CHIEF COMPLIANCE OFFICER

0001142941-13-000010.txt : 20130730 0001142941-13-000010.hdr.sgml : 20130730 20130730164914 ACCESSION NUMBER: 0001142941-13-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130730 DATE AS OF CHANGE: 20130730 EFFECTIVENESS DATE: 20130730 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: 13996478 BUSINESS ADDRESS: STREET 1: 5075 SHOREHAM PLACE STREET 2: SUITE 270 CITY: SAN DIEGO STATE: CA ZIP: 92122 BUSINESS PHONE: 858-558-3600 MAIL ADDRESS: STREET 1: 5075 SHOREHAM PLACE STREET 2: SUITE 270 CITY: SAN DIEGO STATE: CA ZIP: 92122 13F-HR 1 primary_doc.xml 13F-HR LIVE false true true 0001142941 XXXXXXXX 06-30-2013 06-30-2013 false DENALI ADVISORS LLC

5075 SHOREHAM PLACE SUITE 270 SAN DIEGO CA 92122

13F HOLDINGS REPORT 028-10130 N ANNE ERICKSON CHIEF COMPLIANCE OFFICER 858-558-3600 ANNE ERICKSON SAN DIEGO CA 07-30-2013 0 220 268306 INFORMATION TABLE 2 infotable.xml 1st Source Corporation COM 336901103 0 17 SH SOLE 17 0 0 ACE Limited COM H0023R105 1405 15700 SH SOLE 9600 0 6100 AFLAC Inc. COM 001055102 1470 25300 SH SOLE 15400 0 9900 Advance Auto Parts Inc COM 00751Y106 81 1000 SH SOLE 1000 0 0 Air Transport Services Grp COM 00922R105 1 142 SH SOLE 142 0 0 Alleghany Corp COM 017175100 575 1500 SH SOLE 400 0 1100 Alliant Energy Corp. COM 018802108 787 15600 SH SOLE 4000 0 11600 Allied World Assurance Co. COM H01531104 3917 42800 SH SOLE 11500 0 31300 AmTrust Financial Services COM 032359309 3 72 SH SOLE 72 0 0 Amer. Cpl Mtg Inv Corp COM 02504A104 2 104 SH SOLE 104 0 0 American Axle & Manufacturing COM 024061103 1 36 SH SOLE 36 0 0 American Capital, Ltd. COM 02503Y103 4019 317200 SH SOLE 91800 0 225400 American Financial Group COM 025932104 2455 50200 SH SOLE 16800 0 33400 American Intl Group, Inc. COM 026874784 1480 33100 SH SOLE 20300 0 12800 American Water Works COM 030420103 1060 25700 SH SOLE 4800 0 20900 Ameriprise Financial, Inc. COM 03076C106 938 11600 SH SOLE 700 0 10900 AmerisourceBergen Corp COM 03073E105 6108 109400 SH SOLE 31300 0 78100 Amkor Technology Inc COM 031652100 2 507 SH SOLE 507 0 0 Arch Capital Group Ltd. COM G0450A105 2714 52800 SH SOLE 14200 0 38600 Archer Daniels Midland COM 039483102 749 22100 SH SOLE 13300 0 8800 Ares Capital Corp COM 04010L103 2606 151500 SH SOLE 37000 0 114500 Arlington Asset Investmnt Corp COM 041356205 2 82 SH SOLE 82 0 0 Arrow Electronics Inc COM 042735100 7516 188600 SH SOLE 58500 0 130100 Assurant Inc. COM 04621X108 2439 47900 SH SOLE 13200 0 34700 AutoNation Inc. COM 05329W102 3627 83600 SH SOLE 26000 0 57600 Avery Dennison Corp. COM 053611109 1261 29500 SH SOLE 4700 0 24800 Avis Budget Group, Inc. COM 053774105 1555 54100 SH SOLE 12300 0 41800 Avnet Inc COM 053807103 7765 231100 SH SOLE 72900 0 158200 Axis Capital Holdings Ltd COM G0692U109 4409 96300 SH SOLE 29000 0 67300 BOK Financial Corp. COM 05561Q201 461 7200 SH SOLE 2000 0 5200 BancFirst Corp OK COM 05945F103 0 8 