| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| Global Alpha Capital Management Ltd. | 1,600,798 | 1,583,798 | -17,000 | 2.37 | 1.60 | -0.76 | sell |
| BlackRock, Inc. | 945,625 | 906,229 | -39,396 | 0.00 | 0.00 | -0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 840,190 | 836,899 | -3,291 | 0.00 | 0.00 | -0.00 | sell |
| BROWN BROTHERS HARRIMAN & CO | 627,150 | 627,150 | 0 | 0.09 | 0.07 | -0.02 | hold |
| VANGUARD GROUP INC | 614,008 | 609,083 | -4,925 | 0.00 | 0.00 | -0.00 | sell |
| D. E. Shaw & Co., Inc. | 437,435 | 433,014 | -4,421 | 0.01 | 0.01 | -0.00 | sell |
| AMERICAN CENTURY COMPANIES INC | 369,093 | 386,631 | +17,538 | 0.00 | 0.00 | -0.00 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 367,732 | 363,832 | -3,900 | 0.01 | 0.01 | -0.00 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 254,039 | 254,136 | +97 | 0.00 | 0.00 | -0.00 | buy |
| ACADIAN ASSET MANAGEMENT LLC | 220,164 | 252,048 | +31,884 | 0.01 | 0.01 | -0.00 | buy |
| STATE STREET CORP | 228,117 | 227,890 | -227 | 0.00 | 0.00 | -0.00 | sell |
| GABELLI FUNDS LLC | 125,000 | 193,407 | +68,407 | 0.02 | 0.02 | +0.00 | buy |
| Invenomic Capital Management LP | 212,640 | 193,258 | -19,382 | 0.22 | 0.18 | -0.04 | sell |
| MILLENNIUM MANAGEMENT LLC | 133,710 | 140,192 | +6,482 | 0.00 | 0.00 | -0.00 | buy |
| CITADEL ADVISORS LLC | 154,752 | 127,661 | -27,091 | 0.00 | 0.00 | -0.00 | sell |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 137,459 | 124,328 | -13,131 | 0.07 | 0.05 | -0.02 | sell |
| Universal- Beteiligungs- und Servicegesellschaft mbH | 122,300 | 122,300 | 0 | 0.00 | 0.00 | -0.00 | hold |
| MORGAN STANLEY | 89,636 | 122,061 | +32,425 | 0.00 | 0.00 | -0.00 | buy |
| Bank of New York Mellon Corp | 120,241 | 117,974 | -2,267 | 0.00 | 0.00 | -0.00 | sell |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 151,929 | 117,006 | -34,923 | 0.00 | 0.00 | -0.00 | sell |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 102,365 | 92,586 | -9,779 | 0.01 | 0.01 | -0.00 | sell |
| FMR LLC | 91,745 | 92,550 | +805 | 0.00 | 0.00 | -0.00 | buy |
| Empowered Funds, LLC | 86,859 | 89,728 | +2,869 | 0.03 | 0.02 | -0.01 | buy |
| NORTHERN TRUST CORP | 93,618 | 88,296 | -5,322 | 0.00 | 0.00 | -0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 84,136 | 84,326 | +190 | 0.00 | 0.00 | -0.00 | buy |
| Trexquant Investment LP | 46,639 | 76,711 | +30,072 | 0.01 | 0.01 | +0.00 | buy |
| GAMCO INVESTORS, INC. ET AL | 59,968 | 70,221 | +10,253 | 0.01 | 0.01 | -0.00 | buy |
| Empirical Finance, LLC | 0 | 66,075 | +66,075 | 0.00 | 0.06 | +0.06 | buy |
| GOLDMAN SACHS GROUP INC | 67,037 | 54,895 | -12,142 | 0.00 | 0.00 | -0.00 | sell |
| Federation des caisses Desjardins du Quebec | 52,886 | 52,886 | 0 | 0.01 | 0.00 | -0.00 | hold |
| MARSHALL WACE, LLP | 20,090 | 47,804 | +27,714 | 0.00 | 0.00 | +0.00 | buy |
