| 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 | 0.01 | 0.49 | 1.48 | Long | Jun 2021 |
| ADVISORS' INNER CIRCLE FUND | ICM Small Company Portfolio ICSCX |
108 | 1,964.63 | 0.25 | 17.72 | 0.90 | Long | Apr 2021 |
| VALIC Co II | Mid Cap Growth Fund VAMGX |
101 | 288.53 | 0.04 | 2.38 | 0.83 | Long | Feb 2021 |
| Pacific Funds Series Trust | Pacific Funds Small-Cap PFKAX, PFACX, PFQDX, PFJIX |
99 | 11.14 | 0.00 | 0.07 | 0.61 | Long | Mar 2023 |
| Advanced Series Trust | AST Goldman Sachs Small-Cap Value Portfolio |
217 | 580.40 | 0.04 | 2.51 | 0.51 | Long | Mar 2022 |
| Delaware VIP Trust | Delaware VIP Special Situations Series |
105 | 198.25 | 0.02 | 0.93 | 0.47 | Long | Mar 2023 |
| Prudential Series Fund | PSF Small-Cap Value Portfolio |
207 | 322.83 | 0.03 | 1.24 | 0.44 | Long | Mar 2023 |
| CORNERCAP GROUP OF FUNDS | CORNERCAP SMALL-CAP VALUE FUND CSCVX, CSCJX |
350 | 120.46 | 0.01 | 0.53 | 0.44 | Long | Sep 2022 |
| JPMorgan Trust II | JPMorgan Market Expansion Enhanced Index Fund PGMIX, OMEAX, OMECX, JMEZX, OMYGX |
649 | 1,122.02 | 0.06 | 3.16 | 0.29 | Long | Mar 2022 |
| SPDR SERIES TRUST | SPDR(R) S & P 600 Small Cap ETF SLY |
605 | 1,872.65 | 0.10 | 4.07 | 0.24 | Long | Mar 2023 |
| PGIM ETF TRUST | PGIM QMA Strategic Alpha Small-Cap Growth ETF PQSG |
557 | 15.96 | 0.00 | 0.03 | 0.18 | Long | Aug 2021 |
| Invesco Exchange-Traded Fund Trust | Invesco S&P SmallCap 600 Equal Weight ETF EWSC |
606 | 66.78 | 0.00 | 0.09 | 0.17 | Long | Jan 2023 |
| BNY Mellon Advantage Funds, Inc. | BNY Mellon Structured Midcap Fund DPSAX, DPSCX, DPSRX, DPSYX |
296 | 112.73 | 0.00 | 0.18 | 0.16 | Long | Aug 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. SMALL CAP PORTFOLIO DFTSX |
1,942 | 4,321.51 | 0.07 | 5.12 | 0.13 | Long | Apr 2021 |
| MASSMUTUAL SELECT FUNDS | MM S&P Mid Cap Index Fund MDKSX, MDKYX, MDKAX, MDKZX, MDKIX, MDKFX, MDKTX |
404 | 385.51 | 0.01 | 0.48 | 0.13 | Long | Mar 2022 |
| MASSMUTUAL SELECT FUNDS | MM Russell 2000 Small Cap Index Fund MCJAX, MCJZX, MCJIX, MCJSX, MCJYX, MCJFX, MCJTX |
2,030 | 230.33 | 0.00 | 0.24 | 0.11 | Long | Mar 2022 |
| VALIC Co I | Small Cap Fund VCSMX |
843 | 369.61 | 0.00 | 0.29 | 0.08 | Long | Feb 2021 |
| Stone Ridge Trust | Elements U.S. Small Cap Portfolio ELSMX, EYSMX |
988 | 274.68 | 0.00 | 0.17 | 0.06 | Long | Feb 2020 |
| Forethought Variable Insurance Trust | Global Atlantic BlackRock Disciplined Small Cap Portfolio |
730 | 20.47 | 0.00 | 0.01 | 0.05 | Long | Jun 2021 |
| Delaware Group Foundation Funds | Delaware Strategic Allocation Fund DFBCX, DFFIX, DFBAX, DFBRX |
918 | 178.56 | 0.00 | 0.07 | 0.04 | Long | Dec 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC | T.A. U.S. Core Equity 2 Portfolio |
2,466 | 13,228.25 | 0.05 | 3.48 | 0.03 | Long | Apr 2021 |
| John Hancock Funds II | Strategic Equity Allocation Fund |
4,367 | 6,806.30 | 0.02 | 1.24 | 0.02 | Long | May 2020 |
| iShares Trust | iShares Factors US Small Blend Style ETF STSB |
838 | 8.10 | 0.00 | 0.00 | 0.02 | Long | Jun 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC | TAX-MANAGED U.S. EQUITY PORTFOLIO DTMEX |
1,937 | 5,452.61 | 0.01 | 0.51 | 0.01 | Long | Apr 2021 |
| Prudential Investment Portfolios 2 | PGIM Quant Solutions US Broad Market Index Fund PQBMX |
1,511 | 41.88 | 0.00 | 0.00 | 0.01 | Long | Jul 2023 |
| DFA INVESTMENT TRUST COMPANY | THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES |
1,069 | 8,264.55 | 0.00 | 0.28 | 0.00 | Long | Jul 2021 |
| FORUM FUNDS | ABSOLUTE CONVERTIBLE ARBITRAGE FUND ARBIX, ARBOX |
264 | 1,535.60 | -0.01 | -0.42 | -0.04 | Short | Jun 2023 |
