Chief Compliance Officer

0001142941-20-000010.txt : 20201016 0001142941-20-000010.hdr.sgml : 20201016 20201015185938 ACCESSION NUMBER: 0001142941-20-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201016 DATE AS OF CHANGE: 20201015 EFFECTIVENESS DATE: 20201016 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: 201242378 BUSINESS ADDRESS: STREET 1: 5075 SHOREHAM PLACE STREET 2: SUITE 120 CITY: SAN DIEGO STATE: CA ZIP: 92122 BUSINESS PHONE: 858-558-3600 MAIL ADDRESS: STREET 1: 5075 SHOREHAM PLACE STREET 2: SUITE 120 CITY: SAN DIEGO STATE: CA ZIP: 92122 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001142941 XXXXXXXX 09-30-2020 09-30-2020 DENALI ADVISORS LLC

5075 SHOREHAM PLACE SUITE 120 SAN DIEGO CA 92122

13F HOLDINGS REPORT 028-10130 N Anne Erickson Chief Compliance Officer 8583204165 Anne Erickson SAN DIEGO CA 10-15-2020 0 358 503830 false INFORMATION TABLE 2 Report_13F-20200930.xml 1-800-Flowers.com cl A COM 68243Q106 648 26000 SH SOLE 6500 0 19500 1st Source Corporation COM 336901103 833 27000 SH SOLE 6300 0 20700 AFLAC INC COM COM 001055102 6227 171300 SH SOLE 28500 0 142800 AMC Networks Inc. cl A COM 00164V103 2155 87200 SH SOLE 21800 0 65400 AT&T Inc. COM 00206R102 2104 73800 SH SOLE 48100 0 25700 AXOS Financial Inc COM 05465C100 1606 68900 SH SOLE 16600 0 52300 Acco Brands Corporation COM 00081T108 2247 387400 SH SOLE 97500 0 289900 Advanced Emissions Solutions COM 00770C101 23 5570 SH SOLE 5570 0 0 Advansix Inc COM 00773T101 909 70600 SH SOLE 17700 0 52900 Air Lease Corp. Cl A COM 00912X302 827 28100 SH SOLE 500 0 27600 Alexanders Inc. COM 014752109 883 3600 SH SOLE 600 0 3000 Allison Transmission Holdings COM 01973R101 552 15700 SH SOLE 400 0 15300 Allstate Corp. COM 020002101 6637 70500 SH SOLE 14600 0 55900 Ally Financial Inc. COM 02005N100 582 23200 SH SOLE 400 0 22800 Altabancorp COM 021347109 16 790 SH SOLE 790 0 0 Amdocs Limited COM G02602103 2790 48600 SH SOLE 15500 0 33100 Amerco COM 023586100 1780 5000 SH SOLE 0 0 5000 America's Car-Mart Inc COM 03062T105 280 3300 SH SOLE 1000 0 2300 American Equity Investment COM 025676206 1695 77100 SH SOLE 21500 0 55600 Ameriprise Financial Inc. COM 03076C106 832 5400 SH SOLE 100 0 5300 AmerisourceBergen Corp COM 03073E105 6339 65400 SH SOLE 10000 0 55400 Amkor Technology Inc COM 031652100 2885 257600 SH SOLE 64100 0 193500 Apartment Invest&Mang A COM 03748R754 1224 36300 SH SOLE 3000 0 33300 Apple Hospitality REIT Inc COM 03784Y200 692 72000 SH SOLE 1000 0 71000 Arcbest Corp COM 03937C105 208 6700 SH SOLE 2200 0 4500 Arch Capital Group Ltd. COM G0450A105 2173 74300 SH SOLE 800 0 73500 Archer Daniels Midland COM 039483102 6774 145700 SH SOLE 2100 0 143600 Arrow Financial Corp. COM 042744102 9 350 SH SOLE 350 0 0 Athene Holding Ltd. COM G0684D107 1735 50900 SH SOLE 16700 0 34200 Atkore International Group COM 047649108 686 30200 SH SOLE 7600 0 22600 AutoNation Inc. COM 05329W102 625 11800 SH SOLE 200 0 11600 Avangrid Inc. COM 05351W103 5707 113100 SH SOLE 1700 0 111400 