0001142941-17-000007.txt : 20170714 0001142941-17-000007.hdr.sgml : 20170714 20170714150118 ACCESSION NUMBER: 0001142941-17-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170714 DATE AS OF CHANGE: 20170714 EFFECTIVENESS DATE: 20170714 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: 17965400 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 true false 0001142941 XXXXXXXX 06-30-2017 06-30-2017 DENALI ADVISORS LLC
5075 SHOREHAM PLACE SUITE 120 SAN DIEGO CA 92122
13F HOLDINGS REPORT 028-10130 N
Anne Erickson Chief Compliance Officer 858-320-4165 Anne Erickson San Diego CA 07-14-2017 0 265 611886 false
INFORMATION TABLE 2 Report_13F-20170630.xml DENALI13F20170630 1st Source Corporation COM 336901103 4 79 SH SOLE 79 0 0 A V Homes, Inc. COM 00234P102 3 143 SH SOLE 143 0 0 AFLAC Inc. COM 001055102 14996 193049 SH SOLE 53005 0 140044 AG Mortgage Investment Tr COM 001228105 5 297 SH SOLE 297 0 0 AVANGRID, Inc. COM 05351W103 4918 111400 SH SOLE 54500 0 56900 AVX Corporation COM 002444107 4 231 SH SOLE 231 0 0 Acco Brands Corporation COM 00081T108 3 272 SH SOLE 272 0 0 Air Lease Corp cl A COM 00912X302 1371 36700 SH SOLE 9400 0 27300 Aircastle Ltd COM G0129K104 4 173 SH SOLE 173 0 0 Alexanders Inc. COM 014752109 4 9 SH SOLE 9 0 0 Allstate Corporation COM 020002101 699 7900 SH SOLE 3300 0 4600 Ally Financial Inc. COM 02005N100 295 14100 SH SOLE 0 0 14100 Amdocs Limited COM G02602103 857 13300 SH SOLE 11600 0 1700 Amerco COM 023586100 6699 18300 SH SOLE 5200 0 13100 American Equity Investment COM 025676206 1 37 SH SOLE 37 0 0 American Railcar Industries COM 02916P103 3 88 SH SOLE 88 0 0 Ameriprise Financial, Inc. COM 03076C106 2024 15900 SH SOLE 6100 0 9800 Amkor Technology Inc COM 031652100 0 36 SH SOLE 36 0 0 Antero Resources Corporation COM 03674X106 534 24700 SH SOLE 9500 0 15200 Arch Capital Group Ltd. COM G0450A105 1968 21100 SH SOLE 10300 0 10800 Archer Daniels Midland COM 039483102 3741 90400 SH SOLE 21900 0 68500 Arrow Electronics Inc COM 042735100 9383 119645 SH SOLE 37318 0 82327 Asbury Automotive Group COM 043436104 3 47 SH SOLE 47 0 0 Assured Guaranty Ltd COM G0585R106 12601 301900 SH SOLE 81200 0 220700 Atwood Oceanics Inc COM 050095108 1 133 SH SOLE 133 0 0 Avnet Inc COM 053807103 855 22000 SH SOLE 17900 0 4100 Baldwin & Lyons cl B COM 057755209 4 160 SH SOLE 160 0 0 BancFirst Corp OK COM 05945F103 4 42 SH SOLE 42 0 0 Banco Latinoamericano de Comer COM P16994132 4 135 SH SOLE 135 0 0 Baxter International COM 071813109 1649 27237 SH SOLE 6800 0 20437 Bed Bath & Beyond Inc COM 075896100 5107 168000 SH SOLE 51500 0 116500 Blue Capital Reinsurnce Hldgs COM G1190F107 3 188 SH SOLE 188 0 0 Booz Allen Hamilton cl A COM 099502106 843 25900 SH SOLE 8800 0 17100 Brown-Forman cl B COM 115637209 10577 217632 SH SOLE 58772 0 158860 Buckle Inc. COM 118440106 2 122 SH SOLE 122 0 0 CA, Inc. COM 