0001142941-22-000006.txt : 20220718
0001142941-22-000006.hdr.sgml : 20220718
20220718163729
ACCESSION NUMBER: 0001142941-22-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220718
DATE AS OF CHANGE: 20220718
EFFECTIVENESS DATE: 20220718
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: 221089565
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
06-30-2022
06-30-2022
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
07-18-2022
0
377
228616
INFORMATION TABLE
2
infotable.xml
1st Source Corporation
COM
336901103
873
19237
SH
SOLE
5037
0
14200
A-Mark Precious Metals
COM
00181T107
32
1000
SH
SOLE
0
0
1000
AFLAC INC COM
COM
001055102
243
4400
SH
SOLE
4400
0
0
AMC Networks Inc. cl A
COM
00164V103
2187
75120
SH
SOLE
20320
0
54800
Academy Sports and Outdoors
COM
00402L107
1144
32200
SH
SOLE
5700
0
26500
Acco Brands Corporation
COM
00081T108
3433
525703
SH
SOLE
136003
0
389700
Acushnet Holdings Corp.
COM
005098108
4222
101300
SH
SOLE
24900
0
76400
Advansix Inc
COM
00773T101
70
2100
SH
SOLE
0
0
2100
Aersale Corp
COM
00810F106
55
3800
SH
SOLE
0
0
3800
Air Lease Corp. Cl A
COM
00912X302
23
697
SH
SOLE
697
0
0
Albertsons Companies
COM
013091103
140
5252
SH
SOLE
5252
0
0
Alexanders Inc.
COM
014752109
511
2300
SH
SOLE
400
0
1900
Allied Motion Technologies
COM
019330109
34
1500
SH
SOLE
0
0
1500
Allison Transmission Holdings
COM
01973R101
33
856
SH
SOLE
856
0
0
Allstate Corp.
COM
020002101
317
2500
SH
SOLE
2500
0
0
Alpha and Omega Semiconductor
COM
G6331P104
47
1411
SH
SOLE
11
0
1400
Alphabet Inc. Class A
COM
02079K305
774
355
SH
SOLE
355
0
0
Altice USA
COM
02156K103
11
1200
SH
SOLE
1200
0
0
Amalgamated Financial
COM
022671101
158
8000
SH
SOLE
0
0
8000
Amdocs Limited
COM
G02602103
625
7500
SH
SOLE
7500
0
0
Amerco
COM
023586100
225
471
SH
SOLE
471
0
0
American Equity Investment
COM
025676206
1442
39435
SH
SOLE
11435
0
28000
Amkor Technology Inc
COM
031652100
881
51994
SH
SOLE
11494
0
40500
Angel Oak Mortgage
COM
03464Y108
27
2100
SH
SOLE
0
0
2100
Apartment Income REIT
COM
03750L109
13
324
SH
SOLE
324
0
0
Apartment Invest& Mang A
COM
03748R747
2
295
SH
SOLE
295
0
0
Arch Capital Group Ltd.
COM
G0450A105
660
14500
SH
SOLE
14500
0
0
Arch Resources Inc
COM
03940R107
29
200
SH
SOLE
0
0
200
Archer Daniels Midland
COM
039483102
334
4300
SH
SOLE
4300
0
0
Arcutis Biotherapeutics
COM
03969K108
55
2600
SH
SOLE
0
0
2600
Arrow Electronics Inc
COM
042735100
11
100
SH
SOLE
100
0
0
Atlantic Union Bacncshares
COM
04911A107
2028
59800
SH
SOLE
15100
0
44700
Atlanticus Holdings
COM
04914Y102
278
7900
SH
SOLE
1700
0
6200
AutoNation Inc.
COM
05329W102
13
120
SH
SOLE
120
0
0
Avangrid Inc.
COM
05351W103
687
14900
SH
SOLE
14900
0
0
B. Riley Financial
COM
05580M108
1
24
SH
SOLE
24
0
0
BBQ Holdings
COM
05551A109
27
2600
SH
SOLE
0
0
2600
BCB Bancorp, Inc.
COM
055298103
29
1700
SH
SOLE
0
0
1700
BOK Financial Corp.
COM
05561Q201
5
62
SH
SOLE
62
0
0
BancFirst Corp OK
COM
05945F103
230
2400
SH
SOLE
2400
0
0
Bank OZK
COM
06417N103
2
59
SH
SOLE
59
0
0
Bank of America Corp
COM
060505104
756
24300
SH
SOLE
24300
0
0
Bank of NT Butterfield LTD
COM
G0772R208
3977
127504
SH
SOLE
32204
0
95300
Bank of New York Mellon Corp.