BancFirst Corp OK COM 05945F103 2965 72600 SH SOLE 18200 0 54400 Bank of America Corp COM 060505104 8207 340700 SH SOLE 69500 0 271200 Bank of NT Butterfield LTD COM G0772R208 2134 95800 SH SOLE 24400 0 71400 Bank of New York Mellon Corp. COM 064058100 4313 125600 SH SOLE 22300 0 103300 Bank7 Corp COM 06652N107 43 4560 SH SOLE 4560 0 0 Berkshire Hathaway cl B COM 084670702 9433 44300 SH SOLE 7400 0 36900 Best Buy Inc. COM 086516101 1224 11000 SH SOLE 4400 0 6600 Biogen Inc. COM 09062X103 5135 18100 SH SOLE 3000 0 15100 Bonanza Creek Energy COM 097793400 1480 78720 SH SOLE 21520 0 57200 Booz Allen Hamilton cl A COM 099502106 8 100 SH SOLE 100 0 0 Brightshphere Investment Group COM 10948W103 854 66200 SH SOLE 16900 0 49300 Brown-Forman cl B COM 115637209 644 8550 SH SOLE 200 0 8350 Buckle Inc. COM 118440106 375 18400 SH SOLE 5000 0 13400 Byline Bancorp Inc. COM 124411109 41 3650 SH SOLE 3650 0 0 CAI International, Inc. COM 12477X106 142 5150 SH SOLE 5150 0 0 CBIZ, Inc. COM 124805102 462 20200 SH SOLE 5000 0 15200 CBRE Group, Inc. COM 12504L109 3086 65700 SH SOLE 3400 0 62300 CBTX Inc COM 12481V104 60 3700 SH SOLE 3700 0 0 CDW Corporation COM 12514G108 36 300 SH SOLE 300 0 0 CNA Financial Corp. COM 126117100 4265 142200 SH SOLE 27700 0 114500 CNB Financial Corp PA COM 126128107 87 5840 SH SOLE 5840 0 0 CTO Realty Growth Inc COM 22948P103 1201 27224 SH SOLE 10220 0 17004 Cabot Oil & Gas Corp COM 127097103 778 44800 SH SOLE 10200 0 34600 Capital One Financial Corp. COM 14040H105 4757 66200 SH SOLE 13400 0 52800 Cathay General Bancorp COM 149150104 1773 81800 SH SOLE 20200 0 61600 Cedar Realty Trust Inc. COM 150602209 15 18800 SH SOLE 18800 0 0 Central Garden&Pet cl A COM 153527205 770 21300 SH SOLE 5300 0 16000 Century Bancorp cl A COM 156432106 112 1700 SH SOLE 1700 0 0 Century Communities, Inc. COM 156504300 478 11300 SH SOLE 2800 0 8500 Cheniere Energy Inc COM 16411R208 5 100 SH SOLE 100 0 0 Ciena Corporation COM 171779309 321 8100 SH SOLE 0 0 8100 Citizens Financial Grp COM 174610105 741 29300 SH SOLE 600 0 28700 Clorox Company COM 189054109 21 100 SH SOLE 100 0 0 Comcast cl A COM 20030N101 7984 172600 SH SOLE 36000 0 136600 Community Trust Bancorp COM 204149108 105 3730 SH SOLE 3730 0 0 Compx International Inc COM 20563P101 133 8910 SH SOLE 8910 0 0 Conn's, Inc. COM 208242107 17 1590 SH SOLE 1590 0 0 Consolidated Water Co. COM G23773107 639 61400 SH SOLE 14200 0 47200 Construction Partners Inc. COM 21044C107 559 30700 SH SOLE 7900 0 22800 Containers Store Group COM 210751103 35 5700 SH SOLE 5700 0 0 Continental Resources, Inc. COM 212015101 422 34400 SH SOLE 0 0 34400 Copart, Inc. (DE) COM 217204106 5090 48400 SH SOLE 8200 0 40200 Corvel Corp. COM 221006109 85 1000 SH SOLE 0 0 1000 Costamare Inc COM Y1771G102 1473 242700 SH SOLE 59800 0 182900 Customers Bancorp Inc COM 23204G100 754 67290 SH SOLE 21590 0 45700 D.R. Horton Inc. COM 23331A109 1482 19600 SH SOLE 8500 0 11100 DISH Network Corp cl A COM 25470M109 4180 144000 SH SOLE 23800 0 120200 DLH