0001142941-21-000004.txt : 20210120
0001142941-21-000004.hdr.sgml : 20210120
20210120140834
ACCESSION NUMBER: 0001142941-21-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210120
DATE AS OF CHANGE: 20210120
EFFECTIVENESS DATE: 20210120
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: 21538409
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
12-31-2020
12-31-2020
false
DENALI ADVISORS LLC
5075 Shoreham Place
Suite 120
San Diego
CA
92122
13F HOLDINGS REPORT
028-10130
N
Anne Erickson
Chief Compliance Officer
858-320-4165
Anne Erickson
San Diego
CA
01-20-2021
0
397
584998
INFORMATION TABLE
2
infotable.xml
1-800-Flowers.com cl A
COM
68243Q106
1043
40126
SH
SOLE
9826
0
30300
1st Source Corporation
COM
336901103
1088
27000
SH
SOLE
6300
0
20700
AFLAC INC COM
COM
001055102
3633
81700
SH
SOLE
18100
0
63600
AMC Networks Inc. cl A
COM
00164V103
2148
60046
SH
SOLE
15046
0
45000
AT&T Inc.
COM
00206R102
7590
263900
SH
SOLE
63200
0
200700
AXOS Financial Inc
COM
05465C100
2901
77300
SH
SOLE
17000
0
60300
Acco Brands Corporation
COM
00081T108
3752
444006
SH
SOLE
111706
0
332300
Adtalem Global Education
COM
00737L103
1204
35464
SH
SOLE
8864
0
26600
Advanced Emissions Solutions
COM
00770C101
29
5350
SH
SOLE
5350
0
0
Advansix Inc
COM
00773T101
1734
86762
SH
SOLE
20662
0
66100
Air Lease Corp. Cl A
COM
00912X302
1079
24300
SH
SOLE
700
0
23600
Alexanders Inc.
COM
014752109
250
900
SH
SOLE
0
0
900
Alliance Data Systems Corp
COM
018581108
3
34
SH
SOLE
34
0
0
Allison Transmission Holdings
COM
01973R101
677
15700
SH
SOLE
400
0
15300
Allstate Corp.
COM
020002101
7036
64000
SH
SOLE
14600
0
49400
Ally Financial Inc.
COM
02005N100
718
20139
SH
SOLE
439
0
19700
Altabancorp
COM
021347109
54
1930
SH
SOLE
1930
0
0
Amdocs Limited
COM
G02602103
2539
35800
SH
SOLE
15400
0
20400
Amerco
COM
023586100
1816
4000
SH
SOLE
0
0
4000
America's Car-Mart Inc
COM
03062T105
1187
10806
SH
SOLE
2706
0
8100
American Equity Investment
COM
025676206
2133
77100
SH
SOLE
21500
0
55600
American National Insur.
COM
028591105
2
18
SH
SOLE
18
0
0
American Woodmark Corp.
COM
030506109
1
6
SH
SOLE
6
0
0
Ameriprise Financial Inc.
COM
03076C106
1871
9630
SH
SOLE
1430
0
8200
Amkor Technology Inc
COM
031652100
3889
257868
SH
SOLE
64368
0
193500
Apartment Income REIT
COM
03750L109
1165
30332
SH
SOLE
795
0
29537
Apartment Invest& Mang A
COM
03748R747
160
30332
SH
SOLE
795
0
29537
Apple Hospitality REIT Inc
COM
03784Y200
13
1000
SH
SOLE
1000
0
0
Arcbest Corp
COM
03937C105
1047
24534
SH
SOLE
6234
0
18300
Arch Capital Group Ltd.
COM
G0450A105
4155
115200
SH
SOLE
1800
0
113400
Archer Daniels Midland
COM
039483102
8005
158800
SH
SOLE
29600
0
129200
Arrow Financial Corp.
COM
042744102
10
350
SH
SOLE
350
0
0
Asbury Automotive Group
COM
043436104
1
5
SH
SOLE
5
0
0
Associated Banc-Corp
COM
045487105
2
99
SH
SOLE
99
0
0
Assured Guaranty Ltd
COM
G0585R106
1
37
SH
SOLE
37
0
0
Athene Holding Ltd.
COM
G0684D107
2341
54262
SH
SOLE
14862
0
39400
Atkore International Group
COM
047649108
300
7300
SH
SOLE
2300
0
5000
AutoNation Inc.
COM
05329W102
831
11905
SH
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305
0
11600
AutoZone Inc.
COM
053332102
2987
2520
SH
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420
0
2100
Avangrid Inc.
COM
05351W103
3600
79200
SH
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1800
0
77400
BOK Financial Corp.
COM
05561Q201
5
66
SH
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66
0
0
BancFirst Corp OK
COM
05945F103
2037
34700
SH
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9300
0
25400
BancorpSouth, Inc.
