u.s. small cap value portfolio- institutional class...21 fulton financial corp common stock usd2.5...

Row Id Security NameNotional

Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

1 TECH DATA CORP COMMON STOCK USD.0015 87,904,244.90 1.031% 1.031%

2 FTI CONSULTING INC COMMON STOCK USD.01 87,303,467.02 1.024% 2.056%

3 DARLING INGREDIENTS INC COMMON STOCK USD.01 83,142,456.21 0.976% 3.031%

4 GATX CORP COMMON STOCK USD.625 75,291,960.96 0.883% 3.915%

5 KEMPER CORP COMMON STOCK USD.1 73,794,822.42 0.866% 4.781%

6 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 68,936,674.30 0.809% 5.590%

7 REGAL BELOIT CORP COMMON STOCK USD.01 66,470,541.70 0.780% 6.370%

8 WASHINGTON FEDERAL INC COMMON STOCK USD1.0 66,305,007.12 0.778% 7.148%

9 COMMERCIAL METALS CO COMMON STOCK USD.01 64,493,670.77 0.757% 7.904%

10 OLD NATIONAL BANCORP COMMON STOCK 63,917,750.75 0.750% 8.654%

11 SANMINA CORP COMMON STOCK USD.01 62,896,522.48 0.738% 9.392%

12 ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 60,255,885.93 0.707% 10.099%

13 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 58,760,199.08 0.689% 10.789%

14 ASSOCIATED BANC CORP COMMON STOCK USD.01 58,408,361.59 0.685% 11.474%

15 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0 58,397,838.40 0.685% 12.160%

16 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 57,145,203.83 0.671% 12.830%

17 ELEMENT SOLUTIONS INC COMMON STOCK USD.01 56,310,686.08 0.661% 13.491%

18 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 55,879,011.51 0.656% 14.146%

19 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 55,377,587.52 0.650% 14.796%

20 TRITON INTERNATIONAL LTD/BER COMMON STOCK USD.01 55,067,502.88 0.646% 15.442%

21 FULTON FINANCIAL CORP COMMON STOCK USD2.5 53,340,957.69 0.626% 16.068%

Holdings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the current or future investments of the portfolio. The information below should not be relied upon by the reader as research or investment advice regarding any security. This listing of portfolio holdings is for informational purposes only and should not be deemed a recommendation to buy the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buy any security. The holdings information has not been audited.

By viewing this listing of portfolio holdings, you are agreeing to not redistribute the information and to not misuse this information to the detriment of portfolio shareholders. Misuse of this information includes, but is not limited to, (i) purchasing or selling any securities listed in the portfolio holdings solely in reliance upon this information; (ii) trading against any of the portfolios or (iii) knowingly engaging in any trading practices that are damaging to Dimensional or one of the portfolios.

Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing.

Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices.

As of March 31, 2020 (Updated Monthly)Source: State Street

U.S. Small Cap Value Portfolio-Institutional Class


Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

22 VALLEY NATIONAL BANCORP COMMON STOCK 52,372,297.63 0.615% 16.683%

23 MERITAGE HOMES CORP COMMON STOCK USD.01 52,078,411.65 0.611% 17.294%

24 AMKOR TECHNOLOGY INC COMMON STOCK USD.001 50,925,543.63 0.598% 17.891%

25 WERNER ENTERPRISES INC COMMON STOCK USD.01 50,074,806.18 0.588% 18.479%

26 TAYLOR MORRISON HOME CORP COMMON STOCK USD.00001 49,564,625.00 0.582% 19.061%

27 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 48,896,730.19 0.574% 19.634%

28 ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 48,560,438.07 0.570% 20.204%

29 NETSCOUT SYSTEMS INC COMMON STOCK USD.001 48,011,423.22 0.563% 20.768%

30 SEABOARD CORP COMMON STOCK USD1.0 46,962,508.80 0.551% 21.319%

31 MDC HOLDINGS INC COMMON STOCK USD.01 46,936,871.20 0.551% 21.869%

32 IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001 46,389,034.23 0.544% 22.414%

33 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 45,741,477.47 0.537% 22.950%

34 AUTONATION INC COMMON STOCK USD.01 44,905,259.80 0.527% 23.477%

35 SKYWEST INC COMMON STOCK 44,335,243.89 0.520% 23.998%

36 ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 44,062,882.45 0.517% 24.515%

37 MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 43,826,273.50 0.514% 25.029%

38 GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0 43,741,405.70 0.513% 25.542%

39 UMPQUA HOLDINGS CORP COMMON STOCK 42,884,098.90 0.503% 26.045%

40 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 42,815,539.20 0.502% 26.548%

41 FNB CORP COMMON STOCK USD.01 42,214,261.87 0.495% 27.043%

42 NELNET INC CL A COMMON STOCK USD.01 42,201,601.86 0.495% 27.538%

43 HUB GROUP INC CL A COMMON STOCK USD.01 41,650,110.77 0.489% 28.027%

44 BARNES GROUP INC COMMON STOCK USD.01 41,612,358.51 0.488% 28.515%

45 UNITED BANKSHARES INC COMMON STOCK USD2.5 41,459,111.76 0.486% 29.002%

46 COLFAX CORP COMMON STOCK USD.001 40,698,820.80 0.478% 29.479%

47 DOMTAR CORP COMMON STOCK USD.01 40,397,703.48 0.474% 29.953%

48 HORACE MANN EDUCATORS COMMON STOCK USD.001 38,321,402.21 0.450% 30.403%

49 IBERIABANK CORP COMMON STOCK USD1.0 38,268,200.32 0.449% 30.852%

50 MAGELLAN HEALTH INC COMMON STOCK USD.01 38,067,951.59 0.447% 31.299%

51 TRI POINTE GROUP INC COMMON STOCK USD.01 38,003,269.02 0.446% 31.744%

52 PRESTIGE CONSUMER HEALTHCARE COMMON STOCK USD.01 37,414,700.40 0.439% 32.183%

53 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 37,336,027.30 0.438% 32.622%

54 BANK OZK COMMON STOCK 36,880,346.80 0.433% 33.054%

55 TOPBUILD CORP COMMON STOCK 36,688,133.52 0.430% 33.485%

56 NAVIENT CORP COMMON STOCK USD.01 36,273,513.92 0.426% 33.910%

57 UNIVERSAL FOREST PRODUCTS COMMON STOCK 36,221,312.07 0.425% 34.335%

58 FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 35,852,192.88 0.421% 34.756%

59 UNIVERSAL CORP/VA COMMON STOCK 35,772,609.92 0.420% 35.176%

Dimensional Fund Advisors of 28



Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

60 INTEGER HOLDINGS CORP COMMON STOCK USD.001 35,699,011.18 0.419% 35.595%

61 AIR LEASE CORP COMMON STOCK USD.01 35,632,492.38 0.418% 36.013%

62 ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 35,394,745.96 0.415% 36.428%

63 KULICKE + SOFFA INDUSTRIES COMMON STOCK 34,386,372.02 0.403% 36.832%

64 FLAGSTAR BANCORP INC COMMON STOCK USD.01 34,350,061.41 0.403% 37.235%

65 PC CONNECTION INC COMMON STOCK USD.01 34,066,287.71 0.400% 37.634%

66 OFFICE DEPOT INC COMMON STOCK USD.01 33,954,760.08 0.398% 38.033%

67 AARON S INC COMMON STOCK USD.5 33,241,851.68 0.390% 38.423%

68 LEGG MASON INC COMMON STOCK USD.1 33,129,972.30 0.389% 38.812%

69 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 32,902,199.20 0.386% 39.198%

70 STERLING BANCORP/DE COMMON STOCK USD.01 32,794,461.70 0.385% 39.583%

71 OLIN CORP COMMON STOCK USD1.0 32,029,505.34 0.376% 39.958%

72 TTM TECHNOLOGIES COMMON STOCK USD.001 31,976,377.62 0.375% 40.334%

73 TERRAFORM POWER INC A COMMON STOCK USD.01 31,912,313.93 0.374% 40.708%

74 SCHOLASTIC CORP COMMON STOCK USD.01 31,818,708.18 0.373% 41.081%

75 FBL FINANCIAL GROUP INC CL A COMMON STOCK 31,810,412.01 0.373% 41.455%

76 WESBANCO INC COMMON STOCK USD2.0833 31,520,407.50 0.370% 41.825%

77 SOUTH STATE CORP COMMON STOCK USD2.5 31,493,610.12 0.370% 42.194%

78 ATLANTIC UNION BANKSHARES CO COMMON STOCK USD1.33 31,424,222.40 0.369% 42.563%

79 ICF INTERNATIONAL INC COMMON STOCK USD.001 31,322,253.60 0.368% 42.930%

80 PLEXUS CORP COMMON STOCK USD.01 30,833,656.48 0.362% 43.292%

81 CARPENTER TECHNOLOGY COMMON STOCK USD5.0 30,754,815.00 0.361% 43.653%

82 MARTEN TRANSPORT LTD COMMON STOCK USD.01 30,258,484.20 0.355% 44.008%

83 HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 30,191,463.00 0.354% 44.362%

84 ABM INDUSTRIES INC COMMON STOCK USD.01 29,812,766.76 0.350% 44.712%

85 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 29,583,960.00 0.347% 45.059%

86 CBIZ INC COMMON STOCK USD.01 29,458,309.72 0.346% 45.405%

87 HOSTESS BRANDS INC COMMON STOCK USD.0001 29,299,052.64 0.344% 45.749%

88 DELEK US HOLDINGS INC COMMON STOCK USD.01 29,006,043.60 0.340% 46.089%

89 INVESTORS BANCORP INC COMMON STOCK USD.01 29,005,194.13 0.340% 46.429%

90 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 28,639,600.32 0.336% 46.765%

91 WEIS MARKETS INC COMMON STOCK 28,613,296.14 0.336% 47.101%

92 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 28,517,641.07 0.335% 47.436%

93 TRINITY INDUSTRIES INC COMMON STOCK USD.01 28,294,336.51 0.332% 47.768%

94 WESCO INTERNATIONAL INC COMMON STOCK USD.01 28,070,151.05 0.329% 48.097%

95 DIODES INC COMMON STOCK USD.667 27,904,623.39 0.327% 48.425%

96 SYKES ENTERPRISES INC COMMON STOCK USD.01 27,714,931.44 0.325% 48.750%

97 WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 27,670,370.00 0.325% 49.075%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

98 SYNNEX CORP COMMON STOCK USD.001 27,547,442.60 0.323% 49.398%

99 MOBILE MINI INC COMMON STOCK USD.01 27,425,012.57 0.322% 49.720%

100 HANCOCK WHITNEY CORP COMMON STOCK USD3.33 27,416,015.68 0.322% 50.041%

101 BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 27,245,614.24 0.320% 50.361%

102 STIFEL FINANCIAL CORP COMMON STOCK USD.15 27,182,343.36 0.319% 50.680%

103 TCF FINANCIAL CORP COMMON STOCK USD1.0 27,041,265.68 0.317% 50.997%

104 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 26,397,747.72 0.310% 51.307%

105 POPULAR INC COMMON STOCK USD.01 26,369,945.00 0.309% 51.616%

106 KNOWLES CORP COMMON STOCK USD.01 26,020,607.82 0.305% 51.922%

107 CNX RESOURCES CORP COMMON STOCK USD.01 25,510,017.12 0.299% 52.221%

108 HOPE BANCORP INC COMMON STOCK USD.001 25,310,202.00 0.297% 52.518%

109 ATN INTERNATIONAL INC COMMON STOCK USD.01 25,176,374.46 0.295% 52.813%

110 UNITED STATES STEEL CORP COMMON STOCK USD1.0 25,137,607.63 0.295% 53.108%

111 TREEHOUSE FOODS INC COMMON STOCK USD.01 24,911,990.70 0.292% 53.401%

112 EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 24,843,203.11 0.292% 53.692%

113 GOODYEAR TIRE + RUBBER CO COMMON STOCK 24,666,271.62 0.289% 53.982%

114 GRAY TELEVISION INC COMMON STOCK 24,578,758.50 0.288% 54.270%

115 RUSH ENTERPRISES INC CL A COMMON STOCK USD.01 23,577,644.16 0.277% 54.547%

116 RENASANT CORP COMMON STOCK USD5.0 23,555,728.56 0.276% 54.823%

117 ENCORE WIRE CORP COMMON STOCK USD.01 23,382,761.35 0.274% 55.097%

118 BOISE CASCADE CO COMMON STOCK USD.01 23,302,949.42 0.273% 55.371%

119 BANKUNITED INC COMMON STOCK USD.01 23,228,429.40 0.273% 55.643%

120 MEDNAX INC COMMON STOCK USD.01 22,836,585.84 0.268% 55.911%

121 CAPITOL FEDERAL FINANCIAL IN COMMON STOCK USD.01 22,271,381.73 0.261% 56.173%

122 GREAT WESTERN BANCORP INC COMMON STOCK USD.01 22,121,676.80 0.260% 56.432%

123 UNITED FIRE GROUP INC COMMON STOCK USD.001 21,513,371.37 0.252% 56.685%

124 BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 21,373,881.00 0.251% 56.936%

125 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 21,371,908.70 0.251% 57.186%

