| Fund Manager | Fund Series | # Fund Positions | $ Fund Size (mm) | # Shares Held (mm) | $ Holding (mm) | % of Fund | Position | As Of |
|---|---|---|---|---|---|---|---|---|
| Trust for Advised Portfolios | Ziegler Piermont Small Cap Value Fund ZPSVX |
114 | 3.59 | 0.00 | 0.05 | 1.49 | Long | Dec 2020 |
| VANGUARD MALVERN FUNDS | VANGUARD U.S. VALUE FUND VUVLX |
259 | 1,056.18 | 0.10 | 4.09 | 0.39 | Long | Dec 2020 |
| VALIC Co II | Small Cap Value Fund VCSVX |
626 | 467.64 | 0.04 | 1.56 | 0.34 | Long | Feb 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | Tax-Managed U.S. Targeted Value Portfolio DTMVX |
1,362 | 6,131.98 | 0.21 | 9.91 | 0.17 | Long | Apr 2021 |
| RUSSELL INVESTMENT CO | U.S. Dynamic Equity Fund RSGSX, RSGCX, RSGAX, RSGTX |
542 | 166.92 | 0.01 | 0.23 | 0.15 | Long | Jan 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. SMALL CAP PORTFOLIO DFTSX |
1,942 | 4,321.51 | 0.10 | 4.46 | 0.11 | Long | Apr 2021 |
| MASSMUTUAL SELECT FUNDS | MM Russell 2000 Small Cap Index Fund MCJAX, MCJZX, MCJIX, MCJSX, MCJYX, MCJFX, MCJTX |
2,030 | 230.33 | 0.00 | 0.18 | 0.08 | Long | Mar 2022 |
| JPMorgan Trust II | JPMorgan Market Expansion Enhanced Index Fund PGMIX, OMEAX, OMECX, JMEZX, OMYGX |
649 | 1,122.02 | 0.02 | 0.69 | 0.06 | Long | Mar 2022 |
| Forethought Variable Insurance Trust | Global Atlantic BlackRock Disciplined Small Cap Portfolio |
730 | 20.47 | 0.00 | 0.01 | 0.03 | Long | Jun 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | T.A. U.S. Core Equity 2 Portfolio |
2,466 | 13,228.25 | 0.07 | 3.07 | 0.02 | Long | Apr 2021 |
| iShares Trust | iShares Factors US Small Blend Style ETF STSB |
838 | 8.10 | 0.00 | 0.00 | 0.01 | Long | Jun 2021 |
| DFA INVESTMENT TRUST COMPANY | THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES |
1,069 | 8,264.55 | 0.01 | 0.42 | 0.01 | Long | Jul 2021 |
| Stone Ridge Trust | Elements U.S. Small Cap Portfolio ELSMX, EYSMX |
988 | 274.68 | 0.00 | 0.01 | 0.00 | Long | Feb 2020 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. EQUITY PORTFOLIO DTMEX |
1,937 | 5,452.61 | 0.00 | 0.16 | 0.00 | Long | Apr 2021 |
| John Hancock Funds II | Strategic Equity Allocation Fund |
4,367 | 6,806.30 | 0.00 | 0.13 | 0.00 | Long | May 2020 |
