Chief Compliance Officer

0001142941-22-000004.txt : 20220419 0001142941-22-000004.hdr.sgml : 20220419 20220419162707 ACCESSION NUMBER: 0001142941-22-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220419 DATE AS OF CHANGE: 20220419 EFFECTIVENESS DATE: 20220419 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: 22835197 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 03-31-2022 03-31-2022 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 04-19-2022 0 379 167925 false INFORMATION TABLE 2 Report_13F-20220331.xml DENALI13F20220331 1-800-Flowers.com cl A COM 68243Q106 0 26 SH SOLE 26 0 26 1st Source Corporation COM 336901103 273 5900 SH SOLE 1300 0 1300 A-Mark Precious Metals COM 00181T107 217 2800 SH SOLE 1500 0 1500 AFLAC INC COM COM 001055102 251 3900 SH SOLE 800 0 3900 AMC Networks Inc. cl A COM 00164V103 1412 34751 SH SOLE 51 0 8851 AXOS Financial Inc COM 05465C100 3753 80900 SH SOLE 18800 0 19600 Aaron's, Inc. COM 00258W108 2 87 SH SOLE 5755 0 87 Academy Sports and Outdoors COM 00402L107 1269 32200 SH SOLE 4800 0 5700 Acco Brands Corporation COM 00081T108 3789 473603 SH SOLE 121747 0 121703 Acushnet Holdings Corp. COM 005098108 2770 68800 SH SOLE 3000 0 16700 Advansix Inc COM 00773T101 107 2100 SH SOLE 5616 0 0 Aersale Corp COM 00810F106 60 3800 SH SOLE 0 0 0 Agco Corporation COM 001084102 15 100 SH SOLE 0 0 100 Air Lease Corp. Cl A COM 00912X302 33 749 SH SOLE 849 0 749 Albertsons Companies COM 013091103 138 4152 SH SOLE 3018 0 4152 Aligos Therapeutics COM 01626L105 34 16000 SH SOLE 0 0 0 Alleghany Corp COM 017175100 3 4 SH SOLE 0 0 4 Alliance Data Systems Corp COM 018581108 1 21 SH SOLE 12 0 21 Allied Motion Technologies COM 019330109 33 1100 SH SOLE 0 0 0 Allison Transmission Holdings COM 01973R101 34 856 SH SOLE 883 0 856 Allstate Corp. COM 020002101 319 2300 SH SOLE 3900 0 2300 Alpha and Omega Semiconductor COM G6331P104 77 1411 SH SOLE 11 0 11 Alphabet Inc. Class A COM 02079K305 1029 370 SH SOLE 300 0 370 Amalgamated Financial COM 022671101 117 6500 SH SOLE 0 0 0 Amdocs Limited COM G02602103 66 800 SH SOLE 600 0 800 Amerant Bancorp COM 023576101 79 2500 SH SOLE 0 0 0 Amerco COM 023586100 310 520 SH SOLE 488 0 520 American Equity Investment COM 025676206 1082 27100 SH SOLE 8600 0 8600 American National Insur. COM 02772A109 2270 12005 SH SOLE 2905 0 2905 Amkor Technology Inc COM 031652100 3 137 SH SOLE 113 0 137 Angel Oak Mortgage COM 03464Y108 34 2100 SH SOLE 0 0 0 Apartment Income REIT COM 03750L109 1 24 SH SOLE 0 0 24 Apartment Invest& Mang A COM 03748R747 2 295 SH SOLE 295 0 295 Apollo Commercial Real Estate COM 03762U105 999 71700 SH SOLE 10400 0 10400 Arch Capital Group Ltd. COM G0450A105 799 16500 SH SOLE 18500 0 16500 Archer Daniels Midland COM 039483102 560 6200 SH SOLE 4800 0 6200 Arcutis Biotherapeutics COM 03969K108 71 3700 SH SOLE 0 0 0 Arrow Electronics Inc COM 042735100 12 100 SH SOLE 100 0 100 Asbury Automotive Group COM 043436104 1 4 SH SOLE 6 0 4 Atlantic Union