126 KORN FERRY COMMON STOCK USD.01 21,340,970.24 0.250% 57.437%

127 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 21,336,728.02 0.250% 57.687%

128 INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 21,088,650.24 0.247% 57.935%

129 CANNAE HOLDINGS INC COMMON STOCK 21,019,161.25 0.247% 58.181%

130 US CELLULAR CORP COMMON STOCK USD1.0 20,518,670.15 0.241% 58.422%

131 KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01 20,505,120.28 0.241% 58.663%

132 BMC STOCK HOLDINGS INC COMMON STOCK USD.01 20,499,957.90 0.241% 58.903%

133 PATTERSON COS INC COMMON STOCK USD.01 20,092,833.64 0.236% 59.139%

134 MCGRATH RENTCORP COMMON STOCK 19,932,632.82 0.234% 59.373%

135 HECLA MINING CO COMMON STOCK USD.25 19,814,305.42 0.232% 59.605%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

136 HILLTOP HOLDINGS INC COMMON STOCK USD.01 19,772,983.44 0.232% 59.837%

137 SANDY SPRING BANCORP INC COMMON STOCK USD1.0 19,650,206.88 0.231% 60.068%

138 MARRIOTT VACATIONS WORLD COMMON STOCK USD.01 19,571,274.24 0.230% 60.297%

139 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 19,244,696.32 0.226% 60.523%

140 PDC ENERGY INC COMMON STOCK USD.01 19,152,528.03 0.225% 60.748%

141 SPIRIT AIRLINES INC COMMON STOCK USD.0001 19,105,635.34 0.224% 60.972%

142 ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 19,026,238.50 0.223% 61.195%

143 AAR CORP COMMON STOCK USD1.0 18,917,987.52 0.222% 61.417%

144 PBF ENERGY INC CLASS A COMMON STOCK USD.001 18,803,772.00 0.221% 61.638%

145 MATERION CORP COMMON STOCK 18,562,056.93 0.218% 61.856%

146 COEUR MINING INC COMMON STOCK USD.01 18,531,269.01 0.217% 62.073%

147 GREIF INC CL A COMMON STOCK 18,305,885.27 0.215% 62.288%

148 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 18,143,946.73 0.213% 62.501%

149 QURATE RETAIL INC SERIES A COMMON STOCK USD.01 18,050,738.97 0.212% 62.713%

150 SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01 18,034,573.68 0.212% 62.924%

151 OPUS BANK COMMON STOCK 17,984,762.06 0.211% 63.135%

152 FIRST FINANCIAL BANCORP COMMON STOCK 17,922,252.39 0.210% 63.346%

153 PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 17,870,625.48 0.210% 63.555%

154 SUMMIT MATERIALS INC CL A COMMON STOCK USD.01 17,813,490.00 0.209% 63.764%

155 BANNER CORPORATION COMMON STOCK USD.01 17,678,481.52 0.207% 63.972%

156 K12 INC COMMON STOCK USD.0001 17,600,453.76 0.207% 64.178%

157 AEGION CORP COMMON STOCK USD.01 17,386,972.02 0.204% 64.382%

158 GRIFFON CORP COMMON STOCK USD.25 17,359,885.95 0.204% 64.586%

159 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 17,193,728.26 0.202% 64.788%

160 FOOT LOCKER INC COMMON STOCK USD.01 17,131,593.15 0.201% 64.989%

161 ONEMAIN HOLDINGS INC COMMON STOCK USD.01 17,077,926.64 0.200% 65.189%

162 JANUS HENDERSON GROUP PLC COMMON STOCK 16,658,615.64 0.195% 65.385%

163 AMERICAN NATIONAL INSURANCE COMMON STOCK USD1.0 16,583,341.14 0.195% 65.579%

164 ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 16,449,037.44 0.193% 65.772%

165 DILLARDS INC CL A COMMON STOCK 16,317,304.75 0.191% 65.964%

166 TIVO CORP COMMON STOCK USD.001 16,310,967.72 0.191% 66.155%

167 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1.0 16,263,396.10 0.191% 66.346%

168 ASTEC INDUSTRIES INC COMMON STOCK USD.2 16,235,521.90 0.191% 66.537%

169 GREENBRIER COMPANIES INC COMMON STOCK 16,116,914.18 0.189% 66.726%

170 SFL CORP LTD COMMON STOCK USD.01 16,057,208.89 0.188% 66.914%

171 ENPRO INDUSTRIES INC COMMON STOCK USD.01 16,029,741.68 0.188% 67.102%

172 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 15,999,434.92 0.188% 67.290%

173 CENTURY COMMUNITIES INC COMMON STOCK USD.01 15,992,747.88 0.188% 67.478%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

174 DHT HOLDINGS INC COMMON STOCK USD.01 15,662,155.34 0.184% 67.661%

175 PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0 15,625,161.58 0.183% 67.845%

176 1ST SOURCE CORP COMMON STOCK 15,455,554.26 0.181% 68.026%

177 ACCO BRANDS CORP COMMON STOCK USD.01 15,353,126.15 0.180% 68.206%

178 AVNET INC COMMON STOCK USD1.0 15,305,528.20 0.180% 68.386%

179 TRUSTMARK CORP COMMON STOCK 15,125,101.80 0.177% 68.563%

180 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 14,968,117.08 0.176% 68.739%

181 NATIONAL WESTERN LIFE GROU A COMMON STOCK USD.01 14,961,248.00 0.176% 68.914%

182 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 14,802,509.94 0.174% 69.088%

183 URBAN OUTFITTERS INC COMMON STOCK USD.0001 14,802,451.52 0.174% 69.262%

184 OFG BANCORP COMMON STOCK USD1.0 14,550,490.50 0.171% 69.433%

185 EQT CORP COMMON STOCK 14,526,714.86 0.170% 69.603%

186 ENNIS INC COMMON STOCK USD2.5 14,517,240.48 0.170% 69.773%

187 MURPHY OIL CORP COMMON STOCK USD1.0 14,462,674.51 0.170% 69.943%

188 TREDEGAR CORP COMMON STOCK 14,450,935.32 0.170% 70.113%

189 HOMESTREET INC COMMON STOCK 14,392,835.73 0.169% 70.281%

190 SEACOR HOLDINGS INC COMMON STOCK USD.01 14,374,856.32 0.169% 70.450%

191 UNIFIRST CORP/MA COMMON STOCK USD.1 14,372,436.25 0.169% 70.619%

192 SCANSOURCE INC COMMON STOCK 14,344,904.04 0.168% 70.787%

193 CIT GROUP INC COMMON STOCK USD.01 14,335,569.16 0.168% 70.955%

194 ARCBEST CORP COMMON STOCK USD.01 14,218,285.92 0.167% 71.122%

195 WINTRUST FINANCIAL CORP COMMON STOCK 14,205,345.14 0.167% 71.289%

196 GLATFELTER COMMON STOCK USD.01 14,138,148.96 0.166% 71.455%

197 BLUCORA INC COMMON STOCK USD.0001 14,081,762.55 0.165% 71.620%

198 KELLY SERVICES INC A COMMON STOCK USD1.0 13,974,037.65 0.164% 71.784%

199 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 13,963,292.36 0.164% 71.948%

200 SPX FLOW INC COMMON STOCK USD.01 13,954,049.48 0.164% 72.112%

201 ALCOA CORP COMMON STOCK USD.01 13,895,136.64 0.163% 72.275%

202 ARCHROCK INC COMMON STOCK USD.01 13,814,736.32 0.162% 72.437%

203 COOPER TIRE + RUBBER COMMON STOCK USD1.0 13,697,770.20 0.161% 72.597%

204 NOW INC COMMON STOCK USD.01 13,669,552.08 0.160% 72.758%

205 BROOKLINE BANCORP INC COMMON STOCK USD.01 13,531,848.96 0.159% 72.917%

206 MBIA INC COMMON STOCK USD1.0 13,506,266.76 0.158% 73.075%

207 LIBERTY LATIN AMERIC CL C COMMON STOCK USD.01 13,494,054.60 0.158% 73.233%

208 ANDERSONS INC/THE COMMON STOCK 13,396,800.00 0.157% 73.391%

209 ASSURED GUARANTY LTD COMMON STOCK USD.01 13,203,113.13 0.155% 73.546%

210 ENSTAR GROUP LTD COMMON STOCK USD1.0 13,179,042.05 0.155% 73.700%

211 LHC GROUP INC COMMON STOCK USD.01 13,149,638.40 0.154% 73.854%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

212 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 13,040,490.00 0.153% 74.007%

213 EW SCRIPPS CO/THE A COMMON STOCK USD.01 13,002,963.74 0.153% 74.160%

214 SPARTANNASH CO COMMON STOCK 12,976,741.04 0.152% 74.312%

215 HELMERICH + PAYNE COMMON STOCK USD.1 12,880,763.80 0.151% 74.463%

216 LOGMEIN INC COMMON STOCK USD.01 12,854,601.12 0.151% 74.614%

217 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 12,846,138.70 0.151% 74.765%

218 AMERICAN VANGUARD CORP COMMON STOCK USD.1 12,777,463.32 0.150% 74.915%

219 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 12,586,830.57 0.148% 75.063%

220 TRIMAS CORP COMMON STOCK USD.01 12,454,803.90 0.146% 75.209%

221 ECHOSTAR CORP A COMMON STOCK USD.001 12,414,494.49 0.146% 75.354%

222 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 12,292,635.81 0.144% 75.499%

223 CADENCE BANCORP COMMON STOCK 12,143,614.85 0.142% 75.641%

224 PHOTRONICS INC COMMON STOCK USD.01 12,120,168.78 0.142% 75.783%

225 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 12,061,584.63 0.142% 75.925%

226 ZUMIEZ INC COMMON STOCK 11,995,554.88 0.141% 76.066%

227 NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 11,981,205.36 0.141% 76.206%

228 LITHIA MOTORS INC CL A COMMON STOCK 11,947,392.46 0.140% 76.346%

229 LAUREATE EDUCATION INC A COMMON STOCK USD.001 11,876,867.54 0.139% 76.486%

230 DORIAN LPG LTD COMMON STOCK USD.01 11,626,604.47 0.136% 76.622%

231 PEOPLES BANCORP INC COMMON STOCK 11,523,648.25 0.135% 76.757%

232 M/I HOMES INC COMMON STOCK USD.01 11,453,802.30 0.134% 76.892%

233 ONTO INNOVATION INC COMMON STOCK 11,446,537.65 0.134% 77.026%

234 PRA GROUP INC COMMON STOCK USD.01 11,427,653.16 0.134% 77.160%

235 AMERICAN OUTDOOR BRANDS CORP COMMON STOCK USD.001 11,142,110.90 0.131% 77.291%

236 ANGIODYNAMICS INC COMMON STOCK USD.01 11,082,824.13 0.130% 77.421%

237 MERCER INTERNATIONAL INC COMMON STOCK USD1.0 10,959,245.92 0.129% 77.550%

238 INGLES MARKETS INC CLASS A COMMON STOCK USD.05 10,934,567.04 0.128% 77.678%

239 BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01 10,736,676.55 0.126% 77.804%

240 NORTHFIELD BANCORP INC COMMON STOCK USD.01 10,590,540.51 0.124% 77.928%

241 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 10,566,701.15 0.124% 78.052%

242 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 10,551,668.43 0.124% 78.176%

243 GMS INC COMMON STOCK USD.01 10,528,262.03 0.124% 78.300%

244 THIRD POINT REINSURANCE LTD COMMON STOCK USD.1 10,427,685.45 0.122% 78.422%

245 G III APPAREL GROUP LTD COMMON STOCK USD.01 10,341,515.80 0.121% 78.543%

246 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 9,952,493.76 0.117% 78.660%

247 WSFS FINANCIAL CORP COMMON STOCK USD.01 9,937,946.48 0.117% 78.777%

248 STRATASYS LTD COMMON STOCK ILS.01 9,868,408.55 0.116% 78.892%

249 CIMAREX ENERGY CO COMMON STOCK USD.01 9,863,423.46 0.116% 79.008%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

250 COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 9,804,200.00 0.115% 79.123%

251 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1.0 9,708,808.80 0.114% 79.237%

252 STATE AUTO FINANCIAL CORP COMMON STOCK 9,503,262.93 0.112% 79.349%

253 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0 9,478,851.50 0.111% 79.460%

254 CATHAY GENERAL BANCORP COMMON STOCK USD.01 9,437,246.55 0.111% 79.571%

255 SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 9,379,085.80 0.110% 79.681%

256 VIAD CORP COMMON STOCK USD1.5 9,359,733.79 0.110% 79.790%

257 TRUEBLUE INC COMMON STOCK 9,356,359.32 0.110% 79.900%

258 KAISER ALUMINUM CORP COMMON STOCK USD.01 9,295,574.72 0.109% 80.009%

259 MYR GROUP INC/DELAWARE COMMON STOCK USD.01 9,277,702.74 0.109% 80.118%

260 RUSH ENTERPRISES INC CL B COMMON STOCK USD.01 9,263,324.16 0.109% 80.227%

261 GUESS? INC COMMON STOCK USD.01 9,228,132.84 0.108% 80.335%

262 AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 9,220,516.16 0.108% 80.443%

263 GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 9,127,178.00 0.107% 80.550%

264 JOHNSON OUTDOORS INC A COMMON STOCK USD.05 9,085,292.70 0.107% 80.657%

265 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 9,011,404.11 0.106% 80.763%

