| Fund Manager | Fund Series | # Fund Positions | $ Fund Size (mm) | # Shares Held (mm) | $ Holding (mm) | % of Fund | Position | As Of |
|---|---|---|---|---|---|---|---|---|
| Direxion Shares ETF Trust | Direxion Connected Consumer ETF CCON |
41 | 8.56 | 0.01 | 0.14 | 1.66 | Long | Jul 2021 |
| Bridgeway Funds, Inc. | Ultra-Small Company Fund BRUSX |
243 | 89.20 | 0.22 | 1.16 | 1.37 | Long | Sep 2024 |
| Goldman Sachs Trust | Goldman Sachs Small Cap Growth Insights Fund GSAOX, GSCOX, GSIOX, GSROX, GSTOX, GINUX, GSZPX |
381 | 130.03 | 0.05 | 0.35 | 0.27 | Long | Jul 2024 |
| GLOBAL X FUNDS | Global X Telemedicine & Digital Health ETF EDOC |
43 | 44.47 | 0.02 | 0.10 | 0.23 | Long | Aug 2024 |
| ROYCE FUND | Royce Small-Cap Opportunity Fund ROFCX, RYPNX, RYOFX, ROFIX, ROFRX |
226 | 1,245.95 | 0.52 | 2.71 | 0.22 | Long | Sep 2024 |
| SPDR SERIES TRUST | SPDR S&P Kensho New Economies Composite ETF KOMP |
443 | 2,000.69 | 0.49 | 3.33 | 0.18 | Long | Jun 2024 |
| Goldman Sachs Trust | Goldman Sachs Small Cap Equity Insights Fund GCSIX, GCSSX, GCSAX, GCSCX, GDSRX, GDSTX, GCSUX, GMAPX |
546 | 447.83 | 0.08 | 0.58 | 0.13 | Long | Jul 2024 |
| FORUM FUNDS II | ACUITAS US MICROCAP FUND AFMCX |
241 | 92.11 | 0.02 | 0.10 | 0.11 | Long | Sep 2024 |
| Goldman Sachs Variable Insurance Trust | Goldman Sachs Variable Insurance Trust Small Cap Equity Insights Fund |
567 | 148.22 | 0.03 | 0.14 | 0.09 | Long | Sep 2024 |
| Bridgeway Funds, Inc. | Ultra-Small Company Market Fund BRSIX |
574 | 189.36 | 0.03 | 0.16 | 0.09 | Long | Sep 2024 |
| Hussman Investment Trust | HUSSMAN STRATEGIC GROWTH FUND HSGFX |
191 | 500.25 | 0.04 | 0.21 | 0.07 | Long | Sep 2024 |
| iShares Trust | iShares Micro-Cap ETF IWC |
1,448 | 1,069.64 | 0.08 | 0.43 | 0.05 | Long | Sep 2024 |
| SEI INSTITUTIONAL INVESTMENTS TRUST | SIIT SMALL CAP FUND SLPAX |
865 | 276.27 | 0.02 | 0.12 | 0.04 | Long | Aug 2024 |
| J.P. Morgan Exchange-Traded Fund Trust | JPMorgan Diversified Return U.S. Small Cap Equity ETF JPSE |
563 | 533.88 | 0.03 | 0.21 | 0.04 | Long | Jul 2024 |
| SEI INSTITUTIONAL INVESTMENTS TRUST | SIIT SMALL CAP II FUND SECAX |
595 | 263.98 | 0.02 | 0.10 | 0.04 | Long | Aug 2024 |
| Hussman Investment Trust | HUSSMAN STRATEGIC ALLOCATION FUND HSAFX |
200 | 33.01 | 0.00 | 0.01 | 0.04 | Long | Sep 2024 |
| SUNAMERICA SERIES TRUST | SA Goldman Sachs Multi-Asset Insights Portfolio |
311 | 49.45 | 0.00 | 0.02 | 0.04 | Long | Jul 2024 |
| AQR Funds | AQR Small Cap Multi-Style Fund QSMLX, QSMNX, QSERX |
