ETFs Holding M

Invesco S&P Midcap 400 Pure Value ETF

First Trust Consumer Discretionary AlphaDEX Fund

S&P MidCap 400 Pure Value Fund Class C

GMO US Small Cap Value Fund Class VI

Convergence Long/Short Equity ETF

Nomura Growth and Income Fund Institutional Class

Steward Large Cap Value Fund Class A

Direxion Daily Retail Bull 3X ETF

Steward Large Cap Core Fund Institutional Class

Balter Invenomic Fund Institutional Class

Balter Invenomic Fund

Pacer US Small Cap Cash Cows ETF

Cambria Shareholder Yield ETF

Cambria Value and Momentum ETF

Franklin Global Equity Fund Class A

Franklin Global Equity Fund Class C

Franklin Global Equity Fund Class IS

Rydex Retailing Fund Class H

Rydex Retailing Fund Investor Class

Voya MI Dynamic SMID Cap Fund Class R6

Voya MI Dynamic SMID Cap Fund Class C

Voya MI Dynamic SMID Cap Fund Class R

VictoryShares US Small Cap High Dividend Volatility Weighted ETF

Amplify Online Retail ETF

Avantis US Small Cap Value Fund Class G

Victory Mid-Cap Core Growth Fund Class A

Victory Mid-Cap Core Growth Fund Class C

Guidemark Large Cap Core Fund Service Shares

PIMCO RAE US Fund Class A

PIMCO RAE US Fund Class I-2

Columbia Flexible Capital Income Fund Class I3

Columbia Flexible Capital Income Fund Class C

Columbia Flexible Capital Income Fund Class I

Total Market Plus Equity Portfolio Advisor Class

Fidelity Stocks for Inflation ETF

Horizon Multi-Factor Small/Mid Cap Fund Advisor Class

Horizon Multi-Factor Small/Mid Cap Fund Institutional Class

Franklin US Large Cap Equity Fund Class I

Acclivity Small Cap Value Fund Class I

Nationwide Bailard Small Cap Value Fund Class A

Nationwide Bailard Small Cap Value Fund Class M

First Trust Active Factor Small Cap ETF

DFA US Small Cap Value Portfolio

Sterling Capital Behavioral Large Cap Value Equity Fund Inst Class

Sterling Capital Behavioral Large Cap Value Equity Fund Class C

VALIC Company I Systematic Core Fund

GMO US Opportunistic Value Fund Class IV

GMO US Opportunistic Value Fund Class I

GMO US Opportunistic Value Fund Class VI

Vanguard US Quality Factor ETF

Impax US Sustainable Economy Fund Institutional Class

Impax US Sustainable Economy Fund Investor Class

DFA US Sustainability Targeted Value Portfolio

VictoryShares US Small Mid Cap Value Momentum ETF

AQR Style Premia Alternative Fund Class I

AQR Style Premia Alternative Fund Class N

BlackRock Systematic Multi-Strategy Fund Class A

BlackRock Systematic Multi-Strategy Fund Class K

First Trust Active Factor Mid Cap ETF

State Street SPDR S&P 400 Mid Cap Value ETF

AQR Managed Futures Strategy Fund Class N

AQR Managed Futures Strategy HV Fund Class I

AQR Managed Futures Strategy HV Fund Class R6

WisdomTree US MidCap Dividend Fund

Sterling Capital Behavioral Small Cap Value Equity Fund Class A

Sterling Capital Behavioral Small Cap Value Equity Fund Class C

American Century US Quality Value ETF

Gabelli Enterprise Mergers and Acquisitions Fund Class A

Gabelli Enterprise Mergers and Acquisitions Fund Class Y

John Hancock Variable Insurance Trust Small Opportunities Trust Series II

Mid-Cap Value ProFund

WisdomTree US MidCap Fund

VictoryShares Hedged Equity Income ETF

AQR Alternative Risk Premia Fund Class I

Vanguard US Multifactor ETF

Xtrackers S&P MidCap 400 Scored & Screened ETF

AQR Large Cap Multi-Style Fund Class I

AQR Large Cap Multi-Style Fund Class R6

Voya Index Plus MidCap Portfolio Initial

AQR Trend Total Return Fund Class N

AQR Trend Total Return Fund Class I

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

BlackRock Advantage SMID Cap V.I. Fund Class I

Gotham Short Strategies ETF

Virtus AlphaSimplex Global Alternatives Fund Class A

Virtus AlphaSimplex Global Alternatives Fund Class R6