266 MATSON INC COMMON STOCK 8,978,273.92 0.105% 80.868%

267 CUSTOMERS BANCORP INC COMMON STOCK USD1.0 8,877,947.15 0.104% 80.972%

268 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 8,851,046.40 0.104% 81.076%

269 REALOGY HOLDINGS CORP COMMON STOCK USD.01 8,819,691.30 0.103% 81.180%

270 AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 8,737,645.50 0.103% 81.282%

271 KIMBALL ELECTRONICS INC COMMON STOCK 8,729,731.92 0.102% 81.385%

272 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 8,639,398.60 0.101% 81.486%

273 VERSO CORP A COMMON STOCK 8,585,772.00 0.101% 81.587%

274 SCORPIO TANKERS INC COMMON STOCK USD.01 8,461,708.96 0.099% 81.686%

275 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 8,460,886.96 0.099% 81.785%

276 THOR INDUSTRIES INC COMMON STOCK USD.1 8,408,372.10 0.099% 81.884%

277 UNIVEST FINANCIAL CORP COMMON STOCK USD5.0 8,333,220.48 0.098% 81.982%

278 EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01 8,309,839.44 0.098% 82.079%

279 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 8,240,595.29 0.097% 82.176%

280 BANC OF CALIFORNIA INC COMMON STOCK USD.01 8,220,872.00 0.096% 82.272%

281 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 8,210,200.96 0.096% 82.369%

282 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 8,206,323.18 0.096% 82.465%

283 RANGE RESOURCES CORP COMMON STOCK USD.01 8,142,080.64 0.096% 82.561%

284 DANA INC COMMON STOCK USD.01 8,125,563.05 0.095% 82.656%

285 DICK S SPORTING GOODS INC COMMON STOCK USD.01 8,064,066.82 0.095% 82.751%

286 STEWART INFORMATION SERVICES COMMON STOCK USD1.0 8,002,520.19 0.094% 82.844%

287 DUCOMMUN INC COMMON STOCK USD.01 7,955,851.75 0.093% 82.938%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

288 FORMFACTOR INC COMMON STOCK USD.001 7,891,050.65 0.093% 83.030%

289 SENECA FOODS CORP CL A COMMON STOCK USD.25 7,768,795.32 0.091% 83.122%

290 AGCO CORP COMMON STOCK USD.01 7,683,606.00 0.090% 83.212%

291 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 7,676,709.92 0.090% 83.302%

292 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 7,660,453.05 0.090% 83.392%

293 DIGI INTERNATIONAL INC COMMON STOCK USD.01 7,517,167.02 0.088% 83.480%

294 BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 7,486,717.68 0.088% 83.568%

295 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 7,455,848.38 0.087% 83.655%

296 SCHNITZER STEEL INDS INC A COMMON STOCK USD1.0 7,430,152.88 0.087% 83.742%

297 FUTUREFUEL CORP COMMON STOCK USD.0001 7,422,940.42 0.087% 83.829%

298 WABASH NATIONAL CORP COMMON STOCK USD.01 7,361,432.58 0.086% 83.916%

299 MERCANTILE BANK CORP COMMON STOCK 7,302,400.97 0.086% 84.002%

300 VISTA OUTDOOR INC COMMON STOCK USD.01 7,279,940.80 0.085% 84.087%

301 KRATON CORP COMMON STOCK USD.01 7,272,034.20 0.085% 84.172%

302 SCHNEIDER NATIONAL INC CL B COMMON STOCK 7,202,235.34 0.085% 84.257%

303 AMERESCO INC CL A COMMON STOCK USD.0001 7,200,301.03 0.084% 84.341%

304 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 7,163,378.95 0.084% 84.425%

305 MERIT MEDICAL SYSTEMS INC COMMON STOCK 7,135,875.00 0.084% 84.509%

306 SHOE CARNIVAL INC COMMON STOCK USD.01 7,114,327.33 0.083% 84.593%

307 HUNTSMAN CORP COMMON STOCK USD.01 7,064,148.78 0.083% 84.675%

308 KIRBY CORP COMMON STOCK USD.1 6,968,849.58 0.082% 84.757%

309 WATERSTONE FINANCIAL INC COMMON STOCK USD.01 6,962,522.62 0.082% 84.839%

310 KB HOME COMMON STOCK USD1.0 6,857,782.30 0.080% 84.919%

311 CATO CORP CLASS A COMMON STOCK USD.033 6,753,107.02 0.079% 84.999%

312 LIBERTY LATIN AMERIC CL A COMMON STOCK USD.01 6,743,151.68 0.079% 85.078%

313 WPX ENERGY INC COMMON STOCK USD.01 6,686,838.30 0.078% 85.156%

314 COVETRUS INC COMMON STOCK 6,683,062.10 0.078% 85.235%

315 ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 6,677,545.56 0.078% 85.313%

316 BONANZA CREEK ENERGY INC COMMON STOCK 6,670,417.50 0.078% 85.391%

317 COSTAMARE INC COMMON STOCK USD.0001 6,652,093.04 0.078% 85.469%

318 LANDEC CORP COMMON STOCK USD.001 6,619,007.89 0.078% 85.547%

319 WILLIS LEASE FINANCE CORP COMMON STOCK USD.01 6,581,558.20 0.077% 85.624%

320 CRA INTERNATIONAL INC COMMON STOCK 6,565,766.61 0.077% 85.701%

321 COHU INC COMMON STOCK USD1.0 6,495,290.80 0.076% 85.777%

322 NVENT ELECTRIC PLC COMMON STOCK USD.01 6,483,984.50 0.076% 85.854%

323 GLOBAL INDEMNITY LTD COMMON STOCK USD.0001 6,462,618.00 0.076% 85.929%

324 DRIL QUIP INC COMMON STOCK USD.01 6,425,252.00 0.075% 86.005%

325 DESIGNER BRANDS INC CLASS A COMMON STOCK 6,395,779.14 0.075% 86.080%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

326 SPARTAN MOTORS INC COMMON STOCK USD.01 6,324,131.33 0.074% 86.154%

327 MARCUS CORPORATION COMMON STOCK USD1.0 6,272,801.92 0.074% 86.228%

328 UNUM GROUP COMMON STOCK USD.1 6,241,413.17 0.073% 86.301%

329 CORE MARK HOLDING CO INC COMMON STOCK USD.01 6,195,175.94 0.073% 86.374%

330 PACWEST BANCORP COMMON STOCK 6,190,983.68 0.073% 86.446%

331 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 6,166,485.00 0.072% 86.519%

332 US FOODS HOLDING CORP COMMON STOCK USD.01 6,155,340.73 0.072% 86.591%

333 DYCOM INDUSTRIES INC COMMON STOCK USD.333 6,127,195.05 0.072% 86.663%

334 CAI INTERNATIONAL INC COMMON STOCK USD.0001 6,098,794.10 0.072% 86.734%

335 HAVERTY FURNITURE COMMON STOCK USD1.0 6,072,805.61 0.071% 86.805%

336 LIONS GATE ENTERTAINMENT A COMMON STOCK NPV 6,053,618.88 0.071% 86.877%

337 DEVON ENERGY CORP COMMON STOCK USD.1 5,953,172.30 0.070% 86.946%

338 MEREDITH CORP COMMON STOCK USD1.0 5,926,956.62 0.070% 87.016%

339 MOVADO GROUP INC COMMON STOCK USD.01 5,910,874.68 0.069% 87.085%

340 NATIONAL BANK HOLD CL A COMMON STOCK 5,836,881.90 0.068% 87.154%

341 CARS.COM INC COMMON STOCK USD.01 5,822,926.70 0.068% 87.222%

342 HOLLYFRONTIER CORP COMMON STOCK USD.01 5,782,570.77 0.068% 87.290%

343 ACUSHNET HOLDINGS CORP COMMON STOCK USD.001 5,770,256.28 0.068% 87.358%

344 EZCORP INC CL A COMMON STOCK USD.01 5,768,281.77 0.068% 87.425%

345 VILLAGE SUPER MARKET CLASS A COMMON STOCK 5,767,869.06 0.068% 87.493%

346 S + T BANCORP INC COMMON STOCK USD2.5 5,756,132.76 0.068% 87.561%

347 LAKELAND BANCORP INC COMMON STOCK 5,755,719.64 0.068% 87.628%

348 TUTOR PERINI CORP COMMON STOCK USD1.0 5,730,802.56 0.067% 87.695%

349 MATADOR RESOURCES CO COMMON STOCK USD.01 5,717,679.68 0.067% 87.762%

350 HYSTER YALE MATERIALS COMMON STOCK USD.01 5,581,891.06 0.065% 87.828%

351 RESOURCES CONNECTION INC COMMON STOCK USD.01 5,581,173.99 0.065% 87.893%

352 FIRST MERCHANTS CORP COMMON STOCK 5,553,628.50 0.065% 87.959%

353 TRONOX HOLDINGS PLC A COMMON STOCK USD.01 5,522,038.14 0.065% 88.023%

354 RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001 5,519,552.09 0.065% 88.088%

355 TITAN MACHINERY INC COMMON STOCK USD.00001 5,502,447.17 0.065% 88.153%

356 II VI INC COMMON STOCK 5,497,707.00 0.065% 88.217%

357 MARATHON OIL CORP COMMON STOCK USD1.0 5,496,040.41 0.064% 88.282%

358 HAYNES INTERNATIONAL INC COMMON STOCK USD.001 5,443,822.35 0.064% 88.346%

359 PEABODY ENERGY CORP COMMON STOCK 5,425,462.10 0.064% 88.409%

360 KOHLS CORP COMMON STOCK USD.01 5,396,928.54 0.063% 88.473%

361 CONNECTONE BANCORP INC COMMON STOCK 5,392,773.12 0.063% 88.536%

362 EXTERRAN CORP COMMON STOCK USD.01 5,379,792.00 0.063% 88.599%

363 INTERNATIONAL SEAWAYS INC COMMON STOCK 5,366,482.37 0.063% 88.662%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

364 HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 5,337,592.40 0.063% 88.725%

365 TARO PHARMACEUTICAL INDUS COMMON STOCK ILS.0001 5,276,541.60 0.062% 88.786%

366 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK 5,265,785.80 0.062% 88.848%

367 SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01 5,252,585.28 0.062% 88.910%

368 MR COOPER GROUP INC COMMON STOCK USD.01 5,174,430.25 0.061% 88.971%

369 VISHAY PRECISION GROUP COMMON STOCK 5,146,042.16 0.060% 89.031%

370 PQ GROUP HOLDINGS INC COMMON STOCK 5,138,260.00 0.060% 89.091%

371 SIERRA BANCORP COMMON STOCK 5,077,754.46 0.060% 89.151%

372 HURCO COMPANIES INC COMMON STOCK 5,073,526.80 0.060% 89.210%

373 FIRST FINANCIAL CORP/INDIANA COMMON STOCK 5,052,705.96 0.059% 89.270%

374 MODINE MANUFACTURING CO COMMON STOCK USD.625 5,044,854.75 0.059% 89.329%

375 PERSPECTA INC COMMON STOCK USD.01 5,037,267.84 0.059% 89.388%

376 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0 4,993,763.94 0.059% 89.447%

377 OCEANEERING INTL INC COMMON STOCK USD.25 4,978,443.12 0.058% 89.505%

378 ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 4,910,852.10 0.058% 89.563%

379 PROTECTIVE INSURANCE CORP B COMMON STOCK 4,875,832.50 0.057% 89.620%

380 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 4,847,078.60 0.057% 89.677%

381 FIRST BUSEY CORP COMMON STOCK USD.001 4,840,949.41 0.057% 89.734%

382 WINNEBAGO INDUSTRIES COMMON STOCK USD.5 4,832,209.98 0.057% 89.790%

383 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 4,820,123.28 0.057% 89.847%

384 OWENS CORNING COMMON STOCK USD.001 4,807,627.56 0.056% 89.903%

385 NORTHRIM BANCORP INC COMMON STOCK USD1.0 4,790,502.00 0.056% 89.959%

386 MARINEMAX INC COMMON STOCK USD.001 4,775,027.52 0.056% 90.015%

387 LIONS GATE ENTERTAINMENT B COMMON STOCK 4,751,810.82 0.056% 90.071%

388 GREEN PLAINS INC COMMON STOCK USD.001 4,744,381.55 0.056% 90.127%

389 CALERES INC COMMON STOCK USD.01 4,690,202.40 0.055% 90.182%

390 GREEN BRICK PARTNERS INC COMMON STOCK USD.01 4,690,155.40 0.055% 90.237%

391 MASTEC INC COMMON STOCK USD.1 4,687,132.38 0.055% 90.292%

392 ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 4,665,145.20 0.055% 90.347%

