0001142941-11-000003.txt : 20110414 0001142941-11-000003.hdr.sgml : 20110414 20110414165454 ACCESSION NUMBER: 0001142941-11-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110414 DATE AS OF CHANGE: 20110414 EFFECTIVENESS DATE: 20110414 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DENALI ADVISORS LLC CENTRAL INDEX KEY: 0001142941 IRS NUMBER: 330957285 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10130 FILM NUMBER: 11760151 BUSINESS ADDRESS: STREET 1: 4275 EXECUTIVE SQUARE STREET 2: SUITE 650 CITY: LA JOLLA STATE: CA ZIP: 92037 BUSINESS PHONE: 8585583600 MAIL ADDRESS: STREET 1: 4275 EXECUTIVE SQUARE STREET 2: SUITE 650 CITY: LA JOLLA STATE: CA ZIP: 92037 13F-HR 1 report20110331.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13 (F) COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Denali Advisors, LLC Address: 4275 Executive Square, Suite 650 La Jolla, CA 92037 Form 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Anne Erickson Title: Chief Compliance Officer Phone: 858-558-3600 Signature, Place, and Date of Signing: /s/ Anne Erickson La Jolla, CA April 14,2011 ------------------- ------------------ -------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ x ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 369 Form 13F Information Table Value Total: $1137365 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AES Corporation COM 00130H105 725 55800 SH SOLE 19100 0 36700 AFLAC Inc. COM 001055102 2539 48100 SH SOLE 27100 0 21000 AGL Resources Inc. COM 001204106 3370 84600 SH SOLE 47600 0 37000 AT&T Inc. COM 00206R102 22555 736858 SH SOLE 582000 0 154858 Acacia Res - Acacia Tech COM 003881307 127 3700 SH SOLE 3700 0 0 Advance Auto Parts Inc COM 00751Y106 499 7600 SH SOLE 7600 0 0 Aecom Technology Corp. COM 00766T100 4661 168100 SH SOLE 100000 0 68100 Aetna Inc. COM 00817Y108 389 10400 SH SOLE 10400 0 0 Affiliated Managers Group COM 008252108 339 3100 SH SOLE 3100 0 0 Alaska Air Group Inc COM 011659109 431 6800 SH SOLE 6800 0 0 Alcoa, Inc. COM 013817101 157 8900 SH SOLE 6700 0 2200 Alere Inc. COM 01449J105 442 11300 SH SOLE 11300 0 0 Alexion Pharmaceuticals COM 015351109 592 6000 SH SOLE 6000 0 0 Allied World Assurance Co. COM H01531104 301 4800 SH SOLE 1900 0 2900 Allstate Corporation COM 020002101 2403 75600 SH SOLE 36900 0 38700 Altria Group Inc COM 02209S103 17641 677700 SH SOLE 485500 0 192200 Amerco COM 023586100 1028 10600 SH SOLE 6900 0 3700 Ameren Corp COM 023608102 5426 193300 SH SOLE 128700 0 64600 American Capital, Ltd. COM 02503Y103 10626 1072200 SH SOLE 713700 0 358500 American Electric Power COM 025537101 720 20500 SH SOLE 18000 0 2500 American Financial Group COM 025932104 287 8200 SH SOLE 8200 0 0 American Greetings cl A COM 026375105 366 15500 SH SOLE 15500 0 0 American Water Works COM 030420103 2547 90800 SH SOLE 79900 0 10900 Ameriprise Financial, Inc. COM 03076C106 104 1700 SH SOLE 1700 0 0 AmerisourceBergen Corp COM 03073E105 15448 390500 SH SOLE 245700 0 144800 Ancestry.com, Inc. COM 032803108 2265 63900 SH SOLE 36200 0 27700 Andersons Inc. COM 034164103 195 4000 SH SOLE 3400 0 600 Annaly Capital Mgmt. 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COM 20605P101 740 6900 SH SOLE 3400 0 3500 ConocoPhillips COM 20825C104 8489 106300 SH SOLE 102800 0 3500 Consolidated Edison, Inc. COM 209115104 3221 63500 SH SOLE 34000 0 29500 Constellation Energy Group COM 210371100 10239 328900 SH SOLE 206900 0 122000 Contango Oil & Gas Co COM 21075N204 1366 21600 SH SOLE 12100 0 9500 Continental Resources, Inc. COM 212015101 429 6000 SH SOLE 6000 0 0 Convergys Corporation COM 212485106 516 35900 SH SOLE 35900 0 0 Cooper Companies, Inc. COM 216648402 257 3700 SH SOLE 3700 0 0 Coventry Health Care COM 222862104 863 27100 SH SOLE 27100 0 0 Cracker Barrel Old Cntry Store COM 22410J106 2300 46800 SH SOLE 22100 0 24700 Crown Holdings, Inc. COM 228368106 5216 135200 SH SOLE 46800 0 88400 Cubist Pharmaceuticals COM 229678107 164 6500 SH SOLE 6500 0 0 Cullen/Frost Bankers COM 229899109 77 1300 SH SOLE 1300 0 0 DIRECTV Class A COM 25490A101 2186 46700 SH SOLE 46700 0 0 DPL Inc. COM 233293109 3530 128800 SH SOLE 90400 0 38400 DST Systems Inc. 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