440 | 115.97 | 0.01 | 0.04 | 0.04 | Long | Sep 2024 |
| SEI INSTITUTIONAL MANAGED TRUST | SIMT Small Cap Fund SLLAX, SMYFX |
681 | 602.48 | 0.04 | 0.21 | 0.04 | Long | Sep 2024 |
| Goldman Sachs ETF Trust | Goldman Sachs ActiveBeta(R) U.S. Small Cap Equity ETF GSSC |
1,367 | 520.66 | 0.03 | 0.17 | 0.03 | Long | Aug 2024 |
| Wilshire Mutual Funds Inc | Small Company Growth Portfolio DTSGX, WSMGX |
421 | 25.32 | 0.00 | 0.01 | 0.03 | Long | Sep 2024 |
| GPS Funds I | GuideMark Small/Mid Cap Core Fund GMSMX |
1,413 | 109.52 | 0.01 | 0.03 | 0.03 | Long | Sep 2024 |
| AQR Funds | AQR Small Cap Momentum Style Fund ASMOX, ASMNX, QSMRX |
648 | 137.62 | 0.01 | 0.04 | 0.03 | Long | Sep 2024 |
| EQ Advisors Trust | 1290 VT Micro Cap Portfolio |
1,479 | 163.78 | 0.01 | 0.04 | 0.02 | Long | Jun 2024 |
| VANGUARD WELLINGTON FUND | VANGUARD U.S. MOMENTUM FACTOR ETF VFMO |
658 | 649.14 | 0.03 | 0.14 | 0.02 | Long | Aug 2024 |
| Northern Funds | Small Cap Core Fund |
1,541 | 422.50 | 0.01 | 0.06 | 0.01 | Long | Sep 2024 |
| Nationwide Mutual Funds | Nationwide Small Cap Index Fund GMRAX, GMRIX, GMSRX, NWXRX |
1,985 | 285.63 | 0.00 | 0.02 | 0.01 | Long | Jul 2024 |
| Fidelity Salem Street Trust | Fidelity Small Cap Index Fund FSSNX |
1,997 | 31,098.09 | 0.37 | 2.63 | 0.01 | Long | Jul 2024 |
| Fidelity Salem Street Trust | Fidelity Flex Small Cap Index Fund FLXSX |
1,994 | 433.39 | 0.01 | 0.04 | 0.01 | Long | Jul 2024 |
| TIAA-CREF Funds | Nuveen Small Cap Blend Index Fund TISBX, TRBIX, TRHBX |
1,982 | 3,742.20 | 0.05 | 0.33 | 0.01 | Long | Jul 2024 |
| SCHWAB CAPITAL TRUST | Schwab Small-Cap Index Fund SWSSX |
1,984 | 6,565.14 | 0.08 | 0.59 | 0.01 | Long | Jul 2024 |
| SUNAMERICA SERIES TRUST | SA Small Cap Index Portfolio |
2,007 | 334.10 | 0.00 | 0.03 | 0.01 | Long | Jul 2024 |
| PACIFIC SELECT FUND | PD Small-Cap Growth Index Portfolio |
1,102 | 99.72 | 0.00 | 0.01 | 0.01 | Long | Sep 2024 |
| GLOBAL X FUNDS | Global X Russell 2000 ETF RSSL |
1,979 | 1,490.70 | 0.02 | 0.13 | 0.01 | Long | Jul 2024 |
| Fidelity Salem Street Trust | Fidelity Small Cap Growth Index Fund FECGX |
1,133 | 811.60 | 0.01 | 0.06 | 0.01 | Long | Sep 2024 |
| VANGUARD SCOTTSDALE FUNDS | VANGUARD RUSSELL 2000 GROWTH INDEX FUND VRTGX, VTWG |
1,135 | 1,261.32 | 0.02 | 0.11 | 0.01 | Long | Aug 2024 |
| iShares Trust | iShares Russell 2000 Growth ETF IWO |
1,124 | 14,007.95 | 0.19 | 1.02 | 0.01 | Long | Sep 2024 |
| Penn Series Funds Inc | Penn Series Small Cap Index Fund |
