| LORD ABBETT SECURITIES TRUST |
Lord Abbett Focused Small Cap Value Fund LFVAX, LMVYX, LMVWX, LMVVX, LFVCX, LMVOX, LFSFX |
43 |
209.97M |
4.77M |
2.32 |
Long |
Jan 2022 |
| LORD ABBETT RESEARCH FUND INC |
Small-Cap Value Series LRSCX, LSRCX, LRSPX, LRSYX, LRSFX, LRSQX, LRSRX, LRSSX, LRSTX, LRSVX, LRSOX |
70 |
508.97M |
8.23M |
1.65 |
Long |
Feb 2022 |
| Invesco Exchange-Traded Fund Trust II |
Invesco S&P SmallCap Utilities & Communication Services ETF PSCU |
26 |
34.46M |
325.28K |
1.20 |
Long |
Feb 2022 |
| Victory Portfolios |
Victory Integrity Discovery Fund MMEAX, MMECX, MMERX, MMEYX, MMMMX |
137 |
90.19M |
888.54K |
1.05 |
Long |
Mar 2022 |
| Fidelity Select Portfolios |
Select Communication Services Portfolio FBMPX, FGJMX, FGKMX, FGDMX, FGEMX, FGHMX |
52 |
1.08B |
4.66M |
0.45 |
Long |
Feb 2022 |
| Variable Insurance Products Fund IV |
VIP Communication Services Portfolio |
48 |
124.48M |
523.92K |
0.43 |
Long |
Mar 2022 |
| Victory Portfolios |
Victory Integrity Small-Cap Value Fund VSCVX, MCVSX, MRVSX, MVSSX, VSVIX |
137 |
1.92B |
7.74M |
0.42 |
Long |
Mar 2022 |
| ROYCE FUND |
Royce Opportunity Fund ROFCX, RYPNX, RYOFX, ROFIX, ROFRX |
255 |
1.7B |
6.97M |
0.41 |
Long |
Mar 2022 |
| Gabelli Multimedia Trust Inc. |
Gabelli Multimedia Trust Inc. |
259 |
327.5M |
893K |
0.39 |
Long |
Dec 2021 |
| Goldman Sachs Trust |
Goldman Sachs Small Cap Value Insights Fund GSATX, GSCTX, GSITX, GTTRX, GTTTX, GTTUX, GSXPX |
443 |
1.17B |
4.48M |
0.39 |
Long |
Jan 2022 |
| Nationwide Variable Insurance Trust |
NVIT GS Small Cap Equity Insights Fund |
537 |
294.47M |
763.86K |
0.28 |
Long |
Mar 2022 |
| Goldman Sachs Trust |
Goldman Sachs Small Cap Equity Insights Fund GCSIX, GCSSX, GCSAX, GCSCX, GDSRX, GDSTX, GCSUX, GMAPX |
513 |
521.2M |
1.39M |
0.27 |
Long |
Jan 2022 |
| GAMCO Global Series Funds, Inc |
Gabelli Global Mini Mites Fund GGMMX, GMNAX, GAMNX, GMNCX |
116 |
6.99M |
17.86K |
0.26 |
Long |
Dec 2021 |
| EQ Advisors Trust |
1290 VT GAMCO Small Company Value Portfolio |
391 |
3.82B |
9.38M |
0.25 |
Long |
Dec 2021 |
| Goldman Sachs Variable Insurance Trust |
Goldman Sachs Variable Insurance Trust Small Cap Equity Insights Fund |
517 |
133.12M |
307.39K |
0.23 |
Long |
Dec 2021 |
| SYNTAX ETF TRUST |
Syntax Stratified SmallCap ETF |
602 |
21.45M |
49.22K |
0.23 |
Long |
Dec 2021 |
| Teton Westwood Funds |
TETON Westwood Mighty Mites Fund WMMAX, WEMMX, WMMCX, WEIMX |
342 |
689.23M |
1.29M |
0.19 |
Long |
Dec 2021 |
| Invesco Exchange-Traded Fund Trust |
Invesco S&P SmallCap 600 Equal Weight ETF EWSC |
604 |
103.74M |
144.13K |
0.16 |
Long |
Jan 2022 |
| Allspring Master Trust |
Factor Enhanced U.S. Small Cap Equity Portfolio |
1,491 |
192.07M |
283.46K |
0.15 |
Long |
Feb 2022 |
| AQR Funds |
AQR Small Cap Multi-Style Fund QSMLX, QSMNX, QSERX |
561 |
132.96M |
171.31K |
0.13 |
Long |
Dec 2021 |
| Gabelli Global Small & Mid Cap Value Trust |
Gabelli Global Small & Mid Cap Value Trust |
321 |
232.4M |
196.46K |
0.12 |
Long |
Dec 2021 |
| Legg Mason Global Asset Management Trust |
Franklin U.S. Small Capitalization Equity Fund LMBAX, LMBCX, LGSCX, LMSIX, LMBMX |
342 |
189.88M |
225.04K |
0.12 |
Long |
Dec 2021 |
| Gabelli Equity Series Funds Inc |
The Gabelli Small Cap Growth Fund GCASX, GABSX, GCCSX, GACIX |
409 |
1.98B |
2.27M |
0.11 |
Long |
Dec 2021 |
| Principal Exchange-Traded Funds |