Bacncshares COM 04911A107 1273 34700 SH SOLE 0 0 8700 Atlanticus Holdings COM 04914Y102 394 7600 SH SOLE 1700 0 1700 AutoNation Inc. COM 05329W102 21 213 SH SOLE 204 0 213 AutoZone Inc. COM 053332102 143 70 SH SOLE 190 0 70 Avangrid Inc. COM 05351W103 500 10700 SH SOLE 8600 0 10700 B. Riley Financial COM 05580M108 231 3300 SH SOLE 14 0 0 BOK Financial Corp. COM 05561Q201 6 62 SH SOLE 62 0 62 BancFirst Corp OK COM 05945F103 3029 36400 SH SOLE 6400 0 9100 Bank OZK COM 06417N103 2 38 SH SOLE 38 0 38 Bank of America Corp COM 060505104 824 20000 SH SOLE 18700 0 20000 Bank of NT Butterfield LTD COM G0772R208 4176 116384 SH SOLE 28984 0 28984 Bank of New York Mellon Corp. COM 064058100 313 6300 SH SOLE 700 0 6300 Barrett Business Services COM 068463108 85 1100 SH SOLE 0 0 0 Berkshire Hathaway cl B COM 084670702 1570 4450 SH SOLE 4200 0 4450 Berry Global Group COM 08579W103 12 200 SH SOLE 0 0 200 Best Buy Inc. COM 086516101 18 200 SH SOLE 2400 0 200 Big Five Sporting Goods COM 08915P101 27 1600 SH SOLE 0 0 0 Biogen Inc. COM 09062X103 337 1600 SH SOLE 1000 0 1600 Bioventus Inc COM 09075A108 49 3500 SH SOLE 0 0 0 Bluebird Bio COM 09609G100 49 10100 SH SOLE 0 0 0 Bluelinx Holdings COM 09624H208 2136 29714 SH SOLE 6923 0 6814 Boise Cascade LLC COM 09739D100 3557 51200 SH SOLE 15621 0 13300 BorgWarner Inc. COM 099724106 12 300 SH SOLE 300 0 300 Brigham Minerals COM 10918L103 217 8500 SH SOLE 0 0 0 Brightsphere Investment Group COM 10948W103 441 18167 SH SOLE 2047 0 1121 Brown-Forman cl B COM 115637209 20 300 SH SOLE 0 0 300 Business First Bancshares COM 12326C105 39 1600 SH SOLE 0 0 0 Byline Bancorp Inc. COM 124411109 197 7400 SH SOLE 0 0 0 CACI International, Inc. COM 127190304 30 100 SH SOLE 100 0 100 CBRE Group, Inc. COM 12504L109 613 6700 SH SOLE 6900 0 6700 CBTX Inc COM 12481V104 105 3400 SH SOLE 0 0 0 CDW Corporation COM 12514G108 54 300 SH SOLE 0 0 300 CNA Financial Corp. COM 126117100 78 1600 SH SOLE 1600 0 1600 CNO Financial Group, Inc. COM 12621E103 409 16300 SH SOLE 0 0 4800 CRA International Inc COM 12618T105 93 1100 SH SOLE 0 0 0 CTO Realty Growth Inc COM 22948Q101 146 2200 SH SOLE 0 0 0 Carlyle Finance LLC COM 14316J108 127 2600 SH SOLE 4600 0 2600 Casey's General Stores, Inc. COM 147528103 20 100 SH SOLE 100 0 100 Cathay General Bancorp COM 149150104 82 1831 SH SOLE 20331 0 1831 Celanese Corporation COM 150870103 686 4800 SH SOLE 4700 0 4800 Central Garden&Pet cl A COM 153527205 738 18100 SH SOLE 2400 0 2400 Centrus Energy COM 15643U104 40 1200 SH SOLE 0 0 0 Cincinnati Financial Corp COM 172062101 707 5200 SH SOLE 4800 0 5200 Cirrus Logic Inc. COM 172755100 25 300 SH SOLE 300 0 300 Citi Trends COM 17306X102 56 1817 SH SOLE 6 0 17 Citigroup Inc. COM 172967424 139 2600 SH SOLE 6900 0 2600 Codiak Biosciences COM 192010106 41 6500 SH SOLE 0 0 0 Collegium Pharmaceuticals COM 19459J104 35 1700 SH SOLE 0 0 0 Conn's, Inc. COM 208242107 31 2000 SH SOLE 0 0 0 Consol Energy Inc COM 20854L108 1062 28217 SH SOLE 