Did Peter Jensen and wife Gena Holm live in Polk County, Minnesota? The couple I found there have a son Nels Jensen born about 1905, and that Gena is born about 1884 in Denmark (as with your Gena).
Using a possible date of birth for Niels Christian as 1905, I found the birth record below. Is he boy the son of your Peter Jensen and Gena Holm?
Minnesota Birth Record (Minnesota Historical Society) Nels Christian Jensen Date of Birth: 09 JUL 1905 Mother Maiden Name: NELSON CERTID# 1905-08052 County of Birth: FREEBORN
IF SO...then Gena's father could be Christian Nelson (Nielsen) Holm. For that matter he could be P. Christian Nielsen Holm.
Holm is a place name. Christian was born in an era when Danes were given a first name, a patronymic name, and sometimes an additional identifier name (such as a place name). The "identifier" name is kinda optional but the patronymic name is not. Thus Christian should have a patronymic name even though it does not show up in the US census records posted above.