Principal U.S. Small-Cap Adaptive Multi-Factor ETF PLTL |
469 |
6.27M |
5.47K |
0.09 |
Long |
Mar 2022 |
| USAA Mutual Funds Trust |
Small Cap Stock Fund USCAX, UISCX |
586 |
1.11B |
940.06K |
0.09 |
Long |
Jan 2022 |
| RBC Funds Trust |
RBC Microcap Value Fund TMVAX, RMVIX |
453 |
122.8M |
102.66K |
0.08 |
Long |
Mar 2022 |
| iShares Trust |
iShares Micro-Cap ETF IWC |
1,794 |
1.59B |
987.41K |
0.08 |
Long |
Dec 2021 |
| VANGUARD ADMIRAL FUNDS |
VANGUARD S&P SMALL-CAP 600 VALUE INDEX FUND VIOV, VSMVX |
465 |
1.39B |
1.06M |
0.08 |
Long |
Feb 2022 |
| ProFunds |
ProFund VP Small-Cap Value |
465 |
30.76M |
22.78K |
0.07 |
Long |
Mar 2022 |
| iShares Trust |
iShares S&P Small-Cap 600 Value ETF IJS |
465 |
9.15B |
6.45M |
0.07 |
Long |
Dec 2021 |
| SPDR SERIES TRUST |
SPDR(R) S & P 600 Small Cap Value ETF SLYV |
460 |
4.46B |
3.17M |
0.07 |
Long |
Dec 2021 |
| ProFunds |
Small-Cap Value SVPIX, SVPSX |
458 |
12.31M |
8.9K |
0.07 |
Long |
Jan 2022 |
| First Eagle Funds |
First Eagle Small Cap Opportunity Fund FESRX, FESAX, FESCX |
246 |
238.64M |
171.5K |
0.07 |
Long |
Jan 2022 |
| Forethought Variable Insurance Trust |
Global Atlantic BlackRock Disciplined Small Cap Portfolio |
730 |
20.47M |
12.7K |
0.06 |
Long |
Jun 2021 |
| Invesco Exchange-Traded Fund Trust |
Invesco FTSE RAFI US 1500 Small-Mid ETF PRFZ |
1,446 |
2.16B |
1.09M |
0.06 |
Long |
Jan 2022 |
| DBX ETF Trust |
Xtrackers S&P SmallCap 600 ESG ETF SMLE |
381 |
10.41M |
5.74K |
0.06 |
Long |
Feb 2022 |
| SCHWAB STRATEGIC TRUST |
Schwab Fundamental U.S. Small Company Index ETF FNDA |
910 |
4.89B |
2.31M |
0.05 |
Long |
Feb 2022 |
| SHELTON FUNDS |
S&P SmallCap Index Fund SMCIX, SMLKX |
593 |
64.43M |
29.92K |
0.05 |
Long |
Feb 2022 |
| SCHWAB CAPITAL TRUST |
Schwab Fundamental US Small Company Index Fund SFSNX |
915 |
1.78B |
782.03K |
0.04 |
Long |
Jan 2022 |
| BlackRock Funds |
BlackRock Advantage Small Cap Core Fund BDSIX, BDSAX, BDSCX, BDSKX |
742 |
4.43B |
1.88M |
0.04 |
Long |
Feb 2022 |
| American Century ETF Trust |
Avantis U.S. Small Cap Equity ETF AVSC |
1,088 |
2.85M |
1.24K |
0.04 |
Long |
Feb 2022 |
| Invesco Exchange-Traded Fund Trust II |
Invesco S&P SmallCap 600 QVM Multi-Factor ETF QVMS |
536 |
56.09M |
21.27K |
0.04 |
Long |
Feb 2022 |
| Gabelli Equity Trust Inc |
Gabelli Equity Trust Inc |
735 |
2.39B |
785.84K |
0.04 |
Long |
Dec 2021 |
| VANGUARD WORLD FUND |
VANGUARD COMMUNICATION SERVICES INDEX FUND VTCAX, VOX |
117 |
3.87B |
1.55M |
0.04 |
Long |
Feb 2022 |
| Allianz Variable Insurance Products Trust |
AZL Small Cap Stock Index Fund |
604 |
815.75M |
312.16K |
0.04 |
Long |
Mar 2022 |
| VANGUARD ADMIRAL FUNDS |
VANGUARD S&P SMALL-CAP 600 INDEX FUND VIOO, VSMSX |
610 |
4.16B |
1.64M |
0.04 |
Long |
Feb 2022 |
| Columbia Funds Series Trust |
Columbia Small Cap Index Fund NMSAX, NMSCX, CXXRX, CSPYX |
604 |
4.13B |
1.6M |
0.04 |
Long |
Feb 2022 |
| iShares Trust |
iShares ESG Screened S&P Small-Cap ETF XJR |
569 |
20.88M |
7.82K |
0.04 |
Long |
Dec 2021 |
| NORTHWESTERN MUTUAL SERIES FUND INC |
Index 600 Stock Portfolio |
606 |
418.86M |
159.21K |
0.04 |
Long |
Mar 2022 |
| Mutual of America Investment Corp |
INV CORP SMALL CAP EQ INDEX FD |
605 |
140.95M |
52.76K |
0.04 |
Long |
Mar 2022 |
| Mutual of America Variable Insurance Portfolios |
Mutual of America VIP Small Cap Equity Index Portfolio |
605 |
8.03M |