COM
064058100
304
7300
SH
SOLE
7300
0
0
Barrett Business Services
COM
068463108
66
900
SH
SOLE
0
0
900
Berkshire Hathaway cl B
COM
084670702
1160
4250
SH
SOLE
4250
0
0
Best Buy Inc.
COM
086516101
13
200
SH
SOLE
200
0
0
Big Lots Inc
COM
089302103
19
900
SH
SOLE
900
0
0
Biogen Inc.
COM
09062X103
347
1700
SH
SOLE
1700
0
0
Bioventus Inc
COM
09075A108
24
3500
SH
SOLE
0
0
3500
Bluebird Bio
COM
09609G100
106
25500
SH
SOLE
0
0
25500
Bluelinx Holdings
COM
09624H208
3462
51821
SH
SOLE
12821
0
39000
BorgWarner Inc.
COM
099724106
10
300
SH
SOLE
300
0
0
Bread Financial Holdings
COM
018581108
1
21
SH
SOLE
21
0
0
Brightsphere Investment Group
COM
10948W103
182
10130
SH
SOLE
0
0
10130
Brown-Forman cl B
COM
115637209
35
500
SH
SOLE
500
0
0
Business First Bancshares
COM
12326C105
34
1600
SH
SOLE
0
0
1600
Byline Bancorp Inc.
COM
124411109
176
7400
SH
SOLE
0
0
7400
CACI International, Inc.
COM
127190304
28
100
SH
SOLE
100
0
0
CBRE Group, Inc.
COM
12504L109
648
8800
SH
SOLE
8800
0
0
CDW Corporation
COM
12514G108
47
300
SH
SOLE
300
0
0
CNA Financial Corp.
COM
126117100
72
1600
SH
SOLE
1600
0
0
CNO Financial Group, Inc.
COM
12621E103
295
16300
SH
SOLE
4800
0
11500
CRA International Inc
COM
12618T105
98
1100
SH
SOLE
0
0
1100
CTO Realty Growth Inc
COM
22948Q101
134
2200
SH
SOLE
0
0
2200
Capri Holdings Ltd.
COM
G1890L107
12
300
SH
SOLE
300
0
0
Carlyle Finance LLC
COM
14316J108
33
1035
SH
SOLE
1035
0
0
Carrier Global Corporation
COM
14448C104
29
800
SH
SOLE
800
0
0
Casey's General Stores, Inc.
COM
147528103
18
100
SH
SOLE
100
0
0
Cathay General Bancorp
COM
149150104
1
31
SH
SOLE
31
0
0
Celanese Corporation
COM
150870103
459
3900
SH
SOLE
3900
0
0
Central Garden&Pet cl A
COM
153527205
724
18100
SH
SOLE
2400
0
15700
Centrus Energy
COM
15643U104
30
1200
SH
SOLE
0
0
1200
Century Communities, Inc.
COM
156504300
1
22
SH
SOLE
22
0
0
Cincinnati Financial Corp
COM
172062101
607
5100
SH
SOLE
5100
0
0
Cirrus Logic Inc.
COM
172755100
22
300
SH
SOLE
300
0
0
Cleveland-Cliffs Inc.
COM
185899101
1
45
SH
SOLE
45
0
0
Codiak Biosciences
COM
192010106
26
9100
SH
SOLE
0
0
9100
Collegium Pharmaceuticals
COM
19459J104
53
3000
SH
SOLE
0
0
3000
Commercial Metals Co
COM
201723103
1
34
SH
SOLE
34
0
0
Computer Programs & Systems
COM
205306103
29
900
SH
SOLE
0
0
900
Consumer Portfolio Services
COM
210502100
88
8600
SH
SOLE
0
0
8600
Containers Store Group
COM
210751103
47
7500
SH
SOLE
0
0
7500
Continental Resources, Inc.
COM
212015101
404
6178
SH
SOLE
6178
0
0
Costamare Inc
COM
Y1771G102
3685
304514
SH
SOLE
76914
0
227600
Cummins Inc.
COM
231021106
39
200
SH
SOLE
200
0
0
Curo Group Holdings Corp
COM
23131L107
50
9100
SH
SOLE
0
0
9100
Customers Bancorp Inc
COM
23204G100
1
43
SH
SOLE
43
0
0
D.R. Horton Inc.
COM
23331A109
556
8400
SH
SOLE
8400
0
0
DISH Network Corp cl A
COM
25470M109
43
2400
SH
SOLE
2400
0
0
DLH Holdings
COM
23335Q100
99
6500
SH
SOLE
0
0
6500
DTE Energy Corp.
