Chief Compliance Officer

0001142941-19-000008.txt : 20191009 0001142941-19-000008.hdr.sgml : 20191009 20191009143026 ACCESSION NUMBER: 0001142941-19-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191009 DATE AS OF CHANGE: 20191009 EFFECTIVENESS DATE: 20191009 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: 191144319 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 09-30-2019 09-30-2019 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 10-09-2019 0 299 715387 false INFORMATION TABLE 2 3Q2019-Report_13F.xml DENALI13F3Q2019 1st Constitution Bancorp COM 31986N102 2 120 SH SOLE 120 0 0 1st Source Corporation COM 336901103 210 4600 SH SOLE 1900 0 2700 AFLAC INC COM COM 001055102 11746 224510 SH SOLE 29700 0 194810 AMC Networks Inc. cl A COM 00164V103 329 6700 SH SOLE 2900 0 3800 AT&T Inc. COM 00206R102 14273 377200 SH SOLE 50800 0 326400 AVX Corporation COM 002444107 2266 149100 SH SOLE 61200 0 87900 AXA Equitable Holdings COM 054561105 5292 238800 SH SOLE 92600 0 146200 Acco Brands Corporation COM 00081T108 2102 212974 SH SOLE 91074 0 121900 Air Lease Corp. Cl A COM 00912X302 3513 84000 SH SOLE 33600 0 50400 Aircastle Ltd COM G0129K104 2113 94200 SH SOLE 37900 0 56300 Alexanders Inc. COM 014752109 1916 5500 SH SOLE 2200 0 3300 Alliance Data Systems Corp COM 018581108 1128 8800 SH SOLE 3500 0 5300 Allison Transmission Holdings COM 01973R101 1256 26700 SH SOLE 11400 0 15300 Ally Financial Inc. COM 02005N100 1041 31400 SH SOLE 13000 0 18400 Altria Group Inc COM 02209S103 3620 88500 SH SOLE 6600 0 81900 Amdocs Limited COM G02602103 6525 98700 SH SOLE 18300 0 80400 Amerco COM 023586100 9439 24200 SH SOLE 5100 0 19100 American Campus Communities COM 024835100 1269 26400 SH SOLE 7900 0 18500 American Equity Investment COM 025676206 80 3300 SH SOLE 0 0 3300 AmerisourceBergen Corp COM 03073E105 3911 47500 SH SOLE 9400 0 38100 Amkor Technology Inc COM 031652100 2109 231800 SH SOLE 95000 0 136800 Apartment Invest&Mang A COM 03748R754 443 8500 SH SOLE 5000 0 3500 Apple Hospitality REIT Inc COM 03784Y200 1161 70000 SH SOLE 27600 0 42400 Apple Inc. COM 037833100 358 1600 SH SOLE 0 0 1600 Arch Capital Group Ltd. COM G0450A105 3732 88900 SH SOLE 35200 0 53700 Arrow Electronics Inc COM 042735100 5638 75600 SH SOLE 17100 0 58500 Arrow Financial Corp. COM 042744102 5 139 SH SOLE 139 0 0 Assured Guaranty Ltd COM G0585R106 3695 83100 SH SOLE 33200 0 49900 Athene Holding Ltd. COM G0684D107 1274 30300 SH SOLE 14100 0 16200 Atkore International Group COM 047649108 1187 39100 SH SOLE 15900 0 23200 Atlas Air Worldwide COM 049164205 547 21700 SH SOLE 6600 0 15100 Atrion Corporation COM 049904105 2182 2800 SH SOLE 100 0 2700 AutoNation Inc. COM 05329W102 1323 26100 SH SOLE 10300 0 15800 Avangrid Inc. COM 05351W103 13324 255000 SH SOLE 51900 0 203100 BancFirst Corp OK COM 05945F103 2067 37300 SH SOLE 15200 0 22100 Bank of America Corp COM 060505104 14719 504600 SH SOLE 68100 0 436500 Bar Harbor Bankshares COM 066849100 2 87 SH SOLE 87 0 0 Bel Fuse cl B COM 077347300 1 81 SH SOLE 81 0 0 Berkshire Hathaway cl B COM 084670702 7946 38200 SH SOLE 6800 0 31400 Biogen Inc. COM 09062X103 4424 19000 SH SOLE 3100 0 15900 Bluegreen Vacations Corp COM 09629F108 122 13100 SH SOLE 5300 0 7800 Booz Allen Hamilton cl A COM 099502106 874 12300 SH SOLE 2200 0 10100 Brown-Forman cl B COM 115637209 12565 200140 SH SOLE 37950 0 162190 Byline Bancorp Inc. COM 124411109 2 115 SH SOLE 115 0 0 CBS Corp. cl B COM 124857202 7057 174800 SH SOLE 41500 0 133300 CDK Global COM 12508E101 957 19900 SH SOLE 9700 0 10200 CDW Corporation COM 12514G108 1269 10300 SH SOLE 700 0 9600 CNA Financial Corp. COM 126117100 14351 291400 SH SOLE 60400 0 231000 CNB Financial Corp PA COM 126128107 1 30 SH SOLE 30 0 0 Cabot Oil & Gas Corp COM 127097103 945 53800 SH SOLE 10900 0 42900 Cadence Design Systems, Inc. COM 127387108 1196 18100 SH SOLE 800 0 17300 Callon Petroleum Co. COM 13123X102 444 102300 SH SOLE 78700 0 23600 Cambridge Bancorp COM 132152109 2 27 SH SOLE 27 0 0 Capital One Financial Corp. COM 14040H105 10972 120600 SH SOLE 16200 0 104400 Carnival Corporation COM 143658300 9918 226900 SH SOLE 30000 0 196900 Carriage Services Inc. COM 143905107 1 63 SH SOLE 63 0 0 Casa Systems COM 14713L102 149 19000 SH SOLE 7800 0 11200 Cathay General Bancorp COM 149150104 257 7400 SH SOLE 3000 0 4400 Century Bancorp cl A COM 156432106 4 50 SH SOLE 50 0 0 Chubb Limited COM H1467J104 10219 63300 SH SOLE 9300 0 54000 Citizens Financial Grp COM 174610105 276 7800 SH SOLE 3000 0 4800 Clearfield Inc. COM 18482P103 1 62 SH SOLE 62 0 0 Coda Octopus Group Inc. COM 19188U206 1 154 SH SOLE 154 0 0 Cohen & Steers Inc COM 19247A100 330 6000 SH SOLE 2600 0 3400 Colony Bankcorp GA COM 19623P101 1 76 SH SOLE 76 0 0 Comcast cl A COM 20030N101 848 18800 SH SOLE 0 0 18800 Community Trust Bancorp COM 204149108 5 109 SH SOLE 109 0 0 Compx International Inc COM 020563P10 3 197 SH SOLE 197 0 0 Consolidated Tomoka Land Company COM 210226106 1337 20374 SH SOLE 8374 0 12000 Consolidated Water Co. 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