12673P105 10517 305100 SH SOLE 78400 0 226700 CAI International, Inc. COM 12477X106 6 257 SH SOLE 257 0 0 CNA Financial Corporation COM 126117100 7127 146200 SH SOLE 51300 0 94900 Calpine Corp. COM 131347304 882 65200 SH SOLE 17800 0 47400 Capstead Mortgage Corp COM 14067E506 1 109 SH SOLE 109 0 0 Cardinal Health Inc. COM 14149Y108 12249 157200 SH SOLE 43300 0 113900 Care Capital Properties, Inc. COM 141624106 1258 47100 SH SOLE 26700 0 20400 Cars.com Inc. COM 14575E105 367 13766 SH SOLE 2733 0 11033 Carters Inc COM 146229109 329 3700 SH SOLE 0 0 3700 Celanese Corp. COM 150870103 313 3300 SH SOLE 1900 0 1400 Century Bancorp cl A COM 156432106 5 82 SH SOLE 82 0 0 Century Communities, Inc. COM 156504300 6 237 SH SOLE 237 0 0 Chimera Investment Corp COM 16934Q208 5669 304300 SH SOLE 93300 0 211000 Citizens & Northern Corp COM 172922106 2 100 SH SOLE 100 0 0 Civista Bancshares, Inc. COM 178867107 5 220 SH SOLE 220 0 0 Cognex Corporation COM 192422103 7802 91900 SH SOLE 29500 0 62400 Colony Bankcorp GA COM 19623P101 2 128 SH SOLE 128 0 0 Community Trust Bancorp COM 204149108 2 45 SH SOLE 45 0 0 Consumer Portfolio Services COM 210502100 3 550 SH SOLE 550 0 0 Corning Inc. COM 219350105 7813 260000 SH SOLE 72300 0 187700 Costamare Inc COM Y1771G102 3 356 SH SOLE 356 0 0 Customers Bancorp Inc COM 23204G100 2 86 SH SOLE 86 0 0 DST Systems Inc. COM 233326107 2505 40600 SH SOLE 13000 0 27600 DTE Energy Company COM 233331107 5448 51500 SH SOLE 18600 0 32900 Diamondback Energy, Inc. COM 25278X109 1030 11600 SH SOLE 8000 0 3600 Discover Financial Services COM 254709108 11189 179913 SH SOLE 46856 0 133057 Discovery Communications A COM 25470F104 12198 472231 SH SOLE 143816 0 328415 Dolby Laboratories Inc COM 25659T107 1234 25200 SH SOLE 8500 0 16700 Donegal Group Inc. cl A COM 257701201 5 284 SH SOLE 284 0 0 Dover Corporation COM 260003108 8054 100400 SH SOLE 35100 0 65300 Dunkin' Brands Group, Inc. COM 265504100 2161 39200 SH SOLE 13200 0 26000 EMC Insurance Group COM 268664109 4 150 SH SOLE 150 0 0 EPR Properties COM 26884U109 7575 105400 SH SOLE 33400 0 72000 Eastman Chemical Co. COM 277432100 2570 30600 SH SOLE 8800 0 21800 Eaton Corporation, plc COM G29183103 6040 77609 SH SOLE 14878 0 62731 Enova International, Inc. COM 29357K103 5 337 SH SOLE 337 0 0 Enstar Group Limited COM G3075P101 4 20 SH SOLE 20 0 0 Entercom Communications COM 293639100 2 193 SH SOLE 193 0 0 Enterprise Bancorp Inc Mass COM 293668109 4 104 SH SOLE 104 0 0 Equity Residential Properties COM 29476L107 1108 16825 SH SOLE 0 0 16825 Everest Re Group Ltd COM G3223R108 17847 70101 SH SOLE 19085 0 51016 Exelon Corp COM 30161N101 4512 125100 SH SOLE 22900 0 102200 Exxon Mobil Corporation COM 30231G102 4300 53266 SH SOLE 15456 0 37810 FBL Financial Group cl A COM 30239F106 1 15 SH SOLE 15 0 0 FLIR Systems Inc. COM 302445101 1570 45300 SH SOLE 17000 0 