2.97K |
0.04 |
Long |
Mar 2022 |
| EQ Advisors Trust |
1290 VT Micro Cap Portfolio |
1,832 |
221.96M |
77.55K |
0.04 |
Long |
Dec 2021 |
| VANGUARD TAX-MANAGED FUNDS |
VANGUARD TAX-MANAGED SMALL-CAP FUND VTMSX, VTSIX |
606 |
9.52B |
3.57M |
0.04 |
Long |
Dec 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. MICRO CAP PORTFOLIO DFSCX |
1,685 |
7.61B |
2.57M |
0.04 |
Long |
Jan 2022 |
| Catholic Responsible Investments Funds |
Catholic Responsible Investments Small-Cap Fund |
591 |
495.37M |
183.75K |
0.04 |
Long |
Jan 2022 |
| GREAT-WEST FUNDS INC |
Great-West S&P Small Cap 600 Index Fund MXISX, MXNSX, MXERX |
613 |
828.14M |
304.85K |
0.04 |
Long |
Mar 2022 |
| JNL Series Trust |
JNL Small Cap Index Fund |
606 |
2.79B |
1.01M |
0.04 |
Long |
Mar 2022 |
| SPDR SERIES TRUST |
SPDR(R) S & P 600 Small Cap ETF SLY |
604 |
1.89B |
678.18K |
0.04 |
Long |
Dec 2021 |
| SPDR SERIES TRUST |
SPDR(R) Portfolio S&P 600 Small Cap ETF SPSM |
615 |
4.68B |
1.68M |
0.04 |
Long |
Dec 2021 |
| iShares Trust |
iShares Core S&P Small-Cap ETF IJR |
608 |
81.3B |
27.41M |
0.04 |
Long |
Dec 2021 |
| Principal Funds, Inc |
SmallCap S&P 600 Index Fund PSAPX, PSSMX, PSSPX, PSSSX, PSSIX, PSSJX, PSPIX |
605 |
1.33B |
479.18K |
0.04 |
Long |
Jan 2022 |
| Variable Insurance Products Fund |
VIP Stock Selector All Cap Portfolio |
560 |
5.72B |
2.06M |
0.04 |
Long |
Mar 2022 |
| Prudential Series Fund |
PSF Small-Cap Stock Index Portfolio |
606 |
1.23B |
370.92K |
0.04 |
Long |
Dec 2021 |
| Fidelity Central Investment Portfolios LLC |
Fidelity U.S. Equity Central Fund |
588 |
21.96B |
7.78M |
0.04 |
Long |
Mar 2022 |
| BNY Mellon Index Funds, Inc. |
BNY Mellon Smallcap Stock Index Fund DISSX, DISIX |
605 |
1.77B |
630.78K |
0.04 |
Long |
Jan 2022 |
| FIDELITY COVINGTON TRUST |
Fidelity MSCI Communication Services Index ETF FCOM |
113 |
790.2M |
280.57K |
0.04 |
Long |
Jan 2022 |
| Thrivent Series Funds, Inc. |
THRIVENT SMALL CAP INDEX PORTFOLIO |
606 |
896.2M |
317.73K |
0.04 |
Long |
Dec 2021 |
| Invesco Exchange-Traded Fund Trust II |
Invesco S&P SmallCap 600 Revenue ETF RWJ |
596 |
956.38M |
274.9K |
0.04 |
Long |
Feb 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
Tax-Managed U.S. Targeted Value Portfolio DTMVX |
1,362 |
6.13B |
2.01M |
0.03 |
Long |
Apr 2021 |
| BNY Mellon Investment Portfolios |
Small Cap Stock Index Portfolio |
605 |
731.38M |
249.74K |
0.03 |
Long |
Dec 2021 |
| ProShares Trust |
ProShares Ultra SmallCap600 SAA |
611 |
40.54M |
13.09K |
0.03 |
Long |
Feb 2022 |
| Dimensional ETF Trust |
Dimensional U.S. Targeted Value ETF DFAT |
1,639 |
6.86B |
2.18M |
0.03 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. Targeted Value Portfolio DFFVX |
1,372 |
13.38B |
4.03M |
0.03 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. SMALL CAP VALUE PORTFOLIO DFSVX |
1,037 |
15.56B |
4.66M |
0.03 |
Long |
Jan 2022 |
| iShares U.S. ETF Trust |
iShares Evolved U.S. Media and Entertainment ETF IEME |
94 |
17.54M |
5.06K |
0.03 |
Long |
Jan 2022 |
| John Hancock Variable Insurance Trust |
Small Cap Opportunities Trust |
1,148 |
167.7M |
52.08K |
0.03 |
Long |
Dec 2021 |
| VANGUARD SCOTTSDALE FUNDS |
VANGUARD RUSSELL 2000 VALUE INDEX FUND VTWV, VRTVX |
1,485 |
1.19B |
346.42K |
0.03 |
Long |
Feb 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. Sustainability Targeted Value Portfolio |
1,140 |
