Stocks/Funds/CIK 1142941

DENALI ADVISORS LLC

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1142941
Assets
$900M
+2.4% YoY
Holdings
307
Lifetime alpha vs market
-1.08% annual
Average hold time
3.1 yr
median 2.0 yr

Quarterly history

Cum return +46% vs S&P +52% · α -6% lifetimeAUM $900M · peak $960MFlow $-1M (-0%)2016-032017-092019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
+0.34%
adds when stocks drop
when a holding falls −10%+
Middle response
-2.03%
baseline attrition
Rally response
-7.32%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
NVDANVIDIA Corporation$38M4.2%+60.9%1.8 yr
AAPLApple Inc.$30M3.3%+14.7%3.3 yr
GOOGAlphabet Inc.$26M2.9%+84.3%1.8 yr
MSFTMicrosoft Corporation$26M2.9%-0.6%2.8 yr
AMZNAmazon.com, Inc.$17M1.9%+9.5%1.8 yr
METAMeta Platforms, Inc.$14M1.5%-0.4%2.8 yr
AVGOBroadcom Inc.$13M1.4%+86.0%1.8 yr
WMTWalmart Inc.$10M1.1%+42.8%6.8 yr
TAT&T Inc.$10M1.1%+5.9%4.5 yr
NFLXNetflix, Inc.$10M1.1%+3.1%1.8 yr
IMKTAIngles Markets, Incorpor$9M1.0%9.0 yr
COSTCostco Wholesale Corpora$9M1.0%+5.9%1.8 yr
LLYEli Lilly and Company$9M0.9%+12.2%1.8 yr
MBINMerchants Bancorp$8M0.9%+17.3%7.5 yr
NOGNorthern Oil and Gas, In$8M0.9%+1.9%1.5 yr

Portfolio composition (YoY)

Industry mix
Banks - Regional8.5%+1.0pp$77M
Semiconductors6.8%+1.2pp$61M
Asset Management6.3%-4.9pp$57M
Software - Infrastructure5.7%-0.6pp$51M
Internet Content & Information4.6%+0.3pp$42M
Consumer Electronics3.3%-0.7pp$30M
Residential Construction2.8%+0.8pp$25M
Oil & Gas Exploration & Production2.7%-0.3pp$24M
Specialty Retail2.7%-0.8pp$24M
Financial - Credit Services2.2%-1.3pp$19M
Country
US88.8%-2.6pp
CA2.3%+0.7pp
Unknown1.8%+0.7pp
BM1.5%-0.3pp
MC1.1%+0.1pp
GB0.9%+0.3pp
IE0.5%+0.4pp
SE0.5%+0.1pp
Top 5: 15.3% · Top 10: 21.6% · Top 25: 35.3%

Winners

TickerPrev $PnLYoY %
NVDA$31M+0.02B60.9%
GOOG$18M+0.02B84.3%
AVGO$10M+0.01B86.0%
AAPL$35M+0.01B14.7%
AEM$6M+0.00B89.2%

Losers

TickerPrev $PnLYoY %
FIZZ$7M-0.00B-19.0%
MSFT$36M-0.00B-0.6%
META$19M-0.00B-0.4%
FRME$6M-0.00B-0.6%

Top buys this quarter · 15

GBX The Greenbrier Companies, Inc.+$6M
WS Worthington Steel, Inc.+$4M
PRIM Primoris Services Corporation+$3M
MCY Mercury General Corporation+$3M
CVX Chevron Corporation+$3M
MGRC McGrath RentCorp+$3M
LLY Eli Lilly and Company+$2M
FTI TechnipFMC plc+$2M
TTAM Titan America S.A.new+$2M
CBT Cabot Corporation+$2M

Top sells this quarter · 15

PLAB Photronics, Inc.$7M
HPK HighPeak Energy, Inc.exit$4M
LNG Cheniere Energy, Inc.$4M
PFBC Preferred Bank$4M
CEG Constellation Energy Corporatiexit$4M
VAL Valaris Limitedexit$3M
SM SM Energy Company$6M
WSFS WSFS Financial Corporationexit$3M
DNOW Dnow Inc.exit$3M
AMP Ameriprise Financial, Inc.$3M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$900M307+20.08%+17.59%+2.49%-0.00B
2025-12-31$901M321+13.10%+17.72%-4.62%+0.02B
2025-09-30$885M297+15.01%+17.52%-2.50%-0.16B
2025-06-30$960M288+13.65%+14.94%-1.29%-0.02B
2025-03-31$879M274-2.47%+8.30%-10.78%-0.02B
2024-12-31$954M271+8.41%+24.89%-16.48%+0.01B
2024-09-30$931M271+26.48%+36.04%-9.56%+0.54B
2024-06-30$365M175+17.57%+24.49%-6.92%+0.04B
2024-03-31$340M450+32.12%+29.62%+2.49%-0.00B
2023-12-31$327M451+28.59%+26.18%+2.41%-0.01B
2023-09-30$285M468+22.10%+21.57%+0.53%-0.00B
2023-06-30$285M469+13.28%+19.42%-6.15%+0.03B
2023-03-31$240M436-5.81%-7.82%+2.01%-0.00B
2022-12-31$239M415+11.83%+7.56%+4.27%+0.00B
2022-09-30$211M353-7.14%-4.93%-2.21%-0.00B
2022-06-30$229M376-10.93%-16.11%+5.18%-0.00B