Cheif Compliance Officer

0001142941-13-000013.txt : 20131009 0001142941-13-000013.hdr.sgml : 20131009 20131009150736 ACCESSION NUMBER: 0001142941-13-000013 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131009 DATE AS OF CHANGE: 20131009 EFFECTIVENESS DATE: 20131009 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: 131143296 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 false false 0001142941 XXXXXXXX 09-30-2013 09-30-2013 DENALI ADVISORS LLC

5075 SHOREHAM PLACE SUITE 270 SAN DIEGO CA 92122

13F HOLDINGS REPORT 028-10130 N Anne Erickson Cheif Compliance Officer 858-320-4165 Anne Erickson San Diego CA 10-09-2013 0 214 290163 false INFORMATION TABLE 2 Report_13F-20130930.xml 13F_20130930 1st Source Corporation COM 336901103 0 17 SH SOLE 17 0 0 ACE Limited COM H0023R105 1562 16700 SH SOLE 10200 0 6500 Advance Auto Parts Inc COM 00751Y106 83 1000 SH SOLE 1000 0 0 Air Transport Services Grp COM 00922R105 1 142 SH SOLE 142 0 0 Alaska Air Group Inc COM 011659109 1190 19000 SH SOLE 5400 0 13600 Alexanders Inc. COM 014752109 1 2 SH SOLE 2 0 0 Alliant Energy Corp. COM 018802108 773 15600 SH SOLE 4000 0 11600 Allied World Assurance Co. COM H01531104 2405 24200 SH SOLE 5200 0 19000 AmTrust Financial Services COM 032359309 3 79 SH SOLE 79 0 0 Amer. Cpl Mtg Inv Corp COM 02504A104 1 47 SH SOLE 47 0 0 American Axle & Manufacturing COM 024061103 1 36 SH SOLE 36 0 0 American Capital, Ltd. COM 02503Y103 1068 77700 SH SOLE 24500 0 53200 American Financial Group COM 025932104 4898 90600 SH SOLE 22600 0 68000 American Intl Group, Inc. COM 026874784 1858 38200 SH SOLE 23300 0 14900 American Water Works COM 030420103 1061 25700 SH SOLE 4800 0 20900 Ameriprise Financial, Inc. COM 03076C106 1057 11600 SH SOLE 700 0 10900 AmerisourceBergen Corp COM 03073E105 6684 109400 SH SOLE 31300 0 78100 Amkor Technology Inc COM 031652100 3 620 SH SOLE 620 0 0 Apollo Group Inc. COM 037604105 816 39200 SH SOLE 11100 0 28100 Arch Capital Group Ltd. COM G0450A105 2858 52800 SH SOLE 14200 0 38600 Archer Daniels Midland COM 039483102 814 22100 SH SOLE 13300 0 8800 Ares Capital Corp COM 04010L103 41 2400 SH SOLE 2400 0 0 Arrow Electronics Inc COM 042735100 8711 179500 SH SOLE 56500 0 123000 Assurant Inc. COM 04621X108 2591 47900 SH SOLE 13200 0 34700 AutoNation Inc. COM 05329W102 4549 87200 SH SOLE 26800 0 60400 Avery Dennison Corp. COM 053611109 348 8000 SH SOLE 1600 0 6400 Avis Budget Group, Inc. COM 053774105 1560 54100 SH SOLE 12300 0 41800 Avnet Inc COM 053807103 9101 218200 SH SOLE 70100 0 148100 Axis Capital Holdings Ltd COM G0692U109 3339 77100 SH SOLE 17100 0 60000 BOK Financial Corp. COM 05561Q201 532 8400 SH SOLE 3200 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 60 600 SH SOLE 0 0 600 Booz Allen Hamilton cl A COM 099502106 1122 58100 SH SOLE 15900 0 42200 Bridgepoint Education, Inc. COM 10807M105 2 121 SH SOLE 121 0 0 Brooks Automation Inc COM 114340102 1 139 SH SOLE 139 0 0 Bunge Limited COM G16962105 9618 126700 SH SOLE 40900 0 85800 CA, Inc. COM 12673P105 549 18500 SH SOLE 8800 0 9700 CBRE Group Inc. COM 12504L109 1122 48500 SH SOLE 3100 0 45400 CIGNA Corporation COM 125509109 3981 51800 SH SOLE 19600 0 32200 CNA Financial Corporation COM 126117100 4196 109900 SH SOLE 34900 0 75000 CNH Industrial N.V. COM N20944109 8843 707414 SH SOLE 237336 0 470078 CNO Financial Group, Inc. COM 12621E103 180 12500 SH SOLE 12500 0 0 Cabot