| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 1,922,452 | 1,609,701 | -312,751 | 0.00 | 0.00 | -0.00 | sell |
| BlackRock, Inc. | 1,616,906 | 1,554,585 | -62,321 | 0.00 | 0.00 | -0.00 | sell |
| Nantahala Capital Management, LLC | 736,202 | 1,147,902 | +411,700 | 1.01 | 1.33 | +0.31 | buy |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 676,440 | 737,090 | +60,650 | 0.04 | 0.04 | +0.00 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 612,114 | 579,914 | -32,200 | 0.02 | 0.01 | -0.00 | sell |
| FEDERATED HERMES, INC. | 539,100 | 511,316 | -27,784 | 0.02 | 0.02 | -0.00 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 444,163 | 460,402 | +16,239 | 0.00 | 0.00 | -0.00 | buy |
| STATE STREET CORP | 371,110 | 400,448 | +29,338 | 0.00 | 0.00 | -0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 386,283 | 386,274 | -9 | 0.00 | 0.00 | -0.00 | sell |
| Garner Asset Management Corp | 417,999 | 367,100 | -50,899 | 3.05 | 2.78 | -0.28 | sell |
| MORGAN STANLEY | 172,777 | 301,710 | +128,933 | 0.00 | 0.00 | +0.00 | buy |
| LINCLUDEN MANAGEMENT LTD | 290,000 | 290,000 | 0 | 0.61 | 0.52 | -0.09 | hold |
| Numerai GP LLC | 66,087 | 167,450 | +101,363 | 0.21 | 0.39 | +0.19 | buy |
| GOLDMAN SACHS GROUP INC | 157,921 | 150,372 | -7,549 | 0.00 | 0.00 | -0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 148,231 | 143,788 | -4,443 | 0.00 | 0.00 | -0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 118,716 | 130,151 | +11,435 | 0.00 | 0.00 | -0.00 | buy |
| NORTHERN TRUST CORP | 172,787 | 126,893 | -45,894 | 0.00 | 0.00 | -0.00 | sell |
| Bank of New York Mellon Corp | 110,364 | 125,580 | +15,216 | 0.00 | 0.00 | +0.00 | buy |
| Nuveen, LLC | 47,269 | 122,232 | +74,963 | 0.00 | 0.00 | +0.00 | buy |
| AMERIPRISE FINANCIAL INC | 100,453 | 118,858 | +18,405 | 0.00 | 0.00 | +0.00 | buy |
| UBS Group AG | 34,466 | 116,799 | +82,333 | 0.00 | 0.00 | +0.00 | buy |
| BANK OF AMERICA CORP /DE/ | 0 | 94,663 | +94,663 | 0.00 | 0.00 | +0.00 | buy |
| STIFEL FINANCIAL CORP | 88,247 | 93,892 | +5,645 | 0.00 | 0.00 | -0.00 | buy |
| TWO SIGMA INVESTMENTS, LP | 59,088 | 87,127 | +28,039 | 0.00 | 0.00 | +0.00 | buy |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 87,666 | 80,305 | -7,361 | 0.01 | 0.01 | -0.00 | sell |
| CITADEL ADVISORS LLC | 135,843 | 75,358 | -60,485 | 0.00 | 0.00 | -0.00 | sell |
| O'SHAUGHNESSY ASSET MANAGEMENT, LLC | 113,239 | 70,515 | -42,724 | 0.02 | 0.01 | -0.01 | sell |
| Trexquant Investment LP | 56,846 | 69,224 | +12,378 | 0.01 | 0.01 | +0.00 | buy |
| Aviance Capital Partners, LLC | 55,033 | 68,026 | +12,993 | 0.13 | 0.15 | +0.02 | buy |
| COMMONS CAPITAL, LLC | 12,505 | 62,564 | +50,059 | 0.19 | 0.78 | +0.59 | buy |
| Qube Research & Technologies Ltd | 60,168 | 61,809 | +1,641 | 0.00 | 0.00 | -0.00 | buy |
| MARTINGALE ASSET MANAGEMENT L P | 71,895 | 61,783 | -10,112 | 0.03 | 0.02 | -0.01 | sell |
| FIRST TRUST ADVISORS LP | 56,978 | 61,574 | +4,596 | 0.00 | 0.00 | -0.00 | buy |