393 MANITOWOC COMPANY INC COMMON STOCK USD.01 4,645,241.50 0.055% 90.401%

394 ARCH COAL INC A COMMON STOCK USD.01 4,620,560.90 0.054% 90.455%

395 CENTRAL GARDEN + PET CO COMMON STOCK USD.01 4,615,627.50 0.054% 90.510%

396 BIG LOTS INC COMMON STOCK USD.01 4,607,322.66 0.054% 90.564%

397 MEET GROUP INC/THE COMMON STOCK USD.001 4,572,724.13 0.054% 90.617%

398 SUNCOKE ENERGY INC COMMON STOCK USD.01 4,560,194.10 0.054% 90.671%

399 TIPTREE INC COMMON STOCK USD.001 4,548,060.72 0.053% 90.724%

400 HOOKER FURNITURE CORP COMMON STOCK 4,539,700.20 0.053% 90.777%

401 UNITED NATURAL FOODS INC COMMON STOCK USD.01 4,523,527.62 0.053% 90.830%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

402 MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 4,479,524.14 0.053% 90.883%

403 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0 4,464,103.60 0.052% 90.935%

404 MIDLAND STATES BANCORP INC COMMON STOCK USD.01 4,458,026.10 0.052% 90.988%

405 SAGA COMMUNICATIONS INC CL A COMMON STOCK USD.01 4,450,485.27 0.052% 91.040%

406 PDL BIOPHARMA INC COMMON STOCK USD.01 4,397,259.84 0.052% 91.092%

407 SPOK HOLDINGS INC COMMON STOCK USD.0001 4,388,832.95 0.051% 91.143%

408 RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001 4,373,917.68 0.051% 91.194%

409 PARK OHIO HOLDINGS CORP COMMON STOCK USD1.0 4,329,077.92 0.051% 91.245%

410 GAP INC/THE COMMON STOCK USD.05 4,320,250.88 0.051% 91.296%

411 WARRIOR MET COAL INC COMMON STOCK USD.01 4,315,500.72 0.051% 91.346%

412 WESTERN NEW ENGLAND BANCORP COMMON STOCK USD.01 4,313,346.44 0.051% 91.397%

413 GANNETT CO INC COMMON STOCK USD.01 4,293,582.12 0.050% 91.447%

414 FOSSIL GROUP INC COMMON STOCK USD.01 4,145,686.23 0.049% 91.496%

415 UNIFI INC COMMON STOCK USD.1 4,145,375.85 0.049% 91.545%

416 NACCO INDUSTRIES CL A COMMON STOCK USD1.0 4,138,465.84 0.049% 91.593%

417 DONEGAL GROUP INC CL A COMMON STOCK USD.01 4,112,177.60 0.048% 91.642%

418 UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 4,095,997.50 0.048% 91.690%

419 CTS CORP COMMON STOCK 4,086,863.33 0.048% 91.738%

420 STANDARD MOTOR PRODS COMMON STOCK USD2.0 4,022,437.91 0.047% 91.785%

421 VERA BRADLEY INC COMMON STOCK 4,017,098.88 0.047% 91.832%

422 STAMPS.COM INC COMMON STOCK USD.001 4,001,390.88 0.047% 91.879%

423 ROCKY BRANDS INC COMMON STOCK 3,997,187.55 0.047% 91.926%

424 CARRIAGE SERVICES INC COMMON STOCK USD.01 3,992,183.10 0.047% 91.973%

425 CENTERSTATE BANK CORP COMMON STOCK USD.01 3,965,760.18 0.047% 92.019%

426 REPUBLIC BANCORP INC CLASS A COMMON STOCK 3,952,766.16 0.046% 92.066%

427 CAPRI HOLDINGS LTD COMMON STOCK 3,947,866.78 0.046% 92.112%

428 GAMESTOP CORP CLASS A COMMON STOCK USD.001 3,925,260.50 0.046% 92.158%

429 APACHE CORP COMMON STOCK USD.625 3,922,670.84 0.046% 92.204%

430 COOPER STANDARD HOLDING COMMON STOCK USD.001 3,875,805.57 0.045% 92.249%

431 BANKFINANCIAL CORP COMMON STOCK USD.01 3,852,463.23 0.045% 92.295%

432 ALASKA AIR GROUP INC COMMON STOCK USD.01 3,842,624.37 0.045% 92.340%

433 MALLINCKRODT PLC COMMON STOCK USD.2 3,821,720.76 0.045% 92.385%

434 NETGEAR INC COMMON STOCK USD.001 3,820,446.80 0.045% 92.429%

435 PDF SOLUTIONS INC COMMON STOCK USD.00015 3,817,227.44 0.045% 92.474%

436 TAPESTRY INC COMMON STOCK USD.01 3,798,442.20 0.045% 92.519%

437 COWEN INC A COMMON STOCK USD.01 3,773,128.38 0.044% 92.563%

438 INNOSPEC INC COMMON STOCK USD.01 3,758,297.16 0.044% 92.607%

439 PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0 3,757,032.51 0.044% 92.651%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

440 HERITAGE INSURANCE HOLDINGS COMMON STOCK USD.0001 3,730,228.74 0.044% 92.695%

441 REGIONAL MANAGEMENT CORP COMMON STOCK USD.1 3,722,937.38 0.044% 92.739%

442 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK 3,683,512.91 0.043% 92.782%

443 PREMIER FINANCIAL BANCORP COMMON STOCK 3,663,046.80 0.043% 92.825%

444 KBR INC COMMON STOCK USD.001 3,653,328.80 0.043% 92.868%

445 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 3,629,796.52 0.043% 92.910%

446 MANPOWERGROUP INC COMMON STOCK USD.01 3,601,147.41 0.042% 92.953%

447 SM ENERGY CO COMMON STOCK USD.01 3,575,206.34 0.042% 92.995%

448 CALLAWAY GOLF COMPANY COMMON STOCK USD.01 3,554,679.52 0.042% 93.036%

449 PEAPACK GLADSTONE FINL CORP COMMON STOCK 3,541,193.95 0.042% 93.078%

450 HOMETRUST BANCSHARES INC COMMON STOCK 3,522,920.88 0.041% 93.119%

451 PENNYMAC FINANCIAL SERVICES COMMON STOCK USD.0001 3,495,723.66 0.041% 93.160%

452 BED BATH + BEYOND INC COMMON STOCK USD.01 3,494,291.58 0.041% 93.201%

453 ARDMORE SHIPPING CORP COMMON STOCK USD.01 3,452,893.50 0.041% 93.242%

454 TRICO BANCSHARES COMMON STOCK 3,381,796.74 0.040% 93.281%

455 CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001 3,381,540.76 0.040% 93.321%

456 MTS SYSTEMS CORP COMMON STOCK USD.25 3,371,422.50 0.040% 93.361%

457 MATRIX SERVICE CO COMMON STOCK USD.01 3,354,747.50 0.039% 93.400%

458 PVH CORP COMMON STOCK USD1.0 3,345,255.00 0.039% 93.439%

459 OVERSEAS SHIPHOLDING GROUP A COMMON STOCK 3,327,034.58 0.039% 93.478%

460 FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 3,307,695.04 0.039% 93.517%

461 TIMKEN CO COMMON STOCK 3,301,655.28 0.039% 93.556%

462 ALAMO GROUP INC COMMON STOCK USD.1 3,284,682.44 0.039% 93.594%

463 AMC ENTERTAINMENT HLDS CL A COMMON STOCK USD.01 3,284,115.32 0.039% 93.633%

464 ANTERO RESOURCES CORP COMMON STOCK USD.01 3,276,151.91 0.038% 93.671%

465 UFP TECHNOLOGIES INC COMMON STOCK USD.01 3,268,160.09 0.038% 93.710%

466 AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001 3,256,122.23 0.038% 93.748%

467 ATHENE HOLDING LTD CLASS A COMMON STOCK 3,249,781.88 0.038% 93.786%

468 POWELL INDUSTRIES INC COMMON STOCK USD.01 3,212,780.19 0.038% 93.824%

469 CHICO S FAS INC COMMON STOCK USD.01 3,188,725.20 0.037% 93.861%

470 HERITAGE CRYSTAL CLEAN INC COMMON STOCK USD.01 3,181,643.36 0.037% 93.898%

471 EPLUS INC COMMON STOCK USD.01 3,175,334.96 0.037% 93.936%

472 OWENS + MINOR INC COMMON STOCK USD2.0 3,151,854.75 0.037% 93.973%

473 SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 3,144,065.32 0.037% 94.010%

474 GASLOG LTD COMMON STOCK USD.01 3,139,445.00 0.037% 94.046%

475 CHART INDUSTRIES INC COMMON STOCK USD.01 3,114,886.32 0.037% 94.083%

476 VECTRUS INC COMMON STOCK USD.01 3,111,920.09 0.037% 94.119%

477 TERRITORIAL BANCORP INC COMMON STOCK USD.01 3,073,880.95 0.036% 94.156%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

478 CONN S INC COMMON STOCK USD.01 3,069,461.78 0.036% 94.192%

479 COVENANT TRANSPORT GRP CL A COMMON STOCK USD.01 3,068,495.07 0.036% 94.228%

480 SELECT ENERGY SERVICES INC A COMMON STOCK USD.01 3,055,806.10 0.036% 94.263%

481 P.A.M. TRANSPORTATION SVCS COMMON STOCK USD.01 3,050,000.25 0.036% 94.299%

482 BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1.0 3,039,736.70 0.036% 94.335%

483 MERIDIAN BANCORP INC COMMON STOCK 3,027,840.42 0.036% 94.370%

484 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 3,023,191.11 0.035% 94.406%

485 ALLEGIANCE BANCSHARES INC COMMON STOCK USD1.0 2,988,603.27 0.035% 94.441%

486 AVANOS MEDICAL INC COMMON STOCK USD.01 2,958,799.10 0.035% 94.476%

487 MRC GLOBAL INC COMMON STOCK USD.01 2,958,254.76 0.035% 94.510%

488 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 2,927,193.44 0.034% 94.545%

489 OPPENHEIMER HOLDINGS CL A COMMON STOCK USD.001 2,918,413.68 0.034% 94.579%

490 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 2,896,915.86 0.034% 94.613%

491 CALLON PETROLEUM CO COMMON STOCK USD.01 2,887,222.06 0.034% 94.647%

492 FIRST INTERNET BANCORP COMMON STOCK 2,872,892.46 0.034% 94.681%

493 MARLIN BUSINESS SERVICES INC COMMON STOCK USD.01 2,871,840.51 0.034% 94.714%

494 NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 2,851,403.15 0.033% 94.748%

495 HURON CONSULTING GROUP INC COMMON STOCK USD.01 2,840,034.96 0.033% 94.781%

496 TEREX CORP COMMON STOCK USD.01 2,827,670.68 0.033% 94.814%

497 HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 2,815,271.80 0.033% 94.847%

498 FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01 2,803,178.04 0.033% 94.880%

499 NORTHWEST PIPE CO COMMON STOCK USD.01 2,789,638.25 0.033% 94.913%

500 CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 2,762,496.12 0.032% 94.945%

501 APOGEE ENTERPRISES INC COMMON STOCK USD.333 2,758,233.60 0.032% 94.978%

502 REGIS CORP COMMON STOCK USD.05 2,747,464.44 0.032% 95.010%

503 NABORS INDUSTRIES LTD COMMON STOCK USD.001 2,736,592.46 0.032% 95.042%

504 OIL DRI CORP OF AMERICA COMMON STOCK USD.1 2,728,770.88 0.032% 95.074%

505 MUTUALFIRST FINANCIAL INC COMMON STOCK USD.01 2,726,883.60 0.032% 95.106%

506 EAGLE BANCORP INC COMMON STOCK USD.01 2,706,785.79 0.032% 95.138%

507 ADAMS RESOURCES + ENERGY INC COMMON STOCK USD.1 2,692,348.00 0.032% 95.169%

508 EMCOR GROUP INC COMMON STOCK USD.01 2,687,900.88 0.032% 95.201%

509 AXT INC COMMON STOCK USD.001 2,678,966.49 0.031% 95.232%

510 CITI TRENDS INC COMMON STOCK USD.01 2,678,855.50 0.031% 95.264%

511 REV GROUP INC COMMON STOCK USD.001 2,672,365.35 0.031% 95.295%

512 SUPER MICRO COMPUTER INC COMMON STOCK USD.001 2,662,234.40 0.031% 95.326%

513 KADANT INC COMMON STOCK USD.01 2,657,390.70 0.031% 95.358%

514 QEP RESOURCES INC COMMON STOCK USD.01 2,650,748.93 0.031% 95.389%

515 FIRST INTERSTATE BANCSYS A COMMON STOCK 2,648,204.16 0.031% 95.420%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

