| Direxion Shares ETF Trust |
Direxion Fallen Knives ETF NIFE |
50 |
2.39 |
0.00 |
0.11 |
4.53 |
Long |
Jul 2022 |
| AIM Investment Funds (Invesco Investment Funds) |
Invesco Long/Short Equity Fund LSQAX, LSQCX, LSQRX, LSQYX, LSQFX, LSQSX |
79 |
43.38 |
0.01 |
0.82 |
1.89 |
Long |
Apr 2020 |
| JANUS INVESTMENT FUND |
Janus Henderson Large Cap Value Fund JAPAX, JAPCX, JAPIX, JAPSX, JPLTX, JNPLX, JPLNX |
62 |
99.18 |
0.01 |
1.51 |
1.53 |
Long |
Mar 2021 |
| Pacer Funds Trust |
Pacer Salt Low truBeta US Market ETF LSLT |
101 |
5.75 |
0.00 |
0.07 |
1.24 |
Long |
Jan 2022 |
| INVESTMENT MANAGERS SERIES TRUST |
AAM HIMCO Global Enhanced Dividend Fund HGDAX, HGDCX, HGDIX |
313 |
63.18 |
0.00 |
0.51 |
1.02 |
Long |
Mar 2021 |
| Advanced Series Trust |
AST T. Rowe Price Large-Cap Value Portfolio |
83 |
1,714.09 |
0.13 |
12.57 |
0.74 |
Long |
Dec 2021 |
| First Trust Exchange-Traded Fund VIII |
EquityCompass Tactical Risk Manager ETF TERM |
151 |
12.28 |
0.00 |
0.08 |
0.66 |
Long |
Aug 2021 |
| iShares Trust |
iShares Factors US Blend Style ETF STLC |
265 |
6.19 |
0.00 |
0.04 |
0.66 |
Long |
Jun 2021 |
| JANUS INVESTMENT FUND |
Janus Henderson Value Plus Income Fund JPVAX, JPVCX, JPVDX, JPVIX, JPVSX, JPVTX, JPVNX |
438 |
80.56 |
0.00 |
0.40 |
0.64 |
Long |
Mar 2021 |
| ETF Series Solutions |
Nationwide Maximum Diversification U.S. Core Equity ETF MXDU |
461 |
132.48 |
0.01 |
0.61 |
0.61 |
Long |
Feb 2022 |
| SSGA Active Trust |
State Street Defensive Global Equity Portfolio SSHAX |
132 |
1.73 |
0.00 |
0.01 |
0.60 |
Long |
Mar 2021 |
| HARBOR FUNDS |
Harbor Robeco Global Conservative Equities Fund HRGNX, HRGTX, HRGIX |
181 |
18.30 |
0.00 |
0.11 |
0.58 |
Long |
Apr 2021 |
| James Alpha Funds Trust |
Easterly Multi Strategy Alternative Income Fund JASMX, JAIMX, JACMX, JAAMX |
210 |
12.77 |
0.00 |
0.06 |
0.52 |
Long |
May 2022 |
| John Hancock Exchange-Traded Fund Trust |
John Hancock Multifactor Technology ETF JHMT |
154 |
50.92 |
0.00 |
0.21 |
0.40 |
Long |
Jul 2022 |
| iShares Trust |
iShares Factors US Mid Blend Style ETF STMB |
333 |
6.79 |
0.00 |
0.02 |
0.38 |
Long |
Jun 2021 |
| VALIC Co II |
Large Cap Value Fund VACVX |
133 |
320.27 |
0.01 |
1.20 |
0.38 |
Long |
Feb 2021 |
| Impact Shares Trust I |
Impact Shares MSCI Global Climate Select ETF |
230 |
3.79 |
0.00 |
0.01 |
0.35 |
Long |
Mar 2022 |
| PGIM ETF TRUST |
PGIM QMA Strategic Alpha Large-Cap Core ETF PQLC |
280 |
14.97 |
0.00 |
0.05 |
0.31 |
Long |
Aug 2021 |
| MAINSTAY FUNDS TRUST |