SH SOLE 8 0 0 Bassett Furniture Industries COM 070203104 0 19 SH SOLE 19 0 0 Becton Dickinson & Co. COM 075887109 59 600 SH SOLE 0 0 600 Bridgepoint Education, Inc. COM 10807M105 1 121 SH SOLE 121 0 0 Brooks Automation Inc COM 114340102 1 139 SH SOLE 139 0 0 Bunge Limited COM G16962105 8393 118600 SH SOLE 39300 0 79300 CA, Inc. COM 12673P105 529 18500 SH SOLE 8800 0 9700 CIGNA Corporation COM 125509109 4219 58200 SH SOLE 25400 0 32800 CNA Financial Corporation COM 126117100 1138 34900 SH SOLE 9600 0 25300 CNH Global N.V. COM N20935206 7965 191200 SH SOLE 62600 0 128600 CVR Energy, Inc. COM 12662P108 455 9600 SH SOLE 600 0 9000 Cabot Corporation COM 127055101 438 11700 SH SOLE 3300 0 8400 Cal-Maine Foods Inc. COM 128030202 2 42 SH SOLE 42 0 0 Campbell Soup Company COM 134429109 314 7000 SH SOLE 3600 0 3400 Capella Education Co. COM 139594105 1 21 SH SOLE 21 0 0 Cardinal Health Inc. COM 14149Y108 1543 32700 SH SOLE 19800 0 12900 Carlisle Companies Inc. COM 142339100 106 1700 SH SOLE 1700 0 0 Carnival Corp COM 143658300 597 17400 SH SOLE 10700 0 6700 Celanese Corp. COM 150870103 358 8000 SH SOLE 3800 0 4200 Chevron Corp COM 166764100 3325 28100 SH SOLE 16900 0 11200 Chubb Corp COM 171232101 1270 15000 SH SOLE 9000 0 6000 Coca-Cola Bottling Cl A COM 191098102 1 10 SH SOLE 10 0 0 Coleman Cable Inc. COM 193459302 1 38 SH SOLE 38 0 0 Community Health Systems COM 203668108 131 2800 SH SOLE 2800 0 0 Community Trust Bancorp COM 204149108 1 17 SH SOLE 17 0 0 ConocoPhillips COM 20825C104 1440 23800 SH SOLE 14500 0 9300 Copa Holdings cl A COM P31076105 1390 10600 SH SOLE 2800 0 7800 Corning Inc. COM 219350105 1483 104200 SH SOLE 64500 0 39700 Cubic Corporation COM 229669106 2 49 SH SOLE 49 0 0 Culp Inc. COM 230215105 0 20 SH SOLE 20 0 0 DISH Network Corp Cl A COM 25470M109 2092 49200 SH SOLE 19400 0 29800 DTE Energy Company COM 233331107 684 10200 SH SOLE 900 0 9300 Diamond Offshore Drilling Inc. COM 25271C102 2531 36800 SH SOLE 11000 0 25800 Dillards Inc cl A COM 254067101 2689 32800 SH SOLE 9100 0 23700 Discover Financial Services COM 254709108 567 11900 SH SOLE 7400 0 4500 Discovery Communications A COM 25470F104 2757 35700 SH SOLE 10900 0 24800 Domtar Corp. COM 257559203 1935 29100 SH SOLE 6500 0 22600 E.W. Scripps cl A COM 811054402 1 93 SH SOLE 93 0 0 EPAM Systems Inc COM 29414B104 1 43 SH SOLE 43 0 0 EZCORP Inc. COM 302301106 2 123 SH SOLE 123 0 0 Employers Holdings, Inc. COM 292218104 2 65 SH SOLE 65 0 0 Ennis Inc COM 293389102 1 30 SH SOLE 30 0 0 Entercom Communications COM 293639100 0 50 SH SOLE 50 0 0 Entergy Corp COM 29364G103 9226 132400 SH SOLE 43400 0 89000 Everest Re Group Ltd COM G3223R108 269 2100 SH SOLE 1400 0 700 Exelis Inc. COM 30162A108 1966 142600 SH SOLE 33500 0 109100 Exxon Mobil Corporation COM 30231G102 1229 13600 SH SOLE 8200 0 5400 FBL Financial Group cl A COM 30239F106 1 16 SH SOLE 16 0 0 Federal Agricultural Mortgage COM 313148306 