516 NOBLE ENERGY INC COMMON STOCK USD.01 2,634,327.88 0.031% 95.451%

517 FIRST COMMUNITY BANKSHARES COMMON STOCK USD1.0 2,632,760.20 0.031% 95.482%

518 SANDERSON FARMS INC COMMON STOCK USD1.0 2,617,097.04 0.031% 95.512%

519 BANCORPSOUTH BANK COMMON STOCK 2,611,773.56 0.031% 95.543%

520 LIFETIME BRANDS INC COMMON STOCK USD.01 2,577,846.40 0.030% 95.573%

521 PROVIDENT FINANCIAL HLDGS COMMON STOCK USD.01 2,547,735.32 0.030% 95.603%

522 COPA HOLDINGS SA CLASS A COMMON STOCK 2,546,113.22 0.030% 95.633%

523 LAWSON PRODUCTS INC COMMON STOCK USD1.0 2,531,506.24 0.030% 95.663%

524 RIVERVIEW BANCORP INC COMMON STOCK USD.01 2,514,448.86 0.030% 95.692%

525 GENESCO INC COMMON STOCK USD1.0 2,512,015.38 0.029% 95.722%

526 NL INDUSTRIES COMMON STOCK USD.125 2,502,237.46 0.029% 95.751%

527 ESSA BANCORP INC COMMON STOCK USD.01 2,497,786.20 0.029% 95.780%

528 HOME BANCSHARES INC COMMON STOCK USD.01 2,485,179.29 0.029% 95.809%

529 STEELCASE INC CL A COMMON STOCK 2,483,755.89 0.029% 95.839%

530 NATURAL GROCERS BY VITAMIN C COMMON STOCK USD.001 2,468,725.47 0.029% 95.868%

531 KEMET CORP COMMON STOCK USD.01 2,457,869.28 0.029% 95.896%

532 EXTENDED STAY AMERICA INC UNIT USD.01 2,438,228.57 0.029% 95.925%

533 VSE CORP COMMON STOCK USD.05 2,437,242.17 0.029% 95.954%

534 BBX CAPITAL CORP COMMON STOCK USD.01 2,435,841.87 0.029% 95.982%

535 TILLY S INC CLASS A SHRS COMMON STOCK USD.001 2,416,735.58 0.028% 96.011%

536 ARCOSA INC COMMON STOCK USD.01 2,413,608.90 0.028% 96.039%

537 MIDWESTONE FINANCIAL GROUP I COMMON STOCK USD.01 2,401,922.70 0.028% 96.067%

538 INVESTORS TITLE CO COMMON STOCK 2,340,352.00 0.027% 96.094%

539 OLYMPIC STEEL INC COMMON STOCK 2,339,710.65 0.027% 96.122%

540 AMTECH SYSTEMS INC COMMON STOCK USD.01 2,327,963.40 0.027% 96.149%

541 FIRST FOUNDATION INC COMMON STOCK USD.001 2,309,658.68 0.027% 96.176%

542 QUANTA SERVICES INC COMMON STOCK USD.00001 2,309,468.05 0.027% 96.203%

543 OASIS PETROLEUM INC COMMON STOCK USD.01 2,282,942.20 0.027% 96.230%

544 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 2,278,621.44 0.027% 96.257%

545 LAKELAND INDUSTRIES INC COMMON STOCK USD.01 2,250,135.00 0.026% 96.283%

546 FEDNAT HOLDING CO COMMON STOCK USD.01 2,239,943.16 0.026% 96.310%

547 TALOS ENERGY INC COMMON STOCK 2,217,453.00 0.026% 96.336%

548 EQUITY BANCSHARES INC CL A COMMON STOCK USD.01 2,201,462.25 0.026% 96.362%

549 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 2,154,091.87 0.025% 96.387%

550 LYDALL INC COMMON STOCK USD.1 2,133,608.80 0.025% 96.412%

551 AZZ INC COMMON STOCK USD1.0 2,103,038.56 0.025% 96.437%

552 VERITEX HOLDINGS INC COMMON STOCK USD.01 2,070,703.25 0.024% 96.461%

553 FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1.0 2,053,080.78 0.024% 96.485%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

554 PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01 2,052,688.10 0.024% 96.509%

555 BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 2,052,498.56 0.024% 96.533%

556 STRATUS PROPERTIES INC COMMON STOCK USD.01 2,026,106.46 0.024% 96.557%

557 TIMBERLAND BANCORP INC COMMON STOCK USD.01 2,016,289.60 0.024% 96.580%

558 DELTA APPAREL INC COMMON STOCK USD.01 2,011,128.72 0.024% 96.604%

559 QUAD GRAPHICS INC COMMON STOCK USD.025 2,008,611.36 0.024% 96.628%

560 RTI SURGICAL HDS INC COMMON STOCK USD.001 2,003,018.76 0.024% 96.651%

561 CONS TOMOKA LAND CO FLORIDA COMMON STOCK USD1.0 1,991,346.90 0.023% 96.675%

562 HALLMARK FINL SERVICES INC COMMON STOCK USD.18 1,985,102.48 0.023% 96.698%

563 PROPETRO HOLDING CORP COMMON STOCK 1,984,820.00 0.023% 96.721%

564 UNIVAR SOLUTIONS INC COMMON STOCK USD.01 1,968,996.00 0.023% 96.744%

565 NEXTIER OILFIELD SOLUTIONS I COMMON STOCK USD.01 1,965,674.88 0.023% 96.767%

566 CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 1,956,197.62 0.023% 96.790%

567 EASTERN CO/THE COMMON STOCK 1,947,153.00 0.023% 96.813%

568 SUPERIOR GROUP OF COS INC COMMON STOCK 1,945,800.00 0.023% 96.836%

569 BEL FUSE INC CL B COMMON STOCK USD.1 1,936,993.80 0.023% 96.859%

570 GAIN CAPITAL HOLDINGS INC COMMON STOCK USD.00001 1,934,825.94 0.023% 96.881%

571 UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0 1,906,235.79 0.022% 96.904%

572 WEYCO GROUP INC COMMON STOCK USD1.0 1,892,571.27 0.022% 96.926%

573 CONDUENT INC COMMON STOCK USD.01 1,891,059.45 0.022% 96.948%

574 ADTRAN INC COMMON STOCK USD.01 1,870,940.16 0.022% 96.970%

575 AWARE INC/MASS COMMON STOCK USD.01 1,868,032.50 0.022% 96.992%

576 C + F FINANCIAL CORP COMMON STOCK USD1.0 1,865,325.00 0.022% 97.014%

577 FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0 1,859,450.74 0.022% 97.036%

578 INTEVAC INC COMMON STOCK 1,853,387.59 0.022% 97.057%

579 VERITIV CORP COMMON STOCK USD.01 1,851,470.16 0.022% 97.079%

580 TIMKENSTEEL CORP COMMON STOCK 1,844,300.93 0.022% 97.101%

581 BAR HARBOR BANKSHARES COMMON STOCK USD2.0 1,830,625.92 0.021% 97.122%

582 TRINSEO SA COMMON STOCK USD.01 1,822,463.63 0.021% 97.144%

583 RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 1,814,214.72 0.021% 97.165%

584 GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01 1,807,103.70 0.021% 97.186%

585 TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01 1,790,948.94 0.021% 97.207%

586 TOWNE BANK COMMON STOCK USD1.667 1,788,558.30 0.021% 97.228%

587 SOUTHERN NATL BANCORP OF VA COMMON STOCK USD.01 1,780,341.36 0.021% 97.249%

588 FIRST BUSINESS FINANCIAL SER COMMON STOCK USD.01 1,764,163.50 0.021% 97.270%

589 BCB BANCORP INC COMMON STOCK 1,759,326.75 0.021% 97.290%

590 ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001 1,756,847.26 0.021% 97.311%

591 ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001 1,746,481.44 0.020% 97.332%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

592 HMN FINANCIAL INC COMMON STOCK USD.01 1,745,298.00 0.020% 97.352%

593 ERA GROUP INC COMMON STOCK USD.01 1,724,452.21 0.020% 97.372%

594 EAST WEST BANCORP INC COMMON STOCK USD.001 1,723,962.24 0.020% 97.392%

595 EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01 1,701,255.40 0.020% 97.412%

596 PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01 1,700,618.16 0.020% 97.432%

597 NEXSTAR MEDIA GROUP INC CL A COMMON STOCK USD.01 1,688,891.15 0.020% 97.452%

598 SIGNET JEWELERS LTD COMMON STOCK USD.18 1,686,088.05 0.020% 97.472%

599 MOOG INC CLASS A COMMON STOCK USD1.0 1,677,242.29 0.020% 97.492%

600 UNIVERSAL STAINLESS + ALLOY COMMON STOCK USD.001 1,665,059.31 0.020% 97.511%

601 NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 1,664,405.10 0.020% 97.531%

602 KVH INDUSTRIES INC COMMON STOCK USD.01 1,652,899.83 0.019% 97.550%

603 CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 1,630,498.24 0.019% 97.569%

604 TRIBUNE PUBLISHING CO COMMON STOCK USD.01 1,628,569.10 0.019% 97.588%

605 BARNES + NOBLE EDUCATION INC COMMON STOCK USD.01 1,613,006.24 0.019% 97.607%

606 MACY S INC COMMON STOCK USD.01 1,603,768.03 0.019% 97.626%

607 RIBBON COMMUNICATIONS INC COMMON STOCK USD.001 1,592,449.83 0.019% 97.645%

608 SHORE BANCSHARES INC COMMON STOCK USD.01 1,592,161.55 0.019% 97.663%

609 FLEXSTEEL INDS COMMON STOCK USD1.0 1,585,100.96 0.019% 97.682%

610 EXPRESS INC COMMON STOCK 1,580,009.41 0.019% 97.701%

611 PLAYA HOTELS + RESORTS NV COMMON STOCK USD.01 1,578,454.50 0.019% 97.719%

612 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 1,577,075.31 0.019% 97.738%

613 ENLINK MIDSTREAM LLC COMMON STOCK USD.01 1,566,857.60 0.018% 97.756%

614 HIBBETT SPORTS INC COMMON STOCK USD.01 1,562,021.01 0.018% 97.774%

615 CENTRAL VALLEY COMM BANCORP COMMON STOCK 1,557,015.12 0.018% 97.793%

616 AGILYSYS INC COMMON STOCK USD.3 1,543,330.50 0.018% 97.811%

617 ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 1,532,008.80 0.018% 97.829%

618 ATLANTICUS HOLDINGS CORP COMMON STOCK 1,529,792.96 0.018% 97.847%

619 CONSOL ENERGY INC COMMON STOCK USD.01 1,504,848.42 0.018% 97.864%

620 EXTRACTION OIL + GAS INC COMMON STOCK 1,485,275.84 0.017% 97.882%

621 FRANKLIN FINANCIAL NETWORK COMMON STOCK 1,478,968.26 0.017% 97.899%

622 KAR AUCTION SERVICES INC COMMON STOCK USD.01 1,477,992.00 0.017% 97.916%

623 RESOLUTE FOREST PRODUCTS COMMON STOCK USD.001 1,473,243.66 0.017% 97.934%

624 MACKINAC FINANCIAL CORP COMMON STOCK 1,452,487.30 0.017% 97.951%

625 US CONCRETE INC COMMON STOCK USD.001 1,449,730.66 0.017% 97.968%

626 ADVANSIX INC COMMON STOCK USD.01 1,444,842.54 0.017% 97.985%

627 HARSCO CORP COMMON STOCK USD1.25 1,443,849.44 0.017% 98.002%

628 ULTRALIFE CORP COMMON STOCK USD.1 1,443,847.60 0.017% 98.019%

629 AT HOME GROUP INC COMMON STOCK USD.01 1,443,120.32 0.017% 98.036%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

630 NEXA RESOURCES SA COMMON STOCK 1,420,114.92 0.017% 98.052%

631 TEAM INC COMMON STOCK USD.3 1,400,795.50 0.016% 98.069%

632 GP STRATEGIES CORP COMMON STOCK USD.01 1,399,617.45 0.016% 98.085%

633 CALIFORNIA FIRST NATL BANCOR COMMON STOCK USD.01 1,391,981.58 0.016% 98.101%

634 FONAR CORP COMMON STOCK USD.0001 1,367,320.88 0.016% 98.117%

635 STRATTEC SECURITY CORP COMMON STOCK USD.01 1,363,146.35 0.016% 98.133%

636 FIRST UNITED CORP COMMON STOCK USD.01 1,353,691.70 0.016% 98.149%

637 RE/MAX HOLDINGS INC CL A COMMON STOCK USD.0001 1,342,380.80 0.016% 98.165%

638 ASTRONOVA INC COMMON STOCK USD.05 1,333,470.64 0.016% 98.181%

639 GENCOR INDUSTRIES INC COMMON STOCK USD.1 1,323,210.00 0.016% 98.196%

640 WHITING PETROLEUM CORP COMMON STOCK USD.001 1,316,198.33 0.015% 98.212%

641 LCNB CORPORATION COMMON STOCK 1,305,171.00 0.015% 98.227%

642 CLEARWATER PAPER CORP COMMON STOCK USD.0001 1,303,191.12 0.015% 98.242%

643 XPERI CORP COMMON STOCK USD.001 1,297,357.88 0.015% 98.258%

644 FABRINET COMMON STOCK USD.01 1,289,852.96 0.015% 98.273%

645 IMAX CORP COMMON STOCK 1,287,914.55 0.015% 98.288%

646 NN INC COMMON STOCK USD.01 1,280,208.65 0.015% 98.303%

647 AMERICAN RIVER BANKSHRS (CA) COMMON STOCK 1,264,640.20 0.015% 98.318%

648 BELDEN INC COMMON STOCK USD.01 1,238,590.32 0.015% 98.332%

649 NORTHEAST BANK COMMON STOCK USD1.0 1,238,431.92 0.015% 98.347%

650 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 1,233,485.60 0.014% 98.361%

