| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| Global Alpha Capital Management Ltd. | 1,559,298 | 1,456,998 | -102,300 | 1.33 | 2.03 | +0.69 | sell |
| BlackRock, Inc. | 899,243 | 941,727 | +42,484 | 0.00 | 0.00 | +0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 812,871 | 780,051 | -32,820 | 0.00 | 0.00 | +0.00 | sell |
| BROWN BROTHERS HARRIMAN & CO | 662,544 | 662,544 | 0 | 0.06 | 0.08 | +0.02 | hold |
| VANGUARD GROUP INC | 588,802 | 583,029 | -5,773 | 0.00 | 0.00 | +0.00 | sell |
| D. E. Shaw & Co., Inc. | 426,791 | 412,488 | -14,303 | 0.01 | 0.01 | +0.00 | sell |
| AMERICAN CENTURY COMPANIES INC | 401,245 | 411,159 | +9,914 | 0.00 | 0.00 | +0.00 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 346,032 | 344,059 | -1,973 | 0.01 | 0.01 | +0.01 | sell |
| ACADIAN ASSET MANAGEMENT LLC | 241,675 | 264,631 | +22,956 | 0.01 | 0.01 | +0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 255,287 | 247,414 | -7,873 | 0.00 | 0.00 | +0.00 | sell |
| STATE STREET CORP | 231,908 | 228,850 | -3,058 | 0.00 | 0.00 | +0.00 | sell |
| GABELLI FUNDS LLC | 188,700 | 157,525 | -31,175 | 0.02 | 0.02 | +0.01 | sell |
| FMR LLC | 92,022 | 152,272 | +60,250 | 0.00 | 0.00 | +0.00 | buy |
| MORGAN STANLEY | 113,063 | 149,721 | +36,658 | 0.00 | 0.00 | +0.00 | buy |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 131,210 | 126,318 | -4,892 | 0.04 | 0.06 | +0.02 | sell |
| Ballast Asset Management, LP | 126,727 | 122,408 | -4,319 | 0.87 | 1.32 | +0.45 | sell |
| Bank of New York Mellon Corp | 115,703 | 121,502 | +5,799 | 0.00 | 0.00 | +0.00 | buy |
| Trexquant Investment LP | 75,600 | 98,429 | +22,829 | 0.01 | 0.02 | +0.01 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 85,186 | 96,134 | +10,948 | 0.00 | 0.00 | +0.00 | buy |
| GOLDMAN SACHS GROUP INC | 62,286 | 94,086 | +31,800 | 0.00 | 0.00 | +0.00 | buy |
| Empowered Funds, LLC | 90,110 | 85,218 | -4,892 | 0.01 | 0.02 | +0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 87,279 | 81,361 | -5,918 | 0.00 | 0.00 | +0.00 | sell |
| NORTHERN TRUST CORP | 82,165 | 81,263 | -902 | 0.00 | 0.00 | +0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 153,074 | 70,334 | -82,740 | 0.00 | 0.00 | -0.00 | sell |
| Empirical Finance, LLC | 66,075 | 66,075 | 0 | 0.05 | 0.07 | +0.02 | hold |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 73,311 | 58,013 | -15,298 | 0.00 | 0.01 | +0.00 | sell |
| Federation des caisses Desjardins du Quebec | 52,886 | 52,886 | 0 | 0.00 | 0.00 | +0.00 | hold |
| GAMCO INVESTORS, INC. ET AL | 76,936 | 51,430 | -25,506 | 0.01 | 0.01 | +0.00 | sell |
| BARCLAYS PLC | 38,846 | 46,678 | +7,832 | 0.00 | 0.00 | +0.00 | buy |
