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
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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
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16700
0
34200
Atkore International Group
COM
047649108
686
30200
SH
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7600
0
22600
AutoNation Inc.
COM
05329W102
625
11800
SH
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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.
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118440106
375
18400
SH
SOLE
5000
0
13400
Byline Bancorp Inc.
COM
124411109
41
3650
SH
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3650
0
0
CAI International, Inc.
COM
12477X106
142
5150
SH
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5150
0
0
CBIZ, Inc.
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124805102
462
20200
SH
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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
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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
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156432106
112
1700
SH
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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
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1590
0
0
Consolidated Water Co.
COM
G23773107
639
61400
SH
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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.
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212015101
422
34400
SH
SOLE
0
0
34400
Copart, Inc. (DE)
COM
217204106
5090
48400
SH
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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
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21590
0
45700
D.R. Horton Inc.
COM
23331A109
1482
19600
SH
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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
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700
0
3500
Discover Financial Services
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254709108
740
12800
SH
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900
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11900
Discovery Inc.
COM
25470F104
11
500
SH
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500
0
0
Dolby Laboratories Inc.
COM
25659T107
948
14300
SH
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200
0
14100
Dover Corp.
COM
260003108
3954
36500
SH
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8000
0
28500
EPAM Systems Inc
COM
29414B104
3071
9500
SH
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300
0
9200
Eagle Bancorp Inc
COM
268948106
504
18800
SH
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4700
0
14100
East West Bancorp, Inc.
COM
27579R104
547
16700
SH
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300
0
16400
Eastman Chemical Co
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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
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2120
0
0
Employers Holdings, Inc.
COM
292218104
1975
65300
SH
SOLE
16200
0
49100
Encore Wire Corporation
COM
292562105
223
4800
SH
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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
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200
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15600
Equity Lifestyle Properties
COM
29472R108
4358
71100
SH
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10400
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60700
Escalade Inc.
COM
296056104
59
3230
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Exelixis Inc.
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30161Q104
809
33100
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500
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32600
Exelon Corporation
COM
30161N101
672
18800
SH
SOLE
18800
0
0
Expeditors International of WA
COM
302130109
253
2800
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2800
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Exxon Mobil Corporation
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30231G102
6406
186600
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33700
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FB Financial Corp.
COM
30257X104
266
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FMC Corporation
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302491303
64
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600
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FTI Consulting, Inc.
COM
302941109
530
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100
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Falcon Minerals Corp
COM
30607B109
10
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4140
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Farmer Mac
COM
313148306
2508
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Farmland Partners Inc.
COM
31154R109
14
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SH
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0
Federated Hermes Inc
COM
314211103
1917
89100
SH
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22200
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66900
Fifth Third Bancorp
COM
316773100
1580
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1200
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72900
Financial Institutions Inc.
COM
317585404
69
4470
SH
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4470
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First Bancorp
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318910106
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0
0
2700
First Busey Corporation
COM
319383204
647
40700
SH
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10100
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30600
First Choice Bancorp
COM
31948P104
24
1830
SH
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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
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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
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17300
0
60600
Flushing Financial Corp
COM
343873105
98
9270
SH
SOLE
9270
0
0
Fonar Corporation
COM
344437405
100
4770
SH
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4770
0
0
Forestar Group
COM
346232101
217
12270
SH
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4270
0
8000
Franklin Resources Inc
COM
354613101
415
20400
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114
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GAMCO Investors, Inc.
COM
361438104
757
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32300
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Gaming and Leisure Properties, Inc.
COM
36467J108
1148
31092
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10072
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21020
Garmin Ltd
COM
H2906T109
6081
64100
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10000
0
54100
Gencor Industries Inc.
COM
368678108
4
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400
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General Dynamics Corp.
COM
369550108
5067
36600
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6500
0
30100
Genpact Limited
COM
G3922B107
1799
46200
SH
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6300
0
39900
Gentex Corporation
COM
371901109
680
26400
SH
SOLE
2900
0
23500
Genworth Financial Inc
COM
37247D106
1090
325400
SH
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82300
0
243100
Globus Medical Inc
COM
379577208
490
9900
SH
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200
0
9700
Goldman Sachs Group Inc
COM
38141G104
20
100
SH
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100
0
0
Gray Television Inc
COM
389375106
2830
205500
SH
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51200
0
154300
Great Southern Bancorp
COM
390905107
169
4660
SH
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3060
0
1600
Green Brick Partners Inc
COM
392709101
1069
66400
SH
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23000
0
43400
Greene County Bancorp
COM
394357107
16
750
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750
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Greif Inc cl A
COM
397624107
3042
84000
SH
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20700
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63300
HCA Holdings, Inc.
COM
40412C101
6097
48900
SH
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9900
0
39000
HNI Corporation
COM
404251100
333
10600
SH
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2200
0
8400
HP Inc.
COM
40434L105
5767
303700
SH
SOLE
50200
0
253500
Hamilton Beach Brands
COM
40701T104
31
1600
SH
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1600
0
0
Hawaiian Holdings Inc.
COM
419879101
58
4500
SH
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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
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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
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14200
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43300
Ingredion Incorporated
COM
457187102
447
5900
SH
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0
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5900
Innoviva, Inc.
COM
45781M101
2804
268300
SH
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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
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1700
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0
Kforce Inc.
COM
493732101
441
13700
SH
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3400
0
10300
Kimball Electronics, Inc.
COM
49428J109
82
7100
SH
SOLE
7100
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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
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31200
0
83500
Kroger Company
COM
501044101
2058
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SH
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14200
0
46500
Kronos Worldwide Inc.
COM
50105F105
2234
173700
SH
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41300
0
132400
Laboratory Corp of America
COM
50540R409
2127
11300
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5200
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6100
Landstar System Inc.
COM
515098101
1305
10400
SH
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200
0
10200
Lantheus Holdings Inc
COM
516544103
284
22400
SH
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5600
0
16800
Lawson Products Inc.
COM
520776105
18
450
SH
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450
0
0
Lear Corporation
COM
521865204
5311
48700
SH
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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