ETFs Holding AAL

Rydex Transportation Fund Investor Class

Direxion Daily Transportation Bull 3X ETF

The Frontier Economic Fund ETF

S&P MidCap 400 Pure Value Fund Class H

S&P MidCap 400 Pure Value Fund Class A

Hussman Strategic Growth Fund

Vanguard Capital Opportunity Fund

Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Class

Mid-Cap Value ProFund

Sparkline Intangible Value ETF

Invesco S&P MidCap 400 QVM Multi-factor ETF

Vanguard S&P Mid-Cap 400 ETF

Federated Hermes MDT Mid Cap Growth Fund Class A

Federated Hermes MDT Mid Cap Growth Fund Institutional Class

iShares Russell Midcap Growth ETF

Vanguard PRIMECAP Fund Admiral Shares

Vanguard PRIMECAP Core Fund Investor Shs

BNY Mellon Midcap Index Fund, Inc Class I

Federated Hermes Mid-Cap Index Fund Institutional Class

Principal MidCap S&P 400 Index Fund Institutional Class

Principal MidCap S&P 400 Index Fund Class R6

Principal MidCap S&P 400 Index Fund R-5 Class

Convergence Long/Short Equity ETF

Columbia Mid Cap Index Fund Institutional II Class

Columbia Mid Cap Index Fund Institutional Class

S&P MidCap Index Fund Investor Class

Vanguard S&P Mid-Cap 400 Index Fund Institutional Class

SEI Institutional Investments Trust - US Equity Factor Allocation Fund Class A

State Street SPDR Portfolio S&P 400 Mid Cap ETF

Mid-Cap ProFund

Texas Capital Texas Equity Index ETF

John Hancock Variable Insurance Trust Mid Index Trust Series Nav

Empower S&P Mid Cap 400 Index Fund Class L

Empower S&P Mid Cap 400 Index Fund Institutional Class

MoA Mid Cap Equity Index Fund

Vanguard US Multifactor ETF

BNY Mellon US Mid Cap Core Equity ETF

iShares Texas Equity ETF

Nuveen Quant Small/Mid Cap Equity Fund Premier Class

Nuveen Quant Small/Mid Cap Equity Fund Class I

Nuveen Quant Small/Mid Cap Equity Fund Class R6

Schwab Fundamental US Small Company ETF

Vanguard US Value Factor ETF

Schwab Fundamental US Small Company Index Fund

Schwab US Mid Cap ETF

Carillon ClariVest Capital Appreciation Fund Class C

Carillon ClariVest Capital Appreciation Fund Class A

ProFunds UltraMid-Cap ProFund Investor Class

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund Institutional

Mid-Cap 1.5x Strategy Fund Class C

T Rowe Price Mid-Cap Index Fund

T Rowe Price Mid-Cap Index Fund Class Z

Fidelity Select Transportation Portfolio

DFA US Small Cap Portfolio Institutional Class

HCM Sector Plus Fund Class I

HCM Sector Plus Fund Class R

Praxis Small Cap Index Fund Class A

Dimensional US Small Cap ETF

Vanguard Extended Market Index Fund Institutional Plus Class

Vanguard Extended Market Index Fund Investor Class

Fidelity ZERO Extended Market Index Fund

AQR Trend Total Return Fund Class R6

Vanguard Small Cap ETF

Vanguard Industrials ETF

Vanguard Industrials Index Fund Admiral Shares

SEI Institutional Investments Trust - Extended Market Index Fund Class A

Vanguard Small Cap Index Fund Institutional Plus

iShares Russell Small/Mid-Cap Index Fund Class Investor A

iShares Russell Small/Mid-Cap Index Fund Institutional Class

Morningstar Alternatives Fund Institutional Class

AQR Managed Futures Strategy HV Fund Class N

State Street Small/Mid Cap Equity Index Portfolio

AQR Managed Futures Strategy Fund Class I

AQR Managed Futures Strategy Fund Class R6

Calvert US Mid Cap Core Responsible Index Class A

iShares US Consumer Focused ETF

FlexShares Morningstar US Market Factor Tilt Index Fund

Invesco Russell 1000 Equal Weight ETF

Fidelity Advisor Hedged Equity Fund

Fidelity Advisor Hedged Equity Fund Class I

Fidelity Advisor Hedged Equity Fund Class Z

AQR Equity Market Neutral Fund Class N

AQR Equity Market Neutral Fund Class R6

iShares Russell Mid-Cap Index Fund Investor A Class

Fidelity Mid Cap Value Index Fund

State Street SPDR S&P 1500 Value Tilt ETF

Calvert US Large Cap Value Responsible Index Fund Class I

Calvert US Large Cap Value Responsible Index Fund Class R6

Blackstone Alternative Multi-Strategy Fund Class D

Blackstone Alternative Multi-Strategy Fund Class Y