1,949 | 87.81 | 0.00 | 0.01 | 0.01 | Long | Sep 2024 |
| Voya VARIABLE PORTFOLIOS INC | Voya RussellTM Small Cap Index Portfolio IRSIX, IIRSX, IRSSX, IRCIX |
1,771 | 632.50 | 0.01 | 0.04 | 0.01 | Long | Sep 2024 |
| Voya VARIABLE PORTFOLIOS INC | Voya VACS Index Series SC Portfolio VVICX |
1,757 | 293.45 | 0.00 | 0.02 | 0.01 | Long | Sep 2024 |
| LINCOLN VARIABLE INSURANCE PRODUCTS TRUST | LVIP SSGA Small-Cap Index Fund |
1,984 | 2,077.35 | 0.03 | 0.14 | 0.01 | Long | Sep 2024 |
| Quantitative Master Series LLC | Master Small Cap Index Series |
1,984 | 6,291.73 | 0.07 | 0.36 | 0.01 | Long | Sep 2024 |
| BlackRock Variable Series Funds, Inc. | BlackRock Small Cap Index V.I. Fund |
1,979 | 384.55 | 0.00 | 0.02 | 0.01 | Long | Sep 2024 |
| VANGUARD SCOTTSDALE FUNDS | VANGUARD RUSSELL 2000 INDEX FUND VRTIX, VTWO |
2,002 | 10,772.08 | 0.14 | 0.73 | 0.01 | Long | Aug 2024 |
| T. ROWE PRICE INDEX TRUST, INC. | T. Rowe Price Small-Cap Index Fund TRSYX, TRCSX, TRZIX |
1,996 | 202.63 | 0.00 | 0.01 | 0.01 | Long | Sep 2024 |
| iShares Trust | iShares Russell 2000 ETF IWM |
1,986 | 77,165.12 | 0.89 | 4.68 | 0.01 | Long | Sep 2024 |
| PACIFIC SELECT FUND | Small-Cap Index Portfolio |
1,978 | 801.17 | 0.01 | 0.05 | 0.01 | Long | Sep 2024 |
| Northern Funds | Small Cap Index Fund NSIDX |
1,994 | 1,257.71 | 0.02 | 0.08 | 0.01 | Long | Sep 2024 |
| VALIC Co I | Small Cap Index Fund VCSLX |
2,003 | 1,159.57 | 0.01 | 0.08 | 0.01 | Long | Aug 2024 |
| DEUTSCHE DWS INVESTMENTS VIT FUNDS | DWS Small Cap Index VIP |
1,987 | 443.92 | 0.01 | 0.03 | 0.01 | Long | Sep 2024 |
| Calvert Variable Products, Inc. | CVT Russell 2000 Small Cap Index Portfolio |
2,001 | 288.84 | 0.00 | 0.02 | 0.01 | Long | Sep 2024 |
| Fidelity Salem Street Trust | Fidelity Small Cap Value Index Fund FISVX |
1,451 | 1,390.23 | 0.01 | 0.07 | 0.01 | Long | Sep 2024 |
| iShares Trust | iShares Russell 2000 Value ETF IWN |
1,443 | 13,387.53 | 0.13 | 0.66 | 0.01 | Long | Sep 2024 |
| ProFunds | UltraSmall-Cap UAPIX, UAPSX |
1,993 | 59.81 | 0.00 | 0.00 | 0.01 | Long | Jul 2024 |
| VANGUARD SCOTTSDALE FUNDS | VANGUARD RUSSELL 2000 VALUE INDEX FUND VTWV, VRTVX |
1,452 | 908.05 | 0.01 | 0.05 | 0.01 | Long | Aug 2024 |
| ProShares Trust | ProShares Ultra Russell2000 UWM |
2,000 | 303.16 | 0.00 | 0.01 | 0.01 | Long | Aug 2024 |
| ProFunds | ProFund VP Small-Cap |
1,991 | 9.65 | 0.00 | 0.00 | 0.00 | Long | Sep 2024 |
| ProFunds | ProFund VP UltraSmall-Cap |
