ETFs Holding TALO

Federated Hermes MDT Small Cap Value Fund Class R

Cambria Micro and SmallCap Shareholder Yield ETF

Victory Integrity Small-Cap Value Fund Class C

Victory Integrity Small-Cap Value Fund Class R6

Victory Integrity Small-Cap Value Fund Class Y

Franklin US Small Cap Equity Fund Class A

Franklin US Small Cap Equity Fund Class IS

Cambria Value and Momentum ETF

ALPS/CoreCommodity Natural Resources ETF

Columbia Small Cap Value Discovery Fund Class S

Columbia Small Cap Value Discovery Fund Class A

Columbia Small Cap Value Discovery Fund Class Inst3

Columbia Small Cap Value Discovery Fund Class Inst2

American Century Small Company Fund Class R

American Century Small Company Fund Class C

American Century Small Company Fund Investor Class

Sterling Capital Behavioral Small Cap Value Equity Fund Institutional Class

Sterling Capital Behavioral Small Cap Value Equity Fund Class R6

Distillate Small/Mid Cash Flow ETF

Federated Hermes MDT Small Cap Core Fund Class C

Federated Hermes MDT Small Cap Core Fund Class R6

North Square Small Cap Value Fund Investor Class

Burney US Equity Select ETF

Burney US Factor Rotation ETF

Northeast Investors Trust

Royce Quant Small Cap Quality Value ETF

Hotchkis & Wiley Small Cap Diversified Value Fund Class I

Hotchkis & Wiley Small Cap Diversified Value Fund Class Z

S&P SmallCap 600 Pure Value Fund Class A

OneAscent Enhanced Small and Mid Cap 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

