Chief Compliance Oficer

0001142941-14-000013.txt : 20141015 0001142941-14-000013.hdr.sgml : 20141015 20141009185008 ACCESSION NUMBER: 0001142941-14-000013 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141010 DATE AS OF CHANGE: 20141009 EFFECTIVENESS DATE: 20141010 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: 141150990 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 09-30-2014 09-30-2014 DENALI ADVISORS LLC

5075 SHOREHAM PLACE SUITE 270 SAN DIEGO CA 92122

13F HOLDINGS REPORT 028-10130 N Anne Erickson Chief Compliance Oficer 858-320-4165 Anne Erickson San Diego CA 10-09-2014 0 239 346828 false INFORMATION TABLE 2 Report_13F_20140930.xml DENALI13F2Q2014 1st Source Corporation COM 336901103 1 50 SH SOLE 50 0 0 ACE Limited COM H0023R105 2192 20900 SH SOLE 14200 0 6700 AFLAC Inc. COM 001055102 157 2700 SH SOLE 2700 0 0 Activision Blizzard, Inc. COM 00507V109 5499 264500 SH SOLE 90700 0 173800 Adamas Pharmaceuticals, Inc. COM 00548A106 2 100 SH SOLE 100 0 0 Adams Resources & Energy COM 006351308 4 86 SH SOLE 86 0 0 Agco Corporation COM 001084102 3064 67400 SH SOLE 20000 0 47400 Alexanders Inc. COM 014752109 3 7 SH SOLE 7 0 0 Alliant Energy Corp. COM 018802108 1435 25900 SH SOLE 4600 0 21300 Amdocs Limited COM G02602103 37 800 SH SOLE 800 0 0 Amerco COM 023586100 7097 27100 SH SOLE 9100 0 18000 American Axle & Manufacturing COM 024061103 3 162 SH SOLE 162 0 0 American Financial Group COM 025932104 4452 76900 SH SOLE 19900 0 57000 American Intl Group, Inc. COM 026874784 2604 48200 SH SOLE 32800 0 15400 American Water Works COM 030420103 1191 24700 SH SOLE 3800 0 20900 Amkor Technology Inc COM 031652100 2 204 SH SOLE 204 0 0 Annaly Capital Mgmt. COM 035710409 3953 370100 SH SOLE 98800 0 271300 Arch Capital Group Ltd. COM G0450A105 6096 111400 SH SOLE 34600 0 76800 Arlington Asset Investmnt Corp COM 041356205 5 200 SH SOLE 200 0 0 Arrow Electronics Inc COM 042735100 6719 121400 SH SOLE 42100 0 79300 Assurant Inc. COM 04621X108 4392 68300 SH SOLE 18400 0 49900 Atlas Air Worldwide COM 049164205 1 25 SH SOLE 25 0 0 Atwood Oceanics Inc COM 050095108 1874 42900 SH SOLE 11800 0 31100 AutoNation Inc. COM 05329W102 3461 68800 SH SOLE 19500 0 49300 Autobytel Inc. COM 05275N205 2 200 SH SOLE 200 0 0 Avnet Inc COM 053807103 8786 211700 SH SOLE 75900 0 135800 Aware Inc. COM 05453N100 2 651 SH SOLE 651 0 0 Axis Capital Holdings Ltd COM G0692U109 3280 69300 SH SOLE 16600 0 52700 BOK Financial Corp. COM 05561Q201 2559 38500 SH SOLE 11400 0 27100 Baldwin & Lyons cl B COM 057755209 2 100 SH SOLE 100 0 0 BancFirst Corp OK COM 05945F103 3 53 SH SOLE 53 0 0 Bassett Furniture Industries COM 070203104 2 145 SH SOLE 145 0 0 Beasley Broadcast Group Inc. COM 074014101 1 100 SH SOLE 100 0 0 Becton Dickinson & Co. COM 075887109 1206 10600 SH SOLE 7400 0 3200 Booz Allen Hamilton cl A COM 099502106 3236 138300 SH SOLE 35700 0 102600 Bridgepoint Education, Inc. COM 10807M105 1 121 SH SOLE 121 0 0 Brooks Automation Inc COM 114340102 3 239 SH SOLE 239 0 0 Brunswick Corporation COM 117043109 818 19400 SH SOLE 9700 0 9700 CA, Inc. COM 