0 0 11817 Consumer Portfolio Services COM 210502100 87 8600 SH SOLE 0 0 0 Containers Store Group COM 210751103 61 7500 SH SOLE 0 0 0 Continental Resources, Inc. COM 212015101 501 8163 SH SOLE 5313 0 8163 Costamare Inc COM Y1771G102 4989 292638 SH SOLE 70692 0 73838 Covenant Logistics Grp COM 22284P105 52 2400 SH SOLE 0 0 0 Cowen Inc COM 223622606 131 4829 SH SOLE 29 0 29 Cummins Inc. COM 231021106 41 200 SH SOLE 600 0 200 Curo Group Holdings Corp COM 23131L107 119 9100 SH SOLE 0 0 0 Customers Bancorp Inc COM 23204G100 460 8831 SH SOLE 16200 0 5231 D.R. Horton Inc. COM 23331A109 335 4500 SH SOLE 700 0 4500 DISH Network Corp cl A COM 25470M109 212 6700 SH SOLE 12500 0 6700 DLH Holdings COM 23335Q100 106 5600 SH SOLE 0 0 0 DTE Energy Corp. COM 233331107 185 1400 SH SOLE 200 0 1400 DaVita HealthCare Partners Inc COM 23918K108 204 1800 SH SOLE 1600 0 1800 Deciphera Pharmaceuticals COM 24344T101 73 7900 SH SOLE 0 0 0 Dell Inc. COM 24703L202 668 13300 SH SOLE 11600 0 13300 Dicks Sporting Goods Inc COM 253393102 1 8 SH SOLE 0 0 8 Discover Financial Services COM 254709108 430 3900 SH SOLE 4200 0 3900 Dorian LPG Ltd. COM Y2106R110 2070 142843 SH SOLE 18500 0 35543 Duluth Holdings COM 26443V101 26 2100 SH SOLE 0 0 0 Eagle Bancorp Inc COM 268948106 2064 36200 SH SOLE 11000 0 10300 Earthstone Energy COM 27032D304 623 49300 SH SOLE 0 0 8700 Ebix Inc COM 278715206 1 20 SH SOLE 0 0 20 Employers Holdings, Inc. COM 292218104 4315 105200 SH SOLE 25100 0 25900 Encore Capital Group, Inc. COM 292554102 376 6000 SH SOLE 3700 0 1800 Encore Wire Corporation COM 292562105 1415 12406 SH SOLE 3313 0 2806 Enova International, Inc. COM 29357K103 2755 72553 SH SOLE 16025 0 18953 Enstar Group Limited COM G3075P101 4283 16400 SH SOLE 3900 0 4100 Entergy Corp COM 29364G103 35 300 SH SOLE 300 0 300 Erie Indemnity Co cl A COM 29530P102 5 26 SH SOLE 15 0 26 Esperion Therapeutics COM 29664W105 49 10500 SH SOLE 0 0 0 Essent Group COM G3198U102 1 28 SH SOLE 38 0 28 Exelixis Inc. COM 30161Q104 16 700 SH SOLE 700 0 700 Expeditors International of WA COM 302130109 279 2700 SH SOLE 300 0 2700 F.N.B Corporation PA COM 302520101 2 193 SH SOLE 193 0 193 FS Bancorp Inc. COM 30263Y104 31 1000 SH SOLE 0 0 0 Falcon Minerals Corp COM 30607B109 185 27400 SH SOLE 0 0 0 Farmer Mac COM 313148306 1779 16400 SH SOLE 3200 0 3200 Fidelity National Fin Inc. COM 31620R303 264 5400 SH SOLE 3300 0 5400 First Financial Bancorp OH COM 320209109 3546 153845 SH SOLE 31600 0 38545 First Internet Bancorp COM 320557101 60 1400 SH SOLE 0 0 0 Fonar Corporation COM 344437405 93 5000 SH SOLE 0 0 0 Foot Locker Inc COM 344849104 0 16 SH SOLE 16 0 16 Forestar Group COM 346232101 1351 76096 SH SOLE 14890 0 17996 Forma Therapeutics Holdings COM 34633R104 39 4200 SH SOLE 0 0 0 Franklin Resources Inc COM 354613101 31 1100 SH SOLE 0 0 1100 Fulcrum Therapeutics COM 359616109 92 3900 SH SOLE 0 0 0 G-III Apparel Group COM 36237H101 239 8832 SH SOLE 32 0 3932 GAMCO Investors, Inc. COM 