Corporation COM 127055101 846 19800 SH SOLE 3800 0 16000 Cal-Maine Foods Inc. COM 128030202 2 42 SH SOLE 42 0 0 Campbell Soup Company COM 134429109 749 18400 SH SOLE 9400 0 9000 Capella Education Co. COM 139594105 1 21 SH SOLE 21 0 0 Cardinal Health Inc. COM 14149Y108 3405 65300 SH SOLE 28800 0 36500 Carlisle Companies Inc. COM 142339100 119 1700 SH SOLE 1700 0 0 Celanese Corp. COM 150870103 185 3500 SH SOLE 3500 0 0 Chevron Corp COM 166764100 3414 28100 SH SOLE 16900 0 11200 Chubb Corp COM 171232101 1223 13700 SH SOLE 9000 0 4700 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 Trust Bancorp COM 204149108 1 17 SH SOLE 17 0 0 ConocoPhillips COM 20825C104 1425 20500 SH SOLE 12100 0 8400 Copa Holdings cl A COM P31076105 777 5600 SH SOLE 1000 0 4600 Corning Inc. COM 219350105 1299 89000 SH SOLE 55100 0 33900 Corrections Corp of America COM 22025Y407 484 14000 SH SOLE 14000 0 0 Credit Acceptance Corp COM 225310101 2 22 SH SOLE 22 0 0 Cubic Corporation COM 229669106 3 49 SH SOLE 49 0 0 Culp Inc. COM 230215105 0 20 SH SOLE 20 0 0 DISH Network Corp Cl A COM 25470M109 2214 49200 SH SOLE 19400 0 29800 DTE Energy Company COM 233331107 660 10000 SH SOLE 700 0 9300 Diamond Offshore Drilling Inc. COM 25271C102 6525 104700 SH SOLE 24600 0 80100 Dillards Inc cl A COM 254067101 4001 51100 SH SOLE 14300 0 36800 Discover Financial Services COM 254709108 318 6300 SH SOLE 3700 0 2600 Domtar Corp. COM 257559203 2311 29100 SH SOLE 6500 0 22600 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 1 95 SH SOLE 95 0 0 Entergy Corp COM 29364G103 8366 132400 SH SOLE 43400 0 89000 Everest Re Group Ltd COM G3223R108 4450 30600 SH SOLE 9300 0 21300 Exelis Inc. COM 30162A108 1764 112300 SH SOLE 25900 0 86400 Exxon Mobil Corporation COM 30231G102 2151 25000 SH SOLE 16400 0 8600 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 First Interstate BancSystem A COM 32055Y201 3 111 SH SOLE 111 0 0 First Republic Bank COM 33616C100 4309 92400 SH SOLE 21500 0 70900 Five Star Quality Care COM 33832D106 1 118 SH SOLE 118 0 0 Foot Locker Inc COM 344849104 2987 88000 SH SOLE 28200 0 59800 Ford Motor Company COM 345370860 2262 134100 SH SOLE 82400 0 51700 Franklin Resources, Inc. COM 354613101 1360 26900 SH SOLE 16400 0 10500 GAMCO Investors, Inc. COM 361438104 3 38 SH SOLE 38 0 0 Gannett Co. Inc. COM 364730101 6440 240400 SH SOLE 73600 0 166800 General Dynamics Corp. COM 369550108 718 8200 SH SOLE 5200 0 3000 General Electric Co COM 369604103 303 12700 SH SOLE 7800 0 4900 Genuine Parts Company COM 372460105 2475 30600 SH SOLE 5700 0 24900 Great Southern Bancorp COM 390905107 0 16 SH SOLE 16 0 0 HCA Holdings Inc. COM 40412C101 4527 105900 SH SOLE 32900 0 73000 Hanesbrands, Inc. COM 410345102 374 6000 SH SOLE 400 0 5600 Harbinger Group Inc. COM 41146A106 2 170 SH SOLE 170 0 0 Harris Corporation COM 413875105 2206 37200 SH SOLE 11400 0 25800 Hawaiian Holdings Inc. COM 419879101 1 157 SH SOLE 157 0 0 Hawaiian Telcom Holdco, Inc. COM 420031106 0 13 SH SOLE 13 0 0 HealthSouth Corporation COM 421924309 6856 198840 SH SOLE 54440 0 144400 Heartland Financial USA COM 42234Q102 0 14 SH SOLE 14 0 0 Horace Mann Educators COM 440327104 2 85 SH SOLE 85 0 0 Hormel Foods Corp COM 440452100 522 12400 SH SOLE 12400 0 0 Hubbell Inc cl B COM 443510201 744 7100 SH SOLE 500 0 6600 Humana Inc. COM 444859102 924 9900 SH SOLE 5500 0 4400 IDT Corp Class B COM 448947507 1 36 SH SOLE 