| BARCLAYS PLC | 33,849 | 40,158 | +6,309 | 0.00 | 0.00 | -0.00 | buy |
| SummerHaven Investment Management, LLC | 37,754 | 38,544 | +790 | 0.54 | 0.41 | -0.13 | buy |
| AMERIPRISE FINANCIAL INC | 33,489 | 35,886 | +2,397 | 0.00 | 0.00 | -0.00 | buy |
| Summit Trail Advisors, LLC | 26,199 | 34,798 | +8,599 | 0.02 | 0.01 | -0.01 | buy |
| Connor, Clark & Lunn Investment Management Ltd. | 25,970 | 29,746 | +3,776 | 0.00 | 0.00 | -0.00 | buy |
| Portland Global Advisors LLC | 23,787 | 23,787 | 0 | 0.06 | 0.05 | -0.02 | hold |
| JANE STREET GROUP, LLC | 43,289 | 23,638 | -19,651 | 0.00 | 0.00 | -0.00 | sell |
| Invesco Ltd. | 27,492 | 22,623 | -4,869 | 0.00 | 0.00 | -0.00 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 21,370 | 22,600 | +1,230 | 0.00 | 0.00 | -0.00 | buy |
| RAYMOND JAMES FINANCIAL INC | 37,112 | 21,568 | -15,544 | 0.00 | 0.00 | -0.00 | sell |
| Nuveen, LLC | 43,218 | 21,277 | -21,941 | 0.00 | 0.00 | -0.00 | sell |
| VOYA INVESTMENT MANAGEMENT LLC | 19,259 | 19,021 | -238 | 0.00 | 0.00 | -0.00 | sell |
| GSA CAPITAL PARTNERS LLP | 0 | 18,861 | +18,861 | 0.00 | 0.02 | +0.02 | buy |
| LOS ANGELES CAPITAL MANAGEMENT LLC | 0 | 17,920 | +17,920 | 0.00 | 0.00 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 17,290 | 16,890 | -400 | 0.00 | 0.00 | -0.00 | sell |
| WINTON GROUP Ltd | 14,641 | 16,688 | +2,047 | 0.02 | 0.01 | -0.00 | buy |
| RHUMBLINE ADVISERS | 17,025 | 16,071 | -954 | 0.00 | 0.00 | -0.00 | sell |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 14,206 | 14,206 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Engineers Gate Manager LP | 0 | 12,775 | +12,775 | 0.00 | 0.00 | +0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 12,439 | 12,316 | -123 | 0.00 | 0.00 | -0.00 | sell |
| Brevan Howard Capital Management LP | 0 | 11,469 | +11,469 | 0.00 | 0.00 | +0.00 | buy |
| Dynamic Advisor Solutions LLC | 0 | 10,847 | +10,847 | 0.00 | 0.01 | +0.01 | buy |
| DEUTSCHE BANK AG\ | 12,023 | 10,124 | -1,899 | 0.00 | 0.00 | -0.00 | sell |
| AlphaQuest LLC | 8,829 | 9,777 | +948 | 0.02 | 0.02 | -0.00 | buy |
| MEEDER ASSET MANAGEMENT INC | 8,206 | 8,206 | 0 | 0.01 | 0.01 | -0.00 | hold |
| New Age Alpha Advisors, LLC | 7,534 | 7,661 | +127 | 0.01 | 0.01 | -0.00 | buy |
| WELLS FARGO & COMPANY/MN | 6,563 | 6,724 | +161 | 0.00 | 0.00 | -0.00 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 13,519 | 6,594 | -6,925 | 0.00 | 0.00 | -0.00 | sell |
| MetLife Investment Management, LLC | 5,652 | 5,652 | 0 | 0.00 | 0.00 | -0.00 | hold |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 6,128 | 5,432 | -696 | 0.00 | 0.00 | -0.00 | sell |
| MORGAN DEMPSEY CAPITAL MANAGEMENT LLC | 3,509 | 4,977 | +1,468 | 0.03 | 0.03 | +0.01 | buy |
| JPMORGAN CHASE & CO | 39,351 | 4,869 | -34,482 | 0.00 | 0.00 | -0.00 | sell |
| NEW YORK STATE COMMON RETIREMENT FUND | 4,591 | 4,591 | 0 | 0.00 | 0.00 | -0.00 | hold |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | 3,932 | 3,932 | 0 | 0.00 | 0.00 | -0.00 | hold |