361438104 1361 61542 SH SOLE 25900 0 25900 Gaming and Leisure Properties, Inc. COM 36467J108 21 446 SH SOLE 346 0 446 Gates Industrial Corp COM G39108108 4 296 SH SOLE 0 0 296 General Dynamics Corp. COM 369550108 699 2900 SH SOLE 3500 0 2900 General Motors Company COM 37045V100 337 7700 SH SOLE 8100 0 7700 Genworth Financial Inc COM 37247D106 633 167500 SH SOLE 41000 0 41000 Global Industrial Co. COM 37892E102 606 18800 SH SOLE 3900 0 3900 Globe Life COM 37959E102 4 38 SH SOLE 19 0 38 Goldman Sachs Group Inc COM 38141G104 330 1000 SH SOLE 1700 0 1000 Graftech International Ltd COM 384313508 3519 365837 SH SOLE 93137 0 93137 Graham Holdings Company COM 384637104 4531 7410 SH SOLE 1911 0 1910 Gray Television Inc COM 389375106 4162 188572 SH SOLE 48072 0 46472 Greenhill & Co Inc. COM 395259104 63 4100 SH SOLE 0 0 0 Greif Inc cl A COM 397624107 4854 74607 SH SOLE 17494 0 18807 Gritstone Bio COM 39868T105 19 4600 SH SOLE 0 0 0 Group 1 Automotive, Inc. COM 398905109 2 10 SH SOLE 10 0 10 H&R Block, Inc. COM 093671105 2 73 SH SOLE 155 0 73 HCA Holdings, Inc. COM 40412C101 376 1500 SH SOLE 2800 0 1500 HF Sinclair Corp COM 403949100 36 900 SH SOLE 0 0 900 HP Inc. COM 40434L105 494 13600 SH SOLE 21100 0 13600 Hackett Group Inc COM 404609109 58 2500 SH SOLE 0 0 0 Hamilton Beach Brands COM 40701T104 28 2400 SH SOLE 0 0 0 Hawaiian Electric Industries COM 419870100 6 138 SH SOLE 103 0 138 Hawkins Inc COM 420261109 41 900 SH SOLE 0 0 0 Heartland Financial USA COM 42234Q102 1331 27833 SH SOLE 4033 0 6633 Henry Schein Inc. COM 806407102 532 6100 SH SOLE 5300 0 6100 Highwoods Properties COM 431284108 14 300 SH SOLE 300 0 300 Hilltop Holdings Inc. COM 432748101 4166 141709 SH SOLE 31209 0 35609 Hologic Inc. COM 436440101 184 2400 SH SOLE 0 0 2400 Home Bancorp, Inc. COM 43689E107 45 1100 SH SOLE 0 0 0 Home Bancshares Inc COM 436893200 2 76 SH SOLE 94 0 76 Hope Bancorp COM 43940T109 3965 246600 SH SOLE 35300 0 54600 Horizon Bancorp COM 440407104 304 16300 SH SOLE 0 0 4100 Hormel Foods Corp COM 440452100 356 6900 SH SOLE 8700 0 6900 Huntington Ingalls Industries COM 446413106 38 190 SH SOLE 190 0 190 Huttig Building Products COM 448451104 39 3700 SH SOLE 0 0 0 Independent Bank Grp COM 45384B106 1921 27000 SH SOLE 0 0 6800 Ingles Markets cl A COM 457030104 4920 55255 SH SOLE 13855 0 13855 Innoviva, Inc. COM 45781M101 4418 228322 SH SOLE 62722 0 57422 Intel Corporation COM 458140100 852 17200 SH SOLE 16700 0 17200 International Bancshares COM 459044103 4196 99400 SH SOLE 22576 0 24800 Intest Corp COM 461147100 45 4200 SH SOLE 0 0 0 Ironwood Pharmaceuticals COM 46333X108 1429 113600 SH SOLE 31500 0 31500 JPMorgan Chase & Co. COM 46625H100 968 7100 SH SOLE 6300 0 7100 Jabil Circuit Inc. COM 466313103 49 800 SH SOLE 900 0 800 Jefferies Financial Group Inc. COM 47233W109 16 500 SH SOLE 0 0 500 Johnson Outdoors Inc. COM 479167108 630 8100 SH SOLE 3100 0 1600 Jones Lang LaSalle Incorporated COM 48020Q107 239 1000 SH SOLE 300 0 1000 