| Fund Manager | Fund Series | # Fund Positions | $ Fund Size (mm) | # Shares Held (mm) | $ Holding (mm) | % of Fund | Position | As Of |
|---|---|---|---|---|---|---|---|---|
| VALIC Co II | Mid Cap Growth Fund VAMGX |
101 | 288.53 | 0.03 | 6.76 | 2.36 | Long | Feb 2021 |
| James Alpha Funds Trust | Easterly Multi Strategy Alternative Income Fund JASMX, JAIMX, JACMX, JAAMX |
210 | 12.77 | 0.00 | 0.22 | 1.87 | Long | May 2022 |
| SARATOGA ADVANTAGE TRUST | James Alpha Multi Strategy Alternative Income Portfolio JAIMX, JAAMX, JACMX, JASMX |
281 | 19.61 | 0.00 | 0.07 | 0.51 | Long | Feb 2021 |
| AZZAD FUNDS | Azzad Ethical Fund ADJEX |
62 | 143.68 | 0.01 | 0.71 | 0.50 | Long | Dec 2024 |
| VALIC Co II | Mid Cap Value Fund VMCVX |
224 | 892.82 | 0.01 | 3.57 | 0.40 | Long | Feb 2021 |
| MASSMUTUAL SELECT FUNDS | MM S&P Mid Cap Index Fund MDKSX, MDKYX, MDKAX, MDKZX, MDKIX, MDKFX, MDKTX |
404 | 385.51 | 0.00 | 1.10 | 0.29 | Long | Mar 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. SMALL CAP PORTFOLIO DFTSX |
1,942 | 4,321.51 | 0.02 | 4.67 | 0.12 | Long | Apr 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | Tax-Managed U.S. Targeted Value Portfolio DTMVX |
1,362 | 6,131.98 | 0.02 | 6.32 | 0.11 | Long | Apr 2021 |
| DFA INVESTMENT TRUST COMPANY | THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES |
1,069 | 8,264.55 | 0.01 | 3.63 | 0.05 | Long | Jul 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | T.A. U.S. Core Equity 2 Portfolio |
2,466 | 13,228.25 | 0.02 | 5.64 | 0.04 | Long | Apr 2021 |
| RUSSELL INVESTMENT CO | U.S. Dynamic Equity Fund RSGSX, RSGCX, RSGAX, RSGTX |
542 | 166.92 | 0.00 | 0.06 | 0.04 | Long | Jan 2021 |
| ProShares Trust | ProShares RAFI Long/Short RALS |
996 | 4.92 | 0.00 | 0.00 | 0.02 | Long | Feb 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. EQUITY PORTFOLIO DTMEX |
1,937 | 5,452.61 | 0.00 | 0.84 | 0.02 | Long | Apr 2021 |
| John Hancock Funds II | Strategic Equity Allocation Fund |
4,367 | 6,806.30 | 0.01 | 0.94 | 0.01 | Long | May 2020 |
| Stone Ridge Trust | Elements U.S. Portfolio ELUSX, EYUSX |
620 | 998.56 | 0.00 | 0.07 | 0.01 | Long | Feb 2020 |
