| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| BlackRock, Inc. | 2,158,488 | 2,095,895 | -62,593 | 0.00 | 0.00 | -0.00 | sell |
| VANGUARD GROUP INC | 1,097,225 | 1,146,137 | +48,912 | 0.00 | 0.00 | -0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 1,144,069 | 1,088,014 | -56,055 | 0.00 | 0.00 | -0.00 | sell |
| Divisar Capital Management LLC | 761,879 | 861,879 | +100,000 | 2.95 | 2.64 | -0.31 | buy |
| PARADIGM CAPITAL MANAGEMENT INC/NY | 133,000 | 768,691 | +635,691 | 0.11 | 0.50 | +0.39 | buy |
| ACADIAN ASSET MANAGEMENT LLC | 587,816 | 762,932 | +175,116 | 0.02 | 0.02 | -0.00 | buy |
| AMERIPRISE FINANCIAL INC | 385,417 | 562,252 | +176,835 | 0.00 | 0.00 | +0.00 | buy |
| GOLDMAN SACHS GROUP INC | 651,352 | 550,401 | -100,951 | 0.00 | 0.00 | -0.00 | sell |
| Fund 1 Investments, LLC | 1,322,726 | 495,557 | -827,169 | 3.33 | 0.93 | -2.40 | sell |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 359,540 | 434,481 | +74,941 | 0.02 | 0.02 | +0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 375,879 | 382,561 | +6,682 | 0.00 | 0.00 | -0.00 | buy |
| STATE STREET CORP | 353,354 | 356,446 | +3,092 | 0.00 | 0.00 | -0.00 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 233,020 | 351,674 | +118,654 | 0.00 | 0.00 | +0.00 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 300,970 | 336,196 | +35,226 | 0.00 | 0.00 | -0.00 | buy |
| Tieton Capital Management, LLC | 250,600 | 246,165 | -4,435 | 1.71 | 1.28 | -0.43 | sell |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 82,639 | 240,220 | +157,581 | 0.03 | 0.08 | +0.04 | buy |
| TOWLE & CO | 441,646 | 233,338 | -208,308 | 1.44 | 0.73 | -0.71 | sell |
| Baird Financial Group, Inc. | 180,693 | 180,693 | 0 | 0.01 | 0.00 | -0.00 | hold |
| NORTHERN TRUST CORP | 157,201 | 151,692 | -5,509 | 0.00 | 0.00 | -0.00 | sell |
| RENAISSANCE TECHNOLOGIES LLC | 130,000 | 144,900 | +14,900 | 0.00 | 0.00 | -0.00 | buy |
| UBS Group AG | 82,512 | 143,462 | +60,950 | 0.00 | 0.00 | +0.00 | buy |
| GSA CAPITAL PARTNERS LLP | 139,889 | 140,372 | +483 | 0.19 | 0.13 | -0.06 | buy |
| AQR CAPITAL MANAGEMENT LLC | 48,559 | 135,780 | +87,221 | 0.00 | 0.00 | +0.00 | buy |
| Trexquant Investment LP | 75,454 | 134,797 | +59,343 | 0.01 | 0.02 | +0.01 | buy |
| D. E. Shaw & Co., Inc. | 168,919 | 117,599 | -51,320 | 0.00 | 0.00 | -0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 105,282 | 105,890 | +608 | 0.00 | 0.00 | -0.00 | buy |
| MONIMUS CAPITAL MANAGEMENT, LP | 52,300 | 104,786 | +52,486 | 0.66 | 1.12 | +0.45 | buy |
| BANK OF AMERICA CORP /DE/ | 30,160 | 101,208 | +71,048 | 0.00 | 0.00 | +0.00 | buy |
| MORGAN STANLEY | 97,558 | 97,519 | -39 | 0.00 | 0.00 | -0.00 | sell |
| Verition Fund Management LLC | 169,286 | 92,467 | -76,819 | 0.01 | 0.01 | -0.01 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 78,493 | 85,293 | +6,800 | 0.00 | 0.00 | -0.00 | buy |