KKR & Co. COM 48251W104 41 700 SH SOLE 400 0 700 Kemper Corp COM 488401100 3 48 SH SOLE 48 0 48 Kennedy-Wilson Holdings COM 489398107 4685 192100 SH SOLE 45700 0 48900 Kimball Electronics, Inc. COM 49428J109 148 7400 SH SOLE 22 0 0 Koppers Holdings Inc. COM 50060P106 749 27200 SH SOLE 8600 0 8600 Kronos Worldwide Inc. COM 50105F105 3783 243719 SH SOLE 50119 0 59519 Kura Oncology COM 50127T109 61 3800 SH SOLE 0 0 0 Laboratory Corp of America COM 50540R409 475 1800 SH SOLE 1700 0 1800 Lamar Advertising Co. COM 512816109 23 200 SH SOLE 200 0 200 Lands' End, Inc. COM 51509F105 110 6500 SH SOLE 19 0 0 Landstar System Inc. COM 515098101 15 100 SH SOLE 200 0 100 Lazard LTD. COM G54050102 3 74 SH SOLE 0 0 74 Lazydays Holdings Inc. COM 52110H100 162 8051 SH SOLE 3851 0 51 Lee Enterprises Inc. COM 523768406 51 1900 SH SOLE 0 0 0 Legacy Housing Corporation COM 52472M101 97 4500 SH SOLE 0 0 0 Leidos Holdings, Inc. COM 525327102 22 200 SH SOLE 200 0 200 Lennar Corp cl A COM 526057104 479 5900 SH SOLE 4000 0 5900 Lumber Liquidators Holdings COM 55003T107 25 1800 SH SOLE 0 0 0 Luther Burbank Corporation COM 550550107 155 11700 SH SOLE 0 0 0 LyondellBasell Industries cl A COM N53745100 833 8100 SH SOLE 8800 0 8100 M/I Homes, Inc. COM 55305B101 3946 88966 SH SOLE 18966 0 22366 MDC Holdings Inc COM 552676108 1 27 SH SOLE 27 0 27 MDU Resources Group COM 552690109 1 51 SH SOLE 0 0 51 MGIC Investment Corp. COM 552848103 2 116 SH SOLE 0 0 116 MSC Industrial Direct Co. COM 553530106 34 400 SH SOLE 400 0 400 ManTech International Corp. COM 564563104 1 14 SH SOLE 14 0 14 ManpowerGroup Inc COM 56418H100 19 200 SH SOLE 200 0 200 Marcus & Millichap, Inc. COM 566324109 2228 42300 SH SOLE 9700 0 10200 Marine Products Corp COM 568427108 68 5900 SH SOLE 0 0 0 Marinemax Inc COM 567908108 48 1200 SH SOLE 800 0 0 Markel Corp COM 570535104 487 330 SH SOLE 40 0 330 Marten Transport, Ltd. COM 573075108 867 48800 SH SOLE 9700 0 12900 Merchants Bancorp COM 58844R108 1398 51043 SH SOLE 5629 0 11593 Mercury General Corp. COM 589400100 5 96 SH SOLE 65 0 96 Meritage Homes Corp COM 59001A102 2 26 SH SOLE 11 0 26 MetLife, Inc. COM 59156R108 640 9100 SH SOLE 11400 0 9100 Methode Electronics Inc COM 591520200 377 8725 SH SOLE 14425 0 2225 MidWestOne Finl Grp COM 598511103 50 1500 SH SOLE 0 0 0 Midland States Bancorp Inc COM 597742105 95 3300 SH SOLE 0 0 0 Miller Industries Inc. COM 600551204 34 1200 SH SOLE 0 0 0 Minerals Technologies COM 603158106 490 7400 SH SOLE 3200 0 3200 Molina Healthcare, Inc. COM 60855R100 554 1660 SH SOLE 1960 0 1660 Monarch Casino & Resort COM 609027107 113 1300 SH SOLE 0 0 0 Mr Cooper Group COM 62482R107 1 14 SH SOLE 0 0 14 Mueller Industries, Inc. COM 624756102 4361 80500 SH SOLE 18500 0 20800 NACCO Industries cl A COM 629579103 98 2500 SH SOLE 0 0 0 NBT Bancorp Inc. COM 628778102 1051 29100 SH SOLE 1300 0 7200 NCR Corporation COM 62886E108 24 600 SH SOLE 0 0 600 NRG Energy Inc COM 629377508 15 396 SH SOLE 82 0 396 National