COM
059692103
1
27
SH
SOLE
27
0
0
Bank OZK
COM
06417N103
5
146
SH
SOLE
146
0
0
Bank of America Corp
COM
060505104
9242
304900
SH
SOLE
70300
0
234600
Bank of NT Butterfield LTD
COM
G0772R208
3490
112000
SH
SOLE
28500
0
83500
Bank of New York Mellon Corp.
COM
064058100
4898
115400
SH
SOLE
22300
0
93100
Bank7 Corp
COM
06652N107
13
900
SH
SOLE
900
0
0
Bankunited Inc
COM
06652K103
2
57
SH
SOLE
57
0
0
Berkshire Hathaway cl B
COM
084670702
10318
44500
SH
SOLE
11200
0
33300
Best Buy Inc.
COM
086516101
2575
25800
SH
SOLE
4700
0
21100
Biogen Inc.
COM
09062X103
3991
16300
SH
SOLE
2700
0
13600
Bonanza Creek Energy
COM
097793400
1961
101434
SH
SOLE
31734
0
69700
Brightshphere Investment Group
COM
10948W103
1276
66200
SH
SOLE
16900
0
49300
Brown-Forman cl B
COM
115637209
4329
54500
SH
SOLE
13800
0
40700
Buckle Inc.
COM
118440106
0
10
SH
SOLE
10
0
0
Byline Bancorp Inc.
COM
124411109
68
4420
SH
SOLE
4420
0
0
CACI International, Inc.
COM
127190304
524
2100
SH
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0
0
2100
CAI International, Inc.
COM
12477X106
1002
32075
SH
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11975
0
20100
CBIZ, Inc.
COM
124805102
288
10839
SH
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39
0
10800
CBRE Group, Inc.
COM
12504L109
4096
65300
SH
SOLE
3000
0
62300
CBTX Inc
COM
12481V104
72
2830
SH
SOLE
2830
0
0
CNA Financial Corp.
COM
126117100
2069
53100
SH
SOLE
3800
0
49300
CNB Financial Corp PA
COM
126128107
142
6680
SH
SOLE
6680
0
0
CRA International Inc
COM
12618T105
1
14
SH
SOLE
14
0
0
CTO Realty Growth Inc
COM
22948P103
1472
34924
SH
SOLE
12644
0
22280
Cabot Oil & Gas Corp
COM
127097103
2585
158800
SH
SOLE
1900
0
156900
Capital One Financial Corp.
COM
14040H105
5733
58000
SH
SOLE
13400
0
44600
CarMax Inc.
COM
143130102
453
4800
SH
SOLE
100
0
4700
Cathay General Bancorp
COM
149150104
3098
96231
SH
SOLE
23631
0
72600
Cedar Realty Trust Inc.
COM
150602605
29
2847
SH
SOLE
2847
0
0
Central Garden&Pet cl A
COM
153527205
2319
63845
SH
SOLE
15945
0
47900
Century Bancorp cl A
COM
156432106
149
1920
SH
SOLE
1920
0
0
Century Communities, Inc.
COM
156504300
373
8510
SH
SOLE
2310
0
6200
Ciena Corporation
COM
171779309
613
11600
SH
SOLE
200
0
11400
Citizens Financial Grp
COM
174610105
1048
29300
SH
SOLE
600
0
28700
Columbia Sportswear Co.
COM
198516106
2
24
SH
SOLE
24
0
0
Comcast cl A
COM
20030N101
7797
148800
SH
SOLE
34300
0
114500
Comerica, Inc.
COM
200340107
3
46
SH
SOLE
46
0
0
Community Trust Bancorp
COM
204149108
155
4180
SH
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4180
0
0
Compx International Inc
COM
20563P101
111
7820
SH
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7820
0
0
Concentrix Corp.
COM
20602D101
474
4800
SH
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100
0
4700
Conn's, Inc.
COM
208242107
20
1690
SH
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1690
0
0
Consolidated Water Co.
COM
G23773107
390
32400
SH
SOLE
8000
0
24400
Construction Partners Inc.
COM
21044C107
0
10
SH
SOLE
10
0
0
Copart, Inc. (DE)
COM
217204106
5294
41600
SH
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9000
0
32600
Corvel Corp.
COM
221006109
1
5
SH
SOLE
5
0
0
Costamare Inc
COM
Y1771G102
354
42700
SH
SOLE
10500
0
32200
Credit Acceptance Corp
COM
225310101
2
5
SH
SOLE
5
0
0
Cullen/Frost Bankers, Inc.