651 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 1,224,752.36 0.014% 98.376%

652 RICHARDSON ELEC LTD COMMON STOCK USD.05 1,222,995.60 0.014% 98.390%

653 DIAMONDBACK ENERGY INC COMMON STOCK USD.01 1,210,440.00 0.014% 98.404%

654 DEL TACO RESTAURANTS INC COMMON STOCK 1,210,038.83 0.014% 98.418%

655 TRECORA RESOURCES COMMON STOCK USD.1 1,205,285.55 0.014% 98.432%

656 ZAGG INC COMMON STOCK USD.001 1,201,159.75 0.014% 98.447%

657 TARGA RESOURCES CORP COMMON STOCK USD.001 1,199,859.31 0.014% 98.461%

658 DAKTRONICS INC COMMON STOCK 1,193,789.64 0.014% 98.475%

659 TRAVELCENTERS OF AMERICA INC COMMON STOCK USD.00001 1,190,810.05 0.014% 98.489%

660 FIRST NORTHWEST BANCORP COMMON STOCK 1,181,732.05 0.014% 98.502%

661 NEWPARK RESOURCES INC COMMON STOCK USD.01 1,178,116.21 0.014% 98.516%

662 LAREDO PETROLEUM INC COMMON STOCK USD.01 1,177,587.37 0.014% 98.530%

663 GOLDFIELD CORP COMMON STOCK USD.1 1,173,334.64 0.014% 98.544%

664 APERGY CORP COMMON STOCK USD.01 1,169,774.25 0.014% 98.558%

665 FRP HOLDINGS INC COMMON STOCK USD.1 1,129,137.00 0.013% 98.571%

666 KRONOS WORLDWIDE INC COMMON STOCK USD.01 1,124,697.52 0.013% 98.584%

667 TITAN INTERNATIONAL INC COMMON STOCK 1,123,202.85 0.013% 98.597%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

668 BASSETT FURNITURE INDS COMMON STOCK USD5.0 1,122,323.95 0.013% 98.610%

669 SURGERY PARTNERS INC COMMON STOCK USD.01 1,121,174.88 0.013% 98.624%

670 PERMA PIPE INTERNATIONAL HOL COMMON STOCK USD.01 1,115,855.56 0.013% 98.637%

671 NATURAL ALTERNATIVES INTL COMMON STOCK USD.01 1,106,355.60 0.013% 98.650%

672 CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5 1,106,070.00 0.013% 98.663%

673 NICHOLAS FINANCIAL INC COMMON STOCK 1,104,805.36 0.013% 98.676%

674 SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 1,089,503.10 0.013% 98.688%

675 INTREPID POTASH INC COMMON STOCK USD.001 1,082,105.60 0.013% 98.701%

676 INSTEEL INDUSTRIES INC COMMON STOCK 1,076,310.75 0.013% 98.714%

677 ASSERTIO THERAPEUTICS INC COMMON STOCK 1,070,169.10 0.013% 98.726%

678 KEY TRONIC CORP COMMON STOCK 1,068,517.08 0.013% 98.739%

679 PICO HOLDINGS INC COMMON STOCK USD.001 1,067,945.04 0.013% 98.751%

680 ALPHA PRO TECH LTD COMMON STOCK USD.01 1,067,847.84 0.013% 98.764%

681 META FINANCIAL GROUP INC COMMON STOCK USD.01 1,062,868.20 0.012% 98.776%

682 RBB BANCORP COMMON STOCK 1,055,122.88 0.012% 98.789%

683 ON DECK CAPITAL INC COMMON STOCK USD.005 1,040,317.74 0.012% 98.801%

684 SCORPIO BULKERS INC COMMON STOCK USD.01 1,034,871.20 0.012% 98.813%

685 BERRY CORP COMMON STOCK USD.001 1,033,089.88 0.012% 98.825%

686 CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 1,021,746.85 0.012% 98.837%

687 BANK OF COMMERCE HOLDINGS COMMON STOCK 1,019,936.26 0.012% 98.849%

688 HOME BANCORP INC COMMON STOCK USD.01 1,019,388.48 0.012% 98.861%

689 BANCORP INC/THE COMMON STOCK USD1.0 1,017,052.78 0.012% 98.873%

690 RPC INC COMMON STOCK USD.1 991,086.60 0.012% 98.885%

691 DHI GROUP INC COMMON STOCK USD.01 987,912.72 0.012% 98.896%

692 EMERALD HOLDING INC COMMON STOCK USD.01 982,700.39 0.012% 98.908%

693 TECHNIPFMC PLC COMMON STOCK USD1.0 977,562.86 0.011% 98.919%

694 CORNERSTONE BUILDING BRANDS COMMON STOCK USD.01 976,150.08 0.011% 98.931%

695 COMPX INTERNATIONAL INC COMMON STOCK USD.01 974,441.60 0.011% 98.942%

696 NATIONAL GENERAL HLDGS COMMON STOCK USD.01 973,504.10 0.011% 98.954%

697 EAGLE BULK SHIPPING INC COMMON STOCK USD.01 969,786.65 0.011% 98.965%

698 J ALEXANDER S HOLDINGS COMMON STOCK USD.001 967,714.61 0.011% 98.976%

699 GULFPORT ENERGY CORP COMMON STOCK USD.01 950,194.49 0.011% 98.987%

700 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 947,787.36 0.011% 98.999%

701 RED LION HOTELS CORP COMMON STOCK USD.01 946,904.90 0.011% 99.010%

702 METHODE ELECTRONICS INC COMMON STOCK USD.5 932,291.82 0.011% 99.021%

703 FIRST HAWAIIAN INC COMMON STOCK USD.01 915,398.34 0.011% 99.031%

704 ORION GROUP HOLDINGS INC COMMON STOCK USD.01 905,858.20 0.011% 99.042%

705 CSP INC COMMON STOCK USD.01 895,635.69 0.011% 99.052%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

706 RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01 891,836.44 0.010% 99.063%

707 RAYONIER ADVANCED MATERIALS COMMON STOCK USD.01 884,345.28 0.010% 99.073%

708 SMARTFINANCIAL INC COMMON STOCK USD1.0 874,651.05 0.010% 99.084%

709 SENECA FOODS CORP CL B COMMON STOCK USD.25 864,720.00 0.010% 99.094%

710 AMERISERV FINANCIAL INC COMMON STOCK USD.01 861,369.54 0.010% 99.104%

711 TEJON RANCH CO COMMON STOCK USD.5 857,392.86 0.010% 99.114%

712 WADDELL + REED FINANCIAL A COMMON STOCK USD.01 846,262.32 0.010% 99.124%

713 FRIEDMAN INDUSTRIES COMMON STOCK USD1.0 833,454.72 0.010% 99.134%

714 IES HOLDINGS INC COMMON STOCK USD.01 826,831.90 0.010% 99.143%

715 CONTAINER STORE GROUP INC/TH COMMON STOCK USD.01 821,261.12 0.010% 99.153%

716 RING ENERGY INC COMMON STOCK USD.001 818,634.99 0.010% 99.163%

717 PEOPLES BANCORP OF NC COMMON STOCK 806,541.04 0.009% 99.172%

718 POTBELLY CORP COMMON STOCK USD.01 767,781.57 0.009% 99.181%

719 MERIDIAN BIOSCIENCE INC COMMON STOCK 749,750.40 0.009% 99.190%

720 HIGHPOINT RESOURCES CORP COMMON STOCK USD.001 749,014.77 0.009% 99.199%

721 ORBCOMM INC COMMON STOCK USD.001 746,310.60 0.009% 99.207%

722 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 742,632.80 0.009% 99.216%

723 BYLINE BANCORP INC COMMON STOCK USD.01 738,758.80 0.009% 99.225%

724 UNICO AMERICAN CORP COMMON STOCK 736,656.41 0.009% 99.233%

725 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 736,314.03 0.009% 99.242%

726 GRIFFIN INDUSTRIAL REALTY IN COMMON STOCK USD.01 731,139.30 0.009% 99.251%

727 LANDMARK BANCORP INC COMMON STOCK USD.01 729,524.40 0.009% 99.259%

728 DONEGAL GROUP INC B COMMON STOCK USD.01 726,030.81 0.009% 99.268%

729 ARMSTRONG FLOORING INC COMMON STOCK USD.0001 724,183.46 0.008% 99.276%

730 SYNALLOY CORP COMMON STOCK USD1.0 712,560.06 0.008% 99.285%

731 FOSTER (LB) CO A COMMON STOCK USD.01 694,285.92 0.008% 99.293%

732 POLYONE CORPORATION COMMON STOCK USD.01 682,464.72 0.008% 99.301%

733 J.C. PENNEY CO INC COMMON STOCK USD.5 676,179.00 0.008% 99.309%

734 LUTHER BURBANK CORP COMMON STOCK 673,719.90 0.008% 99.317%

735 COTY INC CL A COMMON STOCK USD.01 659,840.16 0.008% 99.324%

736 WEBCO INDUSTRIES INC COMMON STOCK USD.01 659,650.00 0.008% 99.332%

737 VEECO INSTRUMENTS INC COMMON STOCK USD.01 655,257.90 0.008% 99.340%

738 LANDS END INC COMMON STOCK USD.01 651,052.80 0.008% 99.347%

739 CROWN CRAFTS INC COMMON STOCK USD.01 649,372.56 0.008% 99.355%

740 MISONIX INC COMMON STOCK USD.0001 647,549.64 0.008% 99.363%

741 ANIKA THERAPEUTICS INC COMMON STOCK USD.01 645,242.29 0.008% 99.370%

742 TENNECO INC CLASS A COMMON STOCK USD.01 627,019.20 0.007% 99.377%

743 1ST CONSTITUTION BANCORP COMMON STOCK 624,406.25 0.007% 99.385%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

744 MKS INSTRUMENTS INC COMMON STOCK 620,730.45 0.007% 99.392%

745 BJ S RESTAURANTS INC COMMON STOCK 616,299.30 0.007% 99.399%

746 HAWTHORN BANCSHARES INC COMMON STOCK USD1.0 612,357.85 0.007% 99.407%

747 CHICAGO RIVET + MACHINE CO COMMON STOCK USD1.0 610,584.08 0.007% 99.414%

748 TESSCO TECHNOLOGIES INC COMMON STOCK USD.01 610,213.32 0.007% 99.421%

749 NATIONAL PRESTO INDS INC COMMON STOCK USD1.0 608,611.95 0.007% 99.428%

750 ALITHYA GROUP INC CLASS A COMMON STOCK 573,230.24 0.007% 99.435%

751 HERC HOLDINGS INC COMMON STOCK USD.01 567,990.06 0.007% 99.441%

752 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 557,569.00 0.007% 99.448%