304.18M |
83.07K |
0.03 |
Long |
Jan 2022 |
| iShares Trust |
iShares Russell 2000 Value ETF IWN |
1,454 |
17.8B |
4.44M |
0.03 |
Long |
Dec 2021 |
| NORTHERN LIGHTS FUND TRUST II |
Acclivity Small Cap Value Fund AXVNX, AXVIX |
722 |
9.58M |
2.57K |
0.03 |
Long |
Mar 2022 |
| Fidelity Salem Street Trust |
Fidelity Small Cap Value Index Fund FISVX |
1,440 |
1.01B |
247.13K |
0.03 |
Long |
Mar 2022 |
| PACIFIC SELECT FUND |
PD Small-Cap Value Index Portfolio |
1,450 |
222.73M |
60.21K |
0.03 |
Long |
Dec 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
VA U.S. TARGETED VALUE PORTFOLIO |
1,259 |
566.72M |
120.17K |
0.02 |
Long |
Jan 2022 |
| Transamerica ETF Trust |
DeltaShares(R) S&P 600 Managed Risk ETF DMRS |
606 |
44.8M |
9.39K |
0.02 |
Long |
Dec 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
TAX-MANAGED U.S. SMALL CAP PORTFOLIO DFTSX |
1,942 |
4.32B |
826.42K |
0.02 |
Long |
Apr 2021 |
| GPS Funds I |
GuideMark Small/Mid Cap Core Fund GMSMX, GISMX |
1,633 |
143.2M |
22.48K |
0.02 |
Long |
Mar 2022 |
| iShares Trust |
iShares Morningstar Small-Cap Value ETF ISCV |
1,233 |
437.72M |
80.27K |
0.02 |
Long |
Jan 2022 |
| Goldman Sachs Trust |
Goldman Sachs Small Cap Growth Insights Fund GSAOX, GSCOX, GSIOX, GSROX, GSTOX, GINUX, GSZPX |
373 |
294.95M |
54.73K |
0.02 |
Long |
Jan 2022 |
| JNL Series Trust |
JNL/DFA U.S. Small Cap Fund |
1,966 |
511.12M |
90.46K |
0.02 |
Long |
Mar 2022 |
| Dimensional ETF Trust |
Dimensional U.S. Small Cap ETF DFAS |
2,037 |
4.37B |
715.13K |
0.02 |
Long |
Jan 2022 |
| VERICIMETRY FUNDS |
Vericimetry U.S. Small Cap Value Fund VYSVX |
859 |
177.88M |
29.65K |
0.02 |
Long |
Dec 2021 |
| EQ Advisors Trust |
ATM Small Cap Managed Volatility Portfolio |
2,054 |
1.36B |
203.01K |
0.02 |
Long |
Dec 2021 |
| VANGUARD SCOTTSDALE FUNDS |
VANGUARD RUSSELL 2000 INDEX FUND VRTIX, VTWO |
2,077 |
7.35B |
1.13M |
0.02 |
Long |
Feb 2022 |
| TIAA-CREF Funds |
TIAA-CREF Small-Cap Blend Index Fund TISBX, TRBIX, TRHBX |
2,036 |
4.07B |
611.47K |
0.02 |
Long |
Jan 2022 |
| John Hancock Variable Insurance Trust |
Small Cap Index Trust JESIX |
1,821 |
667.72M |
102.14K |
0.02 |
Long |
Dec 2021 |
| Nationwide Mutual Funds |
Nationwide Small Cap Index Fund GMRAX, GMRCX, GMRIX, GMSRX, NWXRX |
2,027 |
267.96M |
38.99K |
0.02 |
Long |
Jan 2022 |
| JPMorgan Trust II |
JPMorgan Market Expansion Enhanced Index Fund PGMIX, OMEAX, OMECX, JMEZX, OMYGX |
653 |
1.2B |
175.03K |
0.02 |
Long |
Dec 2021 |
| EQ Advisors Trust |
EQ/Small Company Index Portfolio |
1,868 |
1.57B |
226.82K |
0.01 |
Long |
Dec 2021 |
| VALIC Co I |
Small Cap Index Fund VCSLX |
2,041 |
1.12B |
161.58K |
0.01 |
Long |
Feb 2022 |
| Voya VARIABLE PORTFOLIOS INC |
VOYA RUSSELLTM SMALL CAP INDEX PORTFOLIO IRSIX, IIRSX, IRSSX, IRCIX, VRSPX |
1,964 |
1.25B |
169.47K |
0.01 |
Long |
Dec 2021 |
| SA FUNDS INVESTMENT TRUST |
SA U.S. Small Company Fund |
1,596 |
379.31M |
55.37K |
0.01 |
Long |
Dec 2021 |
| SCHWAB CAPITAL TRUST |
Schwab Small-Cap Index Fund SWSSX |
2,039 |
6B |
863.78K |
0.01 |
Long |
Jan 2022 |
| PACIFIC SELECT FUND |
Small-Cap Index Portfolio |
2,022 |
856.47M |
124.81K |
0.01 |
Long |
Dec 2021 |
| Northern Funds |
Northern Small Cap Index Fund NSIDX |
2,031 |
1.55B |
223.36K |
0.01 |
Long |
Mar 2022 |
| BlackRock Variable Series Funds, Inc. |
BlackRock Small Cap Index V.I. Fund |
2,017 |
363.36M |