| SEI INVESTMENTS CO | 0 | 39,844 | +39,844 | 0.00 | 0.00 | +0.00 | buy |
| Nuveen, LLC | 21,277 | 38,893 | +17,616 | 0.00 | 0.00 | +0.00 | buy |
| Summit Trail Advisors, LLC | 34,798 | 34,892 | +94 | 0.01 | 0.01 | +0.01 | buy |
| GSA CAPITAL PARTNERS LLP | 32,802 | 30,949 | -1,853 | 0.04 | 0.06 | +0.02 | sell |
| Connor, Clark & Lunn Investment Management Ltd. | 28,258 | 27,567 | -691 | 0.00 | 0.00 | +0.00 | sell |
| JPMORGAN CHASE & CO | 23,971 | 27,270 | +3,299 | 0.00 | 0.00 | +0.00 | buy |
| RAYMOND JAMES FINANCIAL INC | 28,354 | 25,694 | -2,660 | 0.00 | 0.00 | +0.00 | sell |
| HSBC HOLDINGS PLC | 13,199 | 24,020 | +10,821 | 0.00 | 0.00 | +0.00 | buy |
| AMERIPRISE FINANCIAL INC | 28,179 | 22,144 | -6,035 | 0.00 | 0.00 | +0.00 | sell |
| NewEdge Advisors, LLC | 0 | 22,044 | +22,044 | 0.00 | 0.00 | +0.00 | buy |
| Diametric Capital, LP | 20,018 | 22,036 | +2,018 | 0.11 | 0.13 | +0.02 | buy |
| Quantinno Capital Management LP | 15,045 | 21,090 | +6,045 | 0.00 | 0.00 | +0.00 | buy |
| Hillsdale Investment Management Inc. | 0 | 21,000 | +21,000 | 0.00 | 0.01 | +0.01 | buy |
| SEGALL BRYANT & HAMILL, LLC | 0 | 19,657 | +19,657 | 0.00 | 0.01 | +0.01 | buy |
| JANE STREET GROUP, LLC | 18,642 | 19,520 | +878 | 0.00 | 0.00 | +0.00 | buy |
| Harbor Asset Planning, Inc. | 18,204 | 18,538 | +334 | 0.24 | 0.36 | +0.12 | buy |
| LOS ANGELES CAPITAL MANAGEMENT LLC | 17,920 | 17,920 | 0 | 0.00 | 0.00 | -0.00 | hold |
| ALLIANCEBERNSTEIN L.P. | 16,890 | 17,490 | +600 | 0.00 | 0.00 | +0.00 | buy |
| VOYA INVESTMENT MANAGEMENT LLC | 17,074 | 17,378 | +304 | 0.00 | 0.00 | +0.00 | buy |
| Invesco Ltd. | 17,894 | 16,870 | -1,024 | 0.00 | 0.00 | +0.00 | sell |
| CITADEL ADVISORS LLC | 70,317 | 16,468 | -53,849 | 0.00 | 0.00 | -0.00 | sell |
| WINTON GROUP Ltd | 16,869 | 16,205 | -664 | 0.01 | 0.01 | +0.00 | sell |
| AlphaQuest LLC | 15,353 | 15,353 | 0 | 0.02 | 0.02 | +0.00 | hold |
| STATE OF WISCONSIN INVESTMENT BOARD | 13,800 | 14,100 | +300 | 0.00 | 0.00 | +0.00 | buy |
| Engineers Gate Manager LP | 15,204 | 12,940 | -2,264 | 0.00 | 0.00 | +0.00 | sell |
| Quadrature Capital Ltd | 0 | 12,829 | +12,829 | 0.00 | 0.00 | +0.00 | buy |
| RHUMBLINE ADVISERS | 16,221 | 12,623 | -3,598 | 0.00 | 0.00 | +0.00 | sell |
| Squarepoint Ops LLC | 0 | 12,530 | +12,530 | 0.00 | 0.00 | +0.00 | buy |
| SCOTIA CAPITAL INC. | 12,369 | 12,369 | 0 | 0.00 | 0.00 | +0.00 | hold |
| BAILARD, INC. | 0 | 12,000 | +12,000 | 0.00 | 0.01 | +0.01 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 12,964 | 11,664 | -1,300 | 0.00 | 0.00 | +0.00 | sell |
| WELLS FARGO & COMPANY/MN | 7,968 | 11,189 | +3,221 | 0.00 | 0.00 | +0.00 | buy |