36 0 0 Igate Corporation COM 45169U105 3 112 SH SOLE 112 0 0 Illinois Tool Works Inc. COM 452308109 763 10000 SH SOLE 6000 0 4000 Ingles Markets cl A COM 457030104 0 16 SH SOLE 16 0 0 Ingram Micro Inc. COM 457153104 4018 174300 SH SOLE 33900 0 140400 Ingredion Incorporated COM 457187102 1522 23000 SH SOLE 2600 0 20400 Insight Enterprises, Inc. COM 45765U103 2 120 SH SOLE 120 0 0 Intel Corporation COM 458140100 513 22400 SH SOLE 11800 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 1 206 SH SOLE 206 0 0 JPMorgan Chase & Co COM 46625H100 2760 53400 SH SOLE 32600 0 20800 Jabil Circuit Inc. COM 466313103 2847 131300 SH SOLE 33600 0 97700 Jacobs Engineering Group COM 469814107 518 8900 SH SOLE 2400 0 6500 John Wiley & Sons cl A COM 968223206 1364 28600 SH SOLE 6200 0 22400 Jones Lang LaSalle Inc COM 48020Q107 4915 56300 SH SOLE 14100 0 42200 Journal Communications Inc. COM 481130102 1 172 SH SOLE 172 0 0 Kelly Services cl A COM 488152208 2 104 SH SOLE 104 1 0 Kohl's Corporation COM 500255104 885 17100 SH SOLE 5600 2 11500 Kroger Company COM 501044101 1573 39000 SH SOLE 24400 3 14600 L-3 Communications COM 502424104 6917 73200 SH SOLE 18700 4 54500 Lear Corporation COM 521865204 5497 76800 SH SOLE 20000 5 56800 Leidos Holdings, Inc. COM 525327102 158 3475 SH SOLE 3475 6 0 Leucadia National Corp. COM 527288104 3868 142000 SH SOLE 43400 7 98600 Lincoln National Corp COM 534187109 147 3500 SH SOLE 600 8 2900 Loews Corp COM 540424108 1958 41900 SH SOLE 25600 9 16300 M&T Bank Corp. COM 55261F104 1735 15500 SH SOLE 4000 10 11500 MRC Global Inc. COM 55345K103 356 13300 SH SOLE 800 11 12500 ManTech International A COM 564563104 2 84 SH SOLE 84 12 0 Marten Transport, Ltd. COM 573075108 1 60 SH SOLE 60 13 0 Matthews International Corp COM 577128101 2 54 SH SOLE 54 14 0 McKesson Corp COM 58155Q103 898 7000 SH SOLE 4800 15 2200 Molson Coors Brewing Co. COM 60871R209 3058 61000 SH SOLE 14700 16 46300 Mueller Industries, Inc. COM 624756102 1 23 SH SOLE 23 17 0 NACCO Industries Inc A COM 629579103 2 38 SH SOLE 38 18 0 National Healthcare Corp COM 635906100 1 19 SH SOLE 19 19 0 National Western Life Insuranc COM 638522102 0 2 SH SOLE 2 20 0 Navigators Group Inc COM 638904102 1 13 SH SOLE 13 21 0 Nelnet Inc COM 64031N108 2 58 SH SOLE 58 22 0 New Mountain Finance Corp COM 647551100 2 155 SH SOLE 155 23 0 New York Cmnty Bancorp COM 649445103 503 33300 SH SOLE 8800 24 24500 Northrop Grumman Corp COM 666807102 1943 20400 SH SOLE 12200 25 8200 Nu Skin Enterprises Inc. COM 67018T105 986 10300 SH SOLE 2300 26 8000 Oshkosh Corporation COM 688239201 779 15900 SH SOLE 5000 27 10900 Park National Corp OH COM 700658107 1 10 SH SOLE 10 28 0 Park-Ohio Holdings Co COM 700666100 1 27 SH SOLE 27 29 0 Phillips 66 COM 718546104 619 10700 SH SOLE 6500 30 4200 Pitney Bowes Inc. COM 724479100 1532 84200 SH SOLE 5300 31 78900 Preformed Line Products COM 740444104 1 9 SH SOLE 9 32 0 Principal Financial Group COM 74251V102 3841 89700 SH SOLE 23100 33 66600 Protective Life Corp. COM 743674103 1234 29000 SH SOLE 5800 34 23200 Rayonier Inc. COM 754907103 3890 69900 SH SOLE 18700 35 51200 Raytheon Company COM 755111507 802 10400 SH SOLE 6500 36 3900 Reinsurance Group of America COM 759351604 6002 89600 SH SOLE 29300 37 60300 Renewable Energy Grp Inc COM 75972A301 2 147 SH SOLE 147 38 0 Republic Bancorp KY COM 760281204 1 38 SH SOLE 38 39 0 Reynolds American Inc COM 