAL MLS INC COM 370334104 4,170 114,100 SH SOLE 114,100 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2,554 66,500 SH SOLE 66,500 GREENBRIER COS INC COM 393657101 4,881 172,000 SH SOLE 172,000 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 3,163 254,500 SH SOLE 254,500 HEALTHSPRING INC COM 42224N101 6,973 186,600 SH SOLE 186,600 HEINZ H J CO COM 423074103 4,184 85,700 SH SOLE 85,700 HILL ROM HLDGS INC COM 431475102 691 18,200 SH SOLE 18,200 HOME DEPOT INC COM 437076102 2,361 63,700 SH SOLE 63,700 HONEYWELL INTL INC COM 438516106 1,821 30,500 SH SOLE 30,500 HSN INC COM 404303109 4,561 142,400 SH SOLE 142,400 HUMANA INC COM 444859102 2,301 32,900 SH SOLE 32,900 IDT CORP COM 448947507 5,244 194,600 SH SOLE 194,600 INNOSPEC INC COM 45768S105 5,781 181,000 SH SOLE 181,000 INTEL CORP COM 458140100 6,721 333,200 SH SOLE 333,200 INTERFACE INC COM 458665106 5,547 300,000 SH SOLE 300,000 INTERNATIONAL BUSINESS MACHS COM 459200101 1,810 11,100 SH SOLE 11,100 IPASS INC COM 46261V108 35 22,730 SH SOLE 22,730 ISTAR FINL INC COM 45031U101 5,179 564,200 SH SOLE 564,200 JOHNSON & JOHNSON COM 478160104 8,455 142,700 SH SOLE 142,700 JONES LANG LASALLE INC COM 48020Q107 5,266 52,800 SH SOLE 52,800 JOY GLOBAL INC COM 481165108 2,342 23,700 SH SOLE 23,700 KELLOGG CO COM 487836108 4,362 80,800 SH SOLE 80,800 KEMET CORP COM 488360207 4,538 306,000 SH SOLE 306,000 KIMBERLY CLARK CORP COM 494368103 4,282 65,600 SH SOLE 65,600 KRAFT FOODS INC COM 50075N104 7,577 241,600 SH SOLE 241,600 KRISPY KREME DOUGHNUTS INC COM 501014104 3,828 543,730 SH SOLE 543,730 KT CORP SPONSORED ADR 48268K101 2,324 119,000 SH SOLE 119,000 LABORATORY CORP AMER HLDGS COM 50540R409 1,704 18,500 SH SOLE 18,500 LEXMARK INTL NEW COM 529771107 3,797 102,500 SH SOLE 102,500 LIBBEY INC COM 529898108 5,181 314,000 SH SOLE 314,000 LIBERTY GLOBAL INC COM 530555101 2,166 52,300 SH SOLE 52,300 LIFETIME BRANDS INC COM 53222Q103 537 35,800 SH SOLE 35,800 LILLY ELI & CO COM 532457108 4,094 116,400 SH SOLE 116,400 LIONBRIDGE TECHNOLOGIES INC COM 536252109 387 112,800 SH SOLE 112,800 LOCKHEED MARTIN CORP COM 539830109 4,390 54,600 SH SOLE 54,600 LORAL SPACE & COMMUNICATNS INC COM 543881106 1,055 13,600 SH SOLE 13,600 LORILLARD INC COM 544147101 1,758 18,500 SH SOLE 18,500 LUBRIZOL CORP COM 549271104 7,569 56,500 SH SOLE 56,500 MACQUARIE INFRASTR CO LLC COM 55608B105 969 40,600 SH SOLE 40,600 MAGELLAN HEALTH SVCS INC COM 559079207 4,707 95,900 SH SOLE 95,900 MAGNETEK INC COM 559424106 37 16,760 SH SOLE 16,760 MARSH & MCLENNAN COS INC COM 571748102 3,056 102,500 SH SOLE 102,500 MATERION CORP COM 576690101 4,182 102,500 SH SOLE 102,500 MATTEL INC COM 577081102 4,298 172,400 SH SOLE 172,400 MCDONALDS CORP COM 580135101 3,321 43,650 SH SOLE 43,650 MCGRAW HILL COS INC COM 580645109 1,678 42,600 SH SOLE 42,600 MEDCATH CORP COM 58404W109 4,075 292,140 SH SOLE 292,140 MEDIA GEN INC COM 584404107 361 52,500 SH SOLE 52,500 MERCER INTL INC COM 588056101 7,858 579,900 SH SOLE 579,900 MERCK & CO INC NEW COM 58933Y105 7,350 222,650 SH SOLE 222,650 MERITOR INC COM 59001K100 5,692 335,400 SH SOLE 335,400 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,588 121,900 SH SOLE 121,900 MOODYS CORP COM 615369105 1,957 57,700 SH SOLE 57,700 MRV COMMUNICATIONS INC COM 553477100 30 19,870 SH SOLE 19,870 NACCO INDS INC COM 629579103 4,715 42,600 SH SOLE 42,600 NEENAH PAPER INC COM 640079109 639 29,100 SH SOLE 29,100 NEWCASTLE INVT CORP COM 65105M108 4,018 665,200 SH SOLE 665,200 NEWPORT CORP COM 651824104 4,108 230,400 SH SOLE 230,400 NOKIA CORP SPONSORED ADR 654902204 2,154 253,100 SH SOLE 253,100 OPNEXT INC COM 68375V105 27 11,020 SH SOLE 11,020 OWENS CORNING NEW COM 690742101 633 17,600 SH SOLE 17,600 PACER INTL INC TENN COM 69373H106 415 78,900 SH SOLE 78,900 PETROCHINA CO LTD SPONSORED ADR 