| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| Global Alpha Capital Management Ltd. | 1,583,798 | 1,559,298 | -24,500 | 1.60 | 1.33 | -0.27 | sell |
| BlackRock, Inc. | 906,229 | 899,243 | -6,986 | 0.00 | 0.00 | -0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 836,899 | 812,871 | -24,028 | 0.00 | 0.00 | -0.00 | sell |
| BROWN BROTHERS HARRIMAN & CO | 627,150 | 662,544 | +35,394 | 0.07 | 0.06 | -0.01 | buy |
| VANGUARD GROUP INC | 609,083 | 588,802 | -20,281 | 0.00 | 0.00 | -0.00 | sell |
| D. E. Shaw & Co., Inc. | 433,014 | 426,791 | -6,223 | 0.01 | 0.01 | -0.00 | sell |
| AMERICAN CENTURY COMPANIES INC | 386,631 | 401,245 | +14,614 | 0.00 | 0.00 | -0.00 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 363,832 | 346,032 | -17,800 | 0.01 | 0.01 | -0.00 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 254,136 | 255,287 | +1,151 | 0.00 | 0.00 | -0.00 | buy |
| ACADIAN ASSET MANAGEMENT LLC | 252,048 | 241,675 | -10,373 | 0.01 | 0.01 | -0.00 | sell |
| STATE STREET CORP | 227,890 | 231,908 | +4,018 | 0.00 | 0.00 | -0.00 | buy |
| GABELLI FUNDS LLC | 193,407 | 188,700 | -4,707 | 0.02 | 0.02 | -0.00 | sell |
| Invenomic Capital Management LP | 193,258 | 183,505 | -9,753 | 0.18 | 0.14 | -0.03 | sell |
| MILLENNIUM MANAGEMENT LLC | 140,192 | 153,074 | +12,882 | 0.00 | 0.00 | -0.00 | buy |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 124,328 | 131,210 | +6,882 | 0.05 | 0.04 | -0.01 | buy |
| Ballast Asset Management, LP | 0 | 126,727 | +126,727 | 0.00 | 0.87 | +0.87 | buy |
| Bank of New York Mellon Corp | 117,974 | 115,703 | -2,271 | 0.00 | 0.00 | -0.00 | sell |
| MORGAN STANLEY | 122,061 | 113,063 | -8,998 | 0.00 | 0.00 | -0.00 | sell |
| Universal- Beteiligungs- und Servicegesellschaft mbH | 122,300 | 103,800 | -18,500 | 0.00 | 0.00 | -0.00 | sell |
| FMR LLC | 92,550 | 92,022 | -528 | 0.00 | 0.00 | -0.00 | sell |
| Empowered Funds, LLC | 89,728 | 90,110 | +382 | 0.02 | 0.01 | -0.00 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 84,326 | 87,279 | +2,953 | 0.00 | 0.00 | -0.00 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 117,006 | 85,186 | -31,820 | 0.00 | 0.00 | -0.00 | sell |
| NORTHERN TRUST CORP | 88,296 | 82,165 | -6,131 | 0.00 | 0.00 | -0.00 | sell |
| GAMCO INVESTORS, INC. ET AL | 70,221 | 76,936 | +6,715 | 0.01 | 0.01 | -0.00 | buy |
| Trexquant Investment LP | 76,711 | 75,600 | -1,111 | 0.01 | 0.01 | -0.00 | sell |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 92,586 | 73,311 | -19,275 | 0.01 | 0.00 | -0.00 | sell |
| CITADEL ADVISORS LLC | 127,661 | 70,317 | -57,344 | 0.00 | 0.00 | -0.00 | sell |
| Empirical Finance, LLC | 66,075 | 66,075 | 0 | 0.06 | 0.05 | -0.01 | hold |
| GOLDMAN SACHS GROUP INC | 54,895 | 62,286 | +7,391 | 0.00 | 0.00 | -0.00 | buy |
