| Hennessy Funds Trust |
Hennessy Cornerstone Growth Fund HFCGX, HICGX |
51 |
154.17M |
984.68K |
0.64 |
Long |
Jan 2022 |
| LINCOLN VARIABLE INSURANCE PRODUCTS TRUST |
LVIP SSGA Small-Mid Cap 200 Fund |
202 |
524.4M |
1.2M |
0.23 |
Long |
Dec 2021 |
| PGIM ETF TRUST |
PGIM QMA Strategic Alpha Small-Cap Value ETF PQSV |
717 |
13.87M |
20.58K |
0.15 |
Long |
Aug 2021 |
| GLOBAL X FUNDS |
Global X Cybersecurity ETF BUG |
33 |
1.1B |
1.51M |
0.14 |
Long |
Feb 2022 |
| IndexIQ ETF Trust |
IQ Chaikin U.S. Small Cap ETF CSML |
484 |
205.44M |
171.35K |
0.08 |
Long |
Jan 2022 |
| VANGUARD WELLINGTON FUND |
VANGUARD U.S. LIQUIDITY FACTOR ETF VFLQ |
800 |
48.48M |
29.58K |
0.06 |
Long |
Feb 2022 |
| HC Capital Trust |
The Small Capitalization - Mid Capitalization Equity Portfolio HCCEX |
973 |
92.82M |
50.32K |
0.05 |
Long |
Dec 2021 |
| iShares Trust |
iShares Factors US Small Blend Style ETF STSB |
838 |
8.1M |
2.94K |
0.04 |
Long |
Jun 2021 |
| Bridgeway Funds, Inc. |
Omni Tax-Managed Small-Cap Value Fund BOTSX |
661 |
918.19M |
312K |
0.03 |
Long |
Dec 2021 |
| iShares Trust |
iShares Micro-Cap ETF IWC |
1,794 |
1.59B |
396.17K |
0.03 |
Long |
Dec 2021 |
| Bridgeway Funds, Inc. |
Omni Small-Cap Value Fund BOSVX |
636 |
1.31B |
377K |
0.03 |
Long |
Dec 2021 |
| J.P. Morgan Exchange-Traded Fund Trust |
JPMorgan Diversified Return U.S. Small Cap Equity ETF JPSE |
612 |
196.95M |
32.01K |
0.02 |
Long |
Jan 2022 |
| EQ Advisors Trust |
1290 VT Micro Cap Portfolio |
1,832 |
221.96M |
32.2K |
0.02 |
Long |
Dec 2021 |
| iShares Trust |
iShares Russell 2000 Value ETF IWN |
1,454 |
17.8B |
1.73M |
0.01 |
Long |
Dec 2021 |
| Fidelity Salem Street Trust |
Fidelity Small Cap Value Index Fund FISVX |
1,453 |
928.58M |
91.29K |
0.01 |
Long |
Dec 2021 |
| PACIFIC SELECT FUND |
PD Small-Cap Value Index Portfolio |
1,450 |
222.73M |
22.71K |
0.01 |
Long |
Dec 2021 |
| T. ROWE PRICE INDEX TRUST, INC. |
T. Rowe Price Extended Equity Market Index Fund PEXMX |
1,730 |
1.32B |
126.62K |
0.01 |
Long |
Dec 2021 |
| VANGUARD SCOTTSDALE FUNDS |
VANGUARD RUSSELL 2000 VALUE INDEX FUND VTWV, VRTVX |
1,485 |
1.19B |
95.94K |
0.01 |
Long |
Feb 2022 |
| American Century ETF Trust |
Avantis U.S. Small Cap Equity ETF AVSC |
1,088 |
2.85M |
222.04 |
0.01 |
Long |
Feb 2022 |
| BlackRock Variable Series Funds, Inc. |
BlackRock Small Cap Index V.I. Fund |
2,027 |
374.73M |
22.07K |
0.01 |
Long |
Dec 2021 |
| TIAA-CREF Funds |
TIAA-CREF Small-Cap Blend Index Fund TISBX, TRBIX, TRHBX |