1,994 | 16.56 | 0.00 | 0.00 | 0.00 | Long | Sep 2024 |
| ProFunds | Small-Cap SLPIX, SLPSX |
1,991 | 5.08 | 0.00 | 0.00 | 0.00 | Long | Jul 2024 |
| Rydex Series Funds | Russell 2000 1.5x Strategy Fund RYMKX, RYAKX, RYCMX |
1,993 | 6.52 | 0.00 | 0.00 | 0.00 | Long | Sep 2024 |
| PACIFIC SELECT FUND | PD Small-Cap Value Index Portfolio |
1,397 | 112.74 | 0.00 | 0.00 | 0.00 | Long | Sep 2024 |
| BlackRock Funds | iShares Russell Small/Mid-Cap Index Fund |
2,445 | 707.05 | 0.00 | 0.02 | 0.00 | Long | Jul 2024 |
| ProShares Trust | ProShares UltraPro Russell2000 URTY |
2,002 | 508.12 | 0.00 | 0.02 | 0.00 | Long | Aug 2024 |
| Victory Portfolios III | Victory Extended Market Index Fund USMIX |
2,532 | 812.30 | 0.00 | 0.03 | 0.00 | Long | Jul 2024 |
| Rydex Series Funds | Russell 2000 Fund RYRRX, RYROX, RYRHX |
1,995 | 16.71 | 0.00 | 0.00 | 0.00 | Long | Sep 2024 |
| TIAA-CREF Funds | Nuveen Equity Index Fund TIEIX, TIQRX, TINRX, TCEPX, TEIHX, TEQWX |
2,712 | 46,295.85 | 0.22 | 1.58 | 0.00 | Long | Jul 2024 |
| Rydex Dynamic Funds | Russell 2000 2x Strategy Fund RYRUX, RYRLX, RYRSX |
2,001 | 58.70 | 0.00 | 0.00 | 0.00 | Long | Sep 2024 |
| SEI INSTITUTIONAL INVESTMENTS TRUST | SIIT EXTENDED MARKET INDEX FUND SMXAX |
2,240 | 1,167.39 | 0.01 | 0.03 | 0.00 | Long | Aug 2024 |
| Rydex Variable Trust | Russell 2000 1.5x Strategy Fund |
1,987 | 3.40 | 0.00 | 0.00 | 0.00 | Long | Sep 2024 |
| Fidelity Concord Street Trust | Fidelity Extended Market Index Fund FSMAX |
3,569 | 43,440.83 | 0.18 | 0.96 | 0.00 | Long | Aug 2024 |
| VANGUARD INDEX FUNDS | VANGUARD EXTENDED MARKET INDEX FUND VEXMX, VEXAX, VIEIX, VXF, VEMPX, VSEMX |
3,527 | 108,938.35 | 0.45 | 2.36 | 0.00 | Long | Sep 2024 |
| PACIFIC SELECT FUND | Small-Cap Equity Portfolio |
1,477 | 272.27 | 0.00 | 0.01 | 0.00 | Long | Sep 2024 |
| Nationwide Mutual Funds | Nationwide Multi-Cap Portfolio |
3,960 | 3,218.72 | 0.00 | 0.05 | 0.00 | Long | Apr 2024 |
| MORGAN STANLEY PATHWAY FUNDS | Small-Mid Cap Equity Fund TSGUX |
2,487 | 483.02 | 0.00 | 0.01 | 0.00 | Long | Aug 2024 |
| ProShares Trust | ProShares Hedge Replication ETF HDG |
1,997 | 29.53 | 0.00 | 0.00 | 0.00 | Long | Aug 2024 |
| Brinker Capital Destinations Trust | Destinations Small-Mid Cap Equity Fund DSMFX, DSMZX |
2,780 | 904.94 | 0.00 | 0.01 | 0.00 | Long | Aug 2024 |
| Fidelity Concord Street Trust | Fidelity Nasdaq Composite Index Fund FNCMX |
3,061 | 17,585.41 | 0.03 | 0.14 | 0.00 | Long | Aug 2024 |
| SCHWAB CAPITAL TRUST | Schwab Total Stock Market Index Fund SWTSX |