| CITIGROUP INC | 7,443 | 3,400 | -4,043 | 0.00 | 0.00 | -0.00 | sell |
| Russell Investments Group, Ltd. | 4,229 | 2,568 | -1,661 | 0.00 | 0.00 | -0.00 | sell |
| Police & Firemen's Retirement System of New Jersey | 2,268 | 2,268 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Tower Research Capital LLC (TRC) | 408 | 1,967 | +1,559 | 0.00 | 0.00 | +0.00 | buy |
| COMERICA BANK | 2,505 | 1,685 | -820 | 0.00 | 0.00 | -0.00 | sell |
| CANADA LIFE ASSURANCE Co | 910 | 1,085 | +175 | 0.00 | 0.00 | -0.00 | buy |
| Ameritas Investment Partners, Inc. | 967 | 967 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Legal & General Group Plc | 927 | 927 | 0 | 0.00 | 0.00 | -0.00 | hold |
| PNC FINANCIAL SERVICES GROUP, INC. | 0 | 895 | +895 | 0.00 | 0.00 | +0.00 | buy |
| NISA INVESTMENT ADVISORS, LLC | 718 | 718 | 0 | 0.00 | 0.00 | -0.00 | hold |
| GAMMA Investing LLC | 1,165 | 661 | -504 | 0.00 | 0.00 | -0.00 | sell |
| EverSource Wealth Advisors, LLC | 53 | 617 | +564 | 0.00 | 0.00 | +0.00 | buy |
| CWM, LLC | 820 | 512 | -308 | 0.00 | 0.00 | -0.00 | sell |
| US BANCORP \DE\ | 461 | 420 | -41 | 0.00 | 0.00 | -0.00 | sell |
| AMALGAMATED BANK | 387 | 387 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Sterling Capital Management LLC | 179 | 292 | +113 | 0.00 | 0.00 | +0.00 | buy |
| Versant Capital Management, Inc | 1,551 | 193 | -1,358 | 0.01 | 0.00 | -0.00 | sell |
| Arax Advisory Partners | 104 | 140 | +36 | 0.00 | 0.00 | -0.00 | buy |
| BARROW HANLEY MEWHINNEY & STRAUSS LLC | 0 | 80 | +80 | 0.00 | 0.00 | +0.00 | buy |
| Farther Finance Advisors, LLC | 55 | 55 | 0 | 0.00 | 0.00 | -0.00 | hold |
| PRINCIPAL SECURITIES, INC. | 40 | 40 | 0 | 0.00 | 0.00 | -0.00 | hold |
| SIERRA OCEAN, LLC | 28 | 28 | 0 | 0.00 | 0.00 | -0.00 | hold |
| FIFTH THIRD BANCORP | 0 | 26 | +26 | 0.00 | 0.00 | +0.00 | buy |
| Brooklyn Investment Group | 0 | 8 | +8 | 0.00 | 0.00 | +0.00 | buy |
| Larson Financial Group LLC | 13 | 7 | -6 | 0.00 | 0.00 | -0.00 | sell |
| SBI Securities Co., Ltd. | 1 | 4 | +3 | 0.00 | 0.00 | +0.00 | buy |
| Clearstead Advisors, LLC | 0 | 4 | +4 | 0.00 | 0.00 | +0.00 | buy |
| True Wealth Design, LLC | 35 | 2 | -33 | 0.00 | 0.00 | -0.00 | sell |
| SEGALL BRYANT & HAMILL, LLC | 31,121 | 0 | -31,121 | 0.01 | 0.00 | -0.01 | sell |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 767 | 0 | -767 | 0.00 | 0.00 | -0.00 | sell |
| COLDSTREAM CAPITAL MANAGEMENT INC | 30 | 0 | -30 | 0.00 | 0.00 | -0.00 | sell |
| ZACKS INVESTMENT MANAGEMENT | 35,217 | 0 | -35,217 | 0.01 | 0.00 | -0.01 | sell |
| AQR CAPITAL MANAGEMENT LLC | 22,584 | 0 | -22,584 | 0.00 | 0.00 | -0.00 | sell |
| Amundi | 3,900 | 0 | -3,900 | 0.00 | 0.00 | -0.00 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 19,693 | 0 | -19,693 | 0.00 | 0.00 | -0.00 | sell |