COM
229899109
5
53
SH
SOLE
53
0
0
Curo Group Holdings Corp
COM
23131L107
23
1590
SH
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1590
0
0
Customers Bancorp Inc
COM
23204G100
1232
67770
SH
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22070
0
45700
D.R. Horton Inc.
COM
23331A109
1427
20700
SH
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8400
0
12300
DISH Network Corp cl A
COM
25470M109
1620
50100
SH
SOLE
15400
0
34700
DaVita HealthCare Partners Inc
COM
23918K108
751
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SH
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0
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6400
Discover Financial Services
COM
254709108
851
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SH
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200
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9200
Discovery Inc.
COM
25470F104
15
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500
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Dolby Laboratories Inc.
COM
25659T107
806
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8100
Dover Corp.
COM
260003108
972
7700
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100
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7600
EOG Resources Inc
COM
26875P101
494
9900
SH
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9900
0
0
EPAM Systems Inc
COM
29414B104
3404
9500
SH
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300
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Eagle Bancorp Inc
COM
268948106
1966
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12600
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East West Bancorp, Inc.
COM
27579R104
847
16700
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300
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16400
Eastman Chemical Co
COM
277432100
762
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200
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7400
Electromed Inc
COM
285409108
21
2120
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2120
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Employers Holdings, Inc.
COM
292218104
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58500
Encore Wire Corporation
COM
292562105
291
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1712
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3100
Ennis Inc
COM
293389102
216
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SH
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3000
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Enova International, Inc.
COM
29357K103
1734
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SH
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Enstar Group Limited
COM
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3897
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SH
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4721
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14300
Equity Lifestyle Properties
COM
29472R108
3840
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Escalade Inc.
COM
296056104
84
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3960
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Exelixis Inc.
COM
30161Q104
554
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SH
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5900
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21700
Exelon Corporation
COM
30161N101
3922
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SH
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32200
0
60700
Expeditors International of WA
COM
302130109
228
2400
SH
SOLE
2400
0
0
Exxon Mobil Corporation
COM
30231G102
7918
192100
SH
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40700
0
151400
F.N.B Corporation PA
COM
302520101
2
193
SH
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193
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FBL Financial Group cl A
COM
30239F106
488
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FTI Consulting, Inc.
COM
302941109
704
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Farmer Mac
COM
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Farmland Partners Inc.
COM
31154R109
18
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SH
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2060
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0
Federated Hermes Inc
COM
314211103
3429
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26800
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Fifth Third Bancorp
COM
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1200
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Financial Institutions Inc.
COM
317585404
56
2490
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2490
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First Busey Corporation
COM
319383204
1237
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SH
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13100
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44300
First Citizens Bancshares cl A
COM
31946M103
6
10
SH
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10
0
0
First Financial Bancorp OH
COM
320209109
2342
133600
SH
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31600
0
102000
First Interstate BancSystem A
COM
32055Y201
3881
95200
SH
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23700
0
71500
First Merchants Corp
COM
320817109
4010
107200
SH
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26800
0
80400
First Mid-Illinois Bancshares
COM
320866106
19
570
SH
SOLE
570
0
0
Flagstar Bancorp Inc
COM
337930705
4039
99100
SH
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24400
0
74700
Flushing Financial Corp
COM
343873105
153
9180
SH
SOLE
9180
0
0
Fonar Corporation
COM
344437405
103
5950
SH
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5950
0
0
Forestar Group
COM
346232101
55
2723
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2723
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FutureFuel Corp
COM
36116M106
145
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GAMCO Investors, Inc.
COM
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GATX Corp.
COM
361448103
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Gaming and Leisure Properties, Inc.
COM
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1333
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Garmin Ltd
COM
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5624
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9700
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37300
General Dynamics Corp.
COM
369550108
5730
38500
SH
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8400
0
30100
Genpact Limited
COM
G3922B107
682
16500
SH
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400
0
16100
Gentex Corporation
COM
371901109
526
15500
SH
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600
0
14900
Genworth Financial Inc
COM
37247D106
1230
325400
SH
SOLE
82300
0
243100
Geo Group Inc
COM
36162J106
1
153
SH
SOLE
153
0
0
Globus Medical Inc
COM
379577208
646
9900
SH
SOLE
200
0
9700
Graham Holdings Company
COM
384637104
5
10
SH
SOLE
10
0
0
Grand Canyon Education, Inc
COM
38526M106
624
6700
SH
SOLE
200
0
6500
Gray Television Inc
COM
389375106
3669
205102
SH
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51302
0
153800
Great Southern Bancorp
COM
390905107
228
4660
SH
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3060
0
1600
Green Brick Partners Inc
COM
392709101
4110
179001
SH
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50201
0
128800
Greene County Bancorp
COM
394357107
19
750
SH
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750
0
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Greif Inc cl A
COM
397624107
3619
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SH
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19287
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57900
Group 1 Automotive, Inc.