46.96K |
0.01 |
Long |
Mar 2022 |
| Steward Funds Inc |
Steward Values-Focused Small-Mid Cap Enhanced Index Fund TRDFX, SCECX, SSMEX, SSMOX |
972 |
201.03M |
28.81K |
0.01 |
Long |
Jan 2022 |
| Penn Series Funds Inc |
Penn Series Small Cap Index Fund |
2,006 |
91.18M |
12.97K |
0.01 |
Long |
Mar 2022 |
| iShares Trust |
iShares Russell 2000 ETF IWM |
2,040 |
81.67B |
9.77M |
0.01 |
Long |
Dec 2021 |
| Nationwide Variable Insurance Trust |
NVIT Small Cap Index Fund |
2,027 |
420.78M |
53.91K |
0.01 |
Long |
Mar 2022 |
| Brighthouse Funds Trust II |
MetLife Russell 2000 Index Portfolio |
1,748 |
1.22B |
146.95K |
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 |
40.52K |
0.01 |
Long |
Dec 2021 |
| ETF Series Solutions |
Nationwide Russell 2000 Risk-Managed Income ETF NTKI |
2,025 |
17.1M |
2.29K |
0.01 |
Long |
Feb 2022 |
| PACIFIC SELECT FUND |
Small-Cap Equity Portfolio |
1,482 |
477.89M |
65.85K |
0.01 |
Long |
Dec 2021 |
| Fidelity Salem Street Trust |
Fidelity Small Cap Index Fund FSSNX |
2,040 |
21.27B |
2.69M |
0.01 |
Long |
Jan 2022 |
| LINCOLN VARIABLE INSURANCE PRODUCTS TRUST |
LVIP SSGA Small-Cap Index Fund |
2,027 |
2.55B |
347.09K |
0.01 |
Long |
Dec 2021 |
| T. ROWE PRICE INDEX TRUST, INC. |
T. Rowe Price Small-Cap Index Fund TRZIX |
2,047 |
94.49M |
12.41K |
0.01 |
Long |
Dec 2021 |
| Calvert Variable Products, Inc. |
Calvert VP Russell 2000 Small Cap Index Portfolio |
2,051 |
256.49M |
33.51K |
0.01 |
Long |
Dec 2021 |
| DEUTSCHE DWS INVESTMENTS VIT FUNDS |
DWS Small Cap Index VIP |
2,026 |
444.02M |
55.95K |
0.01 |
Long |
Mar 2022 |
| ProShares Trust |
ProShares UltraPro Russell2000 URTY |
2,042 |
485.08M |
45.09K |
0.01 |
Long |
Feb 2022 |
| ProShares Trust |
ProShares Ultra Russell2000 UWM |
2,045 |
282.25M |
28.54K |
0.01 |
Long |
Feb 2022 |
| Quantitative Master Series LLC |
Master Small Cap Index Series |
2,041 |
5.12B |
611.88K |
0.01 |
Long |
Dec 2021 |
| EQ Advisors Trust |
1290 VT Small Cap Value Portfolio |
1,492 |
441.89M |
55.81K |
0.01 |
Long |
Dec 2021 |
| EQ Advisors Trust |
EQ/2000 Managed Volatility Portfolio |
2,051 |
4.57B |
568.23K |
0.01 |
Long |
Dec 2021 |
| SUNAMERICA SERIES TRUST |
SA Small Cap Index Portfolio |
2,052 |
301.64M |
38.65K |
0.01 |
Long |
Jan 2022 |
| Fidelity Salem Street Trust |
Fidelity Flex Small Cap Index Fund FLXSX |
2,035 |
244.58M |
30.62K |
0.01 |
Long |
Jan 2022 |
| SEASONS SERIES TRUST |
SA Multi-Managed Small Cap Portfolio |
962 |
252.33M |
29.92K |
0.01 |
Long |
Dec 2021 |
| ProFunds |
UltraSmall-Cap UAPIX, UAPSX |
2,041 |
75.91M |
8.73K |
0.01 |
Long |
Jan 2022 |
| Allianz Variable Insurance Products Trust |
AZL DFA U.S. Small Cap Fund |
1,701 |
144M |
15.4K |
0.01 |
Long |
Mar 2022 |
| iShares Trust |
iShares Morningstar Small-Cap ETF ISCB |
2,009 |
260.68M |
23.3K |
0.01 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. SMALL CAP PORTFOLIO DFSTX |
2,065 |
17.16B |
1.6M |
0.01 |
Long |
Jan 2022 |
| ProFunds |
ProFund VP UltraSmall-Cap |
2,031 |
21.66M |
2.04K |
0.01 |
Long |
Mar 2022 |
| ProFunds |
ProFund VP Small-Cap |
2,029 |
14.15M |
1.27K |
0.01 |
Long |
Mar 2022 |
| Invesco Exchange-Traded Fund Trust II |
Invesco PureBetaSM MSCI USA Small Cap ETF PBSM |
1,949 |
41.15M |
2.98K |
0.01 |
Long |
Feb 2022 |
| ProFunds |
Small-Cap SLPIX, SLPSX |
2,040 |
6.65M |
556.05 |
0.01 |
Long |
Jan 2022 |
| Northern Funds |
