ETFs Holding PNM

Comstock Capital Value Fund Class AAA

Comstock Capital Value Fund Class I

NexPoint Event Driven Fund Class A

NexPoint Event Driven Fund Class Z

Abrdn Global Infrastructure Fund Institutional Class

Water Island Event Driven Fund Class R

Water Island Event Driven Fund Class A

The Gabelli Focused Growth and Income Fund Class C

The Gabelli Focused Growth and Income Fund Class AAA

GMO Alternative Allocation Fund Class I

NexPoint Merger Arbitrage Fund Class A

NexPoint Merger Arbitrage Fund Class Z

Gabelli Enterprise Mergers and Acquisitions Fund Class A

Gabelli Enterprise Mergers and Acquisitions Fund Class Y

Multi-Select Securities Puerto Rico Fund Small Cap Core Portfolio I Class A

Gabelli ABC Fund Advisor Share Class

The GDL Fund

Segall Bryant & Hamill Small Cap Value Fund Institutional Class

The Gabelli Global Utility & Income Trust

John Hancock Preferred Income Fund III

Virtus Real Asset Income ETF

AMG River Road Small Cap Value Fund Class N

AMG River Road Dividend All Cap Value Fund Class N

AMG River Road Dividend All Cap Value Fund Class Z

Rydex Utilities Fund Class C

Rydex Utilities Fund Class A

Multi-Hedge Strategies Fund Class A

Multi-Hedge Strategies Fund Class P

Themes Uranium & Nuclear ETF

Proshares Russell 2000 Dividend Growers ETF

Applied Finance Explorer Fund Institutional Shares

Franklin US Small Cap Multifactor Index ETF

Gabelli Utilities Fund Class A

Gabelli Utilities Fund

Franklin Utilities Fund Class A

Franklin Utilities Fund Advisor Class

Franklin Utilities Fund Class R

Spirit of America Utilities Fund Class A

Spirit of America Utilities Fund Class Institutional

Goldman Sachs Clean Energy Income Fund Institutional Class

Goldman Sachs Clean Energy Income Fund Class R6

Goldman Sachs Clean Energy Income Fund Class P

Gabelli Global Small and Mid Cap Value Trust

DWS Small Cap Core Fund Class A

DWS Small Cap Core Fund Class Institutional

Fidelity Small Cap Value Index Fund

Vanguard Russell 2000 Value ETF

Fidelity Series Small Cap Core Fund

Vanguard Utilities Index Fund Admiral Shs

Vanguard Utilities ETF

AAM Transformers ETF

BNY Mellon US Small Cap Core Equity ETF

Strive Small-Cap ETF

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

State Street SPDR S&P 400 Mid Cap Value ETF

Nuveen Small Cap Blend Index Fund Class R6

Nuveen Small Cap Blend Index Fund Retirement Class

T Rowe Price Small-Cap Index Fund

BlackRock Small Cap Index V.I. Fund Class I

Venerable Small Cap Index Fund Class V

Schwab Fundamental US Small Company ETF

State Street SPDR US Large Cap Low Volatility Index ETF

AB All Market Total Return Portfolio Advisor Class

AB All Market Total Return Portfolio Class I

MFG Core Infrastructure Fund Service Class

Fidelity Small Cap Index Fund

Nationwide Small Cap Index Fund Class A

Voya Russell Small Cap Index Portfolio Initial

Voya Russell Small Cap Index Portfolio Advisor Class

Mid-Cap Value ProFund

Northern Small Cap Index Fund

Schwab Small-Cap Index Fund

Vanguard Russell 2000 Index Fund Institutional

Harbor AlphaEdge Small Cap Earners ETF

Mercer US Small/Mid Cap Equity Fund Class Y3

Empower S&P Mid Cap 400 Index Fund Class L

Empower S&P Mid Cap 400 Index Fund Institutional Class

Schwab Fundamental US Small Company Index Fund

MoA Mid Cap Equity Index Fund

Invesco S&P MidCap 400 QVM Multi-factor ETF

Columbia Mid Cap Index Fund Institutional Class III

BNY Mellon Midcap Index Fund, Inc Class I

Federated Hermes Mid-Cap Index Fund Institutional Class

iShares US Infrastructure ETF

John Hancock Variable Insurance Trust Mid Index Trust Series Nav

S&P MidCap Index Fund Class K

Columbia Mid Cap Index Fund Institutional Class

BNY Mellon Midcap Index Fund, Inc Investor Class

Principal MidCap S&P 400 Index Fund Class J

Principal MidCap S&P 400 Index Fund R-3 Class

VALIC Company I Mid Cap Index Fund

State Street SPDR S&P MIDCAP 400 ETF Trust