1 21 SH SOLE 21 0 0 Fifth Third Bancorp COM 316773100 1384 76700 SH SOLE 25600 0 51100 First Interstate BancSystem A COM 32055Y201 2 75 SH SOLE 75 0 0 First Republic Bank COM 33616C100 3556 92400 SH SOLE 21500 0 70900 Foot Locker Inc COM 344849104 787 22400 SH SOLE 6300 0 16100 Ford Motor Company COM 345370860 1230 79500 SH SOLE 51600 0 27900 Franklin Resources, Inc. COM 354613101 1102 8100 SH SOLE 4900 0 3200 GAIN Capital Holdings, Inc. COM 36268W100 1 92 SH SOLE 92 0 0 GAMCO Investors, Inc. COM 361438104 1 13 SH SOLE 13 0 0 Gannett Co. Inc. COM 364730101 7328 299600 SH SOLE 77000 0 222600 General Dynamics Corp. COM 369550108 1175 15000 SH SOLE 9200 0 5800 General Electric Co COM 369604103 295 12700 SH SOLE 7800 0 4900 Genuine Parts Company COM 372460105 4458 57100 SH SOLE 13600 0 43500 Great Southern Bancorp COM 390905107 0 16 SH SOLE 16 0 0 HCA Holdings Inc. COM 40412C101 3819 105900 SH SOLE 32900 0 73000 Hanesbrands, Inc. COM 410345102 309 6000 SH SOLE 400 0 5600 Harbinger Group Inc. COM 41146A106 1 170 SH SOLE 170 0 0 Harris Corporation COM 413875105 246 5000 SH SOLE 5000 0 0 Hawaiian Telcom Holdco, Inc. COM 420031106 0 13 SH SOLE 13 0 0 HealthSouth Corporation COM 421924309 3816 132500 SH SOLE 26500 0 106000 Heartland Financial USA COM 42234Q102 0 14 SH SOLE 14 0 0 Homestreet Inc COM 43785V102 2 87 SH SOLE 87 0 0 Horace Mann Educators COM 440327104 2 85 SH SOLE 85 0 0 Hormel Foods Corp COM 440452100 478 12400 SH SOLE 12400 0 0 Hubbell Inc cl B COM 443510201 703 7100 SH SOLE 500 0 6600 IDT Corp Class B COM 448947507 1 36 SH SOLE 36 0 0 Igate Corporation COM 45169U105 3 164 SH SOLE 164 0 0 Ingles Markets cl A COM 457030104 0 16 SH SOLE 16 0 0 Ingram Micro Inc. COM 457153104 3422 180200 SH SOLE 38400 0 141800 Ingredion Incorporated COM 457187102 2041 31100 SH SOLE 5100 0 26000 Insight Enterprises, Inc. COM 45765U103 2 120 SH SOLE 120 0 0 Intel Corporation COM 458140100 313 12900 SH SOLE 2300 0 10600 Inter Parfums, Inc. COM 458334109 2 65 SH SOLE 65 0 0 International Bancshares COM 459044103 2 74 SH SOLE 74 0 0 Iridium Communications Inc COM 46269C102 2 206 SH SOLE 206 0 0 JPMorgan Chase & Co COM 46625H100 2666 50500 SH SOLE 31200 0 19300 Jabil Circuit Inc. COM 466313103 1997 98000 SH SOLE 23400 0 74600 Jacobs Engineering Group COM 469814107 491 8900 SH SOLE 2400 0 6500 John Wiley & Sons cl A COM 968223206 1147 28600 SH SOLE 6200 0 22400 Jones Lang LaSalle Inc COM 48020Q107 1713 18800 SH SOLE 4700 0 14100 Journal Communications Inc. COM 481130102 1 172 SH SOLE 172 0 0 Kelly Services cl A COM 488152208 2 104 SH SOLE 104 0 0 Kroger Company COM 501044101 1527 44200 SH SOLE 27000 0 17200 L-3 Communications COM 502424104 6662 77700 SH SOLE 19600 0 58100 Lear Corporation COM 521865204 5073 83900 SH SOLE 24700 0 59200 Leucadia National Corp. COM 527288104 3991 152200 SH SOLE 53600 0 98600 Libbey Inc. COM 529898108 1 37 SH SOLE 37 0 0 Lincoln National Corp