COM
233331107
190
1500
SH
SOLE
1500
0
0
DaVita HealthCare Partners Inc
COM
23918K108
312
3900
SH
SOLE
3900
0
0
Deciphera Pharmaceuticals
COM
24344T101
104
7900
SH
SOLE
0
0
7900
Dell Inc.
COM
24703L202
628
13600
SH
SOLE
13600
0
0
Dicks Sporting Goods Inc
COM
253393102
2
25
SH
SOLE
25
0
0
Discover Financial Services
COM
254709108
416
4400
SH
SOLE
4400
0
0
Dorian LPG Ltd.
COM
Y2106R110
3077
202443
SH
SOLE
50543
0
151900
Duluth Holdings
COM
26443V101
20
2100
SH
SOLE
0
0
2100
Eagle Bancorp Inc
COM
268948106
1716
36200
SH
SOLE
10300
0
25900
Earthstone Energy
COM
27032D304
1726
126438
SH
SOLE
32338
0
94100
Ebix Inc
COM
278715206
1
57
SH
SOLE
57
0
0
Employers Holdings, Inc.
COM
292218104
3774
90100
SH
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21600
0
68500
Encore Capital Group, Inc.
COM
292554102
24
412
SH
SOLE
412
0
0
Encore Wire Corporation
COM
292562105
1
6
SH
SOLE
6
0
0
Enova International, Inc.
COM
29357K103
2177
75553
SH
SOLE
18953
0
56600
Enstar Group Limited
COM
G3075P101
3509
16400
SH
SOLE
4100
0
12300
Entergy Corp
COM
29364G103
11
100
SH
SOLE
100
0
0
Epsilon Energy
COM
294375209
38
6400
SH
SOLE
0
0
6400
Equity Residential
COM
29476L107
22
300
SH
SOLE
300
0
0
Erie Indemnity Co cl A
COM
29530P102
6
31
SH
SOLE
31
0
0
Essent Group
COM
G3198U102
1
28
SH
SOLE
28
0
0
Exelixis Inc.
COM
30161Q104
15
700
SH
SOLE
700
0
0
Expeditors International of WA
COM
302130109
273
2800
SH
SOLE
2800
0
0
F.N.B Corporation PA
COM
302520101
2
145
SH
SOLE
145
0
0
Farmer Mac
COM
313148306
1660
17000
SH
SOLE
4000
0
13000
Federated Hermes Inc
COM
314211103
108
3400
SH
SOLE
0
0
3400
Fidelity National Fin Inc.
COM
31620R303
196
5300
SH
SOLE
5300
0
0
First Financial Bancorp OH
COM
320209109
3670
189170
SH
SOLE
48270
0
140900
First Guaranty Bancshares
COM
32043P106
24
1000
SH
SOLE
0
0
1000
First Hawaiian, Inc
COM
32051X108
5
204
SH
SOLE
204
0
0
First Internet Bancorp
COM
320557101
52
1400
SH
SOLE
0
0
1400
Fonar Corporation
COM
344437405
50
3300
SH
SOLE
0
0
3300
Foot Locker Inc
COM
344849104
0
16
SH
SOLE
16
0
0
Forestar Group
COM
346232101
1057
77196
SH
SOLE
17996
0
59200
Forma Therapeutics Holdings
COM
34633R104
103
14900
SH
SOLE
0
0
14900
Fulcrum Therapeutics
COM
359616109
19
3900
SH
SOLE
0
0
3900
G-III Apparel Group
COM
36237H101
1694
83732
SH
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21732
0
62000
GAMCO Investors, Inc.
COM
361438104
1318
63042
SH
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25900
0
37142
Gates Industrial Corp
COM
G39108108
4
382
SH
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382
0
0
General Dynamics Corp.
COM
369550108
642
2900
SH
SOLE
2900
0
0
General Motors Company
COM
37045V100
299
9400
SH
SOLE
9400
0
0
Genie Energy
COM
372284208
23
2500
SH
SOLE
0
0
2500
Genworth Financial Inc
COM
37247D106
591
167500
SH
SOLE
41000
0
126500
Geo Group Inc
COM
36162J106
75
11400
SH
SOLE
0
0
11400
Global Industrial Co.