American Conservative Values ETF

Voya VACS Index Series MC Portfolio

BlackRock Advantage SMID Cap Fund Inc Class C

BlackRock Advantage SMID Cap Fund Inc Class K

Voya Russell Mid Cap Index Portfolio Initial

Voya Russell Mid Cap Index Portfolio S2

iShares Core S&P US Value ETF

Morgan Stanley Pathway Small-Mid Cap Equity ETF

GuideMark Small/Mid Cap Core Fund Service Class

BNY Mellon Mid Cap Multi-Strategy Fund Class M Shares

SA US Small Company Fund

State Street SPDR Russell 1000 Momentum Focus ETF

iShares MSCI World Small-Cap ETF

Calvert US Large Cap Core Responsible Index Fund Class A

Calvert US Large Cap Core Responsible Index Fund Class C

Fidelity Large Cap Value Index Fund

BlackRock Advantage SMID Cap V.I. Fund Class III

Russell Multifactor US Equity Fund Class A

Russell Multifactor US Equity Fund Class R6

Russell Multifactor US Equity Fund Class S

John Hancock Multifactor Mid Cap ETF

Fidelity Nasdaq Composite Index ETF

Vanguard Russell 1000 Value ETF

iShares Core S&P Total US Stock Market ETF

Dimensional US Core Equity 1 ETF

Dimensional US Equity Market ETF

BlackRock Tactical Opportunities Fund Investor C Class

Wilshire Large Company Value Portfolio Fund Investment Class

Fidelity NASDAQ Composite Index

Strategic Alternatives Fund Investor Class

Value Equity Index Fund Class Institutional

Voya Russell Mid Cap Growth Index Portfolio Class S2

John Hancock Variable Insurance Trust Strategic Equity Allocation Trust Series Nav

BlackRock Tactical Opportunities Fund Service Class

Vanguard Total Stock Market Index Fund Institutional

Vanguard Total Stock Market Index Fund Institutional Plus Shares

Vanguard Total Stock Market Index Fund Admiral Shares

Wilshire Large Company Value Portfolio Fund Institutional Class

BlackRock Managed Volatility V.I. Fund Class I

BlackRock Tactical Opportunities Fund Class K

Vanguard Russell 1000 ETF

Xtrackers Russell US Multifactor ETF

Schwab 1000 Index ETF

State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF

Dimensional Emerging Markets ex China Core Equity ETF

Morgan Stanley Pathway Large Cap Equity ETF

Burney US Equity Select ETF

Catholic Values Equity Fund Class Y

Dunham Monthly Distribution Fund Class A

DFA US Core Equity 1 Portfolio

Dunham Monthly Distribution Fund Class N

Destinations Small-Mid Cap Equity Fund Class I

Strategic Advisers US Total Stock Fund

Fidelity ZERO Total Market Index Fund

Gateway Equity Call Premium Fund Class C

Gateway Equity Call Premium Fund Class Y

John Hancock Variable Insurance Trust Total Stock Market Index Trust Series II

SEI Institutional Investments Trust - Large Cap Index Fund Class A

CREF Total Global Stock Account Class R2

CREF Total Global Stock Account Class R3

SIMT Large Cap Growth Fund Class F

SIMT Large Cap Growth Fund Class Y

SIMT Large Cap Growth Fund Class I

Schwab Total Stock Market Index Fund

Vanguard Institutional Total Stock Market Index Fund Inst. Plus Shares

Vanguard Russell 3000 Index Fund Institutional

Wilshire 5000 Index Fund Institutional Class

SA US Core Market Fund

BlackRock Diversified Equity Alpha Fund Institutional Class

iShares Total US Stock Market Index Fund Class K

BlackRock Advantage Large Cap Core V.I. Fund Class II

Principal MidCap Value Fund Class R5

Principal MidCap Value Fund I

Principal MidCap Value Fund Class J

Nuveen Life Stock Index Fund

iShares Dow Jones US ETF

Vanguard Russell 1000 Growth ETF

Bridge Builder Small/Mid Cap Growth Fund

Vanguard ESG US Stock ETF

Goldman Sachs Absolute Return Tracker Fund Class R6

Goldman Sachs Absolute Return Tracker Fund Class C

Goldman Sachs Absolute Return Tracker Fund Class R

Goldman Sachs Absolute Return Tracker Fund Investor Class

Knights of Columbus US All Cap Index Fund I Class

Old Westbury Small & Mid Cap Strategies Fund

Principal LargeCap Value Fund III Institutional Class

Principal LargeCap Value Fund III Class R-5

AQR Long-Short Equity Fund Class I

State Farm Growth Fund