| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| BlackRock, Inc. | 2,095,895 | 2,016,236 | -79,659 | 0.00 | 0.00 | +0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 1,088,014 | 1,061,312 | -26,702 | 0.00 | 0.00 | +0.00 | sell |
| VANGUARD GROUP INC | 1,146,137 | 1,043,367 | -102,770 | 0.00 | 0.00 | +0.00 | sell |
| Divisar Capital Management LLC | 861,879 | 695,737 | -166,142 | 2.64 | 3.71 | +1.07 | sell |
| ACADIAN ASSET MANAGEMENT LLC | 762,932 | 661,356 | -101,576 | 0.02 | 0.02 | +0.00 | sell |
| GOLDMAN SACHS GROUP INC | 550,401 | 606,893 | +56,492 | 0.00 | 0.00 | +0.00 | buy |
| PARADIGM CAPITAL MANAGEMENT INC/NY | 768,691 | 578,200 | -190,491 | 0.50 | 0.49 | -0.01 | sell |
| AMERIPRISE FINANCIAL INC | 562,252 | 524,294 | -37,958 | 0.00 | 0.00 | +0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 351,674 | 447,480 | +95,806 | 0.00 | 0.00 | +0.00 | buy |
| TOWLE & CO | 233,338 | 412,501 | +179,163 | 0.73 | 2.04 | +1.31 | buy |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 434,481 | 399,858 | -34,623 | 0.02 | 0.03 | +0.01 | sell |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 336,196 | 383,437 | +47,241 | 0.00 | 0.00 | +0.00 | buy |
| STATE STREET CORP | 356,446 | 360,370 | +3,924 | 0.00 | 0.00 | +0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 382,561 | 350,410 | -32,151 | 0.00 | 0.00 | +0.00 | sell |
| MORGAN STANLEY | 97,519 | 260,347 | +162,828 | 0.00 | 0.00 | +0.00 | buy |
| Tieton Capital Management, LLC | 246,165 | 256,916 | +10,751 | 1.28 | 1.75 | +0.47 | buy |
| MARSHALL WACE, LLP | 34,300 | 231,826 | +197,526 | 0.00 | 0.00 | +0.00 | buy |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 240,220 | 223,550 | -16,670 | 0.08 | 0.09 | +0.02 | sell |
| MILLENNIUM MANAGEMENT LLC | 105,890 | 187,668 | +81,778 | 0.00 | 0.00 | +0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 135,780 | 181,995 | +46,215 | 0.00 | 0.00 | +0.00 | buy |
| Empowered Funds, LLC | 65,078 | 163,402 | +98,324 | 0.01 | 0.03 | +0.02 | buy |
| NORTHERN TRUST CORP | 151,692 | 134,967 | -16,725 | 0.00 | 0.00 | +0.00 | sell |
| Trexquant Investment LP | 134,797 | 134,441 | -356 | 0.02 | 0.03 | +0.01 | sell |
| D. E. Shaw & Co., Inc. | 117,599 | 94,745 | -22,854 | 0.00 | 0.00 | -0.00 | sell |
| UBS Group AG | 143,462 | 91,220 | -52,242 | 0.00 | 0.00 | -0.00 | sell |
| MONIMUS CAPITAL MANAGEMENT, LP | 104,786 | 83,746 | -21,040 | 1.12 | 1.22 | +0.11 | sell |
| GSA CAPITAL PARTNERS LLP | 140,372 | 82,049 | -58,323 | 0.13 | 0.13 | +0.00 | sell |
| LANDSCAPE CAPITAL MANAGEMENT, L.L.C. | 61,531 | 68,586 | +7,055 | 0.06 | 0.09 | +0.02 | buy |
| Invesco Ltd. | 69,693 | 67,350 | -2,343 | 0.00 | 0.00 | +0.00 | sell |
| AMERICAN CENTURY COMPANIES INC | 40,044 | 56,529 | +16,485 | 0.00 | 0.00 | +0.00 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 85,293 | 56,093 | -29,200 | 0.00 | 0.00 | -0.00 | sell |