COM
37892E102
635
18800
SH
SOLE
3900
0
14900
Goldman Sachs Group Inc
COM
38141G104
297
1000
SH
SOLE
1000
0
0
Gossamer Bio
COM
38341P102
75
9000
SH
SOLE
0
0
9000
Graftech International Ltd
COM
384313508
3401
481037
SH
SOLE
121537
0
359500
Graham Holdings Company
COM
384637104
4030
7110
SH
SOLE
1810
0
5300
Gray Television Inc
COM
389375106
2112
125072
SH
SOLE
29372
0
95700
Green Brick Partners Inc
COM
392709101
2143
109500
SH
SOLE
27600
0
81900
Greene County Bancorp
COM
394357107
41
900
SH
SOLE
0
0
900
Greenhill & Co Inc.
COM
395259104
38
4100
SH
SOLE
0
0
4100
Greif Inc cl A
COM
397624107
4223
67696
SH
SOLE
17796
0
49900
Group 1 Automotive, Inc.
COM
398905109
2
10
SH
SOLE
10
0
0
HF Sinclair Corp
COM
403949100
18
400
SH
SOLE
400
0
0
HP Inc.
COM
40434L105
318
9700
SH
SOLE
9700
0
0
Hackett Group Inc
COM
404609109
47
2500
SH
SOLE
0
0
2500
Hamilton Beach Brands
COM
40701T104
42
3400
SH
SOLE
0
0
3400
Hawaiian Electric Industries
COM
419870100
6
138
SH
SOLE
138
0
0
Hawkins Inc
COM
420261109
32
900
SH
SOLE
0
0
900
Hayward Holdings Inc
COM
421298100
1
52
SH
SOLE
52
0
0
Heartland Financial USA
COM
42234Q102
1194
28733
SH
SOLE
7533
0
21200
Henry Schein Inc.
COM
806407102
506
6600
SH
SOLE
6600
0
0
Heritage-Crystal Cleaning
COM
42726M106
70
2600
SH
SOLE
0
0
2600
Highwoods Properties
COM
431284108
27
800
SH
SOLE
800
0
0
Hilltop Holdings Inc.
COM
432748101
3778
141709
SH
SOLE
35609
0
106100
Hologic Inc.
COM
436440101
541
7800
SH
SOLE
7800
0
0
Home Bancorp, Inc.
COM
43689E107
38
1100
SH
SOLE
0
0
1100
Home Bancshares Inc
COM
436893200
2
76
SH
SOLE
76
0
0
Hope Bancorp
COM
43940T109
3413
246600
SH
SOLE
54600
0
192000
Horizon Bancorp
COM
440407104
284
16300
SH
SOLE
4100
0
12200
Hormel Foods Corp
COM
440452100
327
6900
SH
SOLE
6900
0
0
Hudson Technologies
COM
444144109
47
6200
SH
SOLE
0
0
6200
Huntington Ingalls Industries
COM
446413106
20
90
SH
SOLE
90
0
0
IDT Corporation Cl B
COM
448947507
33
1300
SH
SOLE
0
0
1300
Ingles Markets cl A
COM
457030104
4073
46955
SH
SOLE
11855
0
35100
Innoviva, Inc.
COM
45781M101
4039
273622
SH
SOLE
69522
0
204100
Intel Corporation
COM
458140100
711
19000
SH
SOLE
19000
0
0
International Bancshares
COM
459044103
4020
100300
SH
SOLE
25700
0
74600
International Paper Co.
COM
460146103
17
400
SH
SOLE
400
0
0
Intest Corp
COM
461147100
29
4200
SH
SOLE
0
0
4200
JPMorgan Chase & Co.
COM
46625H100
890
7900
SH
SOLE
7900
0
0
Jabil Circuit Inc.
COM
466313103
41
800
SH
SOLE
800
0
0
Jefferies Financial Group Inc.
COM
47233W109
25
900
SH
SOLE
900
0
0
Johnson Outdoors Inc.
COM
479167108
495
8100
SH
SOLE
1600
0
6500
Jones Lang LaSalle Incorporated
COM
48020Q107
297
1700
SH
SOLE
1700
0
0
KKR & Co.
COM
48251W104
23
500
SH
SOLE
500
0
0
Kellogg Company
COM
487836108
21
300
SH
SOLE
300
0
0
Kemper Corp
COM
488401100
1
26
SH
SOLE
26
0
0
Kennedy-Wilson Holdings
COM
489398107
3757
198351
SH
SOLE
50151
0
148200
Kimball Electronics, Inc.
COM
49428J109
36
1800
SH
SOLE
0
0
1800
Koppers Holdings Inc.
COM
50060P106
616
27200
SH
SOLE
8600
0
18600
Kronos Worldwide Inc.