2,036 |
4.07B |
240.74K |
0.01 |
Long |
Jan 2022 |
| Voya VARIABLE PORTFOLIOS INC |
VOYA RUSSELLTM SMALL CAP INDEX PORTFOLIO IRSIX, IIRSX, IRSSX, IRCIX, VRSPX |
1,964 |
1.25B |
67.69K |
0.01 |
Long |
Dec 2021 |
| iShares Trust |
iShares Russell 2000 ETF IWM |
2,040 |
81.67B |
4.02M |
0.01 |
Long |
Dec 2021 |
| Nationwide Mutual Funds |
Nationwide Small Cap Index Fund GMRAX, GMRCX, GMRIX, GMSRX, NWXRX |
2,027 |
267.96M |
14.85K |
0.01 |
Long |
Jan 2022 |
| EQ Advisors Trust |
1290 VT Small Cap Value Portfolio |
1,492 |
441.89M |
24.41K |
0.01 |
Long |
Dec 2021 |
| MASSMUTUAL SELECT FUNDS |
MM Russell 2000 Small Cap Index Fund MCJAX, MCJZX, MCJIX, MCJSX, MCJYX, MCJFX, MCJTX |
2,048 |
296.61M |
16.44K |
0.01 |
Long |
Dec 2021 |
| Northern Funds |
Northern Small Cap Index Fund NSIDX |
2,051 |
1.57B |
88.41K |
0.01 |
Long |
Dec 2021 |
| LINCOLN VARIABLE INSURANCE PRODUCTS TRUST |
LVIP SSGA Small-Cap Index Fund |
2,027 |
2.55B |
140.41K |
0.01 |
Long |
Dec 2021 |
| PACIFIC SELECT FUND |
Small-Cap Equity Portfolio |
1,482 |
477.89M |
26.2K |
0.01 |
Long |
Dec 2021 |
| DEUTSCHE DWS INVESTMENTS VIT FUNDS |
DWS Small Cap Index VIP |
2,044 |
509.41M |
25.6K |
0.01 |
Long |
Dec 2021 |
| Quantitative Master Series LLC |
Master Small Cap Index Series |
2,041 |
5.12B |
250.03K |
0.01 |
Long |
Dec 2021 |
| Calvert Variable Products, Inc. |
Calvert VP Russell 2000 Small Cap Index Portfolio |
2,051 |
256.49M |
13.2K |
0.01 |
Long |
Dec 2021 |
| SCHWAB CAPITAL TRUST |
Schwab Small-Cap Index Fund SWSSX |
2,039 |
6B |
307.59K |
0.01 |
Long |
Jan 2022 |
| T. ROWE PRICE INDEX TRUST, INC. |
T. Rowe Price Small-Cap Index Fund TRZIX |
2,047 |
94.49M |
4.67K |
0.01 |
Long |
Dec 2021 |
| Fidelity Salem Street Trust |
Fidelity Flex Small Cap Index Fund FLXSX |
2,035 |
244.58M |
12.13K |
0.01 |
Long |
Jan 2022 |
| EQ Advisors Trust |
EQ/2000 Managed Volatility Portfolio |
2,051 |
4.57B |
214.75K |
0.00 |
Long |
Dec 2021 |
| SUNAMERICA SERIES TRUST |
SA Small Cap Index Portfolio |
2,052 |
301.64M |
14.4K |
0.00 |
Long |
Jan 2022 |
| Fidelity Salem Street Trust |
Fidelity Small Cap Index Fund FSSNX |
2,040 |
21.27B |
928.12K |
0.00 |
Long |
Jan 2022 |
| PACIFIC SELECT FUND |
Small-Cap Index Portfolio |
2,022 |
856.47M |
40.41K |
0.00 |
Long |
Dec 2021 |
| VANGUARD SCOTTSDALE FUNDS |
VANGUARD RUSSELL 2000 INDEX FUND VRTIX, VTWO |
2,077 |
7.35B |
316.47K |
0.00 |
Long |
Feb 2022 |
| ProFunds |
UltraSmall-Cap UAPIX, UAPSX |
2,041 |