| Federation des caisses Desjardins du Quebec | 52,886 | 52,886 | 0 | 0.00 | 0.00 | -0.00 | hold |
| MARSHALL WACE, LLP | 47,804 | 44,696 | -3,108 | 0.00 | 0.00 | -0.00 | sell |
| BARCLAYS PLC | 40,158 | 38,846 | -1,312 | 0.00 | 0.00 | -0.00 | sell |
| Summit Trail Advisors, LLC | 34,798 | 34,798 | 0 | 0.01 | 0.01 | -0.00 | hold |
| GSA CAPITAL PARTNERS LLP | 18,861 | 32,802 | +13,941 | 0.02 | 0.04 | +0.02 | buy |
| RAYMOND JAMES FINANCIAL INC | 21,568 | 28,354 | +6,786 | 0.00 | 0.00 | +0.00 | buy |
| Connor, Clark & Lunn Investment Management Ltd. | 29,746 | 28,258 | -1,488 | 0.00 | 0.00 | -0.00 | sell |
| AMERIPRISE FINANCIAL INC | 35,886 | 28,179 | -7,707 | 0.00 | 0.00 | -0.00 | sell |
| JPMORGAN CHASE & CO | 4,869 | 23,971 | +19,102 | 0.00 | 0.00 | +0.00 | buy |
| Portland Global Advisors LLC | 23,787 | 23,787 | 0 | 0.05 | 0.04 | -0.01 | hold |
| Nuveen, LLC | 21,277 | 21,277 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Diametric Capital, LP | 0 | 20,018 | +20,018 | 0.00 | 0.11 | +0.11 | buy |
| JANE STREET GROUP, LLC | 23,638 | 18,642 | -4,996 | 0.00 | 0.00 | -0.00 | sell |
| Harbor Asset Planning, Inc. | 17,919 | 18,204 | +285 | 0.28 | 0.24 | -0.03 | buy |
| LOS ANGELES CAPITAL MANAGEMENT LLC | 17,920 | 17,920 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Invesco Ltd. | 22,623 | 17,894 | -4,729 | 0.00 | 0.00 | -0.00 | sell |
| VOYA INVESTMENT MANAGEMENT LLC | 19,021 | 17,074 | -1,947 | 0.00 | 0.00 | -0.00 | sell |
| ALLIANCEBERNSTEIN L.P. | 16,890 | 16,890 | 0 | 0.00 | 0.00 | -0.00 | hold |
| WINTON GROUP Ltd | 16,688 | 16,869 | +181 | 0.01 | 0.01 | -0.00 | buy |
| RHUMBLINE ADVISERS | 16,071 | 16,221 | +150 | 0.00 | 0.00 | -0.00 | buy |
| AlphaQuest LLC | 9,777 | 15,353 | +5,576 | 0.02 | 0.02 | -0.00 | buy |
| Engineers Gate Manager LP | 12,775 | 15,204 | +2,429 | 0.00 | 0.00 | +0.00 | buy |
| Quantinno Capital Management LP | 0 | 15,045 | +15,045 | 0.00 | 0.00 | +0.00 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 22,600 | 13,800 | -8,800 | 0.00 | 0.00 | -0.00 | sell |
| HSBC HOLDINGS PLC | 0 | 13,199 | +13,199 | 0.00 | 0.00 | +0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 12,316 | 12,964 | +648 | 0.00 | 0.00 | -0.00 | buy |
| SCOTIA CAPITAL INC. | 0 | 12,369 | +12,369 | 0.00 | 0.00 | +0.00 | buy |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 14,206 | 10,749 | -3,457 | 0.00 | 0.00 | -0.00 | sell |
| Dynamic Advisor Solutions LLC | 10,847 | 10,436 | -411 | 0.01 | 0.00 | -0.00 | sell |
| MEEDER ASSET MANAGEMENT INC | 8,206 | 8,206 | 0 | 0.01 | 0.01 | -0.00 | hold |
| WELLS FARGO & COMPANY/MN | 6,724 | 7,968 | +1,244 | 0.00 | 0.00 | +0.00 | buy |
| MetLife Investment Management, LLC | 5,652 | 5,652 | 0 | 0.00 | 0.00 | -0.00 | hold |