COM
398905109
1
5
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5
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H&R Block, Inc.
COM
093671105
373
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SH
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32
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23500
HCA Holdings, Inc.
COM
40412C101
7253
44100
SH
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9900
0
34200
HNI Corporation
COM
404251100
379
11000
SH
SOLE
2600
0
8400
HP Inc.
COM
40434L105
8552
347800
SH
SOLE
64400
0
283400
Hamilton Beach Brands
COM
40701T104
28
1600
SH
SOLE
1600
0
0
Hartford Financial Services
COM
416515104
15
300
SH
SOLE
300
0
0
Heartland Express
COM
422347104
529
29200
SH
SOLE
7200
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22000
Heartland Financial USA
COM
42234Q102
428
10600
SH
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2600
0
8000
Herc Holdings, Inc.
COM
42704L104
1143
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SH
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12900
Hewlett Packard Enterprise Co
COM
42824C109
747
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1800
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61200
Hibbett Sports, Inc.
COM
428567101
0
10
SH
SOLE
10
0
0
Hilltop Holdings Inc.
COM
432748101
1
29
SH
SOLE
29
0
0
Hingham Institution for Saving
COM
433323102
147
680
SH
SOLE
680
0
0
HollyFrontier Corporation
COM
436106108
571
22100
SH
SOLE
700
0
21400
Home Bancshares Inc
COM
436893200
2
109
SH
SOLE
109
0
0
Hope Bancorp
COM
43940T109
3161
289700
SH
SOLE
69700
0
220000
Horace Mann Educators
COM
440327104
824
19600
SH
SOLE
4900
0
14700
Horizon Bancorp
COM
440407104
158
9960
SH
SOLE
9960
0
0
Hormel Foods Corp
COM
440452100
5989
128500
SH
SOLE
26400
0
102100
Hub Group Inc.
COM
443320106
1
15
SH
SOLE
15
0
0
Huntington Ingalls Industries
COM
446413106
1032
6055
SH
SOLE
155
0
5900
Independence Holding Co.
COM
453440307
51
1240
SH
SOLE
1240
0
0
Independent Bank MI
COM
453838609
54
2910
SH
SOLE
2910
0
0
Ingles Markets cl A
COM
457030104
3236
75846
SH
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18746
0
57100
Ingredion Incorporated
COM
457187102
464
5900
SH
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0
0
5900
Innoviva, Inc.
COM
45781M101
3575
288530
SH
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216500
Insight Enterprises, Inc.
COM
45765U103
563
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SH
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5200
Intel Corporation
COM
458140100
6960
139700
SH
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31900
0
107800
Intelligent Systems Corp
COM
45816D100
0
7
SH
SOLE
7
0
0
International Bancshares
COM
459044103
4332
115710
SH
SOLE
28910
0
86800
International Money Express Inc
COM
46005L101
67
4320
SH
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4320
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0
International Paper Co.
COM
460146103
6225
125200
SH
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24300
0
100900
Iradimed Corp.
COM
46266A109
18
800
SH
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800
0
0
JPMorgan Chase & Co.
COM
46625H100
10229
80500
SH
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18600
0
61900
Jazz Pharmaceuticals plc
COM
G50871105
2377
14400
SH
SOLE
0
0
14400
JetBlue Airways Corp
COM
477143101
10
700
SH
SOLE
700
0
0
Johnson Outdoors Inc.
COM
479167108
744
6610
SH
SOLE
2810
0
3800
Kemper Corp
COM
488401100
0
5
SH
SOLE
5
0
0
Kennedy-Wilson Holdings
COM
489398107
3850
215200
SH
SOLE
54700
0
160500
Keurig Dr. Pepper Inc
COM
49271V100
54
1700
SH
SOLE
1700
0
0
Kforce Inc.
COM
493732101
1
34
SH
SOLE
34
0
0
Kimball Electronics, Inc.
COM
49428J109
145
9060
SH
SOLE
9060
0
0
Kimball International cl B
COM
494274103
85
7130
SH
SOLE
7130
0
0
Knoll Inc.
COM
498904200
357
24300
SH
SOLE
1200
0
23100
Kroger Company
COM
501044101
2029
63900
SH
SOLE
17400
0
46500
Kronos Worldwide Inc.
COM
50105F105
2590
173700
SH
SOLE
41300
0
132400
LCI Industries
COM
50189K103
1
5
SH
SOLE
5
0
0
LGI Homes, Inc.
COM
50187T106
1
5
SH
SOLE
5
0
0
LTC Properties
COM
502175102
4
92
SH
SOLE
92
0
0
Laboratory Corp of America
COM
50540R409
855
4200
SH
SOLE
4200
0
0
Lakeland Industries Inc.