COM
50105F105
4034
219219
SH
SOLE
55419
0
163800
Kura Oncology
COM
50127T109
119
6500
SH
SOLE
0
0
6500
Laboratory Corp of America
COM
50540R409
469
2000
SH
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2000
0
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Lamar Advertising Co.
COM
512816109
26
300
SH
SOLE
300
0
0
Lands' End, Inc.
COM
51509F105
91
8600
SH
SOLE
0
0
8600
Landstar System Inc.
COM
515098101
15
100
SH
SOLE
100
0
0
Laredo Petroleum
COM
516806205
28
400
SH
SOLE
0
0
400
Lazard LTD.
COM
G54050102
4
134
SH
SOLE
134
0
0
Lazydays Holdings Inc.
COM
52110H100
62
5300
SH
SOLE
0
0
5300
Lee Enterprises Inc.
COM
523768406
36
1900
SH
SOLE
0
0
1900
Legacy Housing Corporation
COM
52472M101
59
4500
SH
SOLE
0
0
4500
Leidos Holdings, Inc.
COM
525327102
20
200
SH
SOLE
200
0
0
Lennar Corp cl A
COM
526057104
438
6200
SH
SOLE
6200
0
0
Lennox International Inc.
COM
526107107
21
100
SH
SOLE
100
0
0
Luther Burbank Corporation
COM
550550107
153
11700
SH
SOLE
0
0
11700
LyondellBasell Industries cl A
COM
N53745100
612
7000
SH
SOLE
7000
0
0
M/I Homes, Inc.
COM
55305B101
3580
90266
SH
SOLE
22566
0
67700
MDC Holdings Inc
COM
552676108
2744
84927
SH
SOLE
21127
0
63800
MDU Resources Group
COM
552690109
1
51
SH
SOLE
51
0
0
MGIC Investment Corp.
COM
552848103
1
116
SH
SOLE
116
0
0
MSC Industrial Direct Co.
COM
553530106
23
300
SH
SOLE
300
0
0
MVB Financial
COM
553810102
22
700
SH
SOLE
0
0
700
ManpowerGroup Inc
COM
56418H100
15
200
SH
SOLE
200
0
0
Marcus & Millichap, Inc.
COM
566324109
3144
85000
SH
SOLE
21500
0
63500
Marine Products Corp
COM
568427108
56
5900
SH
SOLE
0
0
5900
Marinemax Inc
COM
567908108
18
500
SH
SOLE
0
0
500
Matson Inc.
COM
57686G105
1
8
SH
SOLE
8
0
0
Merchants Bancorp
COM
58844R108
1157
51043
SH
SOLE
11593
0
39450
Mercury General Corp.
COM
589400100
5
104
SH
SOLE
104
0
0
Meritage Homes Corp
COM
59001A102
219
3026
SH
SOLE
1026
0
2000
MetLife, Inc.
COM
59156R108
584
9300
SH
SOLE
9300
0
0
Meta Platforms Inc
COM
30303M102
290
1800
SH
SOLE
1800
0
0
Methode Electronics Inc
COM
591520200
323
8725
SH
SOLE
2225
0
6500
MidWestOne Finl Grp
COM
598511103
45
1500
SH
SOLE
0
0
1500
Midland States Bancorp Inc
COM
597742105
79
3300
SH
SOLE
0
0
3300
Minerals Technologies
COM
603158106
61
1000
SH
SOLE
1000
0
0
Moderna Inc
COM
60770K107
57
400
SH
SOLE
400
0
0
Molina Healthcare, Inc.
COM
60855R100
224
800
SH
SOLE
800
0
0
Monarch Casino & Resort
COM
609027107
29
500
SH
SOLE
0
0
500
Morgan Stanley
COM
617446448
38
500
SH
SOLE
500
0
0
Mr Cooper Group
COM
62482R107
1
14
SH
SOLE
14
0
0
Mueller Industries, Inc.
COM
624756102
3433
64426
SH
SOLE
13726
0
50700
NACCO Industries cl A
COM
629579103
110
2900
SH
SOLE
0
0
2900
NBT Bancorp Inc.