Holdings COM 23335Q100 9 1260 SH SOLE 1260 0 0 Diamond Hill Investments COM 25264R207 531 4200 SH SOLE 700 0 3500 Discover Financial Services COM 254709108 740 12800 SH SOLE 900 0 11900 Discovery Inc. COM 25470F104 11 500 SH SOLE 500 0 0 Dolby Laboratories Inc. COM 25659T107 948 14300 SH SOLE 200 0 14100 Dover Corp. COM 260003108 3954 36500 SH SOLE 8000 0 28500 EPAM Systems Inc COM 29414B104 3071 9500 SH SOLE 300 0 9200 Eagle Bancorp Inc COM 268948106 504 18800 SH SOLE 4700 0 14100 East West Bancorp, Inc. COM 27579R104 547 16700 SH SOLE 300 0 16400 Eastman Chemical Co COM 277432100 1016 13000 SH SOLE 200 0 12800 Eaton Corporation, plc COM G29183103 5877 57600 SH SOLE 12300 0 45300 Ebix Inc COM 278715206 391 19000 SH SOLE 2700 0 16300 Electromed Inc COM 285409108 22 2120 SH SOLE 2120 0 0 Employers Holdings, Inc. COM 292218104 1975 65300 SH SOLE 16200 0 49100 Encore Wire Corporation COM 292562105 223 4800 SH SOLE 1700 0 3100 Ennis Inc COM 293389102 211 12100 SH SOLE 3000 0 9100 Enstar Group Limited COM G3075P101 2826 17500 SH SOLE 4300 0 13200 Enterprise Financial Services COM 293712105 215 7900 SH SOLE 2000 0 5900 Entertainment Properties COM 26884U109 435 15800 SH SOLE 200 0 15600 Equity Lifestyle Properties COM 29472R108 4358 71100 SH SOLE 10400 0 60700 Escalade Inc. COM 296056104 59 3230 SH SOLE 3230 0 0 Exelixis Inc. COM 30161Q104 809 33100 SH SOLE 500 0 32600 Exelon Corporation COM 30161N101 672 18800 SH SOLE 18800 0 0 Expeditors International of WA COM 302130109 253 2800 SH SOLE 2800 0 0 Exxon Mobil Corporation COM 30231G102 6406 186600 SH SOLE 33700 0 152900 FB Financial Corp. COM 30257X104 266 10600 SH SOLE 2600 0 8000 FMC Corporation COM 302491303 64 600 SH SOLE 600 0 0 FTI Consulting, Inc. COM 302941109 530 5000 SH SOLE 100 0 4900 Falcon Minerals Corp COM 30607B109 10 4140 SH SOLE 4140 0 0 Farmer Mac COM 313148306 2508 39400 SH SOLE 11300 0 28100 Farmland Partners Inc. COM 31154R109 14 2060 SH SOLE 2060 0 0 Federated Hermes Inc COM 314211103 1917 89100 SH SOLE 22200 0 66900 Fifth Third Bancorp COM 316773100 1580 74100 SH SOLE 1200 0 72900 Financial Institutions Inc. COM 317585404 69 4470 SH SOLE 4470 0 0 First Bancorp COM 318910106 57 2700 SH SOLE 0 0 2700 First Busey Corporation COM 319383204 647 40700 SH SOLE 10100 0 30600 First Choice Bancorp COM 31948P104 24 1830 SH SOLE 1830 0 0 First Financial Bancorp OH COM 320209109 1316 109600 SH SOLE 27000 0 82600 First Financial Corp (IN) COM 320218100 38 1200 SH SOLE 1200 0 0 First Interstate BancSystem A COM 32055Y201 3048 95700 SH SOLE 23800 0 71900 First Merchants Corp COM 320817109 2140 92400 SH SOLE 22900 0 69500 First Mid-Illinois Bancshares COM 320866106 8 340 SH SOLE 340 0 0 Flagstar Bancorp Inc COM 337930705 2308 77900 SH SOLE 17300 0 60600 Flushing Financial Corp COM 343873105 98 9270 SH SOLE 9270 0 0 Fonar Corporation COM 344437405 100 4770 SH SOLE 4770 0 0 Forestar Group COM 346232101 217 12270 SH SOLE 4270 0 8000 Franklin Resources Inc COM 354613101 415 20400 SH SOLE 0 0 20400 