12673P105 11397 407900 SH SOLE 146900 0 261000 CAI International, Inc. COM 12477X106 6 301 SH SOLE 301 0 0 CBRE Group Inc. COM 12504L109 1728 58100 SH SOLE 12700 0 45400 CIGNA Corporation COM 125509109 3990 44000 SH SOLE 18500 0 25500 CNA Financial Corporation COM 126117100 6256 164500 SH SOLE 57500 0 107000 CVR Energy, Inc. COM 12662P108 6289 140600 SH SOLE 40200 0 100400 Cabot Corporation COM 127055101 1010 19900 SH SOLE 3900 0 16000 Cal-Maine Foods Inc. COM 128030202 1 8 SH SOLE 8 0 0 Campbell Soup Company COM 134429109 3055 71500 SH SOLE 20900 0 50600 Carnival Corp COM 143658300 185 4600 SH SOLE 4600 0 0 Celanese Corp. COM 150870103 3406 58200 SH SOLE 23900 0 34300 Central Pacific Financial Corp COM 154760102 2 117 SH SOLE 117 0 0 Century Bancorp cl A COM 156432106 3 100 SH SOLE 100 0 0 Chevron Corp COM 166764100 4415 37000 SH SOLE 25200 0 11800 Citizens & Northern Corp COM 172922106 4 200 SH SOLE 200 0 0 Columbia Sportswear Co. COM 198516106 3 70 SH SOLE 70 0 0 Commercial Vehicle Group COM 202608105 1 100 SH SOLE 100 0 0 Consumer Portfolio Services COM 210502100 4 600 SH SOLE 600 0 0 Corrections Corp of America COM 22025Y407 127 3700 SH SOLE 3700 0 0 Crawford & Co cl A COM 224633206 5 700 SH SOLE 700 0 0 Credit Acceptance Corp COM 225310101 2 14 SH SOLE 14 0 0 Crown Media Holdings Inc. COM 228411104 1 400 SH SOLE 400 0 0 DST Systems Inc. COM 233326107 3416 40700 SH SOLE 11100 0 29600 DTE Energy Company COM 233331107 852 11200 SH SOLE 700 0 10500 Delta Air Lines, Inc. COM 247361702 3962 109600 SH SOLE 60400 0 49200 Diamond Offshore Drilling Inc. COM 25271C102 3831 111800 SH SOLE 24900 0 86900 Dillards Inc cl A COM 254067101 2997 27500 SH SOLE 6700 0 20800 Discover Financial Services COM 254709108 2138 33200 SH SOLE 22400 0 10800 Domtar Corp. COM 257559203 1265 36000 SH SOLE 7000 0 29000 Donegal Group Inc. cl A COM 257701201 2 135 SH SOLE 135 0 0 Dover Corporation COM 260003108 64 800 SH SOLE 800 0 0 EMC Insurance Group COM 268664109 3 100 SH SOLE 100 0 0 EZCORP Inc. COM 302301106 1 123 SH SOLE 123 0 0 Electro Rent Corp COM 285218103 2 123 SH SOLE 123 0 0 Emmis Communications Inc COM 291525103 1 600 SH SOLE 600 0 0 Empire District Electric Co. COM 291641108 1 26 SH SOLE 26 0 0 Ennis Inc COM 293389102 0 30 SH SOLE 30 0 0 Entercom Communications COM 293639100 4 464 SH SOLE 464 0 0 Entergy Corp COM 29364G103 12411 160500 SH SOLE 55800 0 104700 Enterprise Financial Services COM 293712105 3 200 SH SOLE 200 0 0 Everest Re Group Ltd COM G3223R108 4407 27200 SH SOLE 9700 0 17500 Exelis Inc. COM 30162A108 1857 112300 SH SOLE 25900 0 86400 Exxon Mobil Corporation COM 30231G102 6330 67300 SH SOLE 45700 0 21600 FBL Financial Group cl A COM 30239F106 1 16 SH SOLE 16 0 0 Fifth Third Bancorp COM 316773100 7365 367900 SH SOLE 132400 0 235500 Financial Institutions Inc. COM 317585404 2 100 SH SOLE 100 0 0 First Citizens Bancshares cl A COM 31946M103 2 7 SH SOLE 7 0 0 First Financial Corp (IN) COM 320218100 3 100 SH SOLE 100 0 0 First Interstate BancSystem A COM 32055Y201 3 111 SH SOLE 111 0 0 First Republic Bank COM 33616C100 