| Hennessy Funds Trust |
Hennessy Small Cap Financial Fund HSFNX, HISFX |
30 |
159.1M |
7.91M |
4.98 |
Long |
Jan 2022 |
| Trust for Professional Managers |
Snow Capital Small Cap Value Fund SNWAX, SNWCX, SNWIX |
46 |
23.06M |
440.3K |
1.92 |
Long |
Aug 2021 |
| MAINSTAY FUNDS TRUST |
MainStay WMC Small Companies Fund MOTBX, MOPCX, MOPIX, MOINX, MOPAX, MOPRX, MOTRX, MOVRX |
72 |
368.86M |
5.39M |
1.50 |
Long |
Jan 2022 |
| ADVISORS' INNER CIRCLE FUND |
LSV Small Cap Value Fund LSVQX, LVAQX |
223 |
369.98M |
2.3M |
0.62 |
Long |
Jan 2022 |
| ProFunds |
Small-Cap Value SVPIX, SVPSX |
458 |
12.31M |
57.26K |
0.47 |
Long |
Jan 2022 |
| Invesco Exchange-Traded Fund Trust |
Invesco S&P Smallcap 600 Pure Value ETF RZV |
177 |
324.67M |
1.12M |
0.39 |
Long |
Jan 2022 |
| Direxion Shares ETF Trust |
Direxion Daily Regional Banks Bull 3X Shares DPST |
146 |
401.4M |
1.36M |
0.34 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. SMALL CAP VALUE PORTFOLIO DFSVX |
1,037 |
15.56B |
47.64M |
0.33 |
Long |
Jan 2022 |
| VANGUARD TAX-MANAGED FUNDS |
VANGUARD TAX-MANAGED SMALL-CAP FUND VTMSX, VTSIX |
606 |
9.52B |
23.39M |
0.25 |
Long |
Dec 2021 |
| BNY Mellon Index Funds, Inc. |
BNY Mellon Smallcap Stock Index Fund DISSX, DISIX |
605 |
1.77B |
4.2M |
0.24 |
Long |
Jan 2022 |
| Catholic Responsible Investments Funds |
Catholic Responsible Investments Small-Cap Fund |
591 |
495.37M |
1.17M |
0.24 |
Long |
Jan 2022 |
| Principal Funds, Inc |
SmallCap S&P 600 Index Fund PSAPX, PSSMX, PSSPX, PSSSX, PSSIX, PSSJX, PSPIX |
605 |
1.33B |
3.08M |
0.23 |
Long |
Jan 2022 |
| Invesco Exchange-Traded Fund Trust |
Invesco S&P SmallCap 600 Equal Weight ETF EWSC |
604 |
103.74M |
159.74K |
0.18 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. Targeted Value Portfolio DFFVX |
1,372 |
13.38B |
20.57M |
0.17 |
Long |
Jan 2022 |
| Praxis Mutual Funds |
PRAXIS SMALL CAP INDEX FUND MMSCX, MMSIX |
472 |
173.2M |
279.35K |
0.16 |
Long |
Dec 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. MICRO CAP PORTFOLIO DFSCX |
1,685 |
7.61B |
11.01M |
0.16 |
Long |
Jan 2022 |
| FIDELITY COVINGTON TRUST |
Fidelity Small-Mid Multifactor ETF FSMD |
595 |
68.21M |
102.04K |
0.15 |
Long |
Jan 2022 |
| PGIM ETF TRUST |
PGIM QMA Strategic Alpha Small-Cap Value ETF PQSV |
717 |
13.87M |
18.84K |
0.14 |
Long |
Aug 2021 |
| Dimensional ETF Trust |
Dimensional U.S. Targeted Value ETF DFAT |
1,639 |
6.86B |
8.85M |
0.13 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
Tax-Managed U.S. Targeted Value Portfolio DTMVX |
1,362 |
6.13B |
7.23M |
0.12 |
Long |
Apr 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. Sustainability Targeted Value Portfolio |
1,140 |
304.18M |
348.25K |
0.12 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. SMALL CAP PORTFOLIO DFSTX |
2,065 |
17.16B |
17.04M |
0.11 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
VA U.S. TARGETED VALUE PORTFOLIO |
1,259 |
566.72M |
570.86K |
0.11 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
TAX-MANAGED U.S. SMALL CAP PORTFOLIO DFTSX |
1,942 |
4.32B |
4.05M |
0.10 |
Long |
Apr 2021 |
| Dimensional ETF Trust |
Dimensional U.S. Small Cap ETF DFAS |
2,037 |
4.37B |
4.19M |
0.10 |
Long |
Jan 2022 |
| TIAA-CREF Funds |
TIAA-CREF Small-Cap Blend Index Fund TISBX, TRBIX, TRHBX |