FutureFuel Corp COM 36116M106 114 10070 SH SOLE 10070 0 0 GAMCO Investors, Inc. COM 361438104 757 65442 SH SOLE 32300 0 33142 Gaming and Leisure Properties, Inc. COM 36467J108 1148 31092 SH SOLE 10072 0 21020 Garmin Ltd COM H2906T109 6081 64100 SH SOLE 10000 0 54100 Gencor Industries Inc. COM 368678108 4 400 SH SOLE 400 0 0 General Dynamics Corp. COM 369550108 5067 36600 SH SOLE 6500 0 30100 Genpact Limited COM G3922B107 1799 46200 SH SOLE 6300 0 39900 Gentex Corporation COM 371901109 680 26400 SH SOLE 2900 0 23500 Genworth Financial Inc COM 37247D106 1090 325400 SH SOLE 82300 0 243100 Globus Medical Inc COM 379577208 490 9900 SH SOLE 200 0 9700 Goldman Sachs Group Inc COM 38141G104 20 100 SH SOLE 100 0 0 Gray Television Inc COM 389375106 2830 205500 SH SOLE 51200 0 154300 Great Southern Bancorp COM 390905107 169 4660 SH SOLE 3060 0 1600 Green Brick Partners Inc COM 392709101 1069 66400 SH SOLE 23000 0 43400 Greene County Bancorp COM 394357107 16 750 SH SOLE 750 0 0 Greif Inc cl A COM 397624107 3042 84000 SH SOLE 20700 0 63300 HCA Holdings, Inc. COM 40412C101 6097 48900 SH SOLE 9900 0 39000 HNI Corporation COM 404251100 333 10600 SH SOLE 2200 0 8400 HP Inc. COM 40434L105 5767 303700 SH SOLE 50200 0 253500 Hamilton Beach Brands COM 40701T104 31 1600 SH SOLE 1600 0 0 Hawaiian Holdings Inc. COM 419879101 58 4500 SH SOLE 0 0 4500 Heartland Express COM 422347104 543 29200 SH SOLE 7200 0 22000 Heartland Financial USA COM 42234Q102 318 10600 SH SOLE 2600 0 8000 Hingham Institution for Saving COM 433323102 40 220 SH SOLE 220 0 0 HollyFrontier Corporation COM 436106108 436 22100 SH SOLE 700 0 21400 Hope Bancorp COM 43940T109 2197 289700 SH SOLE 69700 0 220000 Horizon Bancorp COM 440407104 109 10780 SH SOLE 10780 0 0 Hormel Foods Corp COM 440452100 6713 137300 SH SOLE 23800 0 113500 Hudson Pacific Properties, Inc COM 444097109 480 21900 SH SOLE 300 0 21600 Huntington Ingalls Industries COM 446413106 2435 17300 SH SOLE 800 0 16500 IPG Photonics Corporation COM 44980X109 544 3200 SH SOLE 0 0 3200 Independence Holding Co. COM 453440307 56 1490 SH SOLE 1490 0 0 Independent Bank MI COM 453838609 37 2910 SH SOLE 2910 0 0 Ingles Markets cl A COM 457030104 2187 57500 SH SOLE 14200 0 43300 Ingredion Incorporated COM 457187102 447 5900 SH SOLE 0 0 5900 Innoviva, Inc. COM 45781M101 2804 268300 SH SOLE 66700 0 201600 Insight Enterprises, Inc. COM 45765U103 419 7400 SH SOLE 2200 0 5200 Intel Corporation COM 458140100 8005 154600 SH SOLE 30700 0 123900 International Bancshares COM 459044103 2562 98300 SH SOLE 24500 0 73800 International Money Express Inc COM 46005L101 73 5080 SH SOLE 5080 0 0 International Paper Co. COM 460146103 2878 71000 SH SOLE 17200 0 53800 Iradimed Corp. COM 46266A109 17 800 SH SOLE 800 0 0 JPMorgan Chase & Co. COM 46625H100 9175 95300 SH SOLE 19100 0 76200 Jazz Pharmaceuticals plc COM G50871105 2481 17400 SH SOLE 0 0 17400 JetBlue Airways Corp COM 477143101 43 3800 SH SOLE 3800 0 0 Johnson Outdoors Inc. COM 479167108 88 1070 SH SOLE 1070 0 