COM
511795106
0
15
SH
SOLE
15
0
0
Landstar System Inc.
COM
515098101
1414
10500
SH
SOLE
300
0
10200
Lawson Products Inc.
COM
520776105
35
680
SH
SOLE
680
0
0
Lear Corporation
COM
521865204
6266
39400
SH
SOLE
7700
0
31700
Lennar Corp cl A
COM
526057104
5306
69600
SH
SOLE
8000
0
61600
Liberty Sirius XM
COM
531229607
740
17000
SH
SOLE
400
0
16600
Life Storage, Inc.
COM
53223X107
681
5700
SH
SOLE
0
0
5700
Lifevantage Corp
COM
53222K205
45
4860
SH
SOLE
4860
0
0
Luther Burbank Corporation
COM
550550107
131
13330
SH
SOLE
13330
0
0
LyondellBasell Industries cl A
COM
N53745100
9817
107100
SH
SOLE
19100
0
88000
M&T Bank Corp.
COM
55261F104
7625
59900
SH
SOLE
9500
0
50400
M/I Homes, Inc.
COM
55305B101
2486
56141
SH
SOLE
14441
0
41700
MDC Holdings Inc
COM
552676108
1
22
SH
SOLE
22
0
0
MDU Resources Group
COM
552690109
2
80
SH
SOLE
80
0
0
MGIC Investment Corp.
COM
552848103
940
74900
SH
SOLE
1800
0
73100
MSC Industrial Direct Co.
COM
553530106
709
8400
SH
SOLE
300
0
8100
MSG Networks Inc.
COM
553573106
3384
229558
SH
SOLE
56658
0
172900
MVB Financial
COM
553810102
18
790
SH
SOLE
790
0
0
Macatawa Bank Corp
COM
554225102
70
8360
SH
SOLE
8360
0
0
Malibu Boats Inc
COM
56117J100
0
5
SH
SOLE
5
0
0
ManpowerGroup Inc
COM
56418H100
703
7800
SH
SOLE
200
0
7600
Marine Products Corp
COM
568427108
744
51160
SH
SOLE
21160
0
30000
Marinemax Inc
COM
567908108
1072
30600
SH
SOLE
7900
0
22700
Marten Transport, Ltd.
COM
573075108
1385
80400
SH
SOLE
22400
0
58000
Mastech Digital
COM
57633B100
9
570
SH
SOLE
570
0
0
Matson Inc.
COM
57686G105
3436
60321
SH
SOLE
15021
0
45300
McGrath RentCorp
COM
580589109
1684
25100
SH
SOLE
6000
0
19100
Medical Properties Trust Inc
COM
58463J304
1273
58400
SH
SOLE
6000
0
52400
Mercantile Bank Corp
COM
587376104
135
4980
SH
SOLE
4980
0
0
Merchants Bancorp
COM
58844R108
147
5320
SH
SOLE
5320
0
0
Mercury General Corp.
COM
589400100
2
44
SH
SOLE
44
0
0
Meridian Bancorp Inc
COM
58958U103
20
1360
SH
SOLE
1360
0
0
MetLife, Inc.
COM
59156R108
183
3900
SH
SOLE
3900
0
0
Methode Electronics Inc
COM
591520200
3373
88114
SH
SOLE
21614
0
66500
Metrocity Bankshares
COM
59165J105
8
570
SH
SOLE
570
0
0
Metropolitan Bank Holding Corp
COM
591774104
42
1150
SH
SOLE
1150
0
0
Micron Technology Inc
COM
595112103
7420
98700
SH
SOLE
22600
0
76100
Mid-America Apartment
COM
59522J103
51
400
SH
SOLE
400
0
0
Miller Industries Inc.
COM
600551204
133
3510
SH
SOLE
3510
0
0
Minerals Technologies
COM
603158106
1301
20937
SH
SOLE
4937
0
16000
Mohawk Industries Inc
COM
608190104
1
5
SH
SOLE
5
0
0
Molina Healthcare, Inc.
COM
60855R100
3998
18800
SH
SOLE
2800
0
16000
Morgan Stanley
COM
617446448
7045
102800
SH
SOLE
20800
0
82000
Mueller Industries, Inc.
COM
624756102
793
22600
SH
SOLE
5800
0
16800
NACCO Industries cl A
COM
629579103
56
2120
SH
SOLE
2120
0
0
NI Holdings Inc.
COM
65342T106
89
5440
SH
SOLE
5440
0
0
NL Industries Inc.
COM
629156407
61
12710
SH
SOLE
12710
0
0
NVR Inc.
COM
62944T105
4529
1110
SH
SOLE
260
0
850
National Fuel Gas Co.