COM 534187109 3913 107300 SH SOLE 25400 0 81900 Loews Corp COM 540424108 1860 41900 SH SOLE 25600 0 16300 LyondellBasell Industries cl A COM N53745100 1650 24900 SH SOLE 15300 0 9600 M&T Bank Corp. COM 55261F104 1732 15500 SH SOLE 4000 0 11500 Macy's Inc. COM 55616P104 259 5400 SH SOLE 700 0 4700 ManTech International A COM 564563104 2 84 SH SOLE 84 0 0 Marten Transport, Ltd. COM 573075108 1 60 SH SOLE 60 0 0 Matthews International Corp COM 577128101 2 54 SH SOLE 54 0 0 McKesson Corp COM 58155Q103 698 6100 SH SOLE 4800 0 1300 Meadowbrook Insurance COM 58319P108 0 60 SH SOLE 60 0 0 Molson Coors Brewing Co. COM 60871R209 5006 104600 SH SOLE 25800 0 78800 Mueller Industries, Inc. COM 624756102 1 23 SH SOLE 23 0 0 NACCO Industries Inc A COM 629579103 1 22 SH SOLE 22 0 0 National Healthcare Corp COM 635906100 0 7 SH SOLE 7 0 0 National Western Life Insuranc COM 638522102 0 2 SH SOLE 2 0 0 Navigators Group Inc COM 638904102 1 13 SH SOLE 13 0 0 Nelnet Inc COM 64031N108 1 36 SH SOLE 36 0 0 New Mountain Finance Corp COM 647551100 2 155 SH SOLE 155 0 0 New York Cmnty Bancorp COM 649445103 466 33300 SH SOLE 8800 0 24500 Nexstar Broadcasting Grp COM 65336K103 2 61 SH SOLE 61 0 0 Northrop Grumman Corp COM 666807102 1689 20400 SH SOLE 12200 0 8200 Nu Skin Enterprises Inc. COM 67018T105 630 10300 SH SOLE 2300 0 8000 Oshkosh Corporation COM 688239201 2233 58800 SH SOLE 11300 0 47500 Park National Corp OH COM 700658107 1 10 SH SOLE 10 0 0 Park-Ohio Holdings Co COM 700666100 1 27 SH SOLE 27 0 0 PartnerRe Ltd. COM G6852T105 2690 29700 SH SOLE 7000 0 22700 PetSmart Inc. COM 716768106 1762 26300 SH SOLE 1600 0 24700 Phillips 66 COM 718546104 813 13800 SH SOLE 8700 0 5100 Pitney Bowes Inc. COM 724479100 1459 99400 SH SOLE 20500 0 78900 Popular Inc. COM 733174700 1400 46100 SH SOLE 19100 0 27000 Preformed Line Products COM 740444104 1 9 SH SOLE 9 0 0 Principal Financial Group COM 74251V102 3269 87300 SH SOLE 23100 0 64200 Protective Life Corp. COM 743674103 1114 29000 SH SOLE 5800 0 23200 Public Service Enterprise Grp COM 744573106 124 3800 SH SOLE 3800 0 0 Raytheon Company COM 755111507 688 10400 SH SOLE 6500 0 3900 Reinsurance Group of America COM 759351604 5280 76400 SH SOLE 21400 0 55000 Renaissance Re Hldgs COM G7496G103 2890 33300 SH SOLE 6800 0 26500 Renewable Energy Grp Inc COM 75972A301 2 147 SH SOLE 147 0 0 Republic Bancorp KY COM 760281204 0 17 SH SOLE 17 0 0 Reynolds American Inc COM 761713106 1930 39900 SH SOLE 24300 0 15600 S&T Bancorp Inc. COM 783859101 1 41 SH SOLE 41 0 0 S.Y. Bancorp, Inc COM 785060104 0 13 SH SOLE 13 0 0 SLM Corporation COM 78442P106 2805 122700 SH SOLE 32900 0 89800 Safeway Inc. COM 786514208 1268 53600 SH SOLE 14600 0 39000 Salem Communications Cl A COM 794093104 1 82 SH SOLE 82 0 0 Sanmina Corp COM 800907206 3 175 SH SOLE 175 0 0 ScanSource, Inc. COM 806037107 2 57 SH SOLE 57 0 0 Scana Corporation COM 80589M102 1223 24900 SH SOLE 6900 