657 13300 SH SOLE 900 0 12400 Five Star Quality Care COM 33832D106 3 841 SH SOLE 841 0 0 Ford Motor Company COM 345370860 2381 161000 SH SOLE 107100 0 53900 Fortegra Financial Corp. COM 34954W104 4 362 SH SOLE 362 0 0 Franklin Resources, Inc. COM 354613101 55 1000 SH SOLE 1000 0 0 Fresh Del Monte Produce COM G36738105 2 65 SH SOLE 65 0 0 GAMCO Investors, Inc. COM 361438104 3 38 SH SOLE 38 0 0 Gannett Co. Inc. COM 364730101 3127 105400 SH SOLE 34500 0 70900 General Electric Co COM 369604103 456 17800 SH SOLE 12000 0 5800 Global Sources Ltd. COM G39300101 3 425 SH SOLE 425 0 0 Great Southern Bancorp COM 390905107 5 149 SH SOLE 149 0 0 HCA Holdings Inc. COM 40412C101 4118 58400 SH SOLE 20900 0 37500 Hallador Energy Company COM 406092304 4 331 SH SOLE 331 0 0 Handy & Harman Ltd. COM 410315105 7 263 SH SOLE 263 0 0 Harris Corporation COM 413875105 757 11400 SH SOLE 3200 0 8200 Hawaiian Telcom Holdco, Inc. COM 420031106 5 188 SH SOLE 188 0 0 Heartland Financial USA COM 42234Q102 4 149 SH SOLE 149 0 0 HollyFrontier Corporation COM 436106108 31 700 SH SOLE 700 0 0 Homestreet Inc COM 43785V102 4 231 SH SOLE 231 0 0 Horace Mann Educators COM 440327104 2 85 SH SOLE 85 0 0 Hormel Foods Corp COM 440452100 807 15700 SH SOLE 15700 0 0 Humana Inc. COM 444859102 3961 30400 SH SOLE 11800 0 18600 Huntington Bancshares, Inc. COM 446150104 89 9100 SH SOLE 9100 0 0 Hyster-Yale Materials Handling COM 449172105 2 31 SH SOLE 31 0 0 IBM Corp COM 459200101 2772 14600 SH SOLE 9900 0 4700 ITT Educational Services Inc COM 45068B109 1 200 SH SOLE 200 0 0 Illinois Tool Works Inc. COM 452308109 270 3200 SH SOLE 2900 0 300 Independence Holding Co. COM 453440307 2 160 SH SOLE 160 0 0 Ingles Markets cl A COM 457030104 1 45 SH SOLE 45 0 0 Ingram Micro Inc. COM 457153104 1796 69600 SH SOLE 13800 0 55800 Ingredion Incorporated COM 457187102 2857 37700 SH SOLE 7100 0 30600 Insight Enterprises, Inc. COM 45765U103 3 120 SH SOLE 120 0 0 Integrys Energy Group COM 45822P105 5938 91600 SH SOLE 21400 0 70200 Intelsat S.A. COM L5140P101 624 36400 SH SOLE 10400 0 26000 International Bancshares COM 459044103 3 116 SH SOLE 116 0 0 International Shipholding COM 460321201 2 136 SH SOLE 136 0 0 JPMorgan Chase & Co COM 46625H100 4030 66900 SH SOLE 45200 0 21700 Jabil Circuit Inc. COM 466313103 1807 89600 SH SOLE 22900 0 66700 Johnson Outdoors Inc. COM 479167108 5 192 SH SOLE 192 0 0 Jones Lang LaSalle Inc COM 48020Q107 7833 62000 SH SOLE 20100 0 41900 Kansas City Life Insurance COM 484836101 3 67 SH SOLE 67 0 0 Kelly Services cl A COM 488152208 2 104 SH SOLE 104 0 0 Kemper Corp COM 488401100 1 27 SH SOLE 27 0 0 Kohl's Corporation COM 500255104 354 5800 SH SOLE 1700 0 4100 Kraft Foods Group Inc COM 50076Q106 1004 17800 SH SOLE 11500 0 6300 Kronos Worldwide Inc. COM 50105F105 1 61 SH SOLE 61 0 0 L-3 Communications COM 502424104 8063 67800 SH SOLE 19300 0 48500 Lear Corporation COM 521865204 3845 44500 SH SOLE 11300 0 33200 Mainsource Financial Grp COM 56062Y102 3 200 SH SOLE 200 0 0 Manpower Inc. COM 56418H100 1199 17100 SH SOLE 2800 0 14300 Marcus Corporation COM 