Northern Small Cap Core Fund |
1,560 |
506.27M |
41.67K |
0.01 |
Long |
Mar 2022 |
| STATE STREET INSTITUTIONAL INVESTMENT TRUST |
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO SSMHX |
2,572 |
1.66B |
129.25K |
0.01 |
Long |
Dec 2021 |
| SUNAMERICA SERIES TRUST |
SA Franklin Tactical Opportunities Portfolio |
1,033 |
79.32M |
5.71K |
0.01 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. VECTOR EQUITY PORTFOLIO DFVEX |
2,393 |
5.14B |
331.05K |
0.01 |
Long |
Jan 2022 |
| Rydex Series Funds |
Russell 2000 Fund RYRRX, RYROX, RYRHX |
2,036 |
34.67M |
2.3K |
0.01 |
Long |
Dec 2021 |
| Fidelity Concord Street Trust |
Fidelity Extended Market Index Fund FSMAX |
3,642 |
41.94B |
2.54M |
0.01 |
Long |
Feb 2022 |
| EQ Advisors Trust |
EQ/Franklin Small Cap Value Managed Volatility Portfolio |
2,073 |
367.1M |
21.2K |
0.01 |
Long |
Dec 2021 |
| Variable Insurance Products Fund II |
VIP Extended Market Index Portfolio |
2,149 |
194.25M |
10.83K |
0.01 |
Long |
Mar 2022 |
| FlexShares Trust |
FlexShares Morningstar US Market Factor Tilt Index Fund TILT |
2,459 |
1.77B |
94.53K |
0.01 |
Long |
Jan 2022 |
| SEI INSTITUTIONAL INVESTMENTS TRUST |
SIIT EXTENDED MARKET INDEX FUND SMXAX |
2,553 |
1.69B |
93.83K |
0.01 |
Long |
Feb 2022 |
| Fidelity Concord Street Trust |
Fidelity ZERO Extended Market Index Fund FZIPX |
2,166 |
1.43B |
76.62K |
0.01 |
Long |
Jan 2022 |
| Allianz Variable Insurance Products Trust |
AZL DFA U.S. Core Equity Fund |
2,098 |
471.6M |
25.82K |
0.01 |
Long |
Mar 2022 |
| BlackRock Funds |
iShares Russell Small/Mid-Cap Index Fund |
2,523 |
526.39M |
25.51K |
0.01 |
Long |
Jan 2022 |
| SPDR SERIES TRUST |
SPDR S&P 1500 Value Tilt ETF VLU |
1,419 |
236.67M |
11.81K |
0.00 |
Long |
Dec 2021 |
| VANGUARD INDEX FUNDS |
VANGUARD EXTENDED MARKET INDEX FUND VEXMX, VEXAX, VIEIX, VXF, VEMPX, VSEMX |
3,741 |
111.55B |
5.42M |
0.00 |
Long |
Dec 2021 |
| SUNAMERICA SERIES TRUST |
SA T. Rowe Price Asset Allocation Growth Portfolio |
1,585 |
630.68M |
30.67K |
0.00 |
Long |
Jan 2022 |
| USAA Mutual Funds Trust |
Extended Market Index Fund USMIX |
3,202 |
918.31M |
40.87K |
0.00 |
Long |
Mar 2022 |
| Rydex Variable Trust |
Russell 2000 1.5x Strategy Fund |
2,032 |
7.12M |
285.76 |
0.00 |
Long |
Dec 2021 |
| JNL Series Trust |
JNL/DFA U.S. Core Equity Fund |
2,134 |
1.49B |
60.5K |
0.00 |
Long |
Mar 2022 |
| Rydex Dynamic Funds |
Russell 2000 2x Strategy Fund RYRUX, RYRLX, RYRSX |
2,047 |
68.21M |
2.64K |
0.00 |
Long |
Dec 2021 |
| Rydex Series Funds |
Russell 2000 1.5x Strategy Fund RYMKX, RYAKX, RYCMX |
2,012 |
9.93M |
392.92 |
0.00 |
Long |
Dec 2021 |
| LINCOLN VARIABLE INSURANCE PRODUCTS TRUST |
LVIP Dimensional U.S. Core Equity 1 Fund |
1,956 |
1.74B |
68.55K |
0.00 |
Long |
Dec 2021 |
| SCHWAB STRATEGIC TRUST |
Schwab Fundamental U.S. Broad Market Index ETF FNDB |
1,627 |
425.68M |
16.23K |
0.00 |
Long |
Feb 2022 |
| LINCOLN VARIABLE INSURANCE PRODUCTS TRUST |
LVIP Dimensional U.S. Core Equity 2 Fund |
2,193 |
948.59M |
35.74K |
0.00 |
Long |
Dec 2021 |
| ProShares Trust |
ProShares Hedge Replication ETF HDG |
2,040 |
49.96M |
1.84K |
0.00 |
Long |
Feb 2022 |
| Goldman Sachs Trust |
Goldman Sachs U.S. Tax-Managed Equity Fund GCTIX, GCTSX, GCTAX, GCTCX, GQIRX, GCTRX, GSDPX |
330 |
2.55B |
90.14K |
0.00 |
Long |
Dec 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
