Chief Compliance Officer

0001142941-14-000003.txt : 20140129 0001142941-14-000003.hdr.sgml : 20140129 20140128195342 ACCESSION NUMBER: 0001142941-14-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140129 DATE AS OF CHANGE: 20140128 EFFECTIVENESS DATE: 20140129 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: 14554579 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 false 0001142941 XXXXXXXX 12-31-2013 12-31-2013 DENALI ADVISORS LLC

5075 SHOREHAM PLACE SUITE 270 SAN DIEGO CA 92122

13F HOLDINGS REPORT 028-10130 N Anne Erickson Chief Compliance Officer 858-320-4165 Anne Erickson San Diego CA 01-28-2014 0 261 318391 false INFORMATION TABLE 2 Report_13F-20131231.xml 13F20131231 1st Source Corporation COM 336901103 2 50 SH SOLE 50 0 0 COM 336901103 2 50 SH SOLE 50 0 0 ACE Limited COM H0023R105 1729 16700 SH SOLE 10200 0 6500 COM H0023R105 1729 16700 SH SOLE 10200 0 6500 AFLAC Inc. COM 001055102 114 1700 SH SOLE 1700 0 0 COM 001055102 114 1700 SH SOLE 1700 0 0 Activision Blizzard, Inc. COM 00507V109 772 43300 SH SOLE 8300 0 35000 COM 00507V109 772 43300 SH SOLE 8300 0 35000 Adams Resources & Energy COM 006351308 5 73 SH SOLE 73 0 0 COM 006351308 5 73 SH SOLE 73 0 0 Advance Auto Parts Inc COM 00751Y106 111 1000 SH SOLE 1000 0 0 COM 00751Y106 111 1000 SH SOLE 1000 0 0 Agco Corporation COM 001084102 237 4000 SH SOLE 4000 0 0 COM 001084102 237 4000 SH SOLE 4000 0 0 Air Transport Services Grp COM 00922R105 1 142 SH SOLE 142 0 0 COM 00922R105 1 142 SH SOLE 142 0 0 Alaska Air Group Inc COM 011659109 1636 22300 SH SOLE 8700 0 13600 COM 011659109 1636 22300 SH SOLE 8700 0 13600 Alexanders Inc. COM 014752109 2 7 SH SOLE 7 0 0 COM 014752109 2 7 SH SOLE 7 0 0 Alliant Energy Corp. COM 018802108 1336 25900 SH SOLE 4600 0 21300 COM 018802108 1336 25900 SH SOLE 4600 0 21300 Allied World Assurance Co. COM H01531104 1252 11100 SH SOLE 3600 0 7500 COM H01531104 1252 11100 SH SOLE 3600 0 7500 AmTrust Financial Services COM 032359309 3 79 SH SOLE 79 0 0 COM 032359309 3 79 SH SOLE 79 0 0 Amerco COM 023586100 2331 9800 SH SOLE 3200 0 6600 COM 023586100 2331 9800 SH SOLE 3200 0 6600 American Airlines Group Inc. COM 02376R102 3379 133819 SH SOLE 43419 0 90400 COM 02376R102 3379 133819 SH SOLE 43419 0 90400 American Capital, Ltd. COM 02503Y103 1215 77700 SH SOLE 24500 0 53200 COM 02503Y103 1215 77700 SH SOLE 24500 0 53200 American Financial Group COM 025932104 5368 93000 SH SOLE 22800 0 70200 COM 025932104 5368 93000 SH SOLE 22800 0 70200 American Intl Group, Inc. COM 026874784 1950 38200 SH SOLE 23300 0 14900 COM 026874784 1950 38200 SH SOLE 23300 0 14900 American Water Works COM 030420103 1086 25700 SH SOLE 4800 0 20900 COM 030420103 1086 25700 SH SOLE 4800 0 20900 Ameriprise Financial, Inc. COM 03076C106 771 6700 SH SOLE 400 0 6300 COM 03076C106 771 6700 SH SOLE 400 0 6300 AmerisourceBergen Corp COM 03073E105 3691 52500 SH SOLE 19100 0 33400 COM 03073E105 3691 52500 SH SOLE 19100 0 33400 Amkor Technology Inc COM 031652100 4 620 SH SOLE 620 0 0 COM 031652100 4 620 SH SOLE 620 0 0 Apco Oil and Gas Int'l Inc. COM G0471F109 3 200 SH SOLE 200 0 0 COM G0471F109 3 200 SH SOLE 200 0 0 Apollo Education Group Inc. COM 037604105 1071 39200 