Ordinary Index Rebalancing in the Solactive US Small Cap High Dividend Index | January 2020
In the ordinary rebalance the following composition will be implemented:
| ADVANCED EMISSIONS SOLUTIONS I | 0.2666 % |
| AG MORTGAGE INVESTMENT TRUST | 0.3193 % |
| AMC ENTERTAINMENT HOLDINGS INC | 2.9598 % |
| AMERICAN FINANCE TRUST INC | 0.9714 % |
| AMERISAFE INC | 0.6122 % |
| ANWORTH MORTGAGE ASSET CORP | 0.2146 % |
| APOLLO COMMERCIAL REAL ESTATE | 2.1017 % |
| APOLLO INVESTMENT CORP | 0.853 % |
| ARBOR REALTY TRUST INC | 2.2384 % |
| ARCHROCK INC | 0.9006 % |
| ARES COMMERCIAL REAL ESTATE CORP | 0.3343 % |
| ARLINGTON ASSET INVESTMENT CORP | 0.2437 % |
| ARMOUR RESIDENTIAL REIT INC | 1.0656 % |
| ARTISAN PARTNERS ASSET MANAGEMENT INC | 1.1942 % |
| ASHFORD HOSPITALITY TRUST | 0.1657 % |
| B&G FOODS INC | 2.2122 % |
| BAIN CAPITAL SPECIALTY FINANCE | 0.5058 % |
| BLACKROCK CAPITAL INVESTMENT CORP | 0.224 % |
| BLACKROCK TCP CAPITAL CORP | 0.3976 % |
| BRAEMAR HOTELS & RESORTS INC | 0.1562 % |
| BRIGHAM MINERALS INC | 0.8758 % |
| BUCKLE INC/THE | 1.4027 % |
| CAPITAL SOUTHWEST CORP | 0.2502 % |
| CAPITOL FEDERAL FINANCIAL INC | 0.4235 % |
| CHATHAM LODGING TRUST | 0.3904 % |
| CHERRY HILL MORTGAGE INVESTMENT CORP | 0.2252 % |
| CHICOS FAS INC | 0.992 % |
| COLONY CAPITAL INC | 1.3671 % |
| CORENERGY INFRASTRUCTURE TRUST INC | 0.4663 % |
| COREPOINT LODGING INC | 0.2967 % |
| COVANTA HOLDING CORP | 1.5292 % |
| DIVERSIFIED HEALTHCARE TRUST | 1.4758 % |
| DYNEX CAPITAL INC | 0.4076 % |
| ELLINGTON FINANCIAL INC | 0.7346 % |
| EQUITRANS MIDSTREAM CORP | 4.3817 % |
| EXANTAS CAPITAL CORP | 0.1783 % |
| FALCON MINERALS CORP | 0.1918 % |
| FIDUS INVESTMENT CORP | 0.1631 % |
| FS KKR CAPITAL CORP | 1.343 % |
| GANNETT CO INC | 1.3562 % |
| GENCO SHIPPING & TRADING LTD | 0.2899 % |
| GLADSTONE CAPITAL CORP | 0.1685 % |
| GLADSTONE COMMERCIAL CORP | 0.3697 % |
| GLOBAL NET LEASE INC | 1.2226 % |
| GOLDMAN SACHS BDC INC | 0.3065 % |
| GOLUB CAPITAL BDC INC | 1.1608 % |
| GRANITE POINT MORTGAGE TRUST INC | 0.5789 % |
| GREAT AJAX CORP | 0.2697 % |
| HERCULES CAPITAL INC | 0.7341 % |
| HERSHA HOSPITALITY TRUST | 0.6405 % |
| HESS MIDSTREAM PARTNERS LP | 0.2791 % |
| HORIZON TECHNOLOGY FINANCE C | 0.1733 % |
| INVESCO MORTGAGE CAPITAL | 2.0168 % |
| KITE REALTY GROUP TRUST | 1.1426 % |
| KKR REAL ESTATE FINANCE TRUS | 1.0642 % |
| LADDER CAPITAL CORP | 1.0379 % |
| MEREDITH | 2.6439 % |
| MFA FINANCIAL INC | 2.1213 % |
| MOELIS & CO | 1.5629 % |
| MONROE CAPITAL CORP | 0.183 % |
| NATIONAL CINEMEDIA INC | 0.3289 % |
| NEW MOUNTAIN FINANCE CORP | 1.0456 % |
| NEW SENIOR INVESTMENT GROUP INC. | 0.3442 % |
| NEW YORK MORTGAGE TRUST INC | 2.7618 % |
| NEWTEK BUSINESS SERVICES CORP | 0.388 % |
| OAKTREE SPECIALTY LENDING CORP | 0.2664 % |
| OFFICE PROPERTIES INCOME TRUST | 0.7836 % |
| ONE LIBERTY PROPERTIES INC | 0.1196 % |
| ORCHID ISLAND CAPITAL INC | 0.3184 % |
| OXFORD SQUARE CAPITAL CORP | 0.1746 % |
| PEABODY ENERGY CORP | 1.8116 % |
| PENN REAL ESTATE INVEST TST | 0.7753 % |
| PENNANTPARK FLOATING RATE CA | 0.1839 % |
| PENNANTPARK INVESTMENT CORP | 0.2805 % |
| PENNYMAC MORTGAGE INVESTMENT | 2.4408 % |
| PLYMOUTH INDUSTRIAL REIT INC | 0.18 % |
| PREFERRED APARTMENT COMMUNITIES INC | 0.4193 % |
| PROSPECT CAPITAL CORP | 1.0628 % |
| READY CAPITAL CORP | 0.8033 % |
| REDWOOD TRUST INC | 1.4849 % |
| RLJ LODGING TRUST | 2.0368 % |
| SARATOGA INVESTMENT CORP | 0.2509 % |
| SCULPTOR CAPITAL MANAGEMENT INC | 0.2477 % |
| SIGNET JEWELERS LTD | 4.1821 % |
| SIX FLAGS ENTERTAINMENT CORP | 5.0 % |
| SOLAR CAPITAL LTD | 0.2747 % |
| STELLUS CAPITAL | 0.1365 % |
| TANGER FACTORY OUTLET CENTER | 5.0 % |
| TAUBMAN CENTERS INC | 2.4752 % |
| TCG BDC INC | 0.5441 % |
| TPG RE FINANCE TRUST INC | 0.5132 % |
| TPG SPECIALTY LENDING INC | 0.4802 % |
| TRINITY MERGER CORP | 1.7859 % |
| TRIPLEPOINT VENTURE GROWTH BDC CORP | 0.4418 % |
| UNITI GROUP INC | 2.4826 % |
| VIRTU FINANCIAL INC | 1.5059 % |
| WASHINGTON PRIME GROUP INC | 1.4696 % |
| WESTERN ASSET MORTGAGE CAPITAL CORP | 0.3588 % |
| WHITEHORSE FINAN | 0.1747 % |
| WHITESTONE REIT | 0.3115 % |