T.A. U.S. Core Equity 2 Portfolio |
2,466 |
13.23B |
434.21K |
0.00 |
Long |
Apr 2021 |
| Rydex Variable Trust |
Russell 2000 2x Strategy Fund |
2,029 |
4.71M |
142.88 |
0.00 |
Long |
Dec 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. CORE EQUITY 2 PORTFOLIO DFQTX |
2,540 |
34.49B |
988.76K |
0.00 |
Long |
Jan 2022 |
| Principal Funds, Inc |
SmallCap Value Fund II PJARX, PLARX, PSTWX, PCPTX, PPVIX, PSMJX, PSMVX |
1,574 |
1.4B |
34.07K |
0.00 |
Long |
Jan 2022 |
| MORGAN STANLEY PATHWAY FUNDS |
Small-Mid Cap Equity Fund TSGUX |
2,598 |
635.74M |
14.71K |
0.00 |
Long |
Feb 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. CORE EQUITY 1 PORTFOLIO DFEOX |
2,490 |
33.33B |
733.33K |
0.00 |
Long |
Jan 2022 |
| Bridge Builder Trust |
Bridge Builder Small/Mid Cap Value Fund BBVSX |
2,283 |
7.46B |
151.43K |
0.00 |
Long |
Dec 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. Social Core Equity 2 Portfolio |
2,300 |
1.71B |
25.28K |
0.00 |
Long |
Jan 2022 |
| DIMENSIONAL INVESTMENT GROUP INC |
TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II DFMVX |
1,042 |
8.39B |
126.36K |
0.00 |
Long |
Jan 2022 |
| DFA INVESTMENT TRUST COMPANY |
THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES |
1,069 |
8.26B |
120.51K |
0.00 |
Long |
Jul 2021 |
| Dimensional ETF Trust |
Dimensional U.S. Core Equity 2 ETF DFAC |
2,575 |
14.95B |
209.73K |
0.00 |
Long |
Jan 2022 |
| STATE STREET VARIABLE INSURANCE SERIES FUNDS INC |
State Street Total Return V.I.S. Fund SSTIX, SSTTX |
6,826 |
1.84B |
23.22K |
0.00 |
Long |
Dec 2021 |
| TIAA-CREF Funds |
TIAA-CREF Equity Index Fund TIEIX, TIQRX, TINRX, TCEPX, TEIHX, TEQWX |
2,954 |
33.96B |
429.02K |
0.00 |
Long |
Jan 2022 |
| John Hancock Variable Insurance Trust |
Total Stock Market Index Trust JETSX |
3,262 |
948.16M |
11.68K |
0.00 |
Long |
Dec 2021 |
| American Century ETF Trust |
Avantis U.S. Equity Fund AVUSX, AVUNX |
2,239 |
367.16M |
4.11K |
0.00 |
Long |
Feb 2022 |
| Fidelity Concord Street Trust |
Fidelity Total Market Index Fund FSKAX |
3,956 |
72.18B |
748.13K |
0.00 |
Long |
Feb 2022 |
| VANGUARD SCOTTSDALE FUNDS |
VANGUARD RUSSELL 3000 INDEX FUND VRTTX, VTHR |
3,049 |
2.1B |
21.78K |
0.00 |
Long |
Feb 2022 |
| iShares Trust |
iShares Russell 3000 ETF IWV |
2,752 |
13.47B |
134.2K |
0.00 |
Long |
Dec 2021 |
| VANGUARD INSTITUTIONAL INDEX FUNDS |
VANGUARD INSTITUTIONAL TOTAL STOCK MARKET INDEX FUND VITNX, VITPX |
3,697 |
35.84B |
360.79K |
0.00 |
Long |
Dec 2021 |
| College Retirement Equities Fund |
College Retirement Equities Fund - Equity Index Account QCEQRX, QCEQPX, QCEQIX |
2,815 |
25.77B |
253.81K |
0.00 |
Long |
Dec 2021 |
| Advanced Series Trust |
AST Prudential Growth Allocation Portfolio |
3,665 |
17.08B |
159.3K |
0.00 |
Long |
Mar 2022 |
| Variable Insurance Products Fund II |
VIP Total Market Index Portfolio |
2,662 |
589.02M |
5.4K |
0.00 |
Long |
Mar 2022 |
| TIAA Separate Account VA-1 |
TIAA Separate Account VA-1 - Stock Index Account |
2,898 |
1.42B |
13.14K |
0.00 |
Long |
Dec 2021 |
| SCHWAB CAPITAL TRUST |
Schwab Total Stock Market Index Fund SWTSX |
3,472 |
18.12B |
163.38K |
0.00 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
TAX-MANAGED U.S. EQUITY PORTFOLIO DTMEX |
1,937 |
5.45B |
47.9K |
0.00 |
Long |
Apr 2021 |
| iShares Trust |
iShares Core S&P Total U.S. Stock Market ETF ITOT |
3,682 |
48.6B |