MainStay MacKay U.S. Equity Opportunities Fund MYCNX, MYCTX, MYCCX, MYCIX |
425 |
154.21 |
0.00 |
0.43 |
0.31 |
Long |
Jan 2021 |
| ETF Series Solutions |
Reverse Cap Weighted U.S. Large Cap ETF RVRS |
503 |
18.39 |
0.00 |
0.05 |
0.29 |
Long |
Mar 2021 |
| J.P. Morgan Exchange-Traded Fund Trust |
JPMorgan U.S. Minimum Volatility ETF JMIN |
236 |
37.29 |
0.00 |
0.11 |
0.28 |
Long |
Jul 2022 |
| AIM Investment Funds (Invesco Investment Funds) |
Invesco All Cap Market Neutral Fund CPNAX, CPNCX, CPNRX, CPNYX, CPNFX, CPNSX |
293 |
58.03 |
0.00 |
0.06 |
0.10 |
Long |
Apr 2020 |
| Global Beta ETF Trust |
Global Beta Low Beta ETF GBLO |
102 |
3.35 |
0.00 |
0.00 |
0.09 |
Long |
May 2022 |
| Stone Ridge Trust |
Elements U.S. Portfolio ELUSX, EYUSX |
620 |
998.56 |
0.01 |
0.76 |
0.08 |
Long |
Feb 2020 |
| VALIC Co II |
U.S. Socially Responsible Fund VCSRX |
236 |
786.99 |
0.00 |
0.55 |
0.07 |
Long |
Feb 2021 |
| Weiss Strategic Interval Fund |
Weiss Strategic Interval Fund |
947 |
1,154.57 |
0.00 |
0.31 |
0.06 |
Long |
Sep 2022 |
| Cavanal Hill Funds |
Active Core Fund APBAX, AIBLX, AABAX, AACBX |
585 |
48.05 |
0.00 |
0.02 |
0.04 |
Long |
Nov 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
TAX-MANAGED U.S. EQUITY PORTFOLIO DTMEX |
1,937 |
5,452.61 |
0.02 |
2.04 |
0.04 |
Long |
Apr 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
T.A. U.S. Core Equity 2 Portfolio |
2,466 |
13,228.25 |
0.04 |
4.59 |
0.04 |
Long |
Apr 2021 |
| AIM Variable Insurance Funds (Invesco Variable Insurance Funds) |
Invesco V.I. S&P 500 Index Fund |
510 |
94.25 |
0.00 |
0.03 |
0.03 |
Long |
Mar 2022 |
| John Hancock Funds II |
Strategic Equity Allocation Fund |
4,367 |
6,806.30 |
0.01 |
2.10 |
0.03 |
Long |
May 2020 |
| IVY FUNDS |
Ivy ProShares MSCI ACWI Index Fund IMWAX, IMWEX, IMWIX |
1,248 |
80.85 |
0.00 |
0.02 |
0.03 |
Long |
Mar 2021 |
| Brighthouse Funds Trust I |
PanAgora Global Diversified Risk Portfolio |
1,122 |
234.65 |
0.00 |
0.04 |
0.02 |
Long |
Mar 2022 |
| ProShares Trust |
ProShares RAFI Long/Short RALS |
996 |
4.92 |
0.00 |
0.00 |
0.01 |
Long |
Feb 2022 |
| BNY Mellon Funds Trust |
BNY Mellon Tax-Sensitive Large Cap Multi-Strategy Fund MTSMX, MTSIX |
335 |
107.39 |
0.00 |
0.00 |
0.00 |
Long |
Aug 2022 |
| Fidelity Select Portfolios |
Select Communications Equipment Portfolio FSDCX |
35 |
189.59 |
0.00 |
0.00 |
0.00 |
Long |
Aug 2021 |
| FundVantage Trust |
Gotham Neutral 500 Fund GONFX |
326 |
2.16 |
-0.00 |
-0.00 |
-0.17 |
Short |
Mar 2021 |