COM
636180101
1213
29500
SH
SOLE
800
0
28700
National General Holdings Corp
COM
636220303
2728
79800
SH
SOLE
18000
0
61800
National HealthCare Corp
COM
635906100
1302
19600
SH
SOLE
4300
0
15300
National Presto Industries
COM
637215104
1353
15300
SH
SOLE
3900
0
11400
National Western Life Group A
COM
638517102
2663
12900
SH
SOLE
3000
0
9900
Natural Grocers By Vitamin Cottage Inc
COM
63888U108
19
1370
SH
SOLE
1370
0
0
Natural Health Trends Corp
COM
63888P406
17
3500
SH
SOLE
3500
0
0
Nelnet Inc
COM
64031N108
3421
48016
SH
SOLE
12016
0
36000
NewMarket Corporation
COM
651587107
4
11
SH
SOLE
11
0
0
Newmark Group
COM
65158N102
208
28500
SH
SOLE
2200
0
26300
Northern Trust Corp.
COM
665859104
1937
20800
SH
SOLE
500
0
20300
Nucor Corporation
COM
670346105
7947
149400
SH
SOLE
24200
0
125200
Old Dominion Freight
COM
679580100
2206
11300
SH
SOLE
0
0
11300
One Liberty Properties Inc.
COM
682406103
127
6327
SH
SOLE
6327
0
0
Onemain Holdings Inc
COM
68268W103
851
17670
SH
SOLE
670
0
17000
Oppenheimer Holdings
COM
683797104
57
1820
SH
SOLE
1820
0
0
Oracle Corporation
COM
68389X105
110
1700
SH
SOLE
1700
0
0
Orion Engineered Carbons
COM
L72967109
1617
94348
SH
SOLE
21648
0
72700
Oshkosh Corporation
COM
688239201
448
5200
SH
SOLE
0
0
5200
PC Connection, Inc.
COM
69318J100
2243
47427
SH
SOLE
11327
0
36100
PPL Corp.
COM
69351T106
623
22100
SH
SOLE
400
0
21700
PQ Group Holdings Inc
COM
73943T103
745
52240
SH
SOLE
12840
0
39400
PS Business Parks Inc
COM
69360J107
1
10
SH
SOLE
10
0
0
Paccar Inc.
COM
693718108
6376
73900
SH
SOLE
13800
0
60100
Pangaea Logistics Solutions
COM
G6891L105
81
29120
SH
SOLE
29120
0
0
Park-Ohio Holdings Co
COM
700666100
1086
35160
SH
SOLE
12460
0
22700
Parke Bancorp, Inc.
COM
700885106
45
2860
SH
SOLE
2860
0
0
Parsons Corporation
COM
70202L102
1734
47612
SH
SOLE
11912
0
35700
Patrick Industries Inc.
COM
703343103
1643
24033
SH
SOLE
6133
0
17900
Penn Virginia Corp
COM
70788V102
475
46800
SH
SOLE
11100
0
35700
PennyMac Financial Service Inc
COM
70932M107
453
6910
SH
SOLE
1110
0
5800
Penske Automotive Group, Inc.
COM
70959W103
1038
17479
SH
SOLE
579
0
16900
Phibro Animal Health Corp CL A
COM
71742Q106
260
13400
SH
SOLE
3300
0
10100
Piedmont Office Realty Trust,
COM
720190206
3738
230300
SH
SOLE
58200
0
172100
Pilgrims Pride Corp
COM
72147K108
488
24880
SH
SOLE
780
0
24100
Pool Corporation
COM
73278L105
708
1900
SH
SOLE
1900
0
0
Popular Inc.
COM
733174700
5
83
SH
SOLE
83
0
0
Preformed Line Products
COM
740444104
117
1710
SH
SOLE
1710
0
0
Prestige Brand Holdings
COM
74112D101
258
7400
SH
SOLE
600
0
6800
Primerica, Inc.
COM
74164M108
1
5
SH
SOLE
5
0
0
Primoris Services Corp.
COM
74164F103
2694
97573
SH
SOLE
27573
0
70000
Principal Financial Group, Inc.
COM
74251V102
5517
111200
SH
SOLE
22400
0
88800
Pro-Dex Inc
COM
74265M205
56
1820
SH
SOLE
1820
0
0
Progressive Corp.
COM
743315103
7287
73700
SH
SOLE
16900
0
56800
Prosight Global Inc
COM
74349J103
57
4410
SH
SOLE
4410
0
0
Prudential Financial Inc
COM
744320102
6527
83600
SH
SOLE
4100
0
79500
Public Storage, Inc.
COM
74460D109
531
2300
SH
SOLE
2300
0
0
PulteGroup, Inc.
COM
745867101
501
11627
SH
SOLE
27
0
11600
QCR Holdings, Inc.
