0001140361-15-015960.txt : 20150421 0001140361-15-015960.hdr.sgml : 20150421 20150421145636 ACCESSION NUMBER: 0001140361-15-015960 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150421 DATE AS OF CHANGE: 20150421 EFFECTIVENESS DATE: 20150421 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: 15782956 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 primary_doc.xml 13F-HR LIVE false true false 0001145255 XXXXXXXX 03-31-2015 03-31-2015 HENNESSY ADVISORS INC

7250 REDWOOD BLVD. SUITE 200 NOVATO CA 94945

13F HOLDINGS REPORT 028-06715 N Teresa M. Nilsen 415-899-1555 /s/ Teresa M. Nilsen Novato CA 04-21-2015 0 290 3474205 false INFORMATION TABLE 2 form13fInfoTable.xml ABBVIE INC COM 00287Y109 3015 51500 SH SOLE 51500 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 14909 99600 SH SOLE 99600 0 0 AECOM COM 00766T100 12769 414300 SH SOLE 414300 0 0 AES CORP COM 00130H105 3097 241000 SH SOLE 241000 0 0 AETNA INC NEW COM 00817Y108 6147 57700 SH SOLE 57700 0 0 AGL RES INC COM 001204106 58444 1177116 SH SOLE 1177116 0 0 ALASKA AIR GROUP INC COM 011659109 2396 36200 SH SOLE 36200 0 0 ALBEMARLE CORP COM 012653101 2135 40400 SH SOLE 40400 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADR 01609W102 205 2465 SH SOLE 2465 0 0 ALLETE INC COM NEW 018522300 224 4250 SH SOLE 4250 0 0 ALLIANT ENERGY CORP COM 018802108 6861 108904 SH SOLE 108904 0 0 ALTRIA GROUP INC COM 02209S103 2686 53700 SH SOLE 53700 0 0 AMEDISYS INC COM 023436108 5190 193800 SH SOLE 193800 0 0 AMEREN CORP COM 023608102 9811 232490 SH SOLE 232490 0 0 AMERICAN EXPRESS CO COM 025816109 3125 40000 SH SOLE 40000 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 2794 51000 SH SOLE 51000 0 0 AMERICAN WOODMARK CORP COM 030506109 6781 123900 SH SOLE 123900 0 0 AMTRUST FINL SVCS INC COM 032359309 6046 106100 SH SOLE 106100 0 0 APPLE INC COM 037833100 2869 23061 SH SOLE 23061 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 6116 73600 SH SOLE 73600 0 0 ASSOCIATED BANC CORP COM 045487105 5022 270000 SH SOLE 270000 0 0 ASTORIA FINL CORP COM 046265104 9065 700000 SH SOLE 700000 0 0 AT&T INC COM 00206R102 8504 260450 SH SOLE 260450 0 0 ATLAS AIR WORLDWIDE HLDGS INC COM NEW 049164205 5365 124700 SH SOLE 124700 0 0 ATMOS ENERGY CORP COM 049560105 67688 1224006 SH SOLE 1224006 0 0 AUTOZONE INC COM 053332102 2729 4000 SH SOLE 4000 0 0 AVALONBAY CMNTYS INC COM 053484101 2527 14500 SH SOLE 14500 0 0 AVISTA CORP COM 05379B107 5075 148472 SH SOLE 148472 0 0 BALL CORP COM 058498106 20606 291700 SH SOLE 291700 0 0 BANK AMER CORP COM 060505104 3309 215000 SH SOLE 215000 0 0 BANK N S HALIFAX COM 064149107 2727 54300 SH SOLE 54300 0 0 BANKUNITED INC COM 06652K103 9331 285000 SH SOLE 285000 0 0 BANNER CORP COM NEW 06652V208 9295 202500 SH SOLE 202500 0 0 BARD C R INC COM 067383109 2226 13300 SH SOLE 13300 0 0 BAXTER INTL INC COM 071813109 2809 41000 SH SOLE 41000 0 0 BCE INC COM NEW 05534B760 2749 64900 SH SOLE 64900 0 0 BED BATH & BEYOND INC COM 075896100 2449 31900 SH SOLE 31900 0 0 BENEFICIAL BANCORP INC COM 08171T102 1801 159494 SH SOLE 159494 0 0 BERKSHIRE HATHAWAY INC CL A 084670108 11310 52 SH SOLE 52 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4185 29000 SH SOLE 29000 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 4432 160000 SH SOLE 160000 0 0 BLACK HILLS CORP COM 092113109 5799 114959 SH SOLE 114959 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 4006 103000 SH SOLE 103000 0 0 BLOCK H & R INC COM 093671105 2296 71600 SH SOLE 71600 0 0 BLUE HILLS BANCORP INC COM 095573101 4032 305000 SH SOLE 305000 0 0 BOEING CO COM 097023105 2671 17800 SH SOLE 17800 0 0 BRINKER INTL INC COM 109641100 15599 253400 SH SOLE 253400 0 0 CAMPBELL SOUP CO COM 134429109 2318 49800 SH SOLE 49800 0 0 CAPITAL BK FINL CORP COM 139794101 6212 225000 SH SOLE 225000 0 0 CAPITAL ONE FINL CORP COM 14040H105 3862 49000 SH SOLE 49000 0 0 CARMAX INC COM 143130102 5818 84300 SH SOLE 84300 0 0 CATERPILLAR INC DEL COM 149123101 5250 65600 SH SOLE 65600 0 0 CDW CORP COM 12514G108 5620 150900 SH SOLE 150900 0 0 CENOVUS ENERGY INC COM 15135U109 2356 139600 SH SOLE 139600 0 0 CENTENE CORP DEL COM 15135B101 23469 332000 SH SOLE 332000 0 0 CENTERPOINT ENERGY INC COM 15189T107 23956 1173726 SH SOLE 1173726 0 0 CENTURYLINK INC COM 156700106 2488 72000 SH SOLE 72000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 105505 1363117 SH SOLE 1363117 0 0 CHESAPEAKE UTILS CORP COM 165303108 7381 145837 SH SOLE 145837 0 0 CHEVRON CORP NEW COM 166764100 8236 78450 SH SOLE 78450 0 0 CIGNA CORPORATION COM 125509109 6135 47400 SH SOLE 47400 0 0 CISCO SYS INC COM 17275R102 6522 236960 SH SOLE 236960 0 0 CITIGROUP INC COM NEW 172967424 3916 76000 SH SOLE 76000 0 0 CLIFTON BANCORP INC COM 186873105 9524 675000 SH SOLE 675000 0 0 CMS ENERGY CORP COM 125896100 34618 991648 SH SOLE 991648 0 0 COACH INC COM 189754104 2685 64800 SH SOLE 64800 0 0 COCA COLA CO COM 191216100 6679 164700 SH SOLE 164700 0 0 COCA COLA ENTERPRISES INC COM 19122T109 2378 53800 SH SOLE 53800 0 0 COMERICA INC COM 200340107 1580 35000 SH SOLE 35000 0 0 CONOCOPHILLIPS COM 20825C104 2621 42100 SH SOLE 42100 0 0 CONSOLIDATED EDISON INC COM 209115104 35611 583786 SH SOLE 583786 0 0 CORE MARK HOLDING CO INC COM 218681104 5271 81944 SH SOLE 81944 0 0 CORNING NAT GAS HLDG CORP COM 219387107 640 31637 SH SOLE 31637 0 0 COVENANT TRANS INC - 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