| Flat Footed LLC | 54,232 | 59,463 | +5,231 | 0.33 | 0.26 | -0.07 | buy |
| JANE STREET GROUP, LLC | 59,353 | 56,769 | -2,584 | 0.00 | 0.00 | -0.00 | sell |
| BARCLAYS PLC | 45,429 | 55,413 | +9,984 | 0.00 | 0.00 | +0.00 | buy |
| GLOBEFLEX CAPITAL L P | 53,150 | 53,150 | 0 | 0.08 | 0.07 | -0.01 | hold |
| RHUMBLINE ADVISERS | 53,221 | 53,101 | -120 | 0.00 | 0.00 | -0.00 | sell |
| CWA Asset Management Group, LLC | 68,535 | 53,055 | -15,480 | 0.05 | 0.04 | -0.02 | sell |
| TWO SIGMA ADVISERS, LP | 30,200 | 51,400 | +21,200 | 0.00 | 0.00 | +0.00 | buy |
| Linden Thomas Advisory Services, LLC | 48,038 | 47,261 | -777 | 0.10 | 0.09 | -0.02 | sell |
| PRICE T ROWE ASSOCIATES INC /MD/ | 43,792 | 43,574 | -218 | 0.00 | 0.00 | -0.00 | sell |
| HARBOR CAPITAL ADVISORS, INC. | 43,957 | 43,317 | -640 | 0.03 | 0.03 | -0.00 | sell |
| HRT FINANCIAL LP | 37,476 | 41,044 | +3,568 | 0.00 | 0.00 | -0.00 | buy |
| Invesco Ltd. | 40,517 | 38,666 | -1,851 | 0.00 | 0.00 | -0.00 | sell |
| Quantinno Capital Management LP | 0 | 37,567 | +37,567 | 0.00 | 0.00 | +0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 24,962 | 37,512 | +12,550 | 0.00 | 0.00 | +0.00 | buy |
| XTX Topco Ltd | 17,256 | 32,994 | +15,738 | 0.01 | 0.02 | +0.01 | buy |
| TUDOR INVESTMENT CORP ET AL | 0 | 31,830 | +31,830 | 0.00 | 0.00 | +0.00 | buy |
| JPMORGAN CHASE & CO | 58,073 | 30,236 | -27,837 | 0.00 | 0.00 | -0.00 | sell |
| Janney Montgomery Scott LLC | 29,251 | 29,299 | +48 | 0.00 | 0.00 | -0.00 | buy |
| AMERICAN CENTURY COMPANIES INC | 28,431 | 28,644 | +213 | 0.00 | 0.00 | -0.00 | buy |
| Engineers Gate Manager LP | 39,259 | 27,805 | -11,454 | 0.01 | 0.01 | -0.01 | sell |
| LAZARD ASSET MANAGEMENT LLC | 25,923 | 26,186 | +263 | 0.00 | 0.00 | -0.00 | buy |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 29,286 | 25,362 | -3,924 | 0.00 | 0.00 | -0.00 | sell |
| Unison Advisors LLC | 22,368 | 23,017 | +649 | 0.05 | 0.04 | -0.01 | buy |
| Aquatic Capital Management LLC | 12,135 | 21,161 | +9,026 | 0.01 | 0.01 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 14,097 | 19,697 | +5,600 | 0.00 | 0.00 | +0.00 | buy |
| Squarepoint Ops LLC | 39,029 | 18,698 | -20,331 | 0.00 | 0.00 | -0.00 | sell |
| Sterling Capital Management LLC | 16,926 | 17,096 | +170 | 0.00 | 0.00 | -0.00 | buy |
| SEGALL BRYANT & HAMILL, LLC | 16,526 | 16,526 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Brevan Howard Capital Management LP | 0 | 16,101 | +16,101 | 0.00 | 0.00 | +0.00 | buy |
| Verition Fund Management LLC | 14,516 | 15,316 | +800 | 0.00 | 0.00 | +0.00 | buy |
| FMR LLC | 2,976 | 15,021 | +12,045 | 0.00 | 0.00 | +0.00 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 0 | 14,900 | +14,900 | 0.00 | 0.00 | +0.00 | buy |
| EXCHANGE TRADED CONCEPTS, LLC | 14,881 | 14,765 | -116 | 0.00 | 0.00 | -0.00 | sell |
| Schonfeld Strategic Advisors LLC | 12,500 | 14,350 | +1,850 | 0.00 | 0.00 | +0.00 | buy |
