DENALI ADVISORS LLC Q2 2017 Filing

Filed July 14, 2017

Portfolio Value

$611.9M

Holdings

265

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (265 positions)

#StockSharesValue% PortfolioType
1
WFCWells Fargo & Co
403,203$22.3M3.65%
2
REEverest Re Group Ltd
70,101$17.8M2.92%
3
SCCOSouthern Copper Corp.
509,600$17.6M2.88%
4
ORCLOracle Corporation
349,000$17.5M2.86%
5
WMTWal-Mart Stores, Inc.
229,604$17.4M2.84%
6
PPCPilgrims Pride Corp
716,588$15.7M2.57%
7
GMGeneral Motors Company
441,700$15.4M2.52%
8
AFLAFLAC Inc.
193,049$15.0M2.45%
9
IBMIBM Corp
95,805$14.7M2.41%
10
LYBLyondellBasell Industries cl A
166,479$14.0M2.30%
11
VLOValero Energy Corp.
196,194$13.2M2.16%
12
AGOAssured Guaranty Ltd
301,900$12.6M2.06%
13
CAHCardinal Health Inc.
157,200$12.2M2.00%
14
DISCAUSDDiscovery Communications A
472,231$12.2M1.99%
15
SCSantander Consmer USA Hdng Inc
950,400$12.1M1.98%
16
DFSEURDiscover Financial Services
179,913$11.2M1.83%
17
7HPHP Inc.
626,400$10.9M1.79%
18
NAVINavient Corporation
641,600$10.7M1.75%
19
TRVThe Travelers Companies
84,000$10.6M1.74%
20
BF/BBrown-Forman cl B
217,632$10.6M1.73%
21
Tesoro Corp
112,600$10.5M1.72%
22
GILDGilead Sciences Inc.
148,877$10.5M1.72%
23
CLSCA, Inc.
305,100$10.5M1.72%
24
UALUnited Continental Hldg, Inc.
134,300$10.1M1.65%
25
SunTrust Banks, Inc.
174,900$9.9M1.62%
26
PG4Principal Financial Group
154,534$9.9M1.62%
27
Twenty-First Cent Fox Inc Cl A
336,403$9.5M1.56%
28
ARWArrow Electronics Inc
119,645$9.4M1.53%
29
BENFranklin Resources, Inc.
208,678$9.3M1.53%
30
ITWIllinois Tool Works Inc.
64,013$9.2M1.50%
31
JPMJPMorgan Chase & Co
98,900$9.0M1.48%
32
DGXQuest Diagnostics Inc
79,271$8.8M1.44%
33
DOVDover Corporation
100,400$8.1M1.32%
34
GLWCorning Inc.
260,000$7.8M1.28%
35
CGNXCognex Corporation
91,900$7.8M1.28%
36
EPREPR Properties
105,400$7.6M1.24%
37
CNACNA Financial Corporation
146,200$7.1M1.16%
38
UHALAmerco
18,300$6.7M1.09%
39
UEOWestlake Chemical Corp
92,761$6.1M1.00%
40
ETNEaton Corporation, plc
77,609$6.0M0.99%
41
CIMChimera Investment Corp
304,300$5.7M0.93%
42
DTEDTE Energy Company
51,500$5.4M0.89%
43
LRCXEURLam Research Corporation
37,400$5.3M0.86%
44
BBBYEURBed Bath & Beyond Inc
168,000$5.1M0.83%
45
AGREURAVANGRID, Inc.
111,400$4.9M0.80%
46
MCOMoody's Corp.
38,600$4.7M0.77%
47
VIABViacom Inc cl B
137,500$4.6M0.75%
48
LNCLincoln National Corp
67,700$4.6M0.75%
49
VMWEURVMware, Inc. Cl A
52,289$4.6M0.75%
50
PEOExelon Corp
125,100$4.5M0.74%
51
LEALear Corporation
30,700$4.4M0.71%
52
ROPRoper Technologies, Inc.
18,800$4.4M0.71%
53
XOMExxon Mobil Corporation
53,266$4.3M0.70%
54
FFord Motor Company
371,577$4.2M0.68%
55
KEYSKeysight Technologies Inc
97,500$3.8M0.62%
56
OKEONEOK Inc.
72,400$3.8M0.62%
57
ADMArcher Daniels Midland
90,400$3.7M0.61%
58
GGP Inc.
149,700$3.5M0.58%
59
VRSNVeriSign Inc
35,800$3.3M0.54%
60
Scana Corporation
47,700$3.2M0.52%
61
TRIThomson Reuters Corp
67,300$3.1M0.51%
62
EMNEastman Chemical Co.
30,600$2.6M0.42%
63
DST Systems Inc.
40,600$2.5M0.41%
64
VNOVornado Realty Trust
25,700$2.4M0.39%
65
S9QSpirit Aerosystems Holdings
41,000$2.4M0.39%
66
JLLJones Lang LaSalle Inc
17,500$2.2M0.36%
67
FITBFifth Third Bancorp
84,300$2.2M0.36%
68
DNKNDunkin' Brands Group, Inc.
39,200$2.2M0.35%
69
MACMacerich Company
35,200$2.0M0.33%
70
A4SAmeriprise Financial, Inc.
15,900$2.0M0.33%
71
ACGLArch Capital Group Ltd.
21,100$2.0M0.32%
72
RGAReinsurance Group of America
13,900$1.8M0.29%
73
BAXBaxter International
27,237$1.6M0.27%
74
OHIOmega Healthcare Investors
48,600$1.6M0.26%
75
HRBH&R Block Inc.
51,500$1.6M0.26%
76
FLIRFLIR Systems Inc.
45,300$1.6M0.26%
77
RESRPC Inc.
77,000$1.6M0.25%
78
MIC2EURMacquarie Infrastructure Co Tr
18,800$1.5M0.24%
79
LIILennox International, Inc.
7,800$1.4M0.23%
80
ALAir Lease Corp cl A
36,700$1.4M0.22%
81
JBLUJetBlue Airways Corp
55,300$1.3M0.21%
82
Care Capital Properties, Inc.
47,100$1.3M0.21%
83
FUODolby Laboratories Inc
25,200$1.2M0.20%
84
XRXCHFXerox Corporation
42,150$1.2M0.20%
85
T7DTransdigm Group, Inc.
4,500$1.2M0.20%
86
HPTUSDHospitality Properties Trust
40,600$1.2M0.19%
87
BPOPPopular Inc.
28,200$1.2M0.19%
88
PPLPPL Corporation
28,748$1.1M0.18%
89
EQREquity Residential Properties
16,825$1.1M0.18%
90
FANGDiamondback Energy, Inc.
11,600$1.0M0.17%
91
WSOWatsco Inc.
6,300$971K0.16%
92
HUBBHubbell Inc
8,300$939K0.15%
93
Calpine Corp.
65,200$882K0.14%
94
DOXAmdocs Limited
13,300$857K0.14%
95
AVTAvnet Inc
22,000$855K0.14%
96
BAHBooz Allen Hamilton cl A
25,900$843K0.14%
97
ALSAllstate Corporation
7,900$699K0.11%
98
TFXTeleflex Inc.
3,300$686K0.11%
99
GMEGamestop Corp
29,300$633K0.10%
100
TGNATEGNA Inc.
41,300$595K0.10%
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