DENALI ADVISORS LLC Q2 2016 Filing

Filed July 14, 2016

Portfolio Value

$580.5M

Holdings

284

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (284 positions)

#StockSharesValue% PortfolioType
1
JPMJPMorgan Chase & Co
314,500$19.5M3.37%
2
WFCWells Fargo & Co
408,300$19.3M3.33%
3
Scana Corporation
236,800$17.9M3.09%
4
CLSCA, Inc.
539,400$17.7M3.05%
5
REEverest Re Group Ltd
94,300$17.2M2.97%
6
WMTWal-Mart Stores, Inc.
230,000$16.8M2.89%
7
AVTAvnet Inc
379,900$15.4M2.65%
8
UEOWestlake Chemical Corp
341,900$14.7M2.53%
9
PPCPilgrims Pride Corp
569,400$14.5M2.50%
10
IBMIBM Corp
92,500$14.0M2.42%
11
AFLAFLAC Inc.
188,000$13.6M2.34%
12
ALSAllstate Corporation
182,800$12.8M2.20%
13
ITWIllinois Tool Works Inc.
113,200$11.8M2.03%
14
NINiSource Inc
428,400$11.4M1.96%
15
GILDGilead Sciences Inc.
135,100$11.3M1.94%
16
DISCAUSDDiscovery Communications A
445,400$11.2M1.94%
17
Twenty-First Cent Fox Inc Cl A
395,600$10.7M1.84%
18
VLOValero Energy Corp.
209,700$10.7M1.84%
19
DTEDTE Energy Company
102,200$10.1M1.74%
20
LEALear Corporation
90,900$9.3M1.59%
21
BENFranklin Resources, Inc.
277,100$9.2M1.59%
22
DGXQuest Diagnostics Inc
113,100$9.2M1.59%
23
WKCWorld Fuel Services Corp
186,000$8.8M1.52%
24
GAPGap Inc.
415,500$8.8M1.52%
25
ACGLArch Capital Group Ltd.
121,000$8.7M1.50%
26
SCCOSouthern Copper Corp.
308,200$8.3M1.43%
27
DST Systems Inc.
71,000$8.3M1.42%
28
DALDelta Air Lines, Inc.
199,500$7.3M1.25%
29
DOXAmdocs Limited
124,500$7.2M1.24%
30
FITBFifth Third Bancorp
408,300$7.2M1.24%
31
LNCLincoln National Corp
178,600$6.9M1.19%
32
MACMacerich Company
76,600$6.5M1.13%
33
PG4Principal Financial Group
151,600$6.2M1.07%
34
NLYEURAnnaly Capital Mgmt.
549,000$6.1M1.05%
35
HRLHormel Foods Corp
156,300$5.7M0.99%
36
NAVINavient Corporation
431,600$5.2M0.89%
37
ADMArcher Daniels Midland
117,900$5.1M0.87%
38
TRNTrinity Industries, Inc.
271,000$5.0M0.87%
39
CPBCampbell Soup Company
73,500$4.9M0.84%
40
TTCToro Company
54,500$4.8M0.83%
41
7HPHP Inc.
377,700$4.7M0.82%
42
DFSEURDiscover Financial Services
85,700$4.6M0.79%
43
ARWArrow Electronics Inc
71,700$4.4M0.76%
44
FFord Motor Company
345,800$4.3M0.75%
45
XOMExxon Mobil Corporation
46,300$4.3M0.75%
46
AXSAxis Capital Holdings Ltd
76,700$4.2M0.73%
47
KEYSKeysight Technologies Inc
143,800$4.2M0.72%
48
ROLRollins Inc.
142,200$4.2M0.72%
49
SUISun Communities Inc.
53,500$4.1M0.71%
50
NEUNewMarket Corporation
9,800$4.1M0.70%
51
TRIThomson Reuters Corp
94,200$3.8M0.66%
52
EQREquity Residential Properties
52,200$3.6M0.62%
53
ETNEaton Corporation, plc
56,300$3.4M0.58%
54
CAHCardinal Health Inc.
42,400$3.3M0.57%
55
RGAReinsurance Group of America
33,900$3.3M0.57%
56
PHMPulteGroup, Inc.
168,700$3.3M0.57%
57
CNACNA Financial Corporation
98,100$3.1M0.53%
58
SKTTanger Factory Outlet
76,100$3.1M0.53%
59
DRQEURDril-Quip Inc.
52,300$3.1M0.53%
60
AAPLApple Inc.
31,500$3.0M0.52%
61
LLoews Corp
71,500$2.9M0.51%
62
PEGPublic Service Enterprise Grp
59,800$2.8M0.48%
63
HRUSDHealthcare Realty Trust Inc.
77,300$2.7M0.47%
64
JKHYJack Henry & Associates
30,100$2.6M0.45%
65
WDFCWD-40 Company
22,100$2.6M0.45%
66
VAREURVarian Medical Systems Inc.
31,200$2.6M0.44%
67
HPPHudson Pacific Properties, Inc
83,100$2.4M0.42%
68
SCSantander Consmer USA Hdng Inc
225,100$2.3M0.40%
69
PDCOEURPatterson Companies Inc
47,600$2.3M0.39%
70
AMWDAmerican Woodmark Corp.
31,500$2.1M0.36%
71
YUSDAlleghany Corp
3,800$2.1M0.36%
72
MORNMorningstar, Inc.
24,500$2.0M0.35%
73
GEGeneral Electric Company
62,525$2.0M0.34%
74
CALMCal-Maine Foods Inc.
43,400$1.9M0.33%
75
Xerox Corporation
202,000$1.9M0.33%
76
BOKFBOK Financial Corp.
30,200$1.9M0.33%
77
CBL & Associates Properties
196,100$1.8M0.31%
78
SunTrust Banks, Inc.
44,400$1.8M0.31%
79
BAHBooz Allen Hamilton cl A
60,800$1.8M0.31%
80
LSTRLandstar System Inc.
25,400$1.7M0.30%
81
RHIRobert Half International Inc.
43,700$1.7M0.29%
82
Education Realty Trust Inc.
34,600$1.6M0.27%
83
ITT Corporation
49,300$1.6M0.27%
84
Rockwell Collins Inc
17,400$1.5M0.26%
85
MPCMarathon Petroleum Corp
37,900$1.4M0.25%
86
UHSUniversal Health Services
10,200$1.4M0.24%
87
UHALAmerco
3,500$1.3M0.23%
88
UNMUnum Group
40,800$1.3M0.22%
89
VOYAVoya Financial, Inc.
50,300$1.2M0.21%
90
ARAntero Resources Corporation
47,900$1.2M0.21%
91
CVXChevron Corp
11,600$1.2M0.21%
92
PAGPenske Automotive Group
38,300$1.2M0.21%
93
RMEResMed Inc.
18,800$1.2M0.20%
94
PSXPhillips 66
14,000$1.1M0.19%
95
EMNEastman Chemical Co.
16,100$1.1M0.19%
96
INGMIngram Micro Inc.
30,500$1.1M0.18%
97
BBTUSDBB&T Corp
29,300$1.0M0.18%
98
Quintiles Transnational Hldg
13,900$908K0.16%
99
BF/BBrown-Forman cl B
8,700$868K0.15%
100
General Growth Properties Inc
28,400$847K0.15%
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