0 18000 Scripps Networks Interact. COM 811065101 1122 16800 SH SOLE 5300 0 11500 Select Medical Holdings Corp COM 81619Q105 2 275 SH SOLE 275 0 0 Sempra Energy COM 816851109 965 11800 SH SOLE 2900 0 8900 Six Flags Entertainment Corp. COM 83001A102 2138 60800 SH SOLE 16800 0 44000 Snap-On Inc. COM 833034101 1180 13200 SH SOLE 2500 0 10700 Sonic Automotive, Inc. COM 83545G102 1 51 SH SOLE 51 0 0 Southern Copper Corp. COM 84265V105 373 13500 SH SOLE 7800 0 5700 Spansion Inc. cl A COM 84649R200 2 140 SH SOLE 140 0 0 Standex Intl Corp. COM 854231107 1 18 SH SOLE 18 0 0 Starz Series A Liberty Capital COM 85571Q102 1158 52400 SH SOLE 14900 0 37500 Steelcase Inc cl A COM 858155203 688 47200 SH SOLE 10500 0 36700 Stepan Company COM 858586100 2 35 SH SOLE 35 0 0 Sterling Financial Corp. WA COM 859319105 2 93 SH SOLE 93 0 0 Stoneridge, Inc. COM 86183P102 1 44 SH SOLE 44 0 0 Superior Industries Int'l COM 868168105 1 58 SH SOLE 58 0 0 Symetra Financial Corp COM 87151Q106 3 174 SH SOLE 174 0 0 Synnex Corp COM 87162W100 3 62 SH SOLE 62 0 0 TD Ameritrade Hldg Corp COM 87236Y108 68 2800 SH SOLE 2800 0 0 TMS International Corp. Cl A COM 87261Q103 0 31 SH SOLE 31 0 0 TRW Automotive Hldgs Corp. COM 87264S106 6378 96000 SH SOLE 35400 0 60600 Taylor Capital Group Inc COM 876851106 2 96 SH SOLE 96 0 0 Tech Data Corporation COM 878237106 1846 39200 SH SOLE 10700 0 28500 TeleTech Holdings Inc COM 879939106 2 66 SH SOLE 66 0 0 Tenet Healthcare Corp COM 88033G407 609 13200 SH SOLE 800 0 12400 Tesoro Corp COM 881609101 241 4600 SH SOLE 300 0 4300 Timken Company COM 887389104 3140 55800 SH SOLE 13600 0 42200 Towers Watson & Co Cl A COM 891894107 3237 39500 SH SOLE 8300 0 31200 Tyson Foods Inc COM 902494103 4486 174700 SH SOLE 36800 0 137900 US Airways Group, Inc. COM 90341W108 1923 117100 SH SOLE 31400 0 85700 USA Mobility, Inc COM 90341G103 1 61 SH SOLE 61 0 0 USANA Health Sciences, Inc. COM 90328M107 2 34 SH SOLE 34 0 0 United Stationers, Inc. COM 913004107 2 49 SH SOLE 49 0 0 Universal American Corp. COM 91338E101 1 137 SH SOLE 137 0 0 Universal Corporation COM 913456109 2 39 SH SOLE 39 0 0 Universal Health Services COM 913903100 609 9100 SH SOLE 2500 0 6600 VOXX International Corp cl A COM 91829F104 1 75 SH SOLE 75 0 0 Vishay Intertechnology Inc. COM 928298108 107 7700 SH SOLE 7700 0 0 Vonage Holdings Corp. COM 92886T201 2 863 SH SOLE 863 0 0 Wal-Mart Stores, Inc. COM 931142103 2019 27100 SH SOLE 16500 0 10600 Washington Post cl B COM 939640108 145 300 SH SOLE 300 0 0 Weis Markets Inc. COM 948849104 1 13 SH SOLE 13 0 0 WellPoint, Inc. COM 94973V107 1850 22600 SH SOLE 13200 0 9400 WesBanco Inc. COM 950810101 1 38 SH SOLE 38 0 0 Wesco Aircraft Hldgs COM 950814103 2 124 SH SOLE 124 0 0 World Wrestling Entertainment COM 98156Q108 1 84 SH SOLE 84 0 0 Xcel Energy Inc COM 98389B100 1111 39200 SH SOLE 17800 0 21400 Xerox Corporation COM 984121103 1724 190100 SH SOLE 139700 0 50400