Chief Compliance Officer

0001142941-22-000008.txt : 20220720 0001142941-22-000008.hdr.sgml : 20220720 20220719191843 ACCESSION NUMBER: 0001142941-22-000008 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220720 DATE AS OF CHANGE: 20220719 EFFECTIVENESS DATE: 20220720 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10130 FILM NUMBER: 221092521 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/A 1 primary_doc.xml 13F-HR/A LIVE false false false 0001142941 XXXXXXXX 06-30-2022 06-30-2022 true 1 NEW HOLDINGS 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 07-19-2022 0 378 229400 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 SOLE 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 SOLE 21732 0 62000 GAMCO Investors, Inc. COM 361438104 1318 63042 SH SOLE 25900 0 37142 Gates Industrial Corp COM G39108108 4 382 SH SOLE 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 SOLE 2000 0 0 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. 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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. 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