0 KKR Real Estate Finance COM 48251K100 53 3200 SH SOLE 0 0 3200 Kennedy-Wilson Holdings COM 489398107 3193 219900 SH SOLE 54700 0 165200 Keurig Dr. Pepper Inc COM 49271V100 47 1700 SH SOLE 1700 0 0 Kforce Inc. COM 493732101 441 13700 SH SOLE 3400 0 10300 Kimball Electronics, Inc. COM 49428J109 82 7100 SH SOLE 7100 0 0 Kimball International cl B COM 494274103 56 5270 SH SOLE 5270 0 0 Knoll Inc. COM 498904200 490 40600 SH SOLE 6200 0 34400 Kraton Corporation COM 50077C106 2044 114700 SH SOLE 31200 0 83500 Kroger Company COM 501044101 2058 60700 SH SOLE 14200 0 46500 Kronos Worldwide Inc. COM 50105F105 2234 173700 SH SOLE 41300 0 132400 Laboratory Corp of America COM 50540R409 2127 11300 SH SOLE 5200 0 6100 Landstar System Inc. COM 515098101 1305 10400 SH SOLE 200 0 10200 Lantheus Holdings Inc COM 516544103 284 22400 SH SOLE 5600 0 16800 Lawson Products Inc. COM 520776105 18 450 SH SOLE 450 0 0 Lear Corporation COM 521865204 5311 48700 SH SOLE 7700 0 41000 Lennar Corp cl A COM 526057104 5758 70500 SH SOLE 2900 0 67600 Lennox International Inc. COM 526107107 600 2200 SH SOLE 0 0 2200 Liberty Oilfield Services COM 53115L104 470 58800 SH SOLE 14500 0 44300 Liberty Sirius XM COM 531229607 953 28800 SH SOLE 600 0 28200 Lifevantage Corp COM 53222K205 47 3910 SH SOLE 3910 0 0 Lincoln National Corporation COM 534187109 533 17000 SH SOLE 1300 0 15700 Luther Burbank Corporation COM 550550107 103 12360 SH SOLE 12360 0 0 LyondellBasell Industries cl A COM N53745100 9735 138100 SH SOLE 21700 0 116400 M&T Bank Corp. COM 55261F104 5608 60900 SH SOLE 9600 0 51300 M/I Homes, Inc. COM 55305B101 1580 34300 SH SOLE 8000 0 26300 MGIC Investment Corp. COM 552848103 668 75400 SH SOLE 2300 0 73100 MSC Industrial Direct Co. COM 553530106 525 8300 SH SOLE 200 0 8100 MSG Networks Inc. COM 553573106 2196 229500 SH SOLE 56600 0 172900 Macatawa Bank Corp COM 554225102 55 8360 SH SOLE 8360 0 0 ManpowerGroup Inc COM 56418H100 829 11300 SH SOLE 800 0 10500 Marine Products Corp COM 568427108 815 52090 SH SOLE 22090 0 30000 Marinemax Inc COM 567908108 100 3900 SH SOLE 1300 0 2600 Marlin Business Services Corp COM 571157106 23 3200 SH SOLE 3200 0 0 Mastech Digital COM 57633B100 10 570 SH SOLE 570 0 0 Matson Inc. COM 57686G105 3295 82200 SH SOLE 20500 0 61700 McGrath RentCorp COM 580589109 1937 32500 SH SOLE 8000 0 24500 Medical Properties Trust Inc COM 58463J304 1375 78000 SH SOLE 6500 0 71500 Mercantile Bank Corp COM 587376104 76 4240 SH SOLE 4240 0 0 Merchants Bancorp COM 58844R108 116 5900 SH SOLE 5900 0 0 Meridian Bancorp Inc COM 58958U103 7 690 SH SOLE 690 0 0 Methode Electronics Inc COM 591520200 2511 88100 SH SOLE 21600 0 66500 Metropolitan Bank Holding Corp COM 591774104 32 1150 SH SOLE 1150 0 0 Micron Technology Inc COM 595112103 5635 120000 SH SOLE 24300 0 95700 Mid-America Apartment COM 59522J103 394 3400 SH SOLE 3400 0 0 Miller Industries Inc. COM 600551204 109 3560 SH SOLE 3560 0 0 Minerals Technologies COM 603158106 618 12100 SH SOLE 2200 0 9900 Molina Healthcare, Inc. COM 