75.91M |
3.25K |
0.00 |
Long |
Jan 2022 |
| ETF Series Solutions |
Nationwide Russell 2000 Risk-Managed Income ETF NTKI |
2,025 |
17.1M |
687.96 |
0.00 |
Long |
Feb 2022 |
| VALIC Co I |
Small Cap Index Fund VCSLX |
2,041 |
1.12B |
44.93K |
0.00 |
Long |
Feb 2022 |
| Penn Series Funds Inc |
Penn Series Small Cap Index Fund |
2,006 |
91.18M |
3.72K |
0.00 |
Long |
Mar 2022 |
| EQ Advisors Trust |
ATM Small Cap Managed Volatility Portfolio |
2,054 |
1.36B |
51.46K |
0.00 |
Long |
Dec 2021 |
| ProFunds |
ProFund VP Small-Cap |
2,048 |
14.77M |
572 |
0.00 |
Long |
Dec 2021 |
| ProShares Trust |
ProShares UltraPro Russell2000 URTY |
2,042 |
485.08M |
12.54K |
0.00 |
Long |
Feb 2022 |
| ProShares Trust |
ProShares Ultra Russell2000 UWM |
2,045 |
282.25M |
7.96K |
0.00 |
Long |
Feb 2022 |
| Nationwide Variable Insurance Trust |
NVIT Small Cap Index Fund |
2,027 |
420.78M |
13.79K |
0.00 |
Long |
Mar 2022 |
| ProFunds |
Small-Cap SLPIX, SLPSX |
2,040 |
6.65M |
207.92 |
0.00 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. Sustainability Targeted Value Portfolio |
1,140 |
304.18M |
8.99K |
0.00 |
Long |
Jan 2022 |
| ProFunds |
ProFund VP UltraSmall-Cap |
2,050 |
28.62M |
837.2 |
0.00 |
Long |
Dec 2021 |
| Rydex Series Funds |
Russell 2000 Fund RYRRX, RYROX, RYRHX |
2,036 |
34.67M |
925.6 |
0.00 |
Long |
Dec 2021 |
| Variable Insurance Products Fund II |
VIP Extended Market Index Portfolio |
2,116 |
197.8M |
4.94K |
0.00 |
Long |
Dec 2021 |
| EQ Advisors Trust |
EQ/Franklin Small Cap Value Managed Volatility Portfolio |
2,073 |
367.1M |
8.58K |
0.00 |
Long |
Dec 2021 |
| USAA Mutual Funds Trust |
Extended Market Index Fund USMIX |
3,234 |
1.02B |
22.36K |
0.00 |
Long |
Dec 2021 |
| Fidelity Concord Street Trust |
Fidelity ZERO Extended Market Index Fund FZIPX |
2,166 |
1.43B |
30.96K |
0.00 |
Long |
Jan 2022 |
| SEI INSTITUTIONAL INVESTMENTS TRUST |
SIIT EXTENDED MARKET INDEX FUND SMXAX |
2,553 |
1.69B |
37.2K |
0.00 |
Long |
Feb 2022 |
| STATE STREET INSTITUTIONAL INVESTMENT TRUST |
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO SSMHX |
2,572 |
1.66B |
34.84K |
0.00 |
Long |
Dec 2021 |
| VANGUARD INDEX FUNDS |
VANGUARD EXTENDED MARKET INDEX FUND VEXMX, VEXAX, VIEIX, VXF, VEMPX, VSEMX |
3,741 |
111.55B |
2.36M |
0.00 |
Long |
Dec 2021 |
| BlackRock Funds |
iShares Russell Small/Mid-Cap Index Fund |
2,523 |
526.39M |
9.04K |
0.00 |
Long |
Jan 2022 |
| Rydex Series Funds |
Russell 2000 1.5x Strategy Fund RYMKX, RYAKX, RYCMX |