COM
74727A104
158
3980
SH
SOLE
3980
0
0
Quest Diagnostics Inc.
COM
74834L100
1835
15400
SH
SOLE
0
0
15400
Quidel Corp
COM
74838J101
1617
9000
SH
SOLE
2000
0
7000
RBB Bancorp
COM
74930B105
120
7810
SH
SOLE
7810
0
0
RMR Group
COM
74967R106
681
17639
SH
SOLE
2839
0
14800
Radian Group, Inc.
COM
750236101
134
6607
SH
SOLE
107
0
6500
Ramaco Resources Inc
COM
75134P303
11
3700
SH
SOLE
3700
0
0
Rayonier Advanced Materials
COM
75508B104
121
18570
SH
SOLE
18570
0
0
Regional Management Corp.
COM
75902K106
47
1580
SH
SOLE
1580
0
0
Reliance Steel & Aluminum
COM
759509102
742
6200
SH
SOLE
100
0
6100
Republic Bancorp KY
COM
760281204
2235
61960
SH
SOLE
21660
0
40300
Republic Services Inc.
COM
760759100
5297
55000
SH
SOLE
800
0
54200
Robert Half International Inc.
COM
770323103
556
8900
SH
SOLE
200
0
8700
Rush Enterprises Inc
COM
781846209
3963
95676
SH
SOLE
23926
0
71750
Ryerson Holding Corporation
COM
783754104
176
12910
SH
SOLE
12910
0
0
SEI Investments Co.
COM
784117103
5
81
SH
SOLE
81
0
0
SVB Financial Group
COM
78486Q101
27
70
SH
SOLE
70
0
0
Santander Consumer USA Holdings Inc.
COM
80283M101
947
43009
SH
SOLE
1009
0
42000
Saul Centers Inc.
COM
804395101
286
9033
SH
SOLE
2333
0
6700
Schneider National Inc.
COM
80689H102
586
28324
SH
SOLE
224
0
28100
Security National Financial
COM
814785309
9
1020
SH
SOLE
1020
0
0
Sierra Bancorp
COM
82620P102
16
680
SH
SOLE
680
0
0
Silgan Holdings Inc.
COM
827048109
4
107
SH
SOLE
107
0
0
SkyWest Inc.
COM
830879102
1286
31900
SH
SOLE
8800
0
23100
Skyworks Solutions, Inc.
COM
83088M102
15
100
SH
SOLE
100
0
0
Snap-On Inc.
COM
833034101
103
600
SH
SOLE
600
0
0
Southern Copper Corp.
COM
84265V105
6974
107100
SH
SOLE
24700
0
82400
Southern MO Bancorp
COM
843380106
96
3170
SH
SOLE
3170
0
0
SpartanNash Company
COM
847215100
1
41
SH
SOLE
41
0
0
Sprouts Farmers Market
COM
85208M102
503
25000
SH
SOLE
700
0
24300
Starwood Property Trust, Inc.
COM
85571B105
10
500
SH
SOLE
500
0
0
State Street Corporation
COM
857477103
1652
22700
SH
SOLE
5700
0
17000
Steel Dynamics Inc.
COM
858119100
1844
50023
SH
SOLE
1023
0
49000
Steris PLC
COM
G8473T100
2180
11500
SH
SOLE
3000
0
8500
Sterling Bancorp
COM
85917A100
1
31
SH
SOLE
31
0
0
Sterling Bancorp Inc
COM
85917W102
791
174140
SH
SOLE
53040
0
121100
Stifel Financial Corp
COM
860630102
2
34
SH
SOLE
34
0
0
Summit Fincl Group Inc.
COM
86606G101
40
1800
SH
SOLE
1800
0
0
Superior Group of Companies
COM
868358102
47
2040
SH
SOLE
2040
0
0
Supernus Pharmaceuticals Inc
COM
868459108
1
38
SH
SOLE
38
0
0
Synchrony Financial
COM
87165B103
4481
129100
SH
SOLE
14800
0
114300
Synnex Corporation
COM
87162W100
391
4800
SH
SOLE
100
0
4700
Systemax Inc
COM
871851101
249
6946
SH
SOLE
1746
0
5200
TEGNA Inc.
COM
87901J105
3
184
SH
SOLE
184
0
0
Telephone & Data Systems
COM
879433829
3
154
SH
SOLE
154
0
0
Tempur-Sealy International Inc
COM
88023U101
432
16000
SH
SOLE
0
0
16000
The Michaels Companies, Inc.
COM
59408Q106
494
37970
SH
SOLE
8670
0
29300
Timberland Bancorp Inc.