BlackRock Advantage SMID Cap Fund Inc Institutional Class

BlackRock Advantage SMID Cap Fund Inc Class A

BlackRock Advantage SMID Cap Fund Inc Class R

BNY Mellon US Small Cap Core Equity ETF

Destinations Small-Mid Cap Equity Fund Class Z

Vanguard Strategic Small-Cap Equity Fund Investor Shares

Innovator US Small Cap Managed Floor ETF

Federated Hermes Mid-Cap Index Fund Institutional Class

Vanguard US Momentum Factor ETF

Optimum Small-Mid Cap Value Fund Class A

Optimum Small-Mid Cap Value Fund Class I

JPMorgan US Value Factor ETF

Longview Advantage ETF

GuideMark Small/Mid Cap Core Fund Service Class

PGIM Quant Solutions Large-Cap Core Fund Class Z

PGIM Quant Solutions Large-Cap Core Fund Class C

GuideMark Small/Mid Cap Core Fund Class RS

Vanguard Consumer Discretionary ETF

American Beacon Small Cap Value Fund Advisor Class

American Beacon Small Cap Value Fund A Class

American Beacon Small Cap Value Fund C Class

American Beacon Small Cap Value Fund Investor Class

Hotchkis & Wiley Small Cap Diversified Value Fund Class A

AQR CVX Fusion Fund Class I

AQR CVX Fusion Fund Class R6

Schwab US Dividend Equity ETF

BlackRock Advantage Small Cap Core Fund Investor C Class

BlackRock Advantage Small Cap Core Fund Class K

S&P MidCap Index Fund Class K

PGIM Balanced Fund Class Z

PGIM Balanced Fund Class R

PGIM Balanced Fund Class R6

Principal MidCap S&P 400 Index Fund Class R6

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

S&P MidCap Index Fund Investor Class

State Street SPDR Russell 1000 Momentum Focus ETF

Columbia Mid Cap Index Fund Institutional Class III

Fidelity Series Intrinsic Opportunities Fund

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

Northern Funds Mid Cap Index Portfolio

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

SIMT Mid-Cap Fund Class Y

VALIC Company I Mid Cap Index Fund

MoA Mid Cap Equity Index Fund

Fidelity Small-Mid Multifactor ETF

Mid-Cap ProFund

ProShares Ultra MidCap400

Direxion Daily Mid Cap Bull 3X ETF

Fidelity Flex Mid Cap Index Fund

iShares US Consumer Focused ETF

BlackRock Advantage Small Cap Growth Fund Class R

Schwab US Small-Cap ETF

Column Small Cap Fund

BNY Mellon Active MidCap Fund Class C

BNY Mellon Active MidCap Fund Class I

Mercer US Small/Mid Cap Equity Fund Class Y3

Columbia Research Enhanced Mid Cap ETF

Fidelity MSCI Consumer Discretionary Index ETF

Goldman Sachs Innovate Equity ETF

Nuveen ESG Small-Cap ETF

Mid-Cap 1.5x Strategy Fund Class C

T Rowe Price Mid-Cap Index Fund

T Rowe Price Mid-Cap Index Fund Class Z

ProFunds UltraMid-Cap ProFund Service Class

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund Institutional

iShares U.S. Consumer Discretionary ETF

Counterpoint Tactical Equity Fund Class C

iShares ESG Aware MSCI USA Small-Cap ETF

Gabelli Equity Trust

UltraPro MidCap400

iShares Morningstar Small-Cap ETF

Russell Equity Income Fund Class Y

Russell Equity Income Fund Class S

Schwab Fundamental US Large Company Index Fund

Vanguard Market Neutral Fund Insti Shs

Venerable US Large Cap Strategic Equity Fund Class V

Schwab Fundamental US Broad Market ETF

Humankind US Stock ETF

Fidelity ZERO Extended Market Index Fund

Praxis Small Cap Index Fund Class I

Vanguard Extended Market Index Fund Institutional Plus Class

Vanguard Extended Market Index Fund Investor Class

Vanguard Small Cap ETF

Fidelity Extended Market Index Fund

Longboard Alternative Growth Fund Class I

Empower Small Cap Value Fund Institutional Class

Impax Sustainable Allocation Fund Institutional Class

SEI Institutional Investments Trust - Extended Market Index Fund Class A

SIMT Large Cap Value Fund Class F

BlackRock Sustainable Aware Advantage Large Cap Core Fund Class A