| MORGAN DEMPSEY CAPITAL MANAGEMENT LLC | 4,977 | 4,977 | 0 | 0.03 | 0.03 | -0.00 | hold |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 5,432 | 4,673 | -759 | 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 |
| Copeland Capital Management, LLC | 0 | 4,280 | +4,280 | 0.00 | 0.00 | +0.00 | buy |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | 3,932 | 3,932 | 0 | 0.00 | 0.00 | -0.00 | hold |
| BNP PARIBAS FINANCIAL MARKETS | 6,594 | 3,081 | -3,513 | 0.00 | 0.00 | -0.00 | sell |
| COMERICA BANK | 1,685 | 2,468 | +783 | 0.00 | 0.00 | +0.00 | buy |
| Police & Firemen's Retirement System of New Jersey | 2,268 | 2,268 | 0 | 0.00 | 0.00 | -0.00 | hold |
| NISA INVESTMENT ADVISORS, LLC | 718 | 1,100 | +382 | 0.00 | 0.00 | +0.00 | buy |
| CANADA LIFE ASSURANCE Co | 1,085 | 1,082 | -3 | 0.00 | 0.00 | -0.00 | sell |
| Versant Capital Management, Inc | 193 | 1,033 | +840 | 0.00 | 0.00 | +0.00 | buy |
| Russell Investments Group, Ltd. | 2,568 | 1,024 | -1,544 | 0.00 | 0.00 | -0.00 | sell |
| 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 |
| Tower Research Capital LLC (TRC) | 1,967 | 779 | -1,188 | 0.00 | 0.00 | -0.00 | sell |
| Sterling Capital Management LLC | 292 | 685 | +393 | 0.00 | 0.00 | +0.00 | buy |
| CWM, LLC | 512 | 655 | +143 | 0.00 | 0.00 | +0.00 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 0 | 618 | +618 | 0.00 | 0.00 | +0.00 | buy |
| Arax Advisory Partners | 140 | 453 | +313 | 0.00 | 0.00 | -0.00 | buy |
| AMALGAMATED BANK | 387 | 387 | 0 | 0.00 | 0.00 | -0.00 | hold |
| EverSource Wealth Advisors, LLC | 617 | 338 | -279 | 0.00 | 0.00 | -0.00 | sell |
| GAMMA Investing LLC | 661 | 288 | -373 | 0.00 | 0.00 | -0.00 | sell |
| Optiver Holding B.V. | 0 | 164 | +164 | 0.00 | 0.00 | +0.00 | buy |
| UMB Bank, n.a. | 0 | 144 | +144 | 0.00 | 0.00 | +0.00 | buy |
| CITIGROUP INC | 3,400 | 127 | -3,273 | 0.00 | 0.00 | -0.00 | sell |
| Larson Financial Group LLC | 7 | 56 | +49 | 0.00 | 0.00 | +0.00 | buy |
| Farther Finance Advisors, LLC | 55 | 55 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Covestor Ltd | 0 | 51 | +51 | 0.00 | 0.00 | +0.00 | buy |
| PRINCIPAL SECURITIES, INC. | 40 | 40 | 0 | 0.00 | 0.00 | -0.00 | hold |
| QUADRANT CAPITAL GROUP LLC | 0 | 37 | +37 | 0.00 | 0.00 | +0.00 | buy |
| Transamerica Financial Advisors, LLC | 0 | 25 | +25 | 0.00 | 0.00 | +0.00 | buy |
| Clearstead Advisors, LLC | 4 | 21 | +17 | 0.00 | 0.00 | +0.00 | buy |
| IFP Advisors, Inc | 0 | 19 | +19 | 0.00 | 0.00 | -0.00 | buy |
| FIFTH THIRD BANCORP | 26 | 16 | -10 | 0.00 | 0.00 | -0.00 | sell |
| Sunbelt Securities, Inc. | 0 | 12 | +12 | 0.00 | 0.00 | +0.00 | buy |
| SBI Securities Co., Ltd. | 4 | 4 | 0 | 0.00 | 0.00 | -0.00 | hold |
| True Wealth Design, LLC | 2 | 3 | +1 | 0.00 | 0.00 | +0.00 | buy |
| Advisory Services Network, LLC | 0 | 2 | +2 | 0.00 | 0.00 | +0.00 | buy |