566330106 1 52 SH SOLE 52 0 0 McClatchy Co. cl A COM 579489105 2 700 SH SOLE 700 0 0 Mercantile Bank Corp COM 587376104 3 180 SH SOLE 180 0 0 Mueller Industries, Inc. COM 624756102 1 46 SH SOLE 46 0 0 NACCO Industries Inc A COM 629579103 5 108 SH SOLE 108 0 0 NASB Financial, Inc. COM 628968109 2 100 SH SOLE 100 0 0 National Beverage Corp COM 635017106 1 62 SH SOLE 62 0 0 National Healthcare Corp COM 635906100 2 32 SH SOLE 32 0 0 National Western Life Insuranc COM 638522102 1 6 SH SOLE 6 0 0 Nature's Sunshine Products COM 639027101 2 142 SH SOLE 142 0 0 Navient Corporation COM 63938C108 2825 159500 SH SOLE 45900 0 113600 Navigators Group Inc COM 638904102 2 38 SH SOLE 38 0 0 Nelnet Inc COM 64031N108 3 70 SH SOLE 70 0 0 New Media Investment Group COM 64704V106 2 100 SH SOLE 100 0 0 Norfolk Southern Corp COM 655844108 78 700 SH SOLE 700 0 0 Northrop Grumman Corp COM 666807102 3202 24300 SH SOLE 16500 0 7800 Nu Skin Enterprises Inc. COM 67018T105 239 5300 SH SOLE 300 0 5000 Nutraceutical Int'l Corp COM 67060Y101 3 129 SH SOLE 129 0 0 OceanFirst Financial COM 675234108 2 126 SH SOLE 126 0 0 One Liberty Properties Inc. COM 682406103 1 50 SH SOLE 50 0 0 Onebeacon Insurance Grp COM G67742109 3 187 SH SOLE 187 0 0 PBF Energy Inc cl A COM 69318G106 5969 248700 SH SOLE 78500 0 170200 PC Connection, Inc. COM 69318J100 6 262 SH SOLE 262 0 0 PDL BioPharma, Inc. COM 69329Y104 6223 833030 SH SOLE 272230 0 560800 PPL Corp COM 69351T106 243 7400 SH SOLE 7400 0 0 Park National Corp OH COM 700658107 3 40 SH SOLE 40 0 0 PartnerRe Ltd. COM G6852T105 8846 80500 SH SOLE 33400 0 47100 Patrick Industries Inc. COM 703343103 3 61 SH SOLE 61 0 0 Pilgrims Pride Corp COM 721467108 4819 157700 SH SOLE 56800 0 100900 Popular Inc. COM 733174700 3735 126900 SH SOLE 56300 0 70600 Preformed Line Products COM 740444104 3 53 SH SOLE 53 0 0 Principal Financial Group COM 74251V102 4497 85700 SH SOLE 21500 0 64200 Public Service Enterprise Grp COM 744573106 1519 40800 SH SOLE 12000 0 28800 QCR Holdings, Inc. COM 74727A104 2 100 SH SOLE 100 0 0 Quad/Graphics, Inc. cl A COM 747301109 1140 59200 SH SOLE 14700 0 44500 RCS Capital Corporation COM 74937W102 894 39700 SH SOLE 9000 0 30700 RPC Inc. COM 749660106 70 3200 SH SOLE 3200 0 0 Rayonier Inc. COM 754907103 1308 42000 SH SOLE 8100 0 33900 Raytheon Company COM 755111507 762 7500 SH SOLE 4800 0 2700 Reinsurance Group of America COM 759351604 10441 130300 SH SOLE 43900 0 86400 Remy International Inc. COM 759663107 6 272 SH SOLE 272 0 0 Renewable Energy Grp Inc COM 75972A301 2 200 SH SOLE 200 0 0 Republic Bancorp KY COM 760281204 3 138 SH SOLE 138 0 0 Reynolds American Inc COM 761713106 2502 42400 SH SOLE 30100 0 12300 Ryder System Inc. COM 783549108 4247 47200 SH SOLE 12700 0 34500 Saul Centers Inc. COM 804395101 1 28 SH SOLE 28 0 0 Scana Corporation COM 80589M102 2203 44400 SH SOLE 21800 0 22600 Seadrill Limited COM G7945E105 5909 220800 SH SOLE 67600 0 153200 Select Medical Holdings Corp COM 81619Q105 2 207 SH SOLE 207 0 0 ServisFirst Bancshares, Inc. COM 81768T108 2 66 SH SOLE 66 0 0 Ship Finance Intl Ltd