60855R100 55 300 SH SOLE 300 0 0 Molson Coors Brewing Co. COM 60871R209 440 13100 SH SOLE 1200 0 11900 Morgan Stanley COM 617446448 6160 127400 SH SOLE 25800 0 101600 Mueller Industries, Inc. COM 624756102 612 22600 SH SOLE 5800 0 16800 NACCO Industries cl A COM 629579103 31 1720 SH SOLE 1720 0 0 NBT Bancorp Inc. COM 628778102 86 3200 SH SOLE 0 0 3200 NI Holdings Inc. COM 65342T106 93 5500 SH SOLE 5500 0 0 NL Industries Inc. COM 629156407 54 12710 SH SOLE 12710 0 0 NMI Holdings COM 629209305 84 4700 SH SOLE 0 0 4700 NVR Inc. COM 62944T105 2042 500 SH SOLE 200 0 300 National Beverage Corp COM 635017106 1122 16500 SH SOLE 2600 0 13900 National Fuel Gas Co. COM 636180101 678 16700 SH SOLE 300 0 16400 National General Holdings Corp COM 636220303 2774 82200 SH SOLE 20400 0 61800 National HealthCare Corp COM 635906100 1682 27000 SH SOLE 6600 0 20400 National Instruments COM 636518102 486 13600 SH SOLE 300 0 13300 National Presto Industries COM 637215104 1441 17600 SH SOLE 4200 0 13400 National Western Life Group A COM 638517102 2157 11800 SH SOLE 2700 0 9100 Natural Grocers By Vitamin Cottage Inc COM 63888U108 14 1370 SH SOLE 1370 0 0 Natural Health Trends Corp COM 63888P406 20 3500 SH SOLE 3500 0 0 Nelnet Inc COM 64031N108 2892 48000 SH SOLE 12000 0 36000 Newmark Group COM 65158N102 518 120000 SH SOLE 28100 0 91900 Northern Trust Corp. COM 665859104 1614 20700 SH SOLE 400 0 20300 Nucor Corporation COM 670346105 1673 37300 SH SOLE 2000 0 35300 Ollie's Bargain Outlet Holdings COM 681116109 1502 17200 SH SOLE 0 0 17200 One Liberty Properties Inc. COM 682406103 103 6297 SH SOLE 6297 0 0 Onemain Holdings Inc COM 68268W103 9 300 SH SOLE 300 0 0 Oppenheimer Holdings COM 683797104 72 3210 SH SOLE 3210 0 0 Oracle Corporation COM 68389X105 78 1300 SH SOLE 1300 0 0 Orion Engineered Carbons COM L72967109 796 63600 SH SOLE 14000 0 49600 PBF Energy Inc cl A COM 69318G106 185 32600 SH SOLE 6300 0 26300 PC Connection, Inc. COM 69318J100 2439 59400 SH SOLE 14700 0 44700 PPL Corp. COM 69351T106 3423 125800 SH SOLE 29100 0 96700 PQ Group Holdings Inc COM 73943T103 78 7600 SH SOLE 3200 0 4400 Paccar Inc. COM 693718108 6507 76300 SH SOLE 11400 0 64900 Pangaea Logistics Solutions COM G6891L105 74 28530 SH SOLE 28530 0 0 Park National Corp OH COM 700658107 189 2300 SH SOLE 100 0 2200 Park-Ohio Holdings Co COM 700666100 887 55210 SH SOLE 18910 0 36300 Parke Bancorp, Inc. COM 700885106 34 2860 SH SOLE 2860 0 0 Parsons Corporation COM 70202L102 1597 47600 SH SOLE 11900 0 35700 Peapack-Gladstone Financial Corp COM 704699107 22 1450 SH SOLE 1450 0 0 Penn Virginia Corp COM 70788V102 1374 139530 SH SOLE 43030 0 96500 PennyMac Financial Service Inc COM 70932M107 244 4200 SH SOLE 1900 0 2300 Penske Automotive Group, Inc. COM 70959W103 820 17200 SH SOLE 300 0 16900 Peoples Bancorp OH COM 709789101 46 2400 SH SOLE 2400 0 0 Phibro Animal Health Corp CL A COM 71742Q106 233 13400 SH SOLE 3300 0 10100 Phillips 66 COM 718546104 270 5200 SH SOLE 5200 0 0 Piedmont Office Realty