71646E100 3,075 20,200 SH SOLE 20,200 PFIZER INC COM 717081103 9,089 447,500 SH SOLE 447,500 PHILIP MORRIS INTL INC COM 718172109 4,824 73,500 SH SOLE 73,500 PIER 1 IMPORTS INC COM 720279108 3,792 373,600 SH SOLE 373,600 PITNEY BOWES INC COM 724479100 2,872 111,800 SH SOLE 111,800 POLYONE CORP COM 73179P106 5,430 382,100 SH SOLE 382,100 POWER ONE INC NEW COM 73930R102 3,760 429,700 SH SOLE 429,700 POWERWAVE TECHNOLOGIES INC COM 739363109 46 10,240 SH SOLE 10,240 PRICESMART INC COM 741511109 3,734 101,900 SH SOLE 101,900 PROCTER & GAMBLE CO COM 742718109 810 13,150 SH SOLE 13,150 QUAKER CHEM CORP COM 747316107 4,647 115,690 SH SOLE 115,690 QUIKSILVER INC COM 74838C106 3,426 775,200 SH SOLE 775,200 RAYTHEON CO COM 755111507 4,120 81,000 SH SOLE 81,000 ROCHE HLDG LTD ADR 771195104 2,588 72,000 SH SOLE 72,000 ROCKWOOD HLDGS INC COM 774415103 6,778 137,700 SH SOLE 137,700 ROSS STORES INC COM 778296103 1,785 25,100 SH SOLE 25,100 ROYAL DUTCH SHELL PLC SPON ADR A 780259206 2,907 39,900 SH SOLE 39,900 RUBY TUESDAY INC COM 781182100 3,777 288,100 SH SOLE 288,100 SAIC INC COM 78390X101 1,347 79,600 SH SOLE 79,600 SANOFI AVENTIS SPONSORED ADR 80105N105 2,737 77,700 SH SOLE 77,700 SAUER-DANFOSS INC COM 804137107 6,376 125,200 SH SOLE 125,200 SELECT COMFORT CORP COM 81616X103 721 59,800 SH SOLE 59,800 SINCLAIR BROADCAST GROUP INC CL A 829226109 1,070 85,300 SH SOLE 85,300 SKECHERS U S A INC COM 830566105 292 14,200 SH SOLE 14,200 STANDEX INTL CORP COM 854231107 807 21,300 SH SOLE 21,300 STATOIL ASA SPONSORED ADR 85771P102 3,394 122,800 SH SOLE 122,800 SUNOPTA INC COM 8676EP108 3,885 523,600 SH SOLE 523,600 SXC HEALTH SOLUTIONS CORP COM 78505P100 844 15,400 SH SOLE 15,400 SYSCO CORP COM 871829107 3,795 137,000 SH SOLE 137,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,873 235,900 SH SOLE 235,900 TELEFONICA S A SPONSORED ADR 879382208 2,676 106,100 SH SOLE 106,100 TENNANT CO COM 880345103 689 16,400 SH SOLE 16,400 TENNECO INC COM 880349105 10,642 250,700 SH SOLE 250,700 TIMKEN CO COM 887389104 4,310 82,400 SH SOLE 82,400 TITAN INTL INC ILL COM 88830M102 5,649 212,300 SH SOLE 212,300 TJX COS INC NEW COM 872540109 1,517 30,500 SH SOLE 30,500 TORO CO COM 891092108 5,079 76,700 SH SOLE 76,700 TOTAL S A SPONSORED ADR 89151E109 2,963 48,600 SH SOLE 48,600 TPC GROUP INC COM 89236Y104 4,059 140,600 SH SOLE 140,600 TRACTOR SUPPLY CO COM 892356106 11,685 195,200 SH SOLE 195,200 TRIMAS CORP COM 896215209 4,814 223,900 SH SOLE 223,900 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 11,749 213,300 SH SOLE 213,300 TUESDAY MORNING CORP COM 899035505 3,496 713,400 SH SOLE 713,400 U S AIRWAYS GROUP INC COM 90341W108 7,797 895,200 SH SOLE 895,200 ULTA SALON COSMETCS & FRAG INC COM 90384S303 8,524 177,100 SH SOLE 177,100 ULTRA CLEAN HLDGS INC COM 90385V107 691 66,780 SH SOLE 66,780 UNITED CONTL HLDGS INC COM 910047109 8,559 372,300 SH SOLE 372,300 UNITED RENTALS INC COM 911363109 5,574 167,500 SH SOLE 167,500 UNIVERSAL AMERICAN CORP COM 913377107 827 36,100 SH SOLE 36,100 VALASSIS COMMUNICATIONS INC COM 918866104 4,225 145,000 SH SOLE 145,000 VERIZON COMMUNICATIONS INC COM 92343V104 8,899 230,900 SH SOLE 230,900 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 2,691 93,600 SH SOLE 93,600 WASTE MGMT INC DEL COM 94106L109 2,786 74,600 SH SOLE 74,600 WESTELL TECH INC CL A 957541105 38 10,890 SH SOLE 10,890 WESTERN DIGITAL CORP COM 958102105 1,249 33,500 SH SOLE 33,500 WESTERN REFNG INC COM 959319104 6,285 370,800 SH SOLE 370,800 WHIRLPOOL CORP COM 963320106 504 5,900 SH SOLE 5,900 WILLIAMS SONOMA INC COM 969904101 5,650 139,500 SH SOLE 139,500 WYNDHAM WORLDWIDE CORP COM 98310W108 4,975 156,400 SH SOLE 156,400 YUM BRANDS INC COM 988498101 1,721 33,500 SH SOLE 33,500 ZIONS BANCORPORATION COM 989701107 549 23,800 SH SOLE 23,800 TOTAL 690,949