Health Investors COM 63633D104 1 9 SH SOLE 9 0 9 National HealthCare Corp COM 635906100 668 9509 SH SOLE 1509 0 2409 National Western Life Group A COM 638517102 1411 6705 SH SOLE 2000 0 1405 Natural Grocers By Vitamin Cottage Inc COM 63888U108 51 2600 SH SOLE 0 0 0 Nature's Sunshine Products COM 639027101 98 5800 SH SOLE 0 0 0 Nelnet Inc COM 64031N108 3520 41416 SH SOLE 11116 0 11116 NetApp, Inc. COM 64110D104 149 1800 SH SOLE 1500 0 1800 NewMarket Corporation COM 651587107 6 18 SH SOLE 18 0 18 Newmark Group COM 65158N102 3304 207563 SH SOLE 51763 0 51763 Nexstar Media Group, Inc. Cl A COM 65336K103 19 100 SH SOLE 100 0 100 Northern Trust Corp. COM 665859104 58 500 SH SOLE 300 0 500 Northrop Grumman Corp COM 666807102 671 1500 SH SOLE 1400 0 1500 Northwest Pipe Co COM 667746101 74 2900 SH SOLE 0 0 0 ONEOK, Inc. COM 682680103 141 2000 SH SOLE 2000 0 2000 OceanFirst Financial COM 675234108 225 11200 SH SOLE 2100 0 2100 Oil-Dri Corp. of Amer COM 677864100 32 1100 SH SOLE 0 0 0 Old Republic Int'l Corp COM 680223104 36 1377 SH SOLE 977 0 1377 Olympic Steel Inc. COM 68162K106 69 1800 SH SOLE 0 0 0 Omeros COrp COM 682143102 43 7100 SH SOLE 0 0 0 Omnicom Group Inc COM 681919106 306 3600 SH SOLE 500 0 3600 One Liberty Properties Inc. COM 682406103 89 2900 SH SOLE 0 0 0 Onemain Holdings Inc COM 68268W103 21 445 SH SOLE 445 0 445 Onewater Marine COM 68280L101 79 2300 SH SOLE 12 0 0 Oppenheimer Holdings COM 683797104 802 18400 SH SOLE 900 0 2100 Oracle Corporation COM 68389X105 769 9300 SH SOLE 7800 0 9300 Orion Engineered Carbons COM L72967109 1778 111341 SH SOLE 25596 0 31641 P.A.M. Transportation COM 693149106 174 5000 SH SOLE 0 0 0 PC Connection, Inc. COM 69318J100 4160 79400 SH SOLE 16111 0 18900 PS Business Parks Inc COM 69360J107 308 1833 SH SOLE 23 0 233 Paccar Inc. COM 693718108 26 300 SH SOLE 400 0 300 Park National Corp OH COM 700658107 328 2500 SH SOLE 0 0 600 Passage Bio COM 702712100 33 10800 SH SOLE 0 0 0 PennyMac Financial Service Inc COM 70932M107 2820 53010 SH SOLE 14210 0 14210 Penske Automotive Group, Inc. COM 70959W103 287 3063 SH SOLE 1559 0 3063 Perdoceo Education Corp COM 71363P106 3007 261900 SH SOLE 62600 0 67200 Phantom Pharmaceuticals COM 71722W107 34 2500 SH SOLE 0 0 0 Photronics Inc. COM 719405102 95 5600 SH SOLE 0 0 0 Piedmont Office Realty Trust, COM 720190206 3695 214574 SH SOLE 37298 0 37274 Pilgrims Pride Corp COM 72147K108 3 119 SH SOLE 119 0 119 Popular Inc. COM 733174700 38 468 SH SOLE 80 1 468 Precision Biosciences COM 74019P108 20 6500 SH SOLE 0 2 0 Preformed Line Products COM 740444104 120 1900 SH SOLE 0 3 0 Primerica, Inc. COM 74164M108 1 6 SH SOLE 10 4 6 Primoris Services Corp. COM 74164F103 729 30600 SH SOLE 5600 5 5600 Principal Financial Group, Inc. COM 74251V102 44 600 SH SOLE 3300 6 600 Progressive Corp. COM 743315103 638 5600 SH SOLE 5000 7 5600 Provention Bio COM 74374N102 51 7000 SH SOLE 0 8 0 Provident Financial Services COM 74386T105 3912 167200 SH SOLE 35700 