3,310 | 24,669.29 | 0.02 | 0.14 | 0.00 | Long | Jul 2024 |
| STATE STREET VARIABLE INSURANCE SERIES FUNDS INC | State Street Total Return V.I.S. Fund SSTIX, SSTTX |
5,020 | 1,114.98 | 0.00 | 0.01 | 0.00 | Long | Sep 2024 |
| John Hancock Variable Insurance Trust | Total Stock Market Index Trust JAFEX, JETSX, JAFFX |
3,177 | 962.35 | 0.00 | 0.00 | 0.00 | Long | Jun 2024 |
| Bridge Builder Trust | Bridge Builder Small/Mid Cap Value Fund BBVSX |
2,270 | 8,640.51 | 0.01 | 0.03 | 0.00 | Long | Sep 2024 |
| Principal Funds, Inc | SmallCap Growth Fund I PNASX, PPNMX, PPNPX, PPNSX, PGRTX, PSIJX, PCSMX |
1,227 | 2,170.79 | 0.00 | 0.01 | 0.00 | Long | Oct 2024 |
| Principal Funds, Inc | SmallCap Value Fund II PJARX, PLARX, PSTWX, PCPTX, PPVIX, PSMJX, PSMVX |
1,568 | 1,125.40 | 0.00 | 0.00 | 0.00 | Long | Oct 2024 |
| VANGUARD INSTITUTIONAL INDEX FUNDS | VANGUARD INSTITUTIONAL TOTAL STOCK MARKET INDEX FUND VITNX, VITPX |
3,239 | 31,451.45 | 0.02 | 0.10 | 0.00 | Long | Sep 2024 |
| College Retirement Equities Fund | College Retirement Equities Fund - Equity Index Account QCEQRX, QCEQPX, QCEQIX, QCEQFX |
2,784 | 25,863.01 | 0.02 | 0.08 | 0.00 | Long | Sep 2024 |
| VANGUARD SCOTTSDALE FUNDS | VANGUARD RUSSELL 3000 INDEX FUND VRTTX, VTHR |
2,973 | 3,947.06 | 0.00 | 0.01 | 0.00 | Long | Aug 2024 |
| iShares Trust | iShares Core S&P Total U.S. Stock Market ETF ITOT |
2,550 | 62,704.73 | 0.04 | 0.19 | 0.00 | Long | Sep 2024 |
| Fidelity Concord Street Trust | Fidelity Series Total Market Index Fund FCFMX |
3,963 | 74,126.17 | 0.04 | 0.21 | 0.00 | Long | Aug 2024 |
| VANGUARD INDEX FUNDS | VANGUARD TOTAL STOCK MARKET INDEX FUND VTSMX, VTSAX, VITSX, VTI, VSMPX, VSTSX |
3,669 | 1,756,148.77 | 0.93 | 4.89 | 0.00 | Long | Sep 2024 |
| Fidelity Concord Street Trust | Fidelity Total Market Index Fund FSKAX |
3,840 | 99,134.16 | 0.05 | 0.26 | 0.00 | Long | Aug 2024 |
| Bridge Builder Trust | Bridge Builder Small/Mid Cap Growth Fund BBGSX |
1,540 | 8,929.01 | 0.00 | 0.02 | 0.00 | Long | Sep 2024 |
| VANGUARD VALLEY FORGE FUNDS | VANGUARD BALANCED INDEX FUND VBINX, VBIAX, VBAIX |
16,143 | 58,278.86 | 0.02 | 0.12 | 0.00 | Long | Sep 2024 |
| Blackstone Alternative Investment Funds | Blackstone Alternative Multi-Strategy Fund |
4,665 | 8,264.34 | -0.00 | -0.01 | -0.00 | Short | Sep 2024 |
| LoCorr Investment Trust | LoCorr Dynamic Opportunity Fund LEQAX, LEQCX, LEQIX |
174 | 64.77 | -0.03 | -0.14 | -0.27 | Short | Sep 2024 |