753 LSB INDUSTRIES INC COMMON STOCK USD.1 551,594.40 0.006% 99.454%

754 ZOVIO INC COMMON STOCK USD.01 547,884.15 0.006% 99.461%

755 CCUR HOLDINGS INC COMMON STOCK USD.01 547,335.40 0.006% 99.467%

756 KEWAUNEE SCIENTIFIC CP COMMON STOCK USD2.5 543,608.92 0.006% 99.474%

757 BRIDGFORD FOODS CORP COMMON STOCK USD1.0 539,422.74 0.006% 99.480%

758 SHILOH INDUSTRIES INC COMMON STOCK USD.01 535,702.50 0.006% 99.486%

759 FIRST BANK/HAMILTON NJ COMMON STOCK USD.01 512,401.02 0.006% 99.492%

760 Q.E.P. COMPANY INC COMMON STOCK USD.001 508,937.00 0.006% 99.498%

761 PENNS WOODS BANCORP INC COMMON STOCK USD5.55 507,991.50 0.006% 99.504%

762 CULP INC COMMON STOCK USD.05 504,211.52 0.006% 99.510%

763 ATLANTIC AMERICAN CORP COMMON STOCK USD1.0 503,604.25 0.006% 99.516%

764 EARTHSTONE ENERGY INC A COMMON STOCK USD.001 503,006.24 0.006% 99.522%

765 VOXX INTERNATIONAL CORP COMMON STOCK USD.01 501,258.00 0.006% 99.528%

766 BRYN MAWR BANK CORP COMMON STOCK USD1.0 495,628.32 0.006% 99.534%

767 TIVITY HEALTH INC COMMON STOCK USD.001 492,991.33 0.006% 99.539%

768 PEOPLES FINANCIAL SERVICES COMMON STOCK USD2.0 492,418.34 0.006% 99.545%

769 BNCCORP COMMON STOCK USD.01 491,169.00 0.006% 99.551%

770 GUARANTY FEDERAL BNCSHS INC COMMON STOCK USD.1 478,991.52 0.006% 99.557%

771 PARTY CITY HOLDCO INC COMMON STOCK USD.01 474,482.11 0.006% 99.562%

772 FRANK S INTERNATIONAL NV COMMON STOCK EUR.01 472,441.90 0.006% 99.568%

773 AGROFRESH SOLUTIONS INC COMMON STOCK 470,265.08 0.006% 99.573%

774 HERITAGE COMMERCE CORP COMMON STOCK 469,557.40 0.006% 99.579%

775 PERCEPTRON INC COMMON STOCK USD.01 469,296.00 0.006% 99.584%

776 NEWSSTAR FINANCIAL INCCVR COMMON STOCK 468,455.87 0.005% 99.590%

777 QCR HOLDINGS INC COMMON STOCK USD1.0 459,946.37 0.005% 99.595%

778 PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01 455,589.60 0.005% 99.600%

779 UNITED STATES LIME + MINERAL COMMON STOCK USD.1 450,189.60 0.005% 99.606%

780 NAUTILUS INC COMMON STOCK 448,356.24 0.005% 99.611%

781 INVACARE CORP COMMON STOCK USD.25 441,921.54 0.005% 99.616%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

782 CIVISTA BANCSHARES INC COMMON STOCK 438,328.00 0.005% 99.621%

783 TWIN DISC INC COMMON STOCK 437,227.20 0.005% 99.626%

784 VALARIS PLC COMMON STOCK USD.1 435,982.16 0.005% 99.632%

785 USA TRUCK INC COMMON STOCK USD.01 433,633.81 0.005% 99.637%

786 SB FINANCIAL GROUP INC COMMON STOCK 430,288.40 0.005% 99.642%

787 READING INTERNATIONAL INC A COMMON STOCK USD.01 429,603.82 0.005% 99.647%

788 ORRSTOWN FINL SERVICES INC COMMON STOCK 426,594.60 0.005% 99.652%

789 CONSUMER PORTFOLIO SERVICES COMMON STOCK 426,396.72 0.005% 99.657%

790 MISTRAS GROUP INC COMMON STOCK USD.01 426,340.80 0.005% 99.662%

791 MAXAR TECHNOLOGIES INC COMMON STOCK 424,925.16 0.005% 99.667%

792 HAWKINS INC COMMON STOCK USD.05 422,394.00 0.005% 99.672%

793 PENN VIRGINIA CORP COMMON STOCK 422,304.12 0.005% 99.677%

794 BALLANTYNE STRONG INC COMMON STOCK USD.01 410,304.24 0.005% 99.681%

795 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 407,212.48 0.005% 99.686%

796 HOUSTON WIRE + CABLE CO COMMON STOCK USD.001 404,692.29 0.005% 99.691%

797 SUPERIOR INDUSTRIES INTL COMMON STOCK 403,126.80 0.005% 99.696%

798 CARROLS RESTAURANT GROUP INC COMMON STOCK USD.01 401,091.60 0.005% 99.700%

799 SANDRIDGE ENERGY INC COMMON STOCK USD.001 398,660.04 0.005% 99.705%

800 DOVER MOTORSPORTS INC COMMON STOCK USD.1 390,293.75 0.005% 99.710%

801 PRUDENTIAL BANCORP INC COMMON STOCK USD.01 385,066.40 0.005% 99.714%

802 SYNAPTICS INC COMMON STOCK USD.001 380,495.25 0.004% 99.719%

803 DENBURY RESOURCES INC COMMON STOCK USD.001 376,094.07 0.004% 99.723%

804 KENNAMETAL INC COMMON STOCK USD1.25 368,694.62 0.004% 99.727%

805 FERROGLOBE PLC COMMON STOCK USD7.5 368,474.93 0.004% 99.732%

806 OPTICAL CABLE CORP COMMON STOCK 367,586.40 0.004% 99.736%

807 HILLENBRAND INC COMMON STOCK 363,491.31 0.004% 99.740%

808 NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 361,844.40 0.004% 99.745%

809 FIRST ACCEPTANCE CORP COMMON STOCK USD.01 356,602.14 0.004% 99.749%

810 LANNETT CO INC COMMON STOCK USD.001 353,755.00 0.004% 99.753%

811 BRIGGS + STRATTON COMMON STOCK USD.01 353,178.06 0.004% 99.757%

812 BAYCOM CORP COMMON STOCK 351,546.70 0.004% 99.761%

813 BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01 347,389.90 0.004% 99.765%

814 GCI LIBERTY INC PREFERRED STOCK 7 346,934.42 0.004% 99.769%

815 HYATT HOTELS CORP CL A COMMON STOCK USD.01 337,934.50 0.004% 99.773%

816 INNERWORKINGS INC COMMON STOCK USD.0001 330,677.10 0.004% 99.777%

817 H.B. FULLER CO. COMMON STOCK USD1.0 326,781.00 0.004% 99.781%

818 TUESDAY MORNING CORP COMMON STOCK USD.01 318,727.18 0.004% 99.785%

819 LA Z BOY INC COMMON STOCK USD1.0 315,750.75 0.004% 99.788%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

820 CVR ENERGY INC COMMON STOCK USD.01 309,639.96 0.004% 99.792%

821 CORE MOLDING TECHNOLOGIES IN COMMON STOCK USD.01 305,508.28 0.004% 99.796%

822 MAGYAR BANCORP INC COMMON STOCK USD.01 304,029.00 0.004% 99.799%

823 HALLADOR ENERGY CO COMMON STOCK USD.01 298,789.63 0.004% 99.803%

824 BIGLARI HOLDINGS INC A COMMON STOCK 298,485.00 0.004% 99.806%

825 CENTURY BANCORP INC CL A COMMON STOCK USD1.0 294,332.96 0.003% 99.810%

826 LIBERTY OILFIELD SERVICES A COMMON STOCK 294,218.75 0.003% 99.813%

827 CINEMARK HOLDINGS INC COMMON STOCK USD.001 293,105.16 0.003% 99.817%

828 MDU RESOURCES GROUP INC COMMON STOCK USD1.0 292,271.00 0.003% 99.820%

829 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 289,070.94 0.003% 99.823%

830 NEW HOME CO INC/THE COMMON STOCK USD.01 284,253.08 0.003% 99.827%

831 LIVENT CORP COMMON STOCK USD.001 280,906.50 0.003% 99.830%

832 TRIUMPH GROUP INC COMMON STOCK USD.001 280,404.80 0.003% 99.833%

833 FARMER BROS CO COMMON STOCK USD1.0 278,908.08 0.003% 99.837%

834 GOLDEN OCEAN GROUP LTD COMMON STOCK USD.05 277,674.82 0.003% 99.840%

835 BEASLEY BROADCAST GRP INC A COMMON STOCK USD.001 274,669.50 0.003% 99.843%

836 NOBLE CORP PLC COMMON STOCK USD.01 274,550.38 0.003% 99.846%

837 MASTECH DIGITAL INC COMMON STOCK USD.01 274,159.68 0.003% 99.849%

838 GOLD RESOURCE CORP COMMON STOCK USD.001 273,592.00 0.003% 99.853%

839 SILVERBOW RESOURCES INC COMMON STOCK 268,429.72 0.003% 99.856%

840 MIDDLEFIELD BANC CORP COMMON STOCK 265,860.96 0.003% 99.859%

841 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 265,596.26 0.003% 99.862%

842 MERCHANTS BANCORP/IN COMMON STOCK 262,097.88 0.003% 99.865%

843 AMERIS BANCORP COMMON STOCK USD1.0 260,670.96 0.003% 99.868%

844 CENTURY CASINOS INC COMMON STOCK USD.01 259,371.43 0.003% 99.871%

845 CPI AEROSTRUCTURES INC COMMON STOCK USD.001 258,009.75 0.003% 99.874%

846 DXP ENTERPRISES INC COMMON STOCK USD.01 256,908.30 0.003% 99.877%

847 SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 251,104.42 0.003% 99.880%

848 RAMBUS INC COMMON STOCK USD.001 250,993.20 0.003% 99.883%

849 LIMBACH HOLDINGS INC COMMON STOCK USD.0001 250,543.50 0.003% 99.886%

850 OXFORD INDUSTRIES INC COMMON STOCK USD1.0 250,194.00 0.003% 99.889%

851 LSI INDUSTRIES INC COMMON STOCK 245,155.68 0.003% 99.892%

852 A H BELO CORP A COMMON STOCK USD.01 244,424.04 0.003% 99.895%

853 BSQUARE CORP COMMON STOCK 243,294.01 0.003% 99.898%

854 AMCON DISTRIBUTING CO COMMON STOCK USD.01 243,054.00 0.003% 99.901%

855 CIVEO CORP COMMON STOCK USD.01 241,119.67 0.003% 99.903%

856 ENOVA INTERNATIONAL INC COMMON STOCK USD.00001 240,534.00 0.003% 99.906%

857 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1.0 239,148.71 0.003% 99.909%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

858 FIRST BANCSHARES INC (MO) COMMON STOCK USD.01 239,071.50 0.003% 99.912%

859 ESCALADE INC COMMON STOCK 238,577.15 0.003% 99.915%

860 INTERNATIONAL GAME TECHNOLOG COMMON STOCK USD.1 236,976.60 0.003% 99.917%

861 GRAY TELEVISION INC A COMMON STOCK 236,186.28 0.003% 99.920%

862 ASTA FUNDING INC COMMON STOCK USD.01 231,794.10 0.003% 99.923%

863 FIRST MID BANCSHARES INC COMMON STOCK USD4.0 229,969.38 0.003% 99.926%

864 RCM TECHNOLOGIES INC COMMON STOCK USD.05 209,753.75 0.002% 99.928%

865 FLUOR CORP COMMON STOCK USD.01 207,320.73 0.002% 99.930%

866 GREIF INC CL B COMMON STOCK 206,228.88 0.002% 99.933%

867 PRIMORIS SERVICES CORP COMMON STOCK USD.0001 196,396.80 0.002% 99.935%

868 SALEM MEDIA GROUP INC COMMON STOCK USD.01 185,474.16 0.002% 99.937%

869 DAWSON GEOPHYSICAL CO COMMON STOCK USD.01 177,210.11 0.002% 99.939%

870 J. JILL INC COMMON STOCK USD.01 175,358.28 0.002% 99.941%

871 KLX ENERGY SERVICES HOLDING COMMON STOCK USD.01 174,065.50 0.002% 99.944%

872 ASTRONICS CORP COMMON STOCK USD.01 173,814.12 0.002% 99.946%

873 CITIZENS COMMUNITY BANCORP I COMMON STOCK USD.01 170,280.00 0.002% 99.948%

874 BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01 169,129.52 0.002% 99.950%

875 CHEFS WAREHOUSE INC/THE COMMON STOCK USD.01 167,162.00 0.002% 99.952%

876 DEAN FOODS CO COMMON STOCK USD.01 165,516.65 0.002% 99.953%

877 MANNATECH INC COMMON STOCK USD.0001 163,335.50 0.002% 99.955%

878 KOSMOS ENERGY LTD COMMON STOCK USD.01 162,019.41 0.002% 99.957%

879 MONTAGE RESOURCES CORP COMMON STOCK USD.01 158,006.25 0.002% 99.959%

880 CANTERBURY PARK HOLDING CORP COMMON STOCK USD.01 157,626.69 0.002% 99.961%

881 HUDSON LTD CLASS A COMMON STOCK USD.001 157,482.42 0.002% 99.963%

882 BK TECHNOLOGIES CORP COMMON STOCK USD.6 157,188.72 0.002% 99.965%

883 GENCO SHIPPING + TRADING LTD COMMON STOCK 153,765.42 0.002% 99.966%

884 NATIONAL SECURITY GROUP INC COMMON STOCK USD1.0 152,640.80 0.002% 99.968%

885 ARC DOCUMENT SOLUTIONS INC COMMON STOCK USD.001 152,119.62 0.002% 99.970%

886 UNITED BANCSHARES INC/OHIO COMMON STOCK USD1.0 147,761.25 0.002% 99.972%

887 MESA AIR GROUP INC COMMON STOCK 147,365.68 0.002% 99.974%

888 GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 146,713.60 0.002% 99.975%

889 US XPRESS ENTERPRISES INC A COMMON STOCK USD.01 144,792.34 0.002% 99.977%

890 FULL HOUSE RESORTS INC COMMON STOCK USD.0001 144,777.50 0.002% 99.979%

891 ACME UNITED CORP COMMON STOCK USD2.5 144,626.45 0.002% 99.980%

892 COMMUNITY WEST BANCSHARES COMMON STOCK 144,436.53 0.002% 99.982%

893 AMERICAN SHARED HOSPITAL SER COMMON STOCK 135,576.95 0.002% 99.984%

894 HORIZON BANCORP INC/IN COMMON STOCK 133,119.86 0.002% 99.985%

895 NORTHERN OIL AND GAS INC COMMON STOCK USD.001 129,986.17 0.002% 99.987%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

