| Fund Manager | Fund Series | # Fund Positions | $ Fund Size (mm) | # Shares Held (mm) | $ Holding (mm) | % of Fund | Position | As Of |
|---|---|---|---|---|---|---|---|---|
| CM Advisors Family of Fund | CM ADVISORS SMALL CAP VALUE FUND CMOVX |
51 | 46.67 | 0.02 | 0.84 | 1.81 | Long | May 2020 |
| ETF Series Solutions | Reverse Cap Weighted U.S. Large Cap ETF RVRS |
503 | 18.39 | 0.00 | 0.12 | 0.63 | Long | Mar 2021 |
| SARATOGA ADVANTAGE TRUST | James Alpha Multi Strategy Alternative Income Portfolio JAIMX, JAAMX, JACMX, JASMX |
281 | 19.61 | 0.00 | 0.03 | 0.19 | Long | Feb 2021 |
| Stone Ridge Trust | Elements U.S. Portfolio ELUSX, EYUSX |
620 | 998.56 | 0.04 | 1.52 | 0.15 | Long | Feb 2020 |
| DFA INVESTMENT DIMENSIONS GROUP INC | T.A. U.S. Core Equity 2 Portfolio |
2,466 | 13,228.25 | 0.12 | 6.97 | 0.05 | Long | Apr 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. EQUITY PORTFOLIO DTMEX |
1,937 | 5,452.61 | 0.02 | 1.06 | 0.02 | Long | Apr 2021 |
| John Hancock Funds II | Strategic Equity Allocation Fund |
4,367 | 6,806.30 | 0.02 | 0.84 | 0.01 | Long | May 2020 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. SMALL CAP PORTFOLIO DFTSX |
1,942 | 4,321.51 | 0.01 | 0.40 | 0.01 | Long | Apr 2021 |
| FundVantage Trust | Gotham Neutral 500 Fund GONFX |
326 | 2.16 | -0.00 | -0.00 | -0.24 | Short | Mar 2021 |