761713106 1937 39700 SH SOLE 24300 40 15400 S&T Bancorp Inc. COM 783859101 1 41 SH SOLE 41 41 0 S.Y. Bancorp, Inc COM 785060104 0 13 SH SOLE 13 42 0 SL Green Realty Corp. COM 78440X101 817 9200 SH SOLE 2300 43 6900 SLM Corporation COM 78442P106 3459 138900 SH SOLE 42400 44 96500 Safeway Inc. COM 786514208 3093 96700 SH SOLE 25100 45 71600 Salem Communications Cl A COM 794093104 1 82 SH SOLE 82 46 0 Sanmina Corp COM 800907206 3 175 SH SOLE 175 47 0 ScanSource, Inc. COM 806037107 2 57 SH SOLE 57 48 0 Scana Corporation COM 80589M102 1146 24900 SH SOLE 6900 49 18000 Science App Int'l Corp COM 808625107 67 1986 SH SOLE 1986 50 0 Scripps Networks Interact. COM 811065101 1312 16800 SH SOLE 5300 51 11500 Select Medical Holdings Corp COM 81619Q105 2 275 SH SOLE 275 52 0 Snap-On Inc. COM 833034101 1313 13200 SH SOLE 2500 53 10700 Sonic Automotive, Inc. COM 83545G102 1 51 SH SOLE 51 54 0 Southern Copper Corp. COM 84265V105 368 13500 SH SOLE 7800 55 5700 Spansion Inc. cl A COM 84649R200 1 140 SH SOLE 140 56 0 Standex Intl Corp. COM 854231107 1 18 SH SOLE 18 57 0 Starwood Property Trust, Inc. COM 85571B105 403 16800 SH SOLE 1100 58 15700 Starz Series A Liberty Capital COM 85571Q102 1474 52400 SH SOLE 14900 59 37500 Steelcase Inc cl A COM 858155203 784 47200 SH SOLE 10500 60 36700 Stepan Company COM 858586100 2 35 SH SOLE 35 61 0 Sterling Financial Corp. WA COM 859319105 3 93 SH SOLE 93 62 0 Stoneridge, Inc. COM 86183P102 0 44 SH SOLE 44 63 0 Superior Industries Int'l COM 868168105 1 58 SH SOLE 58 64 0 Symetra Financial Corp COM 87151Q106 3 174 SH SOLE 174 65 0 Synnex Corp COM 87162W100 4 62 SH SOLE 62 66 0 TRW Automotive Hldgs Corp. COM 87264S106 7873 110400 SH SOLE 36400 67 74000 Tech Data Corporation COM 878237106 1872 37500 SH SOLE 9000 68 28500 TeleTech Holdings Inc COM 879939106 2 66 SH SOLE 66 69 0 Timken Company COM 887389104 3370 55800 SH SOLE 13600 70 42200 Towers Watson & Co Cl A COM 891894107 4225 39500 SH SOLE 8300 71 31200 Tyson Foods Inc COM 902494103 4160 147100 SH SOLE 35200 72 111900 US Airways Group, Inc. COM 90341W108 2222 117219 SH SOLE 31519 73 85700 USA Mobility, Inc COM 90341G103 1 61 SH SOLE 61 74 0 USANA Health Sciences, Inc. COM 90328M107 3 34 SH SOLE 34 75 0 United Stationers, Inc. COM 913004107 2 49 SH SOLE 49 76 0 Universal American Corp. COM 91338E101 1 137 SH SOLE 137 77 0 Universal Corporation COM 913456109 2 39 SH SOLE 39 78 0 VOXX International Corp cl A COM 91829F104 1 75 SH SOLE 75 79 0 Valmont Industries Inc COM 920253101 500 3600 SH SOLE 600 80 3000 Vishay Intertechnology Inc. COM 928298108 99 7700 SH SOLE 7700 81 0 Vonage Holdings Corp. COM 92886T201 3 863 SH SOLE 863 82 0 Wal-Mart Stores, Inc. COM 931142103 2211 29900 SH SOLE 18400 83 11500 Washington Post cl B COM 939640108 183 300 SH SOLE 300 84 0 Weis Markets Inc. COM 948849104 2 39 SH SOLE 39 85 0 WellPoint, Inc. COM 94973V107 577 6900 SH SOLE 3500 86 3400 WesBanco Inc. COM 950810101 1 38 SH SOLE 38 87 0 Wesco Aircraft Hldgs COM 950814103 3 124 SH SOLE 124 88 0 Western Union COM 959802109 1629 87300 SH SOLE 23500 89 63800 Whirlpool Corporation COM 963320106 542 3700 SH SOLE 2900 90 800 World Fuel Services Corp COM 981475106 250 6700 SH SOLE 400 91 6300 World Wrestling Entertainment COM 98156Q108 1 84 SH SOLE 84 92 0 Xcel Energy Inc COM 98389B100 1900 68800 SH SOLE 28400 93 40400 Xerox Corporation COM 984121103 2583 251000 SH SOLE 181100 94 69900