2,012 |
9.93M |
166.4 |
0.00 |
Long |
Dec 2021 |
| Rydex Variable Trust |
Russell 2000 1.5x Strategy Fund |
2,032 |
7.12M |
111.8 |
0.00 |
Long |
Dec 2021 |
| Rydex Dynamic Funds |
Russell 2000 2x Strategy Fund RYRUX, RYRLX, RYRSX |
2,047 |
68.21M |
1.07K |
0.00 |
Long |
Dec 2021 |
| Fidelity Concord Street Trust |
Fidelity Extended Market Index Fund FSMAX |
3,642 |
41.94B |
608.36K |
0.00 |
Long |
Feb 2022 |
| EQ Advisors Trust |
EQ/Small Company Index Portfolio |
1,868 |
1.57B |
20.54K |
0.00 |
Long |
Dec 2021 |
| Rydex Variable Trust |
Russell 2000 2x Strategy Fund |
2,029 |
4.71M |
59.8 |
0.00 |
Long |
Dec 2021 |
| JNL Series Trust |
JNL/DFA U.S. Small Cap Fund |
1,979 |
567.14M |
6.3K |
0.00 |
Long |
Dec 2021 |
| ProShares Trust |
ProShares Hedge Replication ETF HDG |
2,040 |
49.96M |
509.6 |
0.00 |
Long |
Feb 2022 |
| Principal Funds, Inc |
SmallCap Value Fund II PJARX, PLARX, PSTWX, PCPTX, PPVIX, PSMJX, PSMVX |
1,574 |
1.4B |
12.76K |
0.00 |
Long |
Jan 2022 |
| Bridge Builder Trust |
Bridge Builder Small/Mid Cap Value Fund BBVSX |
2,283 |
7.46B |
61.89K |
0.00 |
Long |
Dec 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
VA U.S. TARGETED VALUE PORTFOLIO |
1,259 |
566.72M |
4.07K |
0.00 |
Long |
Jan 2022 |
| MORGAN STANLEY PATHWAY FUNDS |
Small-Mid Cap Equity Fund TSGUX |
2,598 |
635.74M |
4.59K |
0.00 |
Long |
Feb 2022 |
| STATE STREET VARIABLE INSURANCE SERIES FUNDS INC |
State Street Total Return V.I.S. Fund SSTIX, SSTTX |
6,826 |
1.84B |
10.14K |
0.00 |
Long |
Dec 2021 |
| John Hancock Variable Insurance Trust |
Total Stock Market Index Trust JETSX |
3,262 |
948.16M |
4.14K |
0.00 |
Long |
Dec 2021 |
| TIAA-CREF Life Funds |
TIAA-CREF Life Stock Index Fund TLSTX |
2,983 |
836.1M |
3.39K |
0.00 |
Long |
Dec 2021 |
| VANGUARD INSTITUTIONAL INDEX FUNDS |
VANGUARD INSTITUTIONAL TOTAL STOCK MARKET INDEX FUND VITNX, VITPX |
3,697 |
35.84B |
139.12K |
0.00 |
Long |
Dec 2021 |
| TIAA Separate Account VA-1 |
TIAA Separate Account VA-1 - Stock Index Account |
2,898 |
1.42B |
5.36K |
0.00 |
Long |
Dec 2021 |
| John Hancock Variable Insurance Trust |
Strategic Equity Allocation Trust |
3,421 |
9.3B |
33.02K |
0.00 |
Long |
Dec 2021 |
| VANGUARD INDEX FUNDS |
VANGUARD TOTAL STOCK MARKET INDEX FUND VTSMX, VTSAX, VITSX, VTI, VSMPX, VSTSX |
4,154 |
1.38T |
4.77M |
0.00 |
Long |
Dec 2021 |
| ADVISORS' INNER CIRCLE III |
Knights of Columbus U.S. ALL CAP INDEX FUND KCXIX |
2,563 |
60.37M |
203.4 |
0.00 |
Long |