28300 Fidelity & Guaranty Life COM 315785105 1 28 SH SOLE 28 0 0 Fifth Third Bancorp COM 316773100 2188 84300 SH SOLE 29200 0 55100 Financial Institutions Inc. COM 317585404 3 87 SH SOLE 87 0 0 First Bancorp, Inc. (ME) COM 31866P102 3 100 SH SOLE 100 0 0 First Citizens Bancshares cl A COM 31946M103 4 12 SH SOLE 12 0 0 First Financial Corp (IN) COM 320218100 6 132 SH SOLE 132 0 0 First Interstate BancSystem A COM 32055Y201 3 89 SH SOLE 89 0 0 First Savings Financial Grp COM 33621E109 3 53 SH SOLE 53 0 0 Flexsteel Industries Inc. COM 339382103 4 82 SH SOLE 82 0 0 Flushing Financial Corp COM 343873105 5 166 SH SOLE 166 0 0 Fogo de Chao, Inc. COM 344177100 5 377 SH SOLE 377 0 0 Fonar Corporation COM 344437405 4 128 SH SOLE 128 0 0 Ford Motor Company COM 345370860 4158 371577 SH SOLE 120879 0 250698 Franklin Resources, Inc. COM 354613101 9347 208678 SH SOLE 49043 0 159635 Fresh Del Monte Produce COM G36738105 1 23 SH SOLE 23 0 0 Frontline Ltd. COM G3682E192 2 372 SH SOLE 372 0 0 FutureFuel Corp COM 36116M106 6 383 SH SOLE 383 0 0 GAMCO Investors, Inc. COM 361438104 4 126 SH SOLE 126 0 0 GGP Inc. COM 36174X101 3527 149700 SH SOLE 97800 0 51900 Gamestop Corp COM 36467W109 633 29300 SH SOLE 19900 0 9400 Gap Inc. COM 364760108 79 3600 SH SOLE 3600 0 0 General Motors Company COM 37045V100 15429 441700 SH SOLE 121800 0 319900 Gilead Sciences Inc. COM 375558103 10538 148877 SH SOLE 41503 0 107374 Global Sources Ltd. COM G39300101 5 247 SH SOLE 247 0 0 Great Southern Bancorp COM 390905107 5 100 SH SOLE 100 0 0 H&R Block Inc. COM 093671105 1592 51500 SH SOLE 28200 0 23300 HP Inc. COM 40434L105 10949 626400 SH SOLE 169800 0 456600 Heartland Financial USA COM 42234Q102 1 14 SH SOLE 14 0 0 Hemisphere Media Group Inc A COM 42365Q103 4 327 SH SOLE 327 0 0 Hennessy Advisors, Inc. COM 425885100 1 74 SH SOLE 74 0 0 Home Bancorp, Inc. COM 43689E107 3 74 SH SOLE 74 0 0 Hospitality Properties Trust COM 44106M102 1183 40600 SH SOLE 0 0 40600 Houlihan Lokey, Inc. COM 441593100 4 128 SH SOLE 128 0 0 Hubbell Inc COM 443510607 939 8300 SH SOLE 3400 0 4900 Hyster-Yale Materials Handling COM 449172105 4 50 SH SOLE 50 0 0 IBM Corp COM 459200101 14738 95805 SH SOLE 26314 0 69491 IPG Photonics Corporation COM 44980X109 145 1000 SH SOLE 0 0 1000 Idexx Laboratories, Inc. COM 45168D104 242 1500 SH SOLE 1000 0 500 Illinois Tool Works Inc. COM 452308109 9170 64013 SH SOLE 19790 0 44223 Impac Mortgage Holdings COM 45254P508 6 413 SH SOLE 413 0 0 Independence Holding Co. COM 453440307 3 160 SH SOLE 160 0 0 Ingles Markets cl A COM 457030104 1 44 SH SOLE 44 0 0 International Bancshares COM 459044103 4 116 SH SOLE 116 0 0 JPMorgan Chase & Co COM 46625H100 9039 98900 SH SOLE 28800 0 70100 JetBlue Airways Corp COM 477143101 1262 55300 SH SOLE 4100 0 51200 Jones Lang LaSalle Inc COM 48020Q107 2188 17500 SH SOLE 3500 0 14000 Kelly Services cl A COM 