| XTX Topco Ltd | 31,515 | 79,002 | +47,487 | 0.02 | 0.04 | +0.02 | buy |
| Invesco Ltd. | 81,765 | 69,693 | -12,072 | 0.00 | 0.00 | -0.00 | sell |
| Empowered Funds, LLC | 10,122 | 65,078 | +54,956 | 0.00 | 0.01 | +0.01 | buy |
| BARCLAYS PLC | 44,549 | 61,863 | +17,314 | 0.00 | 0.00 | +0.00 | buy |
| LANDSCAPE CAPITAL MANAGEMENT, L.L.C. | 117,244 | 61,531 | -55,713 | 0.16 | 0.06 | -0.09 | sell |
| TWO SIGMA ADVISERS, LP | 45,200 | 54,400 | +9,200 | 0.00 | 0.00 | -0.00 | buy |
| Bank of New York Mellon Corp | 51,383 | 52,901 | +1,518 | 0.00 | 0.00 | -0.00 | buy |
| Corient Private Wealth LLC | 0 | 50,075 | +50,075 | 0.00 | 0.00 | +0.00 | buy |
| MAVERICK CAPITAL LTD | 63,126 | 48,861 | -14,265 | 0.02 | 0.01 | -0.01 | sell |
| Nuveen, LLC | 58,804 | 47,143 | -11,661 | 0.00 | 0.00 | -0.00 | sell |
| Allianz Asset Management GmbH | 0 | 42,641 | +42,641 | 0.00 | 0.00 | +0.00 | buy |
| HSBC HOLDINGS PLC | 18,984 | 42,418 | +23,434 | 0.00 | 0.00 | +0.00 | buy |
| AMERICAN CENTURY COMPANIES INC | 39,247 | 40,044 | +797 | 0.00 | 0.00 | -0.00 | buy |
| MARSHALL WACE, LLP | 235,170 | 34,300 | -200,870 | 0.00 | 0.00 | -0.00 | sell |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 32,307 | 34,267 | +1,960 | 0.00 | 0.00 | -0.00 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 33,759 | 33,759 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Mutual Advisors, LLC | 32,018 | 33,410 | +1,392 | 0.01 | 0.01 | +0.00 | buy |
| Man Group plc | 53,079 | 29,329 | -23,750 | 0.00 | 0.00 | -0.00 | sell |
| STRS OHIO | 25,200 | 27,100 | +1,900 | 0.00 | 0.00 | -0.00 | buy |
| MEEDER ASSET MANAGEMENT INC | 26,298 | 26,298 | 0 | 0.03 | 0.02 | -0.01 | hold |
| RHUMBLINE ADVISERS | 25,635 | 25,542 | -93 | 0.00 | 0.00 | -0.00 | sell |
| Pacific Ridge Capital Partners, LLC | 21,217 | 21,217 | 0 | 0.08 | 0.07 | -0.02 | hold |
| Russell Investments Group, Ltd. | 20,982 | 20,798 | -184 | 0.00 | 0.00 | -0.00 | sell |
| ALLIANCEBERNSTEIN L.P. | 20,500 | 20,500 | 0 | 0.00 | 0.00 | -0.00 | hold |
| NISA INVESTMENT ADVISORS, LLC | 18,372 | 18,356 | -16 | 0.00 | 0.00 | -0.00 | sell |
| ROYAL BANK OF CANADA | 0 | 17,178 | +17,178 | 0.00 | 0.00 | +0.00 | buy |
| PANAGORA ASSET MANAGEMENT INC | 0 | 14,518 | +14,518 | 0.00 | 0.00 | +0.00 | buy |
| JPMORGAN CHASE & CO | 22,505 | 14,431 | -8,074 | 0.00 | 0.00 | -0.00 | sell |
| DEUTSCHE BANK AG\ | 16,389 | 12,981 | -3,408 | 0.00 | 0.00 | -0.00 | sell |
| Squarepoint Ops LLC | 12,746 | 11,176 | -1,570 | 0.00 | 0.00 | -0.00 | sell |
| Numerai GP LLC | 0 | 10,356 | +10,356 | 0.00 | 0.02 | +0.02 | buy |
| WELLS FARGO & COMPANY/MN | 9,299 | 10,117 | +818 | 0.00 | 0.00 | -0.00 | buy |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 9,135 | 8,745 | -390 | 0.00 | 0.00 | -0.00 | sell |
| MetLife Investment Management, LLC | 8,557 | 8,557 | 0 | 0.00 | 0.00 | -0.00 | hold |
