| Fund Manager | Fund Series | # Fund Positions | $ Fund Size (mm) | # Shares Held (mm) | $ Holding (mm) | % of Fund | Position | As Of |
|---|---|---|---|---|---|---|---|---|
| Bridgeway Funds, Inc. | Small-Cap Growth Fund BRSGX |
94 | 33.75 | 0.03 | 0.51 | 1.54 | Long | Jun 2021 |
| ADVISORS' INNER CIRCLE FUND II | Hancock Horizon Microcap Fund HMIIX, HMIAX, HMICX |
111 | 9.75 | 0.01 | 0.11 | 1.11 | Long | Oct 2020 |
| AIM Investment Funds (Invesco Investment Funds) | Invesco All Cap Market Neutral Fund CPNAX, CPNCX, CPNRX, CPNYX, CPNFX, CPNSX |
293 | 58.03 | 0.03 | 0.23 | 0.40 | Long | Apr 2020 |
| PGIM ETF TRUST | PGIM QMA Strategic Alpha Small-Cap Growth ETF PQSG |
557 | 15.96 | 0.00 | 0.03 | 0.17 | Long | Aug 2021 |
| VANGUARD WELLINGTON FUND | VANGUARD U.S. LIQUIDITY FACTOR ETF VFLQ |
808 | 44.18 | 0.01 | 0.05 | 0.11 | Long | Aug 2022 |
| Stone Ridge Trust | Elements U.S. Small Cap Portfolio ELSMX, EYSMX |
988 | 274.68 | 0.01 | 0.05 | 0.02 | Long | Feb 2020 |
| Bridgeway Funds, Inc. | Omni Tax-Managed Small-Cap Value Fund BOTSX |
588 | 829.29 | 0.04 | 0.14 | 0.02 | Long | Dec 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. SMALL CAP PORTFOLIO DFTSX |
1,942 | 4,321.51 | 0.03 | 0.42 | 0.01 | 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 | 0.02 | 0.01 | Long | Mar 2022 |
| John Hancock Funds II | Strategic Equity Allocation Fund |
4,367 | 6,806.30 | 0.00 | 0.01 | 0.00 | Long | May 2020 |
