| Fund Manager | Fund Series | # Fund Positions | $ Fund Size (mm) | # Shares Held (mm) | $ Holding (mm) | % of Fund | Position | As Of |
|---|---|---|---|---|---|---|---|---|
| VALIC Co II | Small Cap Value Fund VCSVX |
626 | 467.64 | 0.02 | 1.20 | 0.26 | Long | Feb 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | Tax-Managed U.S. Targeted Value Portfolio DTMVX |
1,362 | 6,131.98 | 0.25 | 13.99 | 0.24 | Long | Apr 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. SMALL CAP PORTFOLIO DFTSX |
1,942 | 4,321.51 | 0.12 | 6.64 | 0.17 | Long | Apr 2021 |
| SCHRODER GLOBAL SERIES TRUST | Schroder North American Equity Fund SNAEX |
389 | 16.17 | 0.00 | 0.01 | 0.07 | Long | Jan 2021 |
| Stone Ridge Trust | Elements U.S. Small Cap Portfolio ELSMX, EYSMX |
988 | 274.68 | 0.01 | 0.14 | 0.05 | Long | Feb 2020 |
| DFA INVESTMENT DIMENSIONS GROUP INC | T.A. U.S. Core Equity 2 Portfolio |
2,466 | 13,228.25 | 0.06 | 3.21 | 0.02 | Long | Apr 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. EQUITY PORTFOLIO DTMEX |
1,937 | 5,452.61 | 0.01 | 0.37 | 0.01 | Long | Apr 2021 |
| John Hancock Funds II | Strategic Equity Allocation Fund |
4,367 | 6,806.30 | 0.01 | 0.16 | 0.00 | Long | May 2020 |