488152208 6 248 SH SOLE 248 0 0 Keysight Technologies Inc COM 49338L103 3796 97500 SH SOLE 34500 0 63000 Kimball Electronics, Inc. COM 49428J109 6 315 SH SOLE 315 0 0 Lam Research Corporation COM 512807108 5289 37400 SH SOLE 7400 0 30000 Lear Corporation COM 521865204 4362 30700 SH SOLE 10600 0 20100 Lee Enterprises Inc. COM 523768109 2 986 SH SOLE 986 0 0 Lennox International, Inc. COM 526107107 1432 7800 SH SOLE 3400 0 4400 Lincoln National Corp COM 534187109 4575 67700 SH SOLE 31200 0 36500 Loews Corp COM 540424108 492 10500 SH SOLE 10500 0 0 LyondellBasell Industries cl A COM N53745100 14049 166479 SH SOLE 45451 0 121028 M/I Homes, Inc. COM 55305B101 3 112 SH SOLE 112 0 0 MGE Energy Inc. COM 55277P104 3 45 SH SOLE 45 0 0 MSC Industrial Direct Co. COM 553530106 378 4400 SH SOLE 4400 0 0 MSG Networks Inc. COM 553573106 4 178 SH SOLE 178 0 0 Macerich Company COM 554382101 2044 35200 SH SOLE 17000 0 18200 Macquarie Infrastructure Co Tr COM 55608B105 1474 18800 SH SOLE 5400 0 13400 Mallinckrodt plc. COM G5785G107 112 2500 SH SOLE 2500 0 0 ManpowerGroup COM 56418H100 123 1100 SH SOLE 1100 0 0 Marine Products Corp COM 568427108 3 166 SH SOLE 166 0 0 Marlin Business Services Corp COM 571157106 1 41 SH SOLE 41 0 0 Match Group, Inc. COM 57665R106 309 17800 SH SOLE 8000 0 9800 Maui Land & Pineapple Co. COM 577345101 4 200 SH SOLE 200 0 0 Meritage Homes Corp COM 59001A102 1 21 SH SOLE 21 0 0 Meritor, Inc. COM 59001K100 3 163 SH SOLE 163 0 0 Methode Electronics Inc COM 591520200 2 54 SH SOLE 54 0 0 MidWestOne Finl Grp COM 598511103 4 108 SH SOLE 108 0 0 Miller Industries Inc. COM 600551204 2 77 SH SOLE 77 0 0 Moody's Corp. COM 615369105 4697 38600 SH SOLE 11100 0 27500 Moog Inc. COM 615394202 4 53 SH SOLE 53 0 0 Mueller Industries, Inc. COM 624756102 1 46 SH SOLE 46 0 0 MutualFirst Financial Inc. COM 62845B104 1 31 SH SOLE 31 0 0 NCI Inc. COM 62886K104 3 130 SH SOLE 130 0 0 NVR Inc. COM 62944T105 482 200 SH SOLE 0 0 200 National Bankshares Inc COM 634865109 2 54 SH SOLE 54 0 0 National General Holdings Corp COM 636220303 1 27 SH SOLE 27 0 0 National HealthCare Corp COM 635906100 3 44 SH SOLE 44 0 0 National Western Life Group A COM 638517102 4 12 SH SOLE 12 0 0 Natural Hlth Trends Corp COM 63888P406 5 172 SH SOLE 172 0 0 Navient Corporation COM 63938C108 10683 641600 SH SOLE 203100 0 438500 Navios Maritime Acq Corp COM Y62159101 5 3700 SH SOLE 3700 0 0 Nelnet Inc COM 64031N108 4 93 SH SOLE 93 0 0 New York Mortgage Trust COM 649604501 2 249 SH SOLE 249 0 0 NewMarket Corporation COM 651587107 184 400 SH SOLE 400 0 0 Nutraceutical Int'l Corp COM 67060Y101 5 129 SH SOLE 129 0 0 Nve Corporation COM 629445206 6 82 SH SOLE 82 0 0 OM Asset Management plc COM G67506108 1 100 SH SOLE 100 0 0 ONEOK Inc. COM 682680103 3776 72400 SH SOLE 9500 0 62900 Omega Flex, Inc. 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