| CWM, LLC | 1,291 | 6,751 | +5,460 | 0.00 | 0.00 | +0.00 | buy |
| US BANCORP \DE\ | 5,271 | 6,663 | +1,392 | 0.00 | 0.00 | +0.00 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 5,436 | 5,436 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Quantbot Technologies LP | 0 | 5,360 | +5,360 | 0.00 | 0.00 | +0.00 | buy |
| CITIGROUP INC | 10,736 | 5,308 | -5,428 | 0.00 | 0.00 | -0.00 | sell |
| AlphaQuest LLC | 4,141 | 4,340 | +199 | 0.01 | 0.01 | -0.00 | buy |
| Police & Firemen's Retirement System of New Jersey | 4,116 | 4,116 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Walleye Capital LLC | 0 | 3,148 | +3,148 | 0.00 | 0.00 | +0.00 | buy |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | 2,838 | 2,838 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Walleye Trading LLC | 0 | 2,260 | +2,260 | 0.00 | 0.00 | +0.00 | buy |
| Tower Research Capital LLC (TRC) | 11,020 | 1,854 | -9,166 | 0.00 | 0.00 | -0.00 | sell |
| Ameritas Investment Partners, Inc. | 1,649 | 1,649 | 0 | 0.00 | 0.00 | -0.00 | hold |
| BNP PARIBAS FINANCIAL MARKETS | 978 | 1,569 | +591 | 0.00 | 0.00 | +0.00 | buy |
| Legal & General Group Plc | 1,503 | 1,503 | 0 | 0.00 | 0.00 | -0.00 | hold |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 1,190 | 1,190 | 0 | 0.00 | 0.00 | -0.00 | hold |
| EverSource Wealth Advisors, LLC | 36 | 1,086 | +1,050 | 0.00 | 0.00 | +0.00 | buy |
| SIMPLEX TRADING, LLC | 693 | 1,007 | +314 | 0.00 | 0.00 | -0.00 | buy |
| AMALGAMATED BANK | 536 | 536 | 0 | 0.00 | 0.00 | -0.00 | hold |
| FMR LLC | 317 | 512 | +195 | 0.00 | 0.00 | +0.00 | buy |
| Sterling Capital Management LLC | 267 | 438 | +171 | 0.00 | 0.00 | +0.00 | buy |
| Brooklyn Investment Group | 77 | 360 | +283 | 0.00 | 0.00 | +0.00 | buy |
| GAMMA Investing LLC | 154 | 184 | +30 | 0.00 | 0.00 | -0.00 | buy |
| Fortitude Family Office, LLC | 0 | 116 | +116 | 0.00 | 0.00 | +0.00 | buy |
| Allworth Financial LP | 0 | 52 | +52 | 0.00 | 0.00 | +0.00 | buy |
| Kilter Group LLC | 0 | 48 | +48 | 0.00 | 0.00 | +0.00 | buy |
| ROTHSCHILD INVESTMENT LLC | 205 | 45 | -160 | 0.00 | 0.00 | -0.00 | sell |
| CIBC Private Wealth Group LLC | 26 | 26 | 0 | 0.00 | 0.00 | -0.00 | hold |
| True Wealth Design, LLC | 141 | 17 | -124 | 0.00 | 0.00 | -0.00 | sell |
| Versant Capital Management, Inc | 22 | 16 | -6 | 0.00 | 0.00 | -0.00 | sell |
| COLDSTREAM CAPITAL MANAGEMENT INC | 34 | 0 | -34 | 0.00 | 0.00 | -0.00 | sell |
| TWO SIGMA INVESTMENTS, LP | 81,535 | 0 | -81,535 | 0.00 | 0.00 | -0.00 | sell |
| NATIXIS | 10 | 0 | -10 | 0.00 | 0.00 | -0.00 | sell |
| First Eagle Investment Management, LLC | 249,673 | 0 | -249,673 | 0.01 | 0.00 | -0.01 | sell |
| Magnetar Financial LLC | 11,602 | 0 | -11,602 | 0.00 | 0.00 | -0.00 | sell |
| CITADEL ADVISORS LLC | 195,529 | 0 | -195,529 | 0.00 | 0.00 | -0.00 | sell |