COM
628778102
2797
74400
SH
SOLE
20400
0
54000
NCR Corporation
COM
62886E108
19
600
SH
SOLE
600
0
0
NMI Holdings
COM
629209305
30
1800
SH
SOLE
1800
0
0
NRG Energy Inc
COM
629377508
448
11734
SH
SOLE
11734
0
0
National Beverage Corp
COM
635017106
24
500
SH
SOLE
500
0
0
National Energy Services Reunited
COM
G6375R107
626
92400
SH
SOLE
26900
0
65500
National HealthCare Corp
COM
635906100
1357
19409
SH
SOLE
4909
0
14500
National Western Life Group A
COM
638517102
1360
6707
SH
SOLE
1407
0
5300
Natural Grocers By Vitamin Cottage Inc
COM
63888U108
51
3200
SH
SOLE
0
0
3200
Nature's Sunshine Products
COM
639027101
62
5800
SH
SOLE
0
0
5800
Nelnet Inc
COM
64031N108
3836
45000
SH
SOLE
11700
0
33300
New Fortress Energy
COM
644393100
13
329
SH
SOLE
329
0
0
NewMarket Corporation
COM
651587107
5
18
SH
SOLE
18
0
0
Newmark Group
COM
65158N102
2007
207563
SH
SOLE
51763
0
155800
Nexstar Media Group, Inc. Cl A
COM
65336K103
33
200
SH
SOLE
200
0
0
Nikarta
COM
65487U108
38
3100
SH
SOLE
0
0
3100
Northern Trust Corp.
COM
665859104
48
500
SH
SOLE
500
0
0
Northrop Grumman Corp
COM
666807102
526
1100
SH
SOLE
1100
0
0
ONEOK, Inc.
COM
682680103
411
7400
SH
SOLE
7400
0
0
OceanFirst Financial
COM
675234108
532
27800
SH
SOLE
7200
0
20600
Oil-Dri Corp. of Amer
COM
677864100
67
2200
SH
SOLE
0
0
2200
Old Republic Int'l Corp
COM
680223104
30
1343
SH
SOLE
1343
0
0
Olympic Steel Inc.
COM
68162K106
46
1800
SH
SOLE
0
0
1800
Omnicom Group Inc
COM
681919106
274
4300
SH
SOLE
4300
0
0
One Liberty Properties Inc.
COM
682406103
75
2900
SH
SOLE
0
0
2900
Onemain Holdings Inc
COM
68268W103
13
352
SH
SOLE
352
0
0
Onewater Marine
COM
68280L101
76
2300
SH
SOLE
0
0
2300
Oppenheimer Holdings
COM
683797104
710
21500
SH
SOLE
2100
0
19400
Opportun Financial Corp
COM
68376D104
27
3300
SH
SOLE
0
0
3300
Oracle Corporation
COM
68389X105
678
9700
SH
SOLE
9700
0
0
Organon & Co
COM
68622V106
131
3881
SH
SOLE
3881
0
0
Orion Engineered Carbons
COM
L72967109
37
2400
SH
SOLE
2400
0
0
P.A.M. Transportation
COM
693149106
107
3900
SH
SOLE
0
0
3900
PC Connection, Inc.
COM
69318J100
3898
88500
SH
SOLE
21300
0
67200
Paccar Inc.
COM
693718108
25
300
SH
SOLE
300
0
0
Park National Corp OH
COM
700658107
1067
8800
SH
SOLE
1800
0
7000
Passage Bio
COM
702712100
25
10800
SH
SOLE
0
0
10800
PennyMac Financial Service Inc
COM
70932M107
2877
65810
SH
SOLE
16710
0
49100
Penske Automotive Group, Inc.
COM
70959W103
330
3153
SH
SOLE
3153
0
0
Perdoceo Education Corp
COM
71363P106
3085
261900
SH
SOLE
67200
0
194700
Photronics Inc.
COM
719405102
72
3700
SH
SOLE
0
0
3700
Piedmont Office Realty Trust,
COM
720190206
1635
124620
SH
SOLE
18220
0
106400
Pilgrims Pride Corp
COM
72147K108
4
119
SH
SOLE
119
0
0
Potlatch Corporation
COM
737630103
362
8200
SH
SOLE
1500
0
6700
Preformed Line Products
COM
740444104
117
1900
SH
SOLE
0
0
1900
Premier Financial
COM
74052F108
236
9300
SH
SOLE
1600
0
7700
Principal Financial Group, Inc.
COM
74251V102
20
300
SH
SOLE
300
1
0
Progressive Corp.
COM
743315103
267
2300
SH
SOLE
2300
2
0
Provention Bio
COM
74374N102
28
7000
SH
SOLE
0
3
7000
Provident Financial Services
COM
74386T105
1131
50800
SH
SOLE
11100
4
39700
Prudential Financial Inc
COM
744320102
25
260
SH
SOLE
260
5
0
PulteGroup, Inc.