John Hancock Variable Insurance Trust Small Cap Index Trust Series Nav

John Hancock Variable Insurance Trust Small Cap Index Trust Series I

AQR Small Cap Multi-Style Fund Class I

ProShares Russell 2000 Dynamic Buffer ETF

Vanguard Small Cap Value ETF

Mid-Cap ProFund

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund Institutional

Schwab US Small-Cap ETF

ProFunds Ultra Small-Cap ProFund Investor Class

JPMorgan BetaBuilders US Mid Cap Equity ETF

Fidelity Flex Small Cap Focused Index Fund

Praxis Small Cap Index Fund Class I

Mid-Cap 1.5x Strategy Fund Class C

Mid-Cap 1.5x Strategy Fund Class H

Russell 2000 1.5x Strategy Fund Class H

iShares S&P Mid-Cap 400 Growth ETF

ProShares Ultra MidCap400

ProFunds UltraMid-Cap ProFund Service Class

Direxion Daily Mid Cap Bull 3X ETF

SA US Small Company Fund

Dimensional US Small Cap ETF

Russell 2000 Fund Class A

Victory Extended Market Index Fund Class Fund shares

Blueprint Adaptive Growth Allocation Fund Institutional Class

Vanguard Small Cap Index Fund Institutional

Vanguard Small Cap Index Fund admiral Class

Vanguard Small Cap ETF

BlackRock Advantage Small Cap Core Fund Investor A Class

BlackRock Advantage Small Cap Core Fund Institutional Class

Fidelity ZERO Extended Market Index Fund

Small-Cap ProFund Service Class

Vanguard Extended Market Index Fund Institutional Plus Class

Vanguard Extended Market Index Fund Investor Class

Vanguard Extended Market ETF

Calvert US Large Cap Value Responsible Index Fund Class A

Calvert US Mid Cap Core Responsible Index Class R6

Calvert US Mid Cap Core Responsible Index Class I

Mid-Cap Growth ProFund

SEI Institutional Investments Trust - Extended Market Index Fund Class A

iShares Russell Small/Mid-Cap Index Fund Class K

ProShares UltraPro Russell2000

Lazard Global Dynamic Multi Asset Portfolio Open Shares

Nuveen S&P 500 Dynamic Overwrite Fund

Russell 2000 2x Strategy Fund Class C

PIMCO RAFI Dynamic Multi-Factor US Equity ETF

ProShares Hedge Replication ETF

Morgan Stanley Pathway Small-Mid Cap Equity ETF

Vanguard Dividend Appreciation Index Fund Admiral Shs

Gabelli Equity Trust

State Street SPDR S&P 1500 Value Tilt ETF

DFA US Core Equity 1 Portfolio

Destinations Small-Mid Cap Equity Fund Class I

Fidelity Advisor Hedged Equity Fund

Fidelity Advisor Hedged Equity Fund Class I

Fidelity Advisor Hedged Equity Fund Class Z

John Hancock Variable Insurance Trust Strategic Equity Allocation Trust Series Nav

Principal SmallCap Value Fund II Class R-3

Principal SmallCap Value Fund Institutional Class

Principal SmallCap Value Fund II Class R6

GuideMark Small/Mid Cap Core Fund Class RS

Vanguard Russell 3000 ETF

State Street SPDR S&P 1500 Momentum Tilt ETF

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

Calvert US Large Cap Core Responsible Index Fund Class I

Calvert US Large Cap Core Responsible Index Fund Class R6

DFA US Core Equity 2 Portfolio

Fidelity Series Total Market Index Fund

Fidelity ZERO Total Market Index Fund

Goldman Sachs Absolute Return Tracker Fund Class A

Goldman Sachs Absolute Return Tracker Fund Class I

Goldman Sachs Absolute Return Tracker Fund Class P

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

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

New Covenant Growth Fund

T. Rowe Price Small Cap Stock Fund, Inc Class I

Schwab 1000 Index Fund

State Street Total Return V.I.S. Fund CL1

Nuveen Life Stock Index Fund

T. Rowe Price Small Cap Stock Fund, Inc Class Z

Vanguard Institutional Total Stock Market Index Fund Inst. Plus Shares

Wilshire 5000 Index Fund Investment Class

iShares Total US Stock Market Index Fund Class Investor A

iShares Total US Stock Market Index Fund Class K

Vanguard Total World Stock ETF

Dimensional US Core Equity 2 ETF

Franklin Dynamic Asset Allocation Balanced Fund Class C

Strategic Advisers Fidelity US Total Stock Fund

Franklin Dynamic Asset Allocation Balanced Fund Class R