SH SOLE 11100 0 28100 COM 037604105 1071 39200 SH SOLE 11100 0 28100 Arch Capital Group Ltd. COM G0450A105 4930 82600 SH SOLE 18700 0 63900 COM G0450A105 4930 82600 SH SOLE 18700 0 63900 Archer Daniels Midland COM 039483102 564 13000 SH SOLE 13000 0 0 COM 039483102 564 13000 SH SOLE 13000 0 0 Arkansas Best Corp COM 040790107 152 4500 SH SOLE 4500 0 0 COM 040790107 152 4500 SH SOLE 4500 0 0 Arrow Electronics Inc COM 042735100 9456 174300 SH SOLE 52200 0 122100 COM 042735100 9456 174300 SH SOLE 52200 0 122100 Assurant Inc. COM 04621X108 3179 47900 SH SOLE 13200 0 34700 COM 04621X108 3179 47900 SH SOLE 13200 0 34700 AutoNation Inc. COM 05329W102 4333 87200 SH SOLE 26800 0 60400 COM 05329W102 4333 87200 SH SOLE 26800 0 60400 Avis Budget Group, Inc. COM 053774105 2187 54100 SH SOLE 12300 0 41800 COM 053774105 2187 54100 SH SOLE 12300 0 41800 Avnet Inc COM 053807103 9713 220200 SH SOLE 72100 0 148100 COM 053807103 9713 220200 SH SOLE 72100 0 148100 Aware Inc. COM 05453N100 4 651 SH SOLE 651 0 0 COM 05453N100 4 651 SH SOLE 651 0 0 Axis Capital Holdings Ltd COM G0692U109 3668 77100 SH SOLE 17100 0 60000 COM G0692U109 3668 77100 SH SOLE 17100 0 60000 BOK Financial Corp. 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COM 10807M105 2 121 SH SOLE 121 0 0 COM 10807M105 2 121 SH SOLE 121 0 0 Brooks Automation Inc COM 114340102 1 139 SH SOLE 139 0 0 COM 114340102 1 139 SH SOLE 139 0 0 Brown-Forman cl B COM 115637209 98 1300 SH SOLE 0 0 1300 COM 115637209 98 1300 SH SOLE 0 0 1300 Brunswick Corporation COM 117043109 2165 47000 SH SOLE 5500 0 41500 COM 117043109 2165 47000 SH SOLE 5500 0 41500 Bunge Limited COM G16962105 9549 116300 SH SOLE 33100 0 83200 COM G16962105 9549 116300 SH SOLE 33100 0 83200 CA, Inc. COM 12673P105 623 18500 SH SOLE 8800 0 9700 COM 12673P105 623 18500 SH SOLE 8800 0 9700 CBRE Group Inc. COM 12504L109 1276 48500 SH SOLE 3100 0 45400 COM 12504L109 1276 48500 SH SOLE 3100 0 45400 CIGNA Corporation COM 125509109 3595 41100 SH SOLE 16000 0 25100 COM 125509109 3595 41100 SH SOLE 16000 0 25100 CNA Financial Corporation COM 126117100 6082 141800 SH SOLE 45500 0 96300 COM 126117100 6082 141800 SH SOLE 45500 0 96300 CNO Financial Group, Inc. COM 12621E103 134 7600 SH SOLE 7600 0 0 COM 12621E103 134 7600 SH SOLE 7600 0 0 Cabot Corporation COM 127055101 879 17100 SH SOLE 1100 0 16000 COM 127055101 879 17100 SH SOLE 1100 0 16000 Cal-Maine Foods Inc. COM 128030202 3 42 SH SOLE 42 0 0 COM 128030202 3 42 SH SOLE 42 0 0 Campbell Soup Company COM 134429109 796 18400 SH SOLE 9400 0 9000 COM 134429109 796 18400 SH SOLE 9400 0 9000 Capella Education Co. COM 139594105 1 21 SH SOLE 21 0 0 COM 139594105 1 21 SH SOLE 21 0 0 Cardinal Health Inc. COM 14149Y108 4336 64900 SH SOLE 28400 0 36500 COM 14149Y108 4336 64900 SH SOLE 28400 0 36500 Carlisle Companies Inc. COM 142339100 254 3200 SH SOLE 3200 0 0 COM 142339100 254 3200 SH SOLE 3200 0 0 Celanese Corp. COM 150870103 194 3500 SH SOLE 3500 0 0 COM 150870103 194 3500 SH SOLE 3500 0 0 Center Bancorp Inc. COM 151408101 2 100 SH SOLE 100 0 0 COM 151408101 2 100 SH SOLE 100 0 0 Century Bancorp cl A COM 156432106 3 100 SH SOLE 100 0 0 COM 156432106 3 100 SH SOLE 100 0 0 Chevron Corp COM 