Jan 2022 |
| SCHWAB CAPITAL TRUST |
Schwab Total Stock Market Index Fund SWTSX |
3,472 |
18.12B |
58.97K |
0.00 |
Long |
Jan 2022 |
| College Retirement Equities Fund |
College Retirement Equities Fund - Equity Index Account QCEQRX, QCEQPX, QCEQIX |
2,815 |
25.77B |
83.54K |
0.00 |
Long |
Dec 2021 |
| American Century ETF Trust |
Avantis U.S. Equity Fund AVUSX, AVUNX |
2,239 |
367.16M |
1.16K |
0.00 |
Long |
Feb 2022 |
| TIAA-CREF Funds |
TIAA-CREF Equity Index Fund TIEIX, TIQRX, TINRX, TCEPX, TEIHX, TEQWX |
2,954 |
33.96B |
108.84K |
0.00 |
Long |
Jan 2022 |
| iShares Trust |
iShares Core S&P Total U.S. Stock Market ETF ITOT |
3,682 |
48.6B |
128.19K |
0.00 |
Long |
Dec 2021 |
| Variable Insurance Products Fund II |
VIP Total Market Index Portfolio |
2,630 |
586.92M |
1.56K |
0.00 |
Long |
Dec 2021 |
| VANGUARD SCOTTSDALE FUNDS |
VANGUARD RUSSELL 3000 INDEX FUND VRTTX, VTHR |
3,049 |
2.1B |
5.33K |
0.00 |
Long |
Feb 2022 |
| Fidelity Concord Street Trust |
Fidelity Series Total Market Index Fund FCFMX |
4,116 |
48.58B |
118.91K |
0.00 |
Long |
Feb 2022 |
| Fidelity Concord Street Trust |
Fidelity ZERO Total Market Index Fund FZILX |
2,677 |
12.97B |
31.02K |
0.00 |
Long |
Jan 2022 |
| Fidelity Concord Street Trust |
Fidelity Total Market Index Fund FSKAX |
3,956 |
72.18B |
170.15K |
0.00 |
Long |
Feb 2022 |
| BlackRock Funds |
iShares Total U.S. Stock Market Index Fund |
2,928 |
2.59B |
5.97K |
0.00 |
Long |
Jan 2022 |
| VANGUARD VALLEY FORGE FUNDS |
VANGUARD BALANCED INDEX FUND VBINX, VBIAX, VBAIX |
15,568 |
61.47B |
135.57K |
0.00 |
Long |
Dec 2021 |
| Guggenheim Active Allocation Fund |
Guggenheim Active Allocation Fund |
2,837 |
895.2M |
1.35K |
0.00 |
Long |
Feb 2022 |
| Northern Funds |
Northern Small Cap Core Fund |
1,632 |
551.28M |
1.03K |
0.00 |
Long |
Dec 2021 |
| College Retirement Equities Fund |
College Retirement Equities Fund - Stock Account QCSTRX, QCSTPX, QCSTIX |
10,149 |
140.76B |
161.27K |
0.00 |
Long |
Dec 2021 |
| Nationwide Mutual Funds |
Nationwide Multi-Cap Portfolio |
4,222 |
5.69B |
4.78K |
0.00 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. Targeted Value Portfolio DFFVX |
1,372 |
13.38B |
4.98K |
0.00 |
Long |
Jan 2022 |
| VANGUARD QUANTITATIVE FUNDS |
VANGUARD GROWTH AND INCOME FUND VQNPX, VGIAX |
1,575 |
14.23B |
260 |
0.00 |
Long |
Dec 2021 |
| Blackstone Alternative Investment Funds |
Blackstone Alternative Multi-Strategy Fund |
7,167 |
6.09B |
-6.24K |
-0.00 |
Short |
Dec 2021 |