COM
745867101
27
679
SH
SOLE
679
6
0
Qurate Retail
COM
74915M100
1
210
SH
SOLE
210
7
0
R C M Technologies
COM
749360400
55
2700
SH
SOLE
0
8
2700
RBB Bancorp
COM
74930B105
143
6900
SH
SOLE
0
9
6900
RMR Group
COM
74967R106
1
28
SH
SOLE
28
10
0
Radiant Logistics
COM
75025X100
61
8200
SH
SOLE
0
11
8200
Ramaco Resources Inc
COM
75134P303
79
6000
SH
SOLE
0
12
6000
Raymond James Financial Inc.
COM
754730109
31
350
SH
SOLE
350
13
0
Regional Management Corp.
COM
75902K106
86
2300
SH
SOLE
0
14
2300
Reliance Steel & Aluminum
COM
759509102
34
200
SH
SOLE
200
15
0
Republic Bancorp KY
COM
760281204
1221
25300
SH
SOLE
5500
16
19800
Republic Services Inc.
COM
760759100
118
900
SH
SOLE
900
0
0
Resources Connection
COM
76122Q105
84
4100
SH
SOLE
0
0
4100
Retractable Technologies Inc
COM
76129W105
67
17600
SH
SOLE
0
0
17600
Revance Therapeutics
COM
761330109
76
5500
SH
SOLE
0
0
5500
Reynolds Consumer Product
COM
76171L106
6
206
SH
SOLE
206
0
0
Rush Enterprises Inc
COM
781846209
4011
83221
SH
SOLE
20871
0
62350
Ryerson Holding Corporation
COM
783754104
1965
92300
SH
SOLE
24800
0
67500
SEI Investments Co.
COM
784117103
2
43
SH
SOLE
43
0
0
Safe Bulkers
COM
Y7388L103
63
16400
SH
SOLE
0
0
16400
Safety Insurance Group Inc.
COM
78648T100
893
9200
SH
SOLE
3200
0
6000
Sally Beauty Holdings, Inc.
COM
79546E104
454
38100
SH
SOLE
11000
0
27100
Sanmina Corporation
COM
801056102
828
20317
SH
SOLE
6417
0
13900
Saul Centers Inc.
COM
804395101
1
26
SH
SOLE
26
0
0
Schneider National Inc.
COM
80689H102
26
1150
SH
SOLE
1150
0
0
Schnitzer Steel Ind cl A
COM
806882106
30
900
SH
SOLE
0
0
900
Scholar Rock Holdings
COM
80706P103
38
7000
SH
SOLE
0
0
7000
Security National Financial
COM
814785309
28
3360
SH
SOLE
0
0
3360
Select Medical Holdings Corp
COM
81619Q105
4117
174300
SH
SOLE
44400
0
129900
Selective Insurance Group
COM
816300107
3
29
SH
SOLE
29
0
0
Seneca Foods cl A
COM
817070501
144
2600
SH
SOLE
0
0
2600
Shattuck Labs
COM
82024L103
53
13100
SH
SOLE
0
0
13100
Silgan Holdings Inc.
COM
827048109
6
135
SH
SOLE
135
0
0
Silvercrest Asset Mgmt Grp
COM
828359109
31
1900
SH
SOLE
0
0
1900
Sitio Royalties Corp
COM
82982V101
159
6850
SH
SOLE
0
0
6850
Smart Global Holdings Inc
COM
G8232Y101
20
1200
SH
SOLE
0
0
1200
Sonic Automotive, Inc.
COM
83545G102
454
12400
SH
SOLE
3200
0
9200
South Plains Financial
COM
83946P107
109
4500
SH
SOLE
0
0
4500
Southern Copper Corp.
COM
84265V105
488
9800
SH
SOLE
9800
0
0
Southern MO Bancorp
COM
843380106
59
1300
SH
SOLE
0
0
1300
Standard Motor Products
COM
853666105
1719
38200
SH
SOLE
10200
0
28000
Steel Dynamics Inc.
COM
858119100
327
4950
SH
SOLE
4950
0
0
StepStone Group Inc
COM
85914M107
1
48
SH
SOLE
48
0
0
Stewart Information Services
COM
860372101
1980
39800
SH
SOLE
9500
0
30300
Stonex Group
COM
861896108
4684
60000
SH
SOLE
14400
0
45600
Superior Group of Companies
COM
868358102
53
3000
SH
SOLE
0
0
3000
Synchrony Financial
COM
87165B103
113
4100
SH
SOLE
4100
0
0
TD Synnex Corporation
COM
87162W100
51
561
SH
SOLE
561
0
0
TEGNA Inc.
COM
87901J105
1
38
SH
SOLE
38
0
0
TTEC Holdings Inc.