| Voleon Capital Management LP | 0 | 10,474 | +10,474 | 0.00 | 0.01 | +0.01 | buy |
| Dynamic Advisor Solutions LLC | 10,436 | 10,336 | -100 | 0.00 | 0.01 | +0.00 | sell |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 10,749 | 8,932 | -1,817 | 0.00 | 0.00 | +0.00 | sell |
| MEEDER ASSET MANAGEMENT INC | 8,206 | 8,206 | 0 | 0.01 | 0.01 | +0.00 | hold |
| DEUTSCHE BANK AG\ | 0 | 7,615 | +7,615 | 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 | 0.06 | +0.02 | hold |
| CANADA PENSION PLAN INVESTMENT BOARD | 0 | 4,700 | +4,700 | 0.00 | 0.00 | +0.00 | buy |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 4,673 | 4,633 | -40 | 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 |
| BNP PARIBAS FINANCIAL MARKETS | 3,081 | 3,382 | +301 | 0.00 | 0.00 | +0.00 | buy |
| Copeland Capital Management, LLC | 4,280 | 2,827 | -1,453 | 0.00 | 0.00 | +0.00 | sell |
| COMERICA BANK | 2,468 | 2,438 | -30 | 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 |
| CANADA LIFE ASSURANCE Co | 1,082 | 1,749 | +667 | 0.00 | 0.00 | +0.00 | buy |
| Russell Investments Group, Ltd. | 1,024 | 1,043 | +19 | 0.00 | 0.00 | +0.00 | buy |
| STRS OHIO | 0 | 1,000 | +1,000 | 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 |
| CITIGROUP INC | 127 | 916 | +789 | 0.00 | 0.00 | +0.00 | buy |
| Kemnay Advisory Services Inc. | 0 | 750 | +750 | 0.00 | 0.00 | +0.00 | buy |
| NISA INVESTMENT ADVISORS, LLC | 1,100 | 669 | -431 | 0.00 | 0.00 | -0.00 | sell |
| CWM, LLC | 655 | 668 | +13 | 0.00 | 0.00 | +0.00 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 618 | 611 | -7 | 0.00 | 0.00 | +0.00 | sell |
| Sterling Capital Management LLC | 685 | 572 | -113 | 0.00 | 0.00 | +0.00 | sell |
| Tower Research Capital LLC (TRC) | 779 | 562 | -217 | 0.00 | 0.00 | -0.00 | sell |
| EverSource Wealth Advisors, LLC | 338 | 482 | +144 | 0.00 | 0.00 | +0.00 | buy |
| AMALGAMATED BANK | 387 | 312 | -75 | 0.00 | 0.00 | +0.00 | sell |
| GAMMA Investing LLC | 288 | 167 | -121 | 0.00 | 0.00 | -0.00 | sell |
| Optiver Holding B.V. | 164 | 164 | 0 | 0.00 | 0.00 | +0.00 | hold |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 0 | 82 | +82 | 0.00 | 0.00 | +0.00 | buy |
| Smartleaf Asset Management LLC | 0 | 79 | +79 | 0.00 | 0.00 | +0.00 | buy |
| Covestor Ltd | 51 | 59 | +8 | 0.00 | 0.00 | -0.00 | buy |
| Farther Finance Advisors, LLC | 55 | 57 | +2 | 0.00 | 0.00 | +0.00 | buy |
| Larson Financial Group LLC | 56 | 56 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Versant Capital Management, Inc | 1,033 | 38 | -995 | 0.00 | 0.00 | -0.00 | sell |
| SIMPLEX TRADING, LLC | 0 | 27 | +27 | 0.00 | 0.00 | +0.00 | buy |
| QUADRANT CAPITAL GROUP LLC | 37 | 27 | -10 | 0.00 | 0.00 | +0.00 | sell |