896 TRIO TECH INTERNATIONAL COMMON STOCK 125,661.90 0.001% 99.988%

897 MITCHAM INDUSTRIES INC COMMON STOCK USD.01 120,176.25 0.001% 99.990%

898 JOUNCE THERAPEUTICS INC COMMON STOCK USD.001 119,491.00 0.001% 99.991%

899 ADT INC COMMON STOCK USD.01 118,782.72 0.001% 99.992%

900 LONESTAR RESOURCES US I CL A COMMON STOCK 114,349.28 0.001% 99.994%

901 ASCENA RETAIL GROUP INC COMMON STOCK USD.01 113,293.34 0.001% 99.995%

902 ADIENT PLC COMMON STOCK USD.001 112,658.47 0.001% 99.996%

903 NCS MULTISTAGE HOLDINGS INC COMMON STOCK USD.01 110,558.08 0.001% 99.998%

904 SALISBURY BANCORP INC COMMON STOCK USD.1 108,717.00 0.001% 99.999%

905 DIGIRAD CORP COMMON STOCK USD.0001 106,927.98 0.001% 100.000%

906 PERFICIENT INC COMMON STOCK USD.001 105,623.91 0.001% 100.001%

907 BANKWELL FINANCIAL GROUP INC COMMON STOCK NPV 103,493.32 0.001% 100.003%

908 TRISTATE CAPITAL HLDGS INC COMMON STOCK 102,540.68 0.001% 100.004%

909 UNITY BANCORP INC COMMON STOCK 102,129.30 0.001% 100.005%

910 SERVOTRONICS INC COMMON STOCK USD.2 102,019.75 0.001% 100.006%

911 PYXUS INTERNATIONAL INC COMMON STOCK 99,547.99 0.001% 100.007%

912 VIRCO MFG CORPORATION COMMON STOCK USD.01 99,395.10 0.001% 100.009%

913 MAMMOTH ENERGY SERVICES INC COMMON STOCK USD.01 99,156.10 0.001% 100.010%

914 CAPSTAR FINANCIAL HOLDINGS I COMMON STOCK USD1.0 97,762.65 0.001% 100.011%

915 BEL FUSE INC CL A COMMON STOCK USD.1 95,284.00 0.001% 100.012%

916 GULF ISLAND FABRICATION INC COMMON STOCK 90,507.00 0.001% 100.013%

917 SUMMIT STATE BANK COMMON STOCK 85,469.03 0.001% 100.014%

918 SIFCO INDUSTRIES COMMON STOCK USD1.0 84,457.68 0.001% 100.015%

919 DONNELLEY FINANCIAL SOLUTION COMMON STOCK USD.01 84,320.00 0.001% 100.016%

920 SECURITY NATL FINL CORP CL A COMMON STOCK USD2.0 83,324.78 0.001% 100.017%

921 FIRST BANCORP/NC COMMON STOCK 83,088.00 0.001% 100.018%

922 CONTINENTAL MATERIALS CORP COMMON STOCK USD.25 77,868.00 0.001% 100.019%

923 BROADWIND ENERGY INC COMMON STOCK USD.001 77,604.80 0.001% 100.020%

924 P + F INDUSTRIES CL A COMMON STOCK USD1.0 76,282.80 0.001% 100.021%

925 CHUY S HOLDINGS INC COMMON STOCK USD.01 74,518.00 0.001% 100.022%

926 COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01 73,537.00 0.001% 100.022%

927 UNIT CORP COMMON STOCK USD.2 73,300.50 0.001% 100.023%

928 ALTISOURCE PORTFOLIO SOL COMMON STOCK USD1.0 73,210.15 0.001% 100.024%

929 ASGN INC COMMON STOCK USD.01 70,640.00 0.001% 100.025%

930 TRIUMPH BANCORP INC COMMON STOCK USD.01 69,550.00 0.001% 100.026%

931 HARVARD BIOSCIENCE INC COMMON STOCK USD.01 68,523.26 0.001% 100.027%

932 HAVERTY FURNITURE COS CL A COMMON STOCK USD1.0 67,300.31 0.001% 100.027%

933 NETSOL TECHNOLOGIES INC COMMON STOCK USD.001 62,767.50 0.001% 100.028%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

934 AMPLIFY ENERGY CORP COMMON STOCK 55,511.96 0.001% 100.029%

935 HARLEYSVILLE FINANCIAL CORP COMMON STOCK USD.01 55,427.00 0.001% 100.029%

936 FLANIGAN S ENTERPRISES INC COMMON STOCK USD.1 54,984.00 0.001% 100.030%

937 MEDIA GEN INC CVR COMMON STOCK 53,318.41 0.001% 100.031%

938 HARTE HANKS INC COMMON STOCK USD1.0 48,194.29 0.001% 100.031%

939 FINJAN HOLDINGS INC COMMON STOCK USD.001 47,976.00 0.001% 100.032%

940 PATRIOT NATIONAL BANCORP INC COMMON STOCK USD2.0 47,013.84 0.001% 100.032%

941 PB BANCORP INC COMMON STOCK USD.01 46,458.20 0.001% 100.033%

942 LIBERTY TRIPADVISOR HDG A COMMON STOCK USD.01 43,740.00 0.001% 100.033%

943 FREIGHTCAR AMERICA INC COMMON STOCK USD.01 43,587.24 0.001% 100.034%

944 FB FINANCIAL CORP COMMON STOCK USD1.0 43,384.00 0.001% 100.035%

945 FEDERAL AGRIC MTG CORP CL A COMMON STOCK USD1.0 42,588.48 0.000% 100.035%

946 NINE ENERGY SERVICE INC COMMON STOCK 41,494.08 0.000% 100.035%

947 LEVEL ONE BANCORP INC COMMON STOCK 41,076.00 0.000% 100.036%

948 FLUENT INC COMMON STOCK 40,928.94 0.000% 100.036%

949 EMMIS COMMUNICATIONS CLASS A COMMON STOCK USD.01 39,682.00 0.000% 100.037%

950 COFFEE HOLDING CO INC COMMON STOCK USD.001 39,360.69 0.000% 100.037%

951 INDEPENDENCE CONTRACT DRILLI COMMON STOCK USD.01 38,700.20 0.000% 100.038%

952 AMREP CORP COMMON STOCK USD.1 37,099.20 0.000% 100.038%

953 EMERSON RADIO CORP COMMON STOCK USD.01 36,866.20 0.000% 100.039%

954 BRIDGE BANCORP INC COMMON STOCK USD.01 36,564.48 0.000% 100.039%

955 PGT INNOVATIONS INC COMMON STOCK USD.01 36,077.00 0.000% 100.040%

956 MVB FINANCIAL CORP COMMON STOCK USD1.0 36,044.25 0.000% 100.040%

957 SELECT INTERIOR CONCEPTS A COMMON STOCK USD.01 36,028.35 0.000% 100.040%

958 MSB FINANCIAL CORP/MD COMMON STOCK USD.01 35,716.32 0.000% 100.041%

959 TOWNSQUARE MEDIA INC CL A COMMON STOCK USD.01 34,150.88 0.000% 100.041%

960 METROPOLITAN BANK HOLDING CO COMMON STOCK 34,012.59 0.000% 100.042%

961 NOBILITY HOMES INC COMMON STOCK USD.1 33,260.50 0.000% 100.042%

962 LIBBEY INC COMMON STOCK USD.01 30,853.98 0.000% 100.042%

963 TECNOGLASS INC COMMON STOCK 30,679.28 0.000% 100.043%

964 OLD SECOND BANCORP INC COMMON STOCK USD1.0 30,438.55 0.000% 100.043%

965 SOUTHWEST GEORGIA FINL CORP COMMON STOCK USD1.0 30,168.49 0.000% 100.043%

966 PROTECTIVE INSURANCE CORP A COMMON STOCK 30,160.00 0.000% 100.044%

967 AEROCENTURY CORP COMMON STOCK USD.001 30,074.00 0.000% 100.044%

968 BERKSHIRE BANCORP INC COMMON STOCK USD.1 29,811.60 0.000% 100.044%

969 FS BANCORP INC COMMON STOCK 26,856.00 0.000% 100.045%

970 RADIANT LOGISTICS INC COMMON STOCK USD.001 25,542.00 0.000% 100.045%

971 PANHANDLE OIL AND GAS INC A COMMON STOCK USD.01666 25,210.08 0.000% 100.045%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

972 PATRIOT TRANSPORTATION HOLDI COMMON STOCK USD.1 23,135.52 0.000% 100.046%

973 WVS FINANCIAL CORP COMMON STOCK USD.01 22,968.00 0.000% 100.046%

974 APPLIED GENETIC TECHNOLOGIES COMMON STOCK USD.001 22,550.00 0.000% 100.046%

975 TEEKAY CORP COMMON STOCK USD.001 22,319.08 0.000% 100.046%

976 NATURES SUNSHINE PRODS INC COMMON STOCK 21,625.80 0.000% 100.047%

977 SOLARIS OILFIELD INFRAST A COMMON STOCK USD.01 20,475.00 0.000% 100.047%

978 SELECT BANCORP INC COMMON STOCK USD1.0 18,998.70 0.000% 100.047%

979 SB ONE BANCORP COMMON STOCK 17,391.00 0.000% 100.047%

980 AVALON HOLDINGS CORP A COMMON STOCK USD.01 16,563.60 0.000% 100.048%

981 FIRST CHOICE BANCORP COMMON STOCK 16,435.95 0.000% 100.048%

982 STARRETT (L.S.) CO CL A COMMON STOCK USD1.0 15,623.28 0.000% 100.048%

983 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 15,183.64 0.000% 100.048%

984 INTRICON CORP COMMON STOCK USD1.0 14,924.36 0.000% 100.048%

985 ALICO INC COMMON STOCK USD1.0 12,416.00 0.000% 100.048%

986 ALASKA COMM SYSTEMS GROUP COMMON STOCK USD.01 11,671.92 0.000% 100.049%

987 DASEKE INC COMMON STOCK 11,541.60 0.000% 100.049%

988 MEDIACO HOLDING INC CL A WI COMMON STOCK USD.01 9,935.64 0.000% 100.049%

989 REPUBLIC FIRST BANCORP INC COMMON STOCK USD.01 9,417.00 0.000% 100.049%

990 COMPUTER TASK GROUP INC COMMON STOCK USD.01 9,306.90 0.000% 100.049%

991 OCA INC COM 9,018.99 0.000% 100.049%

992 NETWORK 1 TECHNOLOGIES INC COMMON STOCK USD.01 8,499.82 0.000% 100.049%

993 OCEAN BIO CHEM INC COMMON STOCK USD.01 8,346.85 0.000% 100.049%

994 LAKE SHORE BANCORP INC COMMON STOCK USD.01 7,318.50 0.000% 100.049%

995 REALNETWORKS INC COMMON STOCK USD.001 7,222.62 0.000% 100.050%

996 KELLY SERVICES INC CL B COMMON STOCK USD1.0 6,718.95 0.000% 100.050%

997 AMERICAN BILTRITE INC COMMON STOCK USD.01 6,500.00 0.000% 100.050%

998 ALTISOURCE ASSET MANAGEMENT COMMON STOCK 6,127.20 0.000% 100.050%

999 AVIAT NETWORKS INC COMMON STOCK USD.01 6,052.00 0.000% 100.050%

1000 FORESTAR GROUP INC COMMON STOCK USD1.0 5,723.55 0.000% 100.050%

1001 DIXIE GROUP INC COMMON STOCK USD3.0 4,872.40 0.000% 100.050%

1002 URBAN ONE INC COMMON STOCK USD.001 4,842.15 0.000% 100.050%

1003 VOLT INFO SCIENCES INC COMMON STOCK USD.1 4,787.91 0.000% 100.050%

1004 LUBY S INC COMMON STOCK USD.32 4,692.68 0.000% 100.050%

1005 SMART SAND INC COMMON STOCK USD.001 3,666.00 0.000% 100.050%

1006 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 3,538.99 0.000% 100.050%

1007 VAALCO ENERGY INC COMMON STOCK USD.1 2,566.19 0.000% 100.050%

1008 BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 2,455.65 0.000% 100.050%

1009 BASIC ENERGY SERVICES INC COMMON STOCK USD.01 897.76 0.000% 100.050%




Amount USDMarket

Value USDAsset

WeightCumulative

Weight

Equity 8,526,650,201.36 100.050%

1010 CURATIVE HEALTH SVCS INC NEW COM 0.00 0.000% 100.050%

1011 CALAMOS ASSET MANAGEMENT, INC. 0.00 0.000% 100.050%

1012 IMPERIAL SUGAR CO NEW COM 0.00 0.000% 100.050%

1013 FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNI 0.00 0.000% 100.050%

1014 U S DIAGNOSTIC INC COM 0.00 0.000% 100.050%

1015 SUPERIOR TELECOM INC COM 0.00 0.000% 100.050%

1016 ENRON TOPRS 8.125PCT ESCROW CUSIP 0.00 0.000% 100.050%

1017 PARKER DRILLING CO WTS EXP 16SEP24 0.00 0.000% 100.050%

1018 SILICON GRAPHICS INC COM 0.00 0.000% 100.050%

1019 MEDCATH CORPORATION COMMON STOCK USD.01 0.00 0.000% 100.050%

1020 MIDWEST BANC HOLDINGS INC COMMON STOCK USD.01 0.00 0.000% 100.050%

Index Future -4,286,131.50 -0.050%

1021 S+P500 EMINI FUT JUN20 XCME 20200619 379,159,235.00 -4,286,131.50 -0.050% 100.000%

Total 8,522,364,069.86 100.00%



u.s. small cap value portfolio- institutional class...21 fulton financial corp common stock usd2.5...

Documents