0001142941-12-000006.txt : 20120711 0001142941-12-000006.hdr.sgml : 20120711 20120710192334 ACCESSION NUMBER: 0001142941-12-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120711 DATE AS OF CHANGE: 20120710 EFFECTIVENESS DATE: 20120711 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: 12956763 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 report20120630.txt 13F-06302012 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13 (F) COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2012 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: 858-320-4165 Signature, Place, and Date of Signing: /s/ Anne Erickson La Jolla, CA July 10, 2012 ------------------- ------------------ -------------------- [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: 243 Form 13F Information Table Value Total: $725068 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- A.O. Smith Corp. COM 831865209 137 2800 SH SOLE 2800 0 0 ACE Limited COM H0023R105 5397 72800 SH SOLE 52200 0 20600 AES Corporation COM 00130H105 4666 363700 SH SOLE 142400 0 221300 AT&T Inc. COM 00206R102 902 25300 SH SOLE 16600 0 8700 Aaron's Inc. COM 002535300 1350 47700 SH SOLE 14200 0 33500 Acacia Res - Acacia Tech COM 003881307 350 9400 SH SOLE 9400 0 0 Activision Blizzard, Inc. COM 00507V109 254 21200 SH SOLE 21200 0 0 Advance Auto Parts Inc COM 00751Y106 198 2900 SH SOLE 2900 0 0 Aecom Technology Corp. COM 00766T100 350 21300 SH SOLE 21300 0 0 Alaska Air Group Inc COM 011659109 2089 58200 SH SOLE 26800 0 31400 Alleghany Corp COM 017175100 68 200 SH SOLE 200 0 0 Allied World Assurance Co. COM H01531104 4283 53900 SH SOLE 19600 0 34300 Allstate Corporation COM 020002101 256 7300 SH SOLE 6400 0 900 Altria Group Inc COM 02209S103 6036 174700 SH SOLE 58700 0 116000 Ameren Corp COM 023608102 12084 360300 SH SOLE 157700 0 202600 American Capital Agency COM 02503X105 1391 41400 SH SOLE 24800 0 16600 American Capital, Ltd. COM 02503Y103 377 37500 SH SOLE 2900 0 34600 American Electric Power COM 025537101 231 5800 SH SOLE 5800 0 0 American Financial Group COM 025932104 282 7200 SH SOLE 7200 0 0 American Greetings cl A COM 026375105 124 8500 SH SOLE 8500 0 0 American Intl Group, Inc. COM 026874784 106 3300 SH SOLE 3300 0 0 American Water Works COM 030420103 1162 33900 SH SOLE 10900 0 23000 AmerisourceBergen Corp COM 03073E105 15012 381500 SH SOLE 170400 0 211100 Andersons Inc. COM 034164103 73 1700 SH SOLE 1700 0 0 Annaly Capital Mgmt. COM 035710409 753 44900 SH SOLE 44900 0 0 Apple Inc. COM 037833100 3971 6800 SH SOLE 4300 0 2500 Arch Capital Group Ltd. 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COM 302301106 145 6200 SH SOLE 6200 0 0 Edison International COM 281020107 2037 44100 SH SOLE 34400 0 9700 Eli Lilly & Co. COM 532457108 275 6400 SH SOLE 6400 0 0 Endologix Inc COM 29266S106 962 62300 SH SOLE 36700 0 25600 Everest Re Group Ltd COM G3223R108 3570 34500 SH SOLE 6500 0 28000 Exxon Mobil Corporation COM 30231G102 14179 165700 SH SOLE 90300 0 75400 Fifth Street Finance Corp COM 31678A103 286 28700 SH SOLE 1500 0 27200 Fifth Third Bancorp COM 316773100 10888 812500 SH SOLE 340300 0 472200 First Niagara Financial Group COM 33582V108 2892 378000 SH SOLE 100200 0 277800 Foot Locker Inc COM 344849104 1569 51300 SH SOLE 10100 0 41200 Franklin Electric Co. COM 353514102 153 3000 SH SOLE 3000 0 0 Freeport-McMoRan Copper COM 35671D857 150 4400 SH SOLE 4400 0 0 General