First Trust Active Factor Small Cap ETF

Pacer US Small Cap Cash Cows ETF

Avantis US Small Cap Value ETF

Vanguard S&P Small Cap 600 Value Index Fund Institutional

VictoryShares US Small Mid Cap Value Momentum ETF

Avantis US Small Cap Value Fund Class G

Goldman Sachs Small Cap Value Fund Class R

Goldman Sachs Small Cap Value Fund Class C Shares

Goldman Sachs Small Cap Value Fund Service Shares

Goldman Sachs Small Cap Value Fund Institutional Shares

First Trust Small Cap Core AlphaDEX Fund

NYLI MacKay High Yield Corporate Bond Fund Simple Class

NYLI MacKay High Yield Corporate Bond Fund Class R2

NYLI MacKay High Yield Corporate Bond Fund Class R3

NYLI MacKay High Yield Corporate Bond Fund Class A

Principal SmallCap Value Fund II Class R-3

Principal SmallCap Value Fund Institutional Class

Principal SmallCap Value Fund II Class R6

SIMT Small Cap Growth Fund Class Y

SIMT Small Cap Growth Fund Class F

Vanguard S&P Small Cap 600 Value ETF

Invesco Senior Floating Rate Fund Class A

Invesco Senior Floating Rate Fund Class C

Invesco Senior Floating Rate Fund Class R6

Dimensional US Small Cap Value ETF

Counterpoint Tactical Equity Fund Class A

Counterpoint Tactical Equity Fund Class I

Small-Cap Value ProFund

Venerable US Small Cap Fund Class V

Invesco RAFI US 1500 Small-Mid ETF

DFA US Small Cap Value Portfolio

John Hancock Variable Insurance Trust Small Opportunities Trust Series Nav

John Hancock Variable Insurance Trust Small Opportunities Trust Series I

PGIM Quant Solutions Small-Cap Value Fund Class R4

PGIM Quant Solutions Small-Cap Value Fund Class C

PGIM Quant Solutions Small-Cap Value Fund Class R

Catholic Responsible Investments Small-Mid Cap Equity Fund Institutional Class

Empower S&P Small Cap 600 Index Fund Investor Class

Schwab Fundamental US Small Company Index Fund

SIMT Small Cap Fund Class Y

Dimensional US Targeted Value ETF

Avantis US Small Cap Equity Fund Institutional Class

BNY Mellon Smallcap Stock Index Fund Investor Class

Vanguard Energy Index Fund Admiral Shares

Wilshire Small Company Value Fund Institutional Class

iShares Russell 2000 Value ETF

Vanguard Russell 2000 Value ETF

Horizon Multi-Factor Small/Mid Cap Fund Advisor Class

Horizon Multi-Factor Small/Mid Cap Fund Institutional Class

S&P SmallCap Index Fund Class K

Vanguard US Momentum Factor ETF

Vanguard Tax Managed Small Cap Fund Admiral Cl

Dimensional US Micro Cap Portfolio ETF

Columbia Small Cap Index Fund Institutional Class III

Empower Small Cap Value Fund Investor Class

Columbia Small Cap Index Fund class A

Nuveen Quant Small Cap Equity Fund Class A

Nuveen Small Cap Blend Index Fund Class R6

Nuveen Small Cap Blend Index Fund Class I

Nuveen Quant Small Cap Equity Fund Class I

Nuveen Quant Small Cap Equity Fund Premier Class

Goldman Sachs ActiveBeta US Small Cap Equity ETF

Invesco S&P SmallCap 600 Revenue ETF

Vanguard S&P Small-Cap 600 ETF

Principal SmallCap S&P 600 Index Fund Class R6

Principal SmallCap S&P 600 Index Fund Class J

Principal SmallCap S&P 600 Index Fund Class R-5

First Trust Multi Cap Value AlphaDEX Fund

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

DFA US Targeted Value Portfolio

T Rowe Price Small-Cap Index Fund

Voya VACS Index Series SC Portfolio

BlackRock Small Cap Index V.I. Fund Class III

JPMorgan BetaBuilders US Small Cap Equity ETF

Global X Russell 2000 ETF

First Eagle Small Cap Opportunity Fund Class A

First Eagle Small Cap Opportunity Fund Class R6

Virtus Newfleet High Yield Fund C

Virtus Newfleet High Yield Fund I

First Eagle Small Cap Opportunity Fund Class C

Vanguard Russell 2000 ETF

Avantis Inflation Focused Equity ETF

Dimensional US Small Cap ETF

DFA US Small Cap Portfolio Institutional Class

Nationwide Small Cap Index Fund Class R6

Nationwide Small Cap Index Fund Class R

Voya Russell Small Cap Index Portfolio Class S2

Voya Russell Small Cap Index Portfolio Class S

John Hancock Variable Insurance Trust Small Cap Index Trust Series Nav

John Hancock Variable Insurance Trust Small Cap Index Trust Series I

Nationwide Small Cap Index Fund Institutional Service Class

ProShares Russell 2000 Dynamic Buffer ETF

VALIC Company I Small Cap Index Fund

SA US Small Company Fund

iShares MSCI Global Energy Producers ETF

iShares Morningstar Small-Cap Value ETF

Invesco Floating Rate ESG Fund Class A

Invesco Floating Rate ESG Fund Class C

Invesco Floating Rate ESG Fund Class R

Column Small Cap Fund

T. Rowe Price Extended Equity Market Index Fund

Russell 2000 1.5x Strategy Fund Class C

ProFunds Ultra Small-Cap ProFund Investor Class

GuideMark Small/Mid Cap Core Fund Class RS

Dimensional US Vector Equity ETF

iShares Texas Equity ETF

Russell 2000 Fund Class H

Russell 2000 Fund Class C

State Street Small/Mid Cap Equity Index Portfolio

iShares Russell Small/Mid-Cap Index Fund Class K

ProShares UltraPro Russell2000

Vanguard Extended Market ETF

iShares MSCI World Small-Cap ETF

Franklin Floating Rate Daily Access Fund Class C

Franklin Floating Rate Daily Access Fund Class R6

Fidelity ZERO Extended Market Index Fund

NYLI MacKay Short Duration High Income Fund Investor Class

NYLI MacKay Short Duration High Income Fund Class A

Russell 2000 2x Strategy Fund Class H

Russell 2000 2x Strategy Fund Class A

Small-Cap ProFund Service Class

FlexShares Morningstar US Market Factor Tilt Index Fund

Vanguard Extended Market Index Fund Institutional Plus Class

Vanguard Extended Market Index Fund Investor Class

Nuveen Multi-Asset Income Fund

Avantis US Equity ETF

Fidelity Enhanced Small Cap Core ETF

State Street SPDR S&P 1500 Value Tilt ETF

Dimensional US Core Equity 2 ETF

Morgan Stanley Pathway Small-Mid Cap Equity ETF

Avantis US Equity Fund Institutional Class

DFA US Core Equity 1 Portfolio

US Vector Equity Portfolio

PGIM Balanced Fund Class C

PGIM Balanced Fund Class R6

Clearwater Select Equity Fund

SIMT Multi-Asset Inflation Managed Fund Class F

Vanguard Russell 3000 ETF

iShares Core S&P Total US Stock Market ETF

Schwab US Broad Market ETF

Dimensional US Core Equity Market ETF

Thrivent Global Stock Fund Class A

Destinations Small-Mid Cap Equity Fund Class Z

E TRADE No Fee Total Market Index Fund

Strategic Advisers Fidelity US Total Stock Fund