2,036 |
4.07B |
3.52M |
0.09 |
Long |
Jan 2022 |
| SCHWAB CAPITAL TRUST |
Schwab Small-Cap Index Fund SWSSX |
2,039 |
6B |
5.19M |
0.09 |
Long |
Jan 2022 |
| Nationwide Mutual Funds |
Nationwide Small Cap Index Fund GMRAX, GMRCX, GMRIX, GMSRX, NWXRX |
2,027 |
267.96M |
224.21K |
0.09 |
Long |
Jan 2022 |
| Fidelity Salem Street Trust |
Fidelity Small Cap Index Fund FSSNX |
2,040 |
21.27B |
17.07M |
0.09 |
Long |
Jan 2022 |
| Fidelity Salem Street Trust |
Fidelity Flex Small Cap Index Fund FLXSX |
2,035 |
244.58M |
203.9K |
0.09 |
Long |
Jan 2022 |
| SCHWAB CAPITAL TRUST |
Schwab Fundamental US Small Company Index Fund SFSNX |
915 |
1.78B |
1.49M |
0.08 |
Long |
Jan 2022 |
| VALIC Co II |
Small Cap Value Fund VCSVX |
626 |
467.64M |
381.75K |
0.08 |
Long |
Feb 2021 |
| SUNAMERICA SERIES TRUST |
SA Small Cap Index Portfolio |
2,052 |
301.64M |
237.75K |
0.08 |
Long |
Jan 2022 |
| VANGUARD INDEX FUNDS |
VANGUARD SMALL-CAP VALUE INDEX FUND VISVX, VSIIX, VBR, VSIAX |
1,006 |
51.31B |
37.33M |
0.07 |
Long |
Dec 2021 |
| ProFunds |
UltraSmall-Cap UAPIX, UAPSX |
2,041 |
75.91M |
53.61K |
0.07 |
Long |
Jan 2022 |
| Steward Funds Inc |
Steward Values-Focused Small-Mid Cap Enhanced Index Fund TRDFX, SCECX, SSMEX, SSMOX |
972 |
201.03M |
129.6K |
0.06 |
Long |
Jan 2022 |
| Principal Funds, Inc |
SmallCap Value Fund II PJARX, PLARX, PSTWX, PCPTX, PPVIX, PSMJX, PSMVX |
1,574 |
1.4B |
893.67K |
0.06 |
Long |
Jan 2022 |
| J.P. Morgan Exchange-Traded Fund Trust |
JPMorgan Diversified Return U.S. Small Cap Equity ETF JPSE |
612 |
196.95M |
111.39K |
0.06 |
Long |
Jan 2022 |
| TIAA-CREF Funds |
TIAA-CREF Quant Small/Mid-Cap Equity Fund TSMOX, TSMNX, TSMWX, TSMMX, TSMEX, TSMUX |
403 |
1.04B |
585.71K |
0.06 |
Long |
Jan 2022 |
| ProFunds |
Small-Cap SLPIX, SLPSX |
2,040 |
6.65M |
3.43K |
0.05 |
Long |
Jan 2022 |
| iShares U.S. ETF Trust |
iShares Evolved U.S. Financials ETF IEFN |
294 |
10.04M |
4.78K |
0.05 |
Long |
Jan 2022 |
| VANGUARD INDEX FUNDS |
VANGUARD SMALL-CAP INDEX FUND NAESX, VSMAX, VSCIX, VB, VSCPX |
1,574 |
142.04B |
58.76M |
0.04 |
Long |
Dec 2021 |
| AMERICAN BEACON FUNDS |
American Beacon Small Cap Value Fund AVFIX, AVPAX, AASSX, ABSYX, ABSAX, ASVCX, AASRX |
731 |
5.47B |
2.27M |
0.04 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. VECTOR EQUITY PORTFOLIO DFVEX |
2,393 |
5.14B |
1.96M |
0.04 |
Long |
Jan 2022 |
| FIDELITY COVINGTON TRUST |
Fidelity MSCI Financials Index ETF FNCL |
393 |
1.94B |
754.82K |
0.04 |
Long |
Jan 2022 |
| Fidelity Concord Street Trust |
Fidelity ZERO Extended Market Index Fund FZIPX |
2,166 |
1.43B |
515.32K |
0.04 |
Long |
Jan 2022 |
| Dimensional ETF Trust |
Dimensional US Core Equity Market ETF DFAU |
2,459 |
1.74B |
542.78K |
0.03 |
Long |
Jan 2022 |
| BlackRock Funds |
iShares Russell Small/Mid-Cap Index Fund |
2,523 |
526.39M |
143.98K |
0.03 |
Long |
Jan 2022 |
| VANGUARD INDEX FUNDS |
VANGUARD EXTENDED MARKET INDEX FUND VEXMX, VEXAX, VIEIX, VXF, VEMPX, VSEMX |
3,741 |
111.55B |
30.54M |
0.03 |
Long |
Dec 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. Social Core Equity 2 Portfolio |
2,300 |
1.71B |
363.14K |
0.02 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
T.A. U.S. Core Equity 2 Portfolio |
2,466 |
13.23B |
2.61M |
0.02 |
Long |