COM
887098101
11
450
SH
SOLE
450
0
0
Timken Company
COM
887389104
3
40
SH
SOLE
40
0
0
Toll Brothers Inc
COM
889478103
17
400
SH
SOLE
400
0
0
Tootsie Roll Industries Inc.
COM
890516107
706
23775
SH
SOLE
6586
0
17189
Towne Bank
COM
89214P109
3991
169968
SH
SOLE
42919
0
127049
Tri Pointe Group
COM
87265H109
1
84
SH
SOLE
84
0
0
Trinet Group Inc
COM
896288107
1
15
SH
SOLE
15
0
0
Triple-S Management Corp
COM
896749108
36
1690
SH
SOLE
1690
0
0
Triton International Ltd
COM
G9078F107
3898
80363
SH
SOLE
20363
0
60000
Trustmark Corporation
COM
898402102
582
21300
SH
SOLE
5300
0
16000
Turtle Beach Corp
COM
900450206
268
12422
SH
SOLE
3722
0
8700
Tyson Foods
COM
902494103
6109
94800
SH
SOLE
15800
0
79000
USANA Health Sciences, Inc.
COM
90328M107
16
210
SH
SOLE
210
0
0
Ubiquiti Inc.
COM
90353W103
4094
14700
SH
SOLE
2100
0
12600
United States Cellular Corp
COM
911684108
3
103
SH
SOLE
103
0
0
United States Lime & Minerals
COM
911922102
154
1350
SH
SOLE
1350
0
0
United Therapeutics Corp.
COM
91307C102
531
3500
SH
SOLE
100
0
3400
Unity Bancorp Inc
COM
913290102
12
670
SH
SOLE
670
0
0
Universal Corporation
COM
913456109
695
14300
SH
SOLE
5400
0
8900
Universal Health Services
COM
913903100
1004
7300
SH
SOLE
1300
0
6000
Universal Logistics Holdings,
COM
91388P105
129
6252
SH
SOLE
6252
0
0
Unum Group
COM
91529Y106
2
78
SH
SOLE
78
0
0
Urstadt Biddle Prop cl A
COM
917286205
142
10080
SH
SOLE
10080
0
0
Utah Medical Products Inc.
COM
917488108
10
120
SH
SOLE
120
0
0
VICI Properties Inc
COM
925652109
620
24300
SH
SOLE
0
0
24300
VMware, Inc. Cl A
COM
928563402
4306
30700
SH
SOLE
6800
0
23900
VSE Corporation
COM
918284100
144
3740
SH
SOLE
3740
0
0
Value Line Inc.
COM
920437100
45
1360
SH
SOLE
1360
0
0
Valvoline
COM
92047W101
21
900
SH
SOLE
900
0
0
Verizon Communications, Inc.
COM
92343V104
8272
140800
SH
SOLE
32400
0
108400
Village Super Market
COM
927107409
63
2860
SH
SOLE
2860
0
0
Vishay Precision Group Inc
COM
92835K103
29
935
SH
SOLE
935
0
0
W&T Offshore Inc.
COM
92922P106
621
286010
SH
SOLE
96710
0
189300
W.W. Grainger Inc.
COM
384802104
82
200
SH
SOLE
200
0
0
Walker & Dunlop, Inc.
COM
93148P102
285
3100
SH
SOLE
0
0
3100
Warrior Met Coal, Llc
COM
93627C101
3759
176300
SH
SOLE
43900
0
132400
Waterstone Financial, Inc (MD)
COM
94188P101
9
460
SH
SOLE
460
0
0
Webster Financial Corp
COM
947890109
1
35
SH
SOLE
35
0
0
Weingarten Realty Investors
COM
948741103
570
26304
SH
SOLE
1204
0
25100
Weis Markets Inc.
COM
948849104
1729
36157
SH
SOLE
9257
0
26900
Wells Fargo & Company
COM
949746101
5372
178000
SH
SOLE
42300
0
135700
West Pharmaceutical Services
COM
955306105
680
2400
SH
SOLE
2400
0
0
Western Alliance Bancorp
COM
957638109
5
78
SH
SOLE
78
0
0
Westlake Chemical Corporation
COM
960413102
1577
19328
SH
SOLE
428
0
18900
Weyco Group Inc.
COM
962149100
102
6440
SH
SOLE
6440
0
0
Willis Lease Finance
COM
970646105
97
3170
SH
SOLE
3170
0
0
Winmark Corporation
COM
974250102
836
4500
SH
SOLE
1100
0
3400
Wintrust Financial Corp
COM
97650W108
0
7
SH
SOLE
7
0
0
Worthington Industries
COM
981811102
1869
36400
SH
SOLE
7300
0
29100
Zynex Inc
COM
98986M103
12
900
SH
SOLE
900
0
0
ePlus Inc.
COM
294268107
952
10819
SH
SOLE
2819
0
8000