Trust, COM 720190206 1552 114400 SH SOLE 28300 0 86100 Pilgrims Pride Corp COM 72147K108 370 24700 SH SOLE 600 0 24100 Pool Corporation COM 73278L105 669 2000 SH SOLE 2000 0 0 Preformed Line Products COM 740444104 82 1690 SH SOLE 1690 0 0 Prestige Brand Holdings COM 74112D101 270 7400 SH SOLE 600 0 6800 Primoris Services Corp. COM 74164F103 1759 97500 SH SOLE 27500 0 70000 Principal Financial Group, Inc. COM 74251V102 5569 138300 SH SOLE 25900 0 112400 Progressive Corp. COM 743315103 265 2800 SH SOLE 2800 0 0 Prosight Global Inc COM 74349J103 18 1600 SH SOLE 1600 0 0 Provident Financial Services COM 74386T105 555 45500 SH SOLE 10900 0 34600 Prudential Financial Inc COM 744320102 4497 70800 SH SOLE 4000 0 66800 PulteGroup, Inc. COM 745867101 537 11600 SH SOLE 0 0 11600 QCR Holdings, Inc. COM 74727A104 104 3780 SH SOLE 3780 0 0 Quest Diagnostics Inc. COM 74834L100 1763 15400 SH SOLE 0 0 15400 Quidel Corp COM 74838J101 22 100 SH SOLE 100 0 0 RBB Bancorp COM 74930B105 70 6180 SH SOLE 6180 0 0 RMR Group COM 74967R106 316 11500 SH SOLE 1300 0 10200 Radian Group, Inc. COM 750236101 365 25000 SH SOLE 7800 0 17200 Ramaco Resources Inc COM 75134P303 13 3700 SH SOLE 3700 0 0 Rayonier Advanced Materials COM 75508B104 65 20380 SH SOLE 20380 0 0 Red River Bancshares Inc COM 75686R202 9 220 SH SOLE 220 0 0 Reliance Steel & Aluminum COM 759509102 929 9100 SH SOLE 100 0 9000 Renasant Corp COM 75970E107 95 4200 SH SOLE 1700 0 2500 Republic Bancorp KY COM 760281204 1736 61660 SH SOLE 21360 0 40300 Republic Services Inc. COM 760759100 5060 54200 SH SOLE 900 0 53300 ResMed Inc. COM 761152107 69 400 SH SOLE 400 0 0 Robert Half International Inc. COM 770323103 16 300 SH SOLE 300 0 0 Rush Enterprises Inc COM 781846209 3184 63000 SH SOLE 15700 0 47300 Ryerson Holding Corporation COM 783754104 108 18890 SH SOLE 18890 0 0 Santander Consumer USA Holdings Inc. COM 80283M101 875 48100 SH SOLE 800 0 47300 Saul Centers Inc. COM 804395101 239 9000 SH SOLE 2300 0 6700 ServisFirst Bancshares, Inc. COM 81768T108 701 20600 SH SOLE 6000 0 14600 SkyWest Inc. COM 830879102 2631 88100 SH SOLE 23100 0 65000 Skyworks Solutions, Inc. COM 83088M102 815 5600 SH SOLE 100 0 5500 Snap-On Inc. COM 833034101 103 700 SH SOLE 700 0 0 Southern Copper Corp. COM 84265V105 6039 133400 SH SOLE 27200 0 106200 Southern MO Bancorp COM 843380106 57 2400 SH SOLE 2400 0 0 Starwood Property Trust, Inc. COM 85571B105 8 500 SH SOLE 500 0 0 State Street Corporation COM 857477103 2213 37300 SH SOLE 5600 0 31700 Steel Dynamics Inc. COM 858119100 1429 49900 SH SOLE 900 0 49000 Steris PLC COM G8473T100 2925 16600 SH SOLE 3700 0 12900 Sterling Bancorp Inc COM 85917W102 573 190340 SH SOLE 57040 0 133300 Summit Fincl Group Inc. COM 86606G101 27 1800 SH SOLE 1800 0 0 Superior Group of Companies COM 868358102 32 1370 SH SOLE 1370 0 0 Sykes Enterprises Inc. COM 871237103 469 13700 SH SOLE 3400 0 10300 Synchrony Financial COM 87165B103 3564 136200 SH SOLE 14000 0 122200 Synnex Corporation COM 87162W100 672 4800 SH SOLE 100 