| Bank of New York Mellon Corp | 52,901 | 51,944 | -957 | 0.00 | 0.00 | +0.00 | sell |
| BARCLAYS PLC | 61,863 | 49,873 | -11,990 | 0.00 | 0.00 | +0.00 | sell |
| JANE STREET GROUP, LLC | 0 | 48,186 | +48,186 | 0.00 | 0.00 | +0.00 | buy |
| Mutual Advisors, LLC | 33,410 | 47,304 | +13,894 | 0.01 | 0.02 | +0.01 | buy |
| Nuveen, LLC | 47,143 | 43,789 | -3,354 | 0.00 | 0.00 | +0.00 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 33,759 | 39,300 | +5,541 | 0.00 | 0.00 | +0.00 | buy |
| Verition Fund Management LLC | 92,467 | 38,625 | -53,842 | 0.01 | 0.00 | -0.00 | sell |
| Dynamic Technology Lab Private Ltd | 0 | 38,005 | +38,005 | 0.00 | 0.13 | +0.13 | buy |
| MACKENZIE FINANCIAL CORP | 0 | 37,912 | +37,912 | 0.00 | 0.00 | +0.00 | buy |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 34,267 | 34,428 | +161 | 0.00 | 0.00 | +0.00 | buy |
| HSBC HOLDINGS PLC | 42,418 | 32,401 | -10,017 | 0.00 | 0.00 | +0.00 | sell |
| XTX Topco Ltd | 79,002 | 28,816 | -50,186 | 0.04 | 0.03 | -0.01 | sell |
| Man Group plc | 29,329 | 28,574 | -755 | 0.00 | 0.00 | +0.00 | sell |
| LOS ANGELES CAPITAL MANAGEMENT LLC | 0 | 27,340 | +27,340 | 0.00 | 0.00 | +0.00 | buy |
| STRS OHIO | 27,100 | 26,600 | -500 | 0.00 | 0.00 | +0.00 | sell |
| Numerai GP LLC | 10,356 | 24,314 | +13,958 | 0.02 | 0.07 | +0.05 | buy |
| HRT FINANCIAL LP | 0 | 24,103 | +24,103 | 0.00 | 0.00 | +0.00 | buy |
| RHUMBLINE ADVISERS | 25,542 | 23,768 | -1,774 | 0.00 | 0.00 | +0.00 | sell |
| Russell Investments Group, Ltd. | 20,798 | 22,100 | +1,302 | 0.00 | 0.00 | +0.00 | buy |
| Pacific Ridge Capital Partners, LLC | 21,217 | 21,217 | 0 | 0.07 | 0.09 | +0.02 | hold |
| Magnetar Financial LLC | 0 | 19,604 | +19,604 | 0.00 | 0.00 | +0.00 | buy |
| NISA INVESTMENT ADVISORS, LLC | 18,356 | 18,356 | 0 | 0.00 | 0.00 | +0.00 | hold |
| ALLIANCEBERNSTEIN L.P. | 20,500 | 17,500 | -3,000 | 0.00 | 0.00 | +0.00 | sell |
| ALGERT GLOBAL LLC | 0 | 17,100 | +17,100 | 0.00 | 0.01 | +0.01 | buy |
| DEUTSCHE BANK AG\ | 12,981 | 15,652 | +2,671 | 0.00 | 0.00 | +0.00 | buy |
| PharVision Advisers, LLC | 0 | 15,060 | +15,060 | 0.00 | 0.17 | +0.17 | buy |
| Qube Research & Technologies Ltd | 0 | 13,792 | +13,792 | 0.00 | 0.00 | +0.00 | buy |
| IEQ CAPITAL, LLC | 0 | 12,889 | +12,889 | 0.00 | 0.00 | +0.00 | buy |
| TWO SIGMA ADVISERS, LP | 54,400 | 11,900 | -42,500 | 0.00 | 0.00 | -0.00 | sell |
| BALYASNY ASSET MANAGEMENT L.P. | 0 | 11,659 | +11,659 | 0.00 | 0.00 | +0.00 | buy |
| WELLS FARGO & COMPANY/MN | 10,117 | 10,979 | +862 | 0.00 | 0.00 | +0.00 | buy |
| MERCER GLOBAL ADVISORS INC /ADV | 0 | 10,918 | +10,918 | 0.00 | 0.00 | +0.00 | buy |
| CWM, LLC | 6,751 | 10,701 | +3,950 | 0.00 | 0.00 | +0.00 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 1,569 | 9,534 | +7,965 | 0.00 | 0.00 | +0.00 | buy |