| Quinn Opportunity Partners LLC | 14,314 | 14,314 | 0 | 0.02 | 0.02 | +0.00 | hold |
| DEUTSCHE BANK AG\ | 13,582 | 13,582 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Robeco Institutional Asset Management B.V. | 15,239 | 12,643 | -2,596 | 0.00 | 0.00 | -0.00 | sell |
| KLP KAPITALFORVALTNING AS | 11,600 | 11,600 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Cubist Systematic Strategies, LLC | 45,840 | 11,482 | -34,358 | 0.01 | 0.00 | -0.01 | sell |
| SEI INVESTMENTS CO | 0 | 10,956 | +10,956 | 0.00 | 0.00 | +0.00 | buy |
| THRIVENT FINANCIAL FOR LUTHERANS | 10,825 | 10,825 | 0 | 0.00 | 0.00 | -0.00 | hold |
| BANK OF MONTREAL /CAN/ | 0 | 10,772 | +10,772 | 0.00 | 0.00 | +0.00 | buy |
| Connor, Clark & Lunn Investment Management Ltd. | 14,165 | 10,321 | -3,844 | 0.00 | 0.00 | -0.00 | sell |
| WELLS FARGO & COMPANY/MN | 10,953 | 10,063 | -890 | 0.00 | 0.00 | -0.00 | sell |
| Vanguard Personalized Indexing Management, LLC | 0 | 10,040 | +10,040 | 0.00 | 0.00 | +0.00 | buy |
| CastleKnight Management LP | 10,000 | 10,000 | 0 | 0.02 | 0.01 | -0.01 | hold |
| ROYAL BANK OF CANADA | 0 | 9,607 | +9,607 | 0.00 | 0.00 | +0.00 | buy |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 9,262 | 8,497 | -765 | 0.00 | 0.00 | -0.00 | sell |
| MetLife Investment Management, LLC | 8,290 | 8,290 | 0 | 0.00 | 0.00 | +0.00 | hold |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 7,258 | 7,258 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Point72 Asia (Singapore) Pte. Ltd. | 4,529 | 6,866 | +2,337 | 0.02 | 0.02 | +0.00 | buy |
| CWM, LLC | 2,064 | 6,522 | +4,458 | 0.00 | 0.00 | +0.00 | buy |
| CITIGROUP INC | 11,374 | 6,171 | -5,203 | 0.00 | 0.00 | -0.00 | sell |
| Quantbot Technologies LP | 13,279 | 4,934 | -8,345 | 0.01 | 0.00 | -0.00 | sell |
| SIMPLEX TRADING, LLC | 2,275 | 4,582 | +2,307 | 0.00 | 0.00 | +0.00 | buy |
| CALDWELL SUTTER CAPITAL, INC. | 4,287 | 4,250 | -37 | 0.03 | 0.03 | -0.00 | sell |
| Russell Investments Group, Ltd. | 3,728 | 3,535 | -193 | 0.00 | 0.00 | -0.00 | sell |
| Police & Firemen's Retirement System of New Jersey | 3,122 | 3,122 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Tower Research Capital LLC (TRC) | 568 | 3,081 | +2,513 | 0.00 | 0.00 | +0.00 | buy |
| STRS OHIO | 3,000 | 3,000 | 0 | 0.00 | 0.00 | -0.00 | hold |
| PNC FINANCIAL SERVICES GROUP, INC. | 0 | 1,773 | +1,773 | 0.00 | 0.00 | +0.00 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 13,823 | 1,536 | -12,287 | 0.00 | 0.00 | -0.00 | sell |
| Legal & General Group Plc | 4,010 | 1,459 | -2,551 | 0.00 | 0.00 | -0.00 | sell |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 1,410 | 1,410 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Ameritas Investment Partners, Inc. | 1,361 | 1,361 | 0 | 0.00 | 0.00 | -0.00 | hold |
| EverSource Wealth Advisors, LLC | 230 | 1,231 | +1,001 | 0.00 | 0.00 | +0.00 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 1,120 | 1,120 | 0 | 0.00 | 0.00 | -0.00 | hold |