COM G81075106 1 73 SH SOLE 73 0 0 Sirva Inc COM 82967Y104 1 59 SH SOLE 59 0 0 Sotherly Hotels Inc. COM 83600C103 2 200 SH SOLE 200 0 0 Southern Copper Corp. COM 84265V105 2245 75700 SH SOLE 50100 0 25600 Spok Holdings, Inc. COM 84863T106 4 342 SH SOLE 342 0 0 St. Joe Company COM 790148100 1433 71900 SH SOLE 21400 0 50500 Starz Series A Liberty Capital COM 85571Q102 4505 136200 SH SOLE 40700 0 95500 Steelcase Inc cl A COM 858155203 614 37900 SH SOLE 6500 0 31400 Stepan Company COM 858586100 3 64 SH SOLE 64 0 0 Strategic Hotels & Resorts COM 86272T106 4427 380000 SH SOLE 101800 0 278200 Symetra Financial Corp COM 87151Q106 2 105 SH SOLE 105 0 0 Synnex Corp COM 87162W100 3 39 SH SOLE 39 0 0 Syntel Inc. COM 87162H103 3 34 SH SOLE 34 0 0 TESSCO Technologies, Inc. COM 872386107 3 100 SH SOLE 100 0 0 TRC Companies Inc. COM 872625108 4 542 SH SOLE 542 0 0 TRW Automotive Hldgs Corp. COM 87264S106 12110 119600 SH SOLE 41200 0 78400 TeleTech Holdings Inc COM 879939106 3 114 SH SOLE 114 0 0 Textainer Group Hldgs Ltd. COM G8766E109 2 69 SH SOLE 69 0 0 The Babcock & Wilcox Co COM 05615F102 1299 46900 SH SOLE 9800 0 37100 Third Point Reinsurance Ltd. COM G8827U100 3 200 SH SOLE 200 0 0 Tilly's, Inc. COM 886885102 2 300 SH SOLE 300 0 0 Timken Company COM 887389104 2806 66200 SH SOLE 17000 0 49200 Towne Bank COM 89214P109 4 258 SH SOLE 258 0 0 Trans World Entertainment COM 89336Q100 2 500 SH SOLE 500 0 0 Triple-S Management Corp COM 896749108 4 200 SH SOLE 200 0 0 Tyson Foods Inc COM 902494103 2402 61000 SH SOLE 14300 0 46700 UFP Technologies, Inc. COM 902673102 1 66 SH SOLE 66 0 0 United States Lime & Minerals COM 911922102 1 13 SH SOLE 13 0 0 United Stationers, Inc. COM 913004107 2 49 SH SOLE 49 0 0 Universal Corporation COM 913456109 1 14 SH SOLE 14 0 0 Universal Truckload Services COM 91388P105 1 50 SH SOLE 50 0 0 VSE Corporation COM 918284100 1 26 SH SOLE 26 0 0 Vectrus, Inc. COM 92242T101 122 6239 SH SOLE 1439 0 4800 Village Super Market COM 927107409 3 122 SH SOLE 122 0 0 Vishay Intertechnology Inc. COM 928298108 110 7700 SH SOLE 7700 0 0 Vonage Holdings Corp. COM 92886T201 2 563 SH SOLE 563 0 0 Voya Financial, Inc. COM 929089100 1548 39600 SH SOLE 2400 0 37200 W&T Offshore Inc. COM 92922P106 1 87 SH SOLE 87 0 0 W.R. Berkley Corp COM 084423102 511 10700 SH SOLE 700 0 10000 Wal-Mart Stores, Inc. COM 931142103 3846 50300 SH SOLE 34200 0 16100 Washington Trust Bancorp COM 940610108 3 100 SH SOLE 100 0 0 Wayside Technology Group COM 946760105 2 100 SH SOLE 100 0 0 Weis Markets Inc. COM 948849104 2 55 SH SOLE 55 0 0 West Corporation COM 952355204 4 122 SH SOLE 122 0 0 Western Refining, Inc. COM 959319104 3 64 SH SOLE 64 0 0 Western Union COM 959802109 2153 134200 SH SOLE 35200 0 99000 Westlake Chemical Corp COM 960413102 5576 64400 SH SOLE 21700 0 42700 Weyco Group Inc. COM 962149100 2 63 SH SOLE 63 0 0 Xcel Energy Inc COM 98389B100 1778 58500 SH SOLE 17500 0 41000 Xerox Corporation COM 984121103 1659 125400 SH SOLE 79200 0 46200 ZAIS Financial Corp. COM 98886K108 1 50 SH SOLE 50 0 0 ePlus Inc. COM 294268107 4 68 SH SOLE 68 0 0