0 4700 T Rowe Price Group Inc COM 74144T108 38 300 SH SOLE 300 0 0 The Michaels Companies, Inc. COM 59408Q106 366 37900 SH SOLE 8600 0 29300 Toll Brothers Inc COM 889478103 637 13100 SH SOLE 1000 0 12100 Tootsie Roll Industries Inc. COM 890516107 735 23775 SH SOLE 6586 0 17189 Towne Bank COM 89214P109 2644 161249 SH SOLE 42900 0 118349 Triple-S Management Corp COM 896749108 28 1590 SH SOLE 1590 0 0 Triton International Ltd COM G9078F107 3546 87200 SH SOLE 21700 0 65500 Turtle Beach Corp COM 900450206 226 12400 SH SOLE 3700 0 8700 Tyson Foods COM 902494103 5466 91900 SH SOLE 4000 0 87900 USANA Health Sciences, Inc. COM 90328M107 15 200 SH SOLE 200 0 0 Ubiquiti Inc. COM 90353W103 2467 14800 SH SOLE 1900 0 12900 United States Lime & Minerals COM 911922102 114 1260 SH SOLE 1260 0 0 United Therapeutics Corp. COM 91307C102 434 4300 SH SOLE 100 0 4200 Unity Bancorp Inc COM 913290102 8 670 SH SOLE 670 0 0 Universal Corporation COM 913456109 599 14300 SH SOLE 5400 0 8900 Universal Health Services COM 913903100 3510 32800 SH SOLE 6100 0 26700 Universal Logistics Holdings, COM 91388P105 110 5270 SH SOLE 5270 0 0 Unum Group COM 91529Y106 530 31500 SH SOLE 0 0 31500 Urstadt Biddle Prop cl A COM 917286205 208 22620 SH SOLE 16420 0 6200 Utah Medical Products Inc. COM 917488108 27 340 SH SOLE 340 0 0 VMware, Inc. Cl A COM 928563402 4511 31400 SH SOLE 6300 0 25100 VSE Corporation COM 918284100 116 3780 SH SOLE 3780 0 0 Value Line Inc. COM 920437100 73 2970 SH SOLE 2970 0 0 Valvoline COM 92047W101 10 500 SH SOLE 500 0 0 Verizon Communications, Inc. COM 92343V104 8573 144100 SH SOLE 29000 0 115100 ViacomCBS Corp. cl B COM 92556H206 671 23960 SH SOLE 346 0 23614 Village Super Market COM 927107409 70 2860 SH SOLE 2860 0 0 W&T Offshore Inc. COM 92922P106 515 286010 SH SOLE 96710 0 189300 W.W. Grainger Inc. COM 384802104 71 200 SH SOLE 200 0 0 Wabash National Corp. COM 929566107 537 44900 SH SOLE 7000 0 37900 Waddell & Reed cl A COM 930059100 885 59600 SH SOLE 6700 0 52900 Walker & Dunlop, Inc. COM 93148P102 1394 26300 SH SOLE 7100 0 19200 Warrior Met Coal, Llc COM 93627C101 3476 203500 SH SOLE 50700 0 152800 Watsco Inc. COM 942622200 3750 16100 SH SOLE 3400 0 12700 Weingarten Realty Investors COM 948741103 689 40600 SH SOLE 2700 0 37900 Weis Markets Inc. COM 948849104 1190 24800 SH SOLE 6700 0 18100 Wells Fargo & Company COM 949746101 5779 245800 SH SOLE 48600 0 197200 WesBanco Inc. COM 950810101 235 11000 SH SOLE 1900 0 9100 West Pharmaceutical Services COM 955306105 797 2900 SH SOLE 2900 0 0 Westlake Chemical Corporation COM 960413102 1220 19300 SH SOLE 400 0 18900 Weyco Group Inc. COM 962149100 103 6380 SH SOLE 6380 0 0 Whitestone REIT COM 966084204 25 4130 SH SOLE 4130 0 0 Willis Lease Finance COM 970646105 59 3210 SH SOLE 3210 0 0 Winmark Corporation COM 974250102 913 5300 SH SOLE 1400 0 3900 Worthington Industries COM 981811102 1484 36400 SH SOLE 7300 0 29100 Zynex Inc COM 98986M103 16 900 SH SOLE 900 0 0 ePlus Inc. COM 294268107 571 7800 SH SOLE 2000 0 5800