406.05K |
0.00 |
Long |
Dec 2021 |
| Fidelity Concord Street Trust |
Fidelity Series Total Market Index Fund FCFMX |
4,116 |
48.58B |
413.09K |
0.00 |
Long |
Feb 2022 |
| VANGUARD INDEX FUNDS |
VANGUARD TOTAL STOCK MARKET INDEX FUND VTSMX, VTSAX, VITSX, VTI, VSMPX, VSTSX |
4,154 |
1.38T |
11.49M |
0.00 |
Long |
Dec 2021 |
| ADVISORS' INNER CIRCLE III |
Knights of Columbus U.S. ALL CAP INDEX FUND KCXIX |
2,563 |
60.37M |
488.65 |
0.00 |
Long |
Jan 2022 |
| Guggenheim Active Allocation Fund |
Guggenheim Active Allocation Fund |
2,837 |
895.2M |
4.85K |
0.00 |
Long |
Feb 2022 |
| John Hancock Variable Insurance Trust |
Strategic Equity Allocation Trust |
3,421 |
9.3B |
70.92K |
0.00 |
Long |
Dec 2021 |
| Fidelity Concord Street Trust |
Fidelity ZERO Total Market Index Fund FZILX |
2,677 |
12.97B |
90.72K |
0.00 |
Long |
Jan 2022 |
| SPDR SERIES TRUST |
SPDR(R) Portfolio S&P 1500 Composite Stock Market ETF SPTM |
1,532 |
6.12B |
42.74K |
0.00 |
Long |
Dec 2021 |
| Dimensional ETF Trust |
Dimensional U.S. Equity ETF DFUS |
2,201 |
6.02B |
40.44K |
0.00 |
Long |
Jan 2022 |
| Wilshire Mutual Funds Inc |
Wilshire 5000 Index Fund WFIVX, WINDX |
1,865 |
273.19M |
1.77K |
0.00 |
Long |
Mar 2022 |
| VANGUARD VALLEY FORGE FUNDS |
VANGUARD BALANCED INDEX FUND VBINX, VBIAX, VBAIX |
15,568 |
61.47B |
397.92K |
0.00 |
Long |
Dec 2021 |
| TIAA-CREF Life Funds |
TIAA-CREF Life Stock Index Fund TLSTX |
2,983 |
836.1M |
5.25K |
0.00 |
Long |
Dec 2021 |
| BlackRock Funds |
iShares Total U.S. Stock Market Index Fund |
2,928 |
2.59B |
15.4K |
0.00 |
Long |
Jan 2022 |
| SPDR SERIES TRUST |
SPDR S&P 1500 Momentum Tilt ETF MMTM |
1,443 |
96.15M |
464.36 |
0.00 |
Long |
Dec 2021 |
| Prudential Investment Portfolios 2 |
PGIM Quant Solutions US Broad Market Index Fund PQBMX |
1,512 |
58.93M |
252.75 |
0.00 |
Long |
Jan 2022 |
| Blackstone Alternative Investment Funds |
Blackstone Alternative Multi-Strategy Fund |
7,167 |
6.09B |
14.29K |
0.00 |
Long |
Dec 2021 |
| College Retirement Equities Fund |
College Retirement Equities Fund - Stock Account QCSTRX, QCSTPX, QCSTIX |
10,149 |
140.76B |
375.76K |
0.00 |
Long |
Dec 2021 |
| Nationwide Mutual Funds |
Nationwide Multi-Cap Portfolio |
4,222 |
5.69B |
14.64K |
0.00 |
Long |
Jan 2022 |
| Dimensional ETF Trust |
Dimensional US Core Equity Market ETF DFAU |
2,459 |
1.74B |
134.8 |
0.00 |
Long |
Jan 2022 |
| RUSSELL INVESTMENT CO |
U.S. Small Cap Equity Fund REBYX, RLACX, RLECX, RLESX, RSCRX, RUNTX |
1,229 |
1.43B |
-217.57K |
-0.02 |
Short |
Jan 2022 |
| Prudential Investment Portfolios 12 |
PGIM QMA Large-Cap Core Equity Plus Fund PQMAX, PQMCX, PQMQX, PQMZX |
395 |
36.45M |
-14.85K |
-0.05 |
Short |
Jun 2021 |
| Franklin Alternative Strategies Funds |
Franklin K2 Alternative Strategies Fund FAAAX, FASCX, FSKKX, FASRX, FABZX |
3,345 |
3.64B |
-1.13M |
-0.08 |
Short |
Feb 2022 |
| JNL Series Trust |
JNL Multi-Manager Alternative Fund |
2,384 |
1.71B |
-1.48M |
-0.12 |
Short |
Mar 2022 |
| Morningstar Funds Trust |
Morningstar Alternatives Fund |
1,968 |
434.12M |
-581.56K |
-0.17 |
Short |
Jan 2022 |
| AMERICAN BEACON FUNDS |
American Beacon SSI Alternative Income Fund SSIJX, PSCIX, PSCAX |
266 |
185.95M |
-833.81K |
-0.56 |
Short |
Dec 2021 |
| THE LAZARD FUNDS, INC. |
Lazard Enhanced Opportunities Portfolio LEOIX, LEOOX |
343 |
212.91M |
-1.05M |
-0.71 |
Short |
Dec 2021 |