166764100 3622 29000 SH SOLE 17800 0 11200 COM 166764100 3622 29000 SH SOLE 17800 0 11200 Chubb Corp COM 171232101 1449 15000 SH SOLE 9800 0 5200 COM 171232101 1449 15000 SH SOLE 9800 0 5200 Citizens & Northern Corp COM 172922106 4 200 SH SOLE 200 0 0 COM 172922106 4 200 SH SOLE 200 0 0 Coca-Cola Bottling Cl A COM 191098102 1 10 SH SOLE 10 0 0 COM 191098102 1 10 SH SOLE 10 0 0 Coleman Cable Inc. COM 193459302 1 38 SH SOLE 38 0 0 COM 193459302 1 38 SH SOLE 38 0 0 Community Trust Bancorp COM 204149108 1 17 SH SOLE 17 0 0 COM 204149108 1 17 SH SOLE 17 0 0 Con-way Inc. COM 205944101 143 3600 SH SOLE 3600 0 0 COM 205944101 143 3600 SH SOLE 3600 0 0 Corrections Corp of America COM 22025Y407 449 14000 SH SOLE 14000 0 0 COM 22025Y407 449 14000 SH SOLE 14000 0 0 Crawford & Co cl A COM 224633206 4 500 SH SOLE 500 0 0 COM 224633206 4 500 SH SOLE 500 0 0 Credit Acceptance Corp COM 225310101 3 22 SH SOLE 22 0 0 COM 225310101 3 22 SH SOLE 22 0 0 Cubic Corporation COM 229669106 1 24 SH SOLE 24 0 0 COM 229669106 1 24 SH SOLE 24 0 0 Culp Inc. COM 230215105 0 20 SH SOLE 20 0 0 COM 230215105 0 20 SH SOLE 20 0 0 DISH Network Corp Cl A COM 25470M109 481 8300 SH SOLE 500 0 7800 COM 25470M109 481 8300 SH SOLE 500 0 7800 DST Systems Inc. COM 233326107 1225 13500 SH SOLE 5500 0 8000 COM 233326107 1225 13500 SH SOLE 5500 0 8000 DTE Energy Company COM 233331107 664 10000 SH SOLE 700 0 9300 COM 233331107 664 10000 SH SOLE 700 0 9300 Diamond Offshore Drilling Inc. 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COM 452308109 2211 26300 SH SOLE 16600 0 9700 COM 452308109 2211 26300 SH SOLE 16600 0 9700 Independence Holding Co. COM 453440307 2 160 SH SOLE 160 0 0 COM 453440307 2 160 SH SOLE 160 0 0 Independent Bank MI COM 453838609 1 100 SH SOLE 100 0 0 COM 453838609 1 100 SH SOLE 100 0 0 Ingles Markets cl A COM 457030104 1 45 SH SOLE 45 0 0 COM 457030104 1 45 SH SOLE 45 0 0 Ingram Micro Inc. COM 457153104 3193 136100 SH SOLE 31700 0 104400 COM 457153104 3193 136100 SH SOLE 31700 0 104400 Ingredion Incorporated COM 457187102 1492 21800 SH SOLE 1400 0 20400 COM 457187102 1492 21800 SH SOLE 1400 0 20400 Insight Enterprises, Inc. COM 45765U103 3 120 SH SOLE 120 0 0 COM 45765U103 3 120 SH SOLE 120 0 0 Intel Corporation COM 458140100 581 22400 SH SOLE 11800 0 10600 COM 458140100 581 22400 SH SOLE 11800 0 10600 Inter Parfums, Inc. COM 458334109 2 65 SH SOLE 65 0 0 COM 458334109 2 65 SH SOLE 65 0 0 International Bancshares COM 459044103 3 116 SH SOLE 116 0 0 COM 459044103 3 116 SH SOLE 116 0 0 International Shipholding COM 460321201 4 136 SH SOLE 136 0 0 COM 460321201 4 136 SH SOLE 136 0 0 Intersections, Inc. COM 460981301 1 141 SH SOLE 141 0 0 COM 460981301 1 141 SH SOLE 141 0 0 Investors Bancorp, Inc. COM 46146P102 0 19 SH SOLE 19 0 0 COM 46146P102 0 19 SH SOLE 19 0 0 Iridium Communications Inc COM 46269C102 1 206 SH SOLE 206 0 0 COM 46269C102 1 206 SH SOLE 206 0 0 JPMorgan Chase & Co COM 46625H100 3152 53900 SH SOLE 33100 0 20800 COM 46625H100 3152 53900 SH SOLE 33100 0 20800 JTH Hldg Inc cl A DBA liberty COM 46637N103 3 132 SH SOLE 132 0 0 COM 46637N103 3 132 SH SOLE 132 0 0 Jabil Circuit Inc. 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