| MetLife Investment Management, LLC | 8,557 | 8,557 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Aquatic Capital Management LLC | 0 | 7,555 | +7,555 | 0.00 | 0.00 | +0.00 | buy |
| JPMORGAN CHASE & CO | 14,431 | 7,099 | -7,332 | 0.00 | 0.00 | -0.00 | sell |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 8,745 | 6,654 | -2,091 | 0.00 | 0.00 | -0.00 | sell |
| NEW YORK STATE COMMON RETIREMENT FUND | 5,436 | 5,436 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Police & Firemen's Retirement System of New Jersey | 4,116 | 4,116 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Arax Advisory Partners | 0 | 3,694 | +3,694 | 0.00 | 0.00 | +0.00 | buy |
| AlphaQuest LLC | 4,340 | 3,026 | -1,314 | 0.01 | 0.00 | -0.00 | sell |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | 2,838 | 2,838 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Quarry LP | 0 | 2,743 | +2,743 | 0.00 | 0.01 | +0.01 | buy |
| Legal & General Group Plc | 1,503 | 1,257 | -246 | 0.00 | 0.00 | +0.00 | sell |
| Ameritas Investment Partners, Inc. | 1,649 | 1,196 | -453 | 0.00 | 0.00 | +0.00 | sell |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 1,190 | 1,191 | +1 | 0.00 | 0.00 | +0.00 | buy |
| CITIGROUP INC | 5,308 | 1,167 | -4,141 | 0.00 | 0.00 | -0.00 | sell |
| Financial Management Professionals, Inc. | 0 | 1,011 | +1,011 | 0.00 | 0.00 | +0.00 | buy |
| Sterling Capital Management LLC | 438 | 988 | +550 | 0.00 | 0.00 | +0.00 | buy |
| FMR LLC | 512 | 811 | +299 | 0.00 | 0.00 | +0.00 | buy |
| Tower Research Capital LLC (TRC) | 1,854 | 598 | -1,256 | 0.00 | 0.00 | -0.00 | sell |
| AMALGAMATED BANK | 536 | 536 | 0 | 0.00 | 0.00 | +0.00 | hold |
| EverSource Wealth Advisors, LLC | 1,086 | 403 | -683 | 0.00 | 0.00 | -0.00 | sell |
| Optiver Holding B.V. | 0 | 268 | +268 | 0.00 | 0.00 | +0.00 | buy |
| GAMMA Investing LLC | 184 | 173 | -11 | 0.00 | 0.00 | +0.00 | sell |
| Allworth Financial LP | 52 | 127 | +75 | 0.00 | 0.00 | +0.00 | buy |
| Fortitude Family Office, LLC | 116 | 116 | 0 | 0.00 | 0.00 | +0.00 | hold |
| ROTHSCHILD INVESTMENT LLC | 45 | 65 | +20 | 0.00 | 0.00 | +0.00 | buy |
| Clearstead Advisors, LLC | 0 | 52 | +52 | 0.00 | 0.00 | +0.00 | buy |
| Kilter Group LLC | 48 | 48 | 0 | 0.00 | 0.00 | +0.00 | hold |
| CIBC Private Wealth Group LLC | 26 | 26 | 0 | 0.00 | 0.00 | +0.00 | hold |
| True Wealth Design, LLC | 17 | 25 | +8 | 0.00 | 0.00 | +0.00 | buy |
| IFP Advisors, Inc | 0 | 22 | +22 | 0.00 | 0.00 | -0.00 | buy |
| Versant Capital Management, Inc | 16 | 16 | 0 | 0.00 | 0.00 | +0.00 | hold |
| ASSETMARK, INC | 0 | 15 | +15 | 0.00 | 0.00 | +0.00 | buy |
| Farther Finance Advisors, LLC | 0 | 10 | +10 | 0.00 | 0.00 | +0.00 | buy |
| SIMPLEX TRADING, LLC | 1,007 | 6 | -1,001 | 0.00 | 0.00 | -0.00 | sell |
| Sunbelt Securities, Inc. | 0 | 6 | +6 | 0.00 | 0.00 | +0.00 | buy |