9 46000 Prudential Financial Inc COM 744320102 43 360 SH SOLE 360 10 360 PulteGroup, Inc. COM 745867101 24 567 SH SOLE 73 11 567 RBB Bancorp COM 74930B105 162 6900 SH SOLE 0 12 0 REX American Resources COM 761624105 120 1200 SH SOLE 0 13 0 RMR Group COM 74967R106 1 28 SH SOLE 28 14 28 Radiant Logistics COM 75025X100 52 8200 SH SOLE 0 15 0 Ramaco Resources Inc COM 75134P303 65 4100 SH SOLE 0 16 0 Raymond James Financial Inc. COM 754730109 49 450 SH SOLE 750 0 450 Regional Management Corp. COM 75902K106 112 2300 SH SOLE 0 0 0 Reliance Steel & Aluminum COM 759509102 37 200 SH SOLE 100 0 200 Republic Bancorp KY COM 760281204 1137 25300 SH SOLE 5500 0 5500 Republic Services Inc. COM 760759100 146 1100 SH SOLE 2500 0 1100 Resources Connection COM 76122Q105 70 4100 SH SOLE 0 0 0 Retractable Technologies Inc COM 76129W105 84 17600 SH SOLE 0 0 0 Revance Therapeutics COM 761330109 127 6500 SH SOLE 0 0 0 Reynolds Consumer Product COM 76171L106 6 206 SH SOLE 218 0 206 Rush Enterprises Inc COM 781846209 4238 83244 SH SOLE 20877 0 20894 Ryerson Holding Corporation COM 783754104 900 25700 SH SOLE 0 0 5700 SEI Investments Co. COM 784117103 3 43 SH SOLE 43 0 43 Safe Bulkers COM Y7388L103 92 19400 SH SOLE 0 0 0 Safety Insurance Group Inc. COM 78648T100 836 9200 SH SOLE 1600 0 3200 Sally Beauty Holdings, Inc. COM 79546E104 596 38100 SH SOLE 0 0 11000 Sanmina Corporation COM 801056102 4525 111950 SH SOLE 28135 0 28150 Saul Centers Inc. COM 804395101 1 26 SH SOLE 36 0 26 Schneider National Inc. COM 80689H102 29 1150 SH SOLE 1150 0 1150 Schweitzer-Mauduit Int'l Inc. COM 808541106 539 19600 SH SOLE 0 0 4900 Security National Financial COM 814785309 32 3200 SH SOLE 0 0 0 Select Medical Holdings Corp COM 81619Q105 3505 146100 SH SOLE 30000 0 36500 Selective Insurance Group COM 816300107 3 29 SH SOLE 0 0 29 Seneca Foods cl A COM 817070501 134 2600 SH SOLE 0 0 0 Shattuck Labs COM 82024L103 43 10000 SH SOLE 0 0 0 Silgan Holdings Inc. COM 827048109 7 155 SH SOLE 155 0 155 SkyWest Inc. COM 830879102 40 1400 SH SOLE 4800 0 1400 Smart Global Holdings Inc COM G8232Y101 1 22 SH SOLE 19 0 22 Sonic Automotive, Inc. COM 83545G102 455 10700 SH SOLE 0 0 1500 South Plains Financial COM 83946P107 120 4500 SH SOLE 0 0 0 Southern Company COM 842587107 718 9900 SH SOLE 10600 0 9900 Southern Copper Corp. COM 84265V105 774 10200 SH SOLE 11800 0 10200 Southern First Bancshares COM 842873101 25 500 SH SOLE 0 0 0 Southern MO Bancorp COM 843380106 65 1300 SH SOLE 0 0 0 Standard Motor Products COM 853666105 1648 38200 SH SOLE 10200 0 10200 Steel Dynamics Inc. COM 858119100 55 664 SH SOLE 435 0 664 Sterling Construction Company COM 859241101 115 4300 SH SOLE 2100 0 0 Stewart Information Services COM 860372101 2140 35300 SH SOLE 2900 0 8700 Stifel Financial Corp COM 860630102 5 76 SH SOLE 76 0 76 Stonex Group COM 861896108 4476 60300 SH SOLE 13200 0 14800 Superior Group of Companies COM 868358102 34 1900 SH SOLE 0 0 0 Synchrony Financial COM 87165B103 