Electric Co COM 369604103 11800 566200 SH SOLE 315900 0 250300 Genuine Parts Company COM 372460105 12767 211900 SH SOLE 100800 0 111100 Goldman Sachs Group Inc COM 38141G104 48 500 SH SOLE 500 0 0 Haemonetics Corporation COM 405024100 452 6100 SH SOLE 3500 0 2600 Halliburton Company COM 406216101 190 6700 SH SOLE 6700 0 0 Harris Teeter Supermarkets Inc COM 414585109 1652 40300 SH SOLE 15700 0 24600 Hatteras Financial Corp. COM 41902R103 11203 391700 SH SOLE 175000 0 216700 Henry Schein Inc. COM 806407102 196 2500 SH SOLE 2500 0 0 Hewlett-Packard Co COM 428236103 189 9400 SH SOLE 9400 0 0 Hologic Inc. COM 436440101 182 10100 SH SOLE 10100 0 0 Home Depot Inc. COM 437076102 3683 69500 SH SOLE 5900 0 63600 Hormel Foods Corp COM 440452100 408 13400 SH SOLE 3100 0 10300 Humana Inc. COM 444859102 5010 64700 SH SOLE 22200 0 42500 Hyatt Hotels Corporation COM 448579102 41 1100 SH SOLE 1100 0 0 IAC/InterActiveCorp COM 44919P508 369 8100 SH SOLE 8100 0 0 ITT Educational Services Inc COM 45068B109 49 800 SH SOLE 800 0 0 Iconix Brand Group, Inc. COM 451055107 2006 114800 SH SOLE 78900 0 35900 Ingram Micro Inc. COM 457153104 6883 394000 SH SOLE 112900 0 281100 Ingredion Incorporated COM 457187102 1783 36000 SH SOLE 10000 0 26000 Integrys Energy Group COM 45822P105 85 1500 SH SOLE 1500 0 0 Intel Corporation COM 458140100 13 500 SH SOLE 500 0 0 IntercontinentalExchange Inc. COM 45865V100 190 1400 SH SOLE 1400 0 0 International Paper Co. COM 460146103 824 28500 SH SOLE 14200 0 14300 Invesco Mortgage Capital Inc. COM 46131B100 1298 70800 SH SOLE 47800 0 23000 JPMorgan Chase & Co COM 46625H100 13141 367800 SH SOLE 199700 0 168100 John Wiley & Sons cl A COM 968223206 857 17500 SH SOLE 8500 0 9000 Johnson & Johnson COM 478160104 41 600 SH SOLE 600 0 0 Kelly Services cl A COM 488152208 66 5100 SH SOLE 5100 0 0 KeyCorp COM 493267108 399 51500 SH SOLE 10300 0 41200 Knight Capital Group Inc. COM 499005106 122 10200 SH SOLE 500 0 9700 Kroger Company COM 501044101 15150 653300 SH SOLE 353000 0 300300 L-3 Communications COM 502424104 118 1600 SH SOLE 1600 0 0 LKQ Corporation COM 501889208 434 13000 SH SOLE 13000 0 0 Lancaster Colony Corp COM 513847103 463 6500 SH SOLE 2600 0 3900 Landstar System Inc. COM 515098101 160 3100 SH SOLE 3100 0 0 Liberty Global, Inc. Cl A COM 530555101 149 3000 SH SOLE 3000 0 0 Lincoln National Corp COM 534187109 10795 493600 SH SOLE 235400 0 258200 Lithia Motors Inc. COM 536797103 1512 65600 SH SOLE 38700 0 26900 Lockheed Martin Corp. COM 539830109 540 6200 SH SOLE 5000 0 1200 Loews Corp COM 540424108 507 12400 SH SOLE 12400 0 0 Lorillard, Inc. COM 544147101 2758 20900 SH SOLE 19100 0 1800 MFA Financial, Inc. COM 55272X102 1600 202800 SH SOLE 63000 0 139800 Macy's Inc. COM 55616P104 13276 386500 SH SOLE 118100 0 268400 Manpower Inc. COM 56418H100 77 2100 SH SOLE 2100 0 0 Marathon Oil Corp COM 565849106 363 14200 SH SOLE 14200 0 0 Mattel Inc. COM 577081102 204 6300 SH SOLE 6300 0 0 McKesson Corp COM 58155Q103 15328 163500 SH SOLE 97900 0 65600 Mead Johnson Nutrition Co COM 582839106 32 400 SH SOLE 400 0 0 MetLife, Inc. COM 59156R108 10032 325176 SH SOLE 184853 0 140323 Monster Beverage Corp COM 611740101 3339 46900 SH SOLE 18700 0 28200 Morgan Stanley COM 617446448 516 35400 SH SOLE 35400 0 0 Mueller Industries, Inc. COM 624756102 720 16900 SH SOLE 6200 0 10700 Myriad Genetics Inc. 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