Apr 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. Sustainability Core 1 Portfolio |
2,126 |
5.65B |
1.02M |
0.02 |
Long |
Jan 2022 |
| Dimensional ETF Trust |
Dimensional U.S. Core Equity 2 ETF DFAC |
2,575 |
14.95B |
2.59M |
0.02 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. CORE EQUITY 2 PORTFOLIO DFQTX |
2,540 |
34.49B |
5.68M |
0.02 |
Long |
Jan 2022 |
| VANGUARD WHITEHALL FUNDS |
VANGUARD HIGH DIVIDEND YIELD INDEX FUND VYM, VHYAX |
415 |
55.06B |
9.25M |
0.02 |
Long |
Jan 2022 |
| DIMENSIONAL INVESTMENT GROUP INC |
TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II DFMVX |
1,042 |
8.39B |
1.33M |
0.02 |
Long |
Jan 2022 |
| DFA INVESTMENT TRUST COMPANY |
THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES |
1,069 |
8.26B |
1.15M |
0.01 |
Long |
Jul 2021 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
U.S. CORE EQUITY 1 PORTFOLIO DFEOX |
2,490 |
33.33B |
4.43M |
0.01 |
Long |
Jan 2022 |
| Invesco Exchange-Traded Fund Trust |
Invesco FTSE RAFI US 1000 ETF PRF |
994 |
6.04B |
677.06K |
0.01 |
Long |
Jan 2022 |
| Bridge Builder Trust |
Bridge Builder Small/Mid Cap Value Fund BBVSX |
2,283 |
7.46B |
863.15K |
0.01 |
Long |
Dec 2021 |
| ADVISORS' INNER CIRCLE III |
Knights of Columbus U.S. ALL CAP INDEX FUND KCXIX |
2,563 |
60.37M |
3.39K |
0.01 |
Long |
Jan 2022 |
| Fidelity Concord Street Trust |
Fidelity ZERO Total Market Index Fund FZILX |
2,677 |
12.97B |
695.96K |
0.01 |
Long |
Jan 2022 |
| TIAA-CREF Funds |
TIAA-CREF Equity Index Fund TIEIX, TIQRX, TINRX, TCEPX, TEIHX, TEQWX |
2,954 |
33.96B |
1.82M |
0.01 |
Long |
Jan 2022 |
| Prudential Investment Portfolios 2 |
PGIM Quant Solutions US Broad Market Index Fund PQBMX |
1,512 |
58.93M |
3.16K |
0.01 |
Long |
Jan 2022 |
| SCHWAB CAPITAL TRUST |
Schwab Total Stock Market Index Fund SWTSX |
3,472 |
18.12B |
962.54K |
0.01 |
Long |
Jan 2022 |
| DFA INVESTMENT DIMENSIONS GROUP INC |
TAX-MANAGED U.S. EQUITY PORTFOLIO DTMEX |
1,937 |
5.45B |
273.74K |
0.01 |
Long |
Apr 2021 |
| VANGUARD INSTITUTIONAL INDEX FUNDS |
VANGUARD INSTITUTIONAL TOTAL STOCK MARKET INDEX FUND VITNX, VITPX |
3,697 |
35.84B |
1.79M |
0.00 |
Long |
Dec 2021 |
| VANGUARD INDEX FUNDS |
VANGUARD TOTAL STOCK MARKET INDEX FUND VTSMX, VTSAX, VITSX, VTI, VSMPX, VSTSX |
4,154 |
1.38T |
66.54M |
0.00 |
Long |
Dec 2021 |
| Dimensional ETF Trust |
Dimensional U.S. Equity ETF DFUS |
2,201 |
6.02B |
271.13K |
0.00 |
Long |
Jan 2022 |
| Humankind Benefit Corp |
Humankind U.S. Stock ETF |
989 |
111.49M |
5.08K |
0.00 |
Long |
Dec 2021 |
| VANGUARD VALLEY FORGE FUNDS |
VANGUARD BALANCED INDEX FUND VBINX, VBIAX, VBAIX |
15,568 |
61.47B |
1.88M |
0.00 |
Long |
Dec 2021 |
| VANGUARD INTERNATIONAL EQUITY INDEX FUNDS |
VANGUARD TOTAL WORLD STOCK INDEX FUND VT, VTWIX, VTWAX |
9,387 |
34.18B |
1.03M |
0.00 |
Long |
Jan 2022 |
| BlackRock Funds |
iShares Total U.S. Stock Market Index Fund |
2,928 |
2.59B |
73.24K |
0.00 |
Long |
Jan 2022 |
| Nationwide Mutual Funds |
Nationwide Multi-Cap Portfolio |
4,222 |
5.69B |
35.93K |
0.00 |
Long |
Jan 2022 |
| VANGUARD QUANTITATIVE FUNDS |
VANGUARD GROWTH AND INCOME FUND VQNPX, VGIAX |
1,575 |
14.23B |
26.62K |
0.00 |
Long |
Dec 2021 |
| Highland Funds I |
Nexpoint Merger Arbitrage Fund HMEAX, HMECX, HMEZX |
340 |
727.05M |
-450.56 |
-0.00 |
Short |
Dec 2021 |