359 10300 SH SOLE 10300 0 10300 Synovus Financial Corp COM 87161C501 6 118 SH SOLE 136 0 118 TD Synnex Corporation COM 87162W100 48 461 SH SOLE 357 0 461 TEGNA Inc. COM 87901J105 1 38 SH SOLE 200 0 38 The ONE Group Hospitality Inc COM 88338K103 85 8055 SH SOLE 55 0 55 Timken Company COM 887389104 2 40 SH SOLE 40 0 40 Tiptree Inc COM 88822Q103 91 7100 SH SOLE 0 0 0 Titan Machinery Inc. COM 88830R101 111 3920 SH SOLE 20 0 20 Towne Bank COM 89214P109 4203 140368 SH SOLE 33619 0 35219 Trinet Group Inc COM 896288107 1773 18028 SH SOLE 4239 0 4228 Triton International Ltd COM G9078F107 901 12836 SH SOLE 9744 0 3236 Tronox Holdings COM G9087Q102 1 30 SH SOLE 0 0 30 Truist Financial COM 89832Q109 629 11100 SH SOLE 10500 0 11100 Tupperware Brands Corp. COM 899896104 47 2400 SH SOLE 0 0 0 Twenty-First Century Fox Inc. COM 35137L105 533 13500 SH SOLE 4000 0 13500 Tyson Foods COM 902494103 744 8300 SH SOLE 9300 0 8300 UGI Corp COM 902681105 406 11200 SH SOLE 2049 0 11200 USA Truck Inc COM 902925106 74 3600 SH SOLE 0 0 0 USANA Health Sciences, Inc. COM 90328M107 1669 21013 SH SOLE 5213 0 5213 United States Cellular Corp COM 911684108 3697 122304 SH SOLE 22804 0 30404 United States Lime & Minerals COM 911922102 46 400 SH SOLE 0 0 0 Universal Health Services COM 913903100 14 100 SH SOLE 100 0 100 Universal Logistics Holdings, COM 91388P105 101 5000 SH SOLE 0 0 0 Universal Technical Institute COM 913915104 35 4000 SH SOLE 0 0 0 Unum Group COM 91529Y106 1 30 SH SOLE 0 0 30 Urban One Inc COM 91705J204 39 7500 SH SOLE 0 0 0 Urogen Pharma COM M96088105 36 4100 SH SOLE 0 0 0 VMware, Inc. Cl A COM 928563402 137 1200 SH SOLE 1308 0 1200 Valvoline COM 92047W101 22 700 SH SOLE 0 0 700 Verizon Communications, Inc. COM 92343V104 795 15600 SH SOLE 15500 0 15600 Via Renewables COM 92556D106 19 2300 SH SOLE 0 0 0 Village Super Market COM 927107409 100 4100 SH SOLE 0 0 0 Virtu Financial COM 928254101 1 32 SH SOLE 32 0 32 Vishay Intertechnology Inc. COM 928298108 2619 133600 SH SOLE 38600 0 38600 Vontier Corp COM 928881101 18 700 SH SOLE 700 0 700 Walgreens Boots Alliance Inc COM 931427108 367 8200 SH SOLE 0 0 8200 Walmart Inc. COM 931142103 804 5400 SH SOLE 5100 0 5400 Waters Corporation COM 941848103 310 1000 SH SOLE 1000 0 1000 Weis Markets Inc. COM 948849104 1921 26900 SH SOLE 6800 0 6800 Wells Fargo & Company COM 949746101 257 5300 SH SOLE 6000 0 5300 Western Union COM 959802109 34 1801 SH SOLE 1401 0 1801 Westlake Corporation COM 960413102 279 2257 SH SOLE 664 0 2257 Whirlpool Corporation COM 963320106 35 200 SH SOLE 200 0 200 Williams-Sonoma Inc. COM 969904101 15 100 SH SOLE 0 0 100 World Acceptance Corp COM 981419104 38 200 SH SOLE 0 0 0 World Fuel Services Corp COM 981475106 3105 114829 SH SOLE 19929 0 28929 Worthington Industries COM 981811102 3881 75500 SH SOLE 6100 0 18000 Zumiez Inc. COM 989817101 971 25400 SH SOLE 0 0 7200 Zynex Inc COM 98986M103 48 7700 SH SOLE 0 0 0 ePlus Inc. COM 294268107 718 12800 SH SOLE 400 0 2700