COM
89854H102
1046
15400
SH
SOLE
3500
0
11900
Taylor Morrison Home Corporation
COM
87724P106
2
70
SH
SOLE
70
0
0
Texas Pacific Land Trust
COM
88262P102
357
240
SH
SOLE
240
0
0
The ONE Group Hospitality Inc
COM
88338K103
59
8055
SH
SOLE
55
0
8000
Timken Company
COM
887389104
2
40
SH
SOLE
40
0
0
Tiptree Inc
COM
88822Q103
98
9200
SH
SOLE
0
0
9200
Titan Machinery Inc.
COM
88830R101
49
2200
SH
SOLE
0
0
2200
Towne Bank
COM
89214P109
3932
144821
SH
SOLE
36172
0
108649
Trean Insurance Group Inc
COM
89457R101
90
14400
SH
SOLE
0
0
14400
Trinet Group Inc
COM
896288107
1
7
SH
SOLE
7
0
0
Triton International Ltd
COM
G9078F107
2
36
SH
SOLE
36
0
0
Tronox Holdings
COM
G9087Q102
1
30
SH
SOLE
30
0
0
Truist Financial
COM
89832Q109
674
14200
SH
SOLE
14200
0
0
Twenty-First Century Fox Inc.
COM
35137L105
601
18700
SH
SOLE
18700
0
0
Tyson Foods
COM
902494103
732
8500
SH
SOLE
8500
0
0
UFP Industries
COM
90278Q108
2412
35400
SH
SOLE
9200
0
26200
UGI Corp
COM
902681105
54
1400
SH
SOLE
1400
0
0
USA Truck Inc
COM
902925106
151
4800
SH
SOLE
0
0
4800
USANA Health Sciences, Inc.
COM
90328M107
1448
20013
SH
SOLE
5213
0
14800
United States Cellular Corp
COM
911684108
4102
141642
SH
SOLE
35742
0
105900
United States Lime & Minerals
COM
911922102
42
400
SH
SOLE
0
0
400
United States Steel Corp
COM
912909108
0
27
SH
SOLE
27
0
0
Universal Health Services
COM
913903100
10
100
SH
SOLE
100
0
0
Universal Logistics Holdings,
COM
91388P105
235
8600
SH
SOLE
2200
0
6400
Universal Technical Institute
COM
913915104
29
4000
SH
SOLE
0
0
4000
Urban One Inc
COM
91705J204
40
9400
SH
SOLE
0
0
9400
Vaalco Energy
COM
91851C201
23
3300
SH
SOLE
0
0
3300
Valhi Inc.
COM
918905209
254
5600
SH
SOLE
1400
0
4200
Value Line Inc.
COM
920437100
53
800
SH
SOLE
0
0
800
Valvoline
COM
92047W101
20
700
SH
SOLE
700
0
0
VeriSign Inc
COM
92343E102
17
100
SH
SOLE
100
0
0
Verizon Communications, Inc.
COM
92343V104
802
15800
SH
SOLE
15800
0
0
Village Super Market
COM
927107409
94
4100
SH
SOLE
0
0
4100
Virtu Financial
COM
928254101
2
102
SH
SOLE
102
0
0
Vishay Intertechnology Inc.
COM
928298108
2381
133600
SH
SOLE
38600
0
95000
Vontier Corp
COM
928881101
26
1125
SH
SOLE
1125
0
0
Walgreens Boots Alliance Inc
COM
931427108
402
10600
SH
SOLE
10600
0
0
Walmart Inc.
COM
931142103
547
4500
SH
SOLE
4500
0
0
Waters Corporation
COM
941848103
298
900
SH
SOLE
900
0
0
Weis Markets Inc.
COM
948849104
1789
24000
SH
SOLE
6100
0
17900
Wells Fargo & Company
COM
949746101
239
6100
SH
SOLE
6100
0
0
WesBanco Inc.
COM
950810101
444
14000
SH
SOLE
1400
0
12600
Western Union
COM
959802109
29
1764
SH
SOLE
1764
0
0
Westlake Corporation
COM
960413102
455
4646
SH
SOLE
4646
0
0
Williams-Sonoma Inc.
COM
969904101
22
200
SH
SOLE
200
0
0
World Fuel Services Corp
COM
981475106
3283
160451
SH
SOLE
40351
0
120100
Worthington Industries
COM
981811102
3949
89548
SH
SOLE
22648
0
66900
Zynex Inc
COM
98986M103
61
7700
SH
SOLE
0
0
7700
ePlus Inc.
COM
294268107
680
12800
SH
SOLE
2700
0
10100
eXp World Holdings Inc
COM
30212W100
1
79
SH
SOLE
79
0
0