ETFs Holding AAP

Royce Small-Cap Total Return Fund Service Class

1290 GAMCO Small/Mid Cap Value Fund Class I

1290 GAMCO Small/Mid Cap Value Fund Class R

CRM Small Cap Value Fund Investor Class

Fuller & Thaler Behavioral Mid-Cap Value Fund Class A

Fuller & Thaler Behavioral Mid-Cap Value Fund Investor Class

Fuller & Thaler Behavioral Mid-Cap Value Fund Class R6

CresAlta Small and Mid-Cap ETF

CRM Small/Mid Cap Value Fund Investor Class

FullerThaler Behavioral Small-Mid Core Equity Fund Class R6

FullerThaler Behavioral Small-Mid Core Equity Fund Class C

John Hancock Variable Insurance Trust Mid Value Trust Series Nav

John Hancock Variable Insurance Trust Mid Value Trust Series I

FPA Queens Road Small Cap Value Fund Class Institutional

Vanguard Selected Value Fund Investor Class

T. Rowe Price Mid-Cap Value Fund-Advisor Class

T. Rowe Price Mid-Cap Value Fund Class I

Invesco S&P SmallCap Consumer Discretionary ETF

Keeley Small Cap Fund Class A

Keeley Small Cap Fund Class I

North Square Small Cap Value Fund Class I

Virtus NFJ Small-Cap Value Fund Class R6

Virtus NFJ Small-Cap Value Fund Class C

First Trust Small Cap BuyWrite Income ETF

Undiscovered Managers Behavioral Value Fund Class A

Undiscovered Managers Behavioral Value Fund Class R6

Undiscovered Managers Behavioral Value Fund Class R2

Undiscovered Managers Behavioral Value Fund Class R3

Federated Hermes MDT Large Cap Value ETF

NYLI WMC Small Companies Fund Investor Class

NYLI WMC Small Companies Fund Class I

Federated Hermes MDT All Cap Core Fund Class A

Federated Hermes MDT All Cap Core Fund Institutional Class

iMGP Small Company Fund Institutional Class

Federated Hermes MDT Large Cap Core ETF

Federated Hermes MDT Market Neutral Fund Class IS

Royce Small-Cap Opportunity Fund Institutional Class

Royce Small-Cap Opportunity Fund Service Class

Segall Bryant & Hamill Small Cap Value Fund Institutional Class

Invesco S&P SmallCap Value with Momentum ETF

Columbia Small Cap Value Discovery Fund Class Inst

Columbia Small Cap Value Discovery Fund Class C

Columbia Small Cap Value Discovery Fund Class R

Cultivar ETF

WPG Partners Small Cap Value Diversified Fund Institutional Class

Federated Hermes MDT Balanced Fund Class C

Federated Hermes MDT Balanced Fund Class R6

Rydex Retailing Fund Class C

Rydex Retailing Fund Class A

S&P SmallCap 600 Pure Value Fund Class H

S&P SmallCap 600 Pure Value Fund Class C

Federated Hermes MDT Small Cap Value Fund Class A

Federated Hermes MDT Small Cap Value Fund Institutional Class

Federated Hermes MDT Small Cap Value Fund Class R6

CRM Long/Short Opportunities Fund Institutional Class

Royce Small-Cap Trust Inc

Tweedy, Browne Insider + Value ETF

Federated Hermes MDT Small Cap Core ETF

Federated Hermes MDT Small Cap Core Fund Class C

Federated Hermes MDT Small Cap Core Fund Class R6

Vanguard S&P Small Cap 600 Value ETF

Avantis US Small Cap Value Fund Institutional Class

PIMCO RAE US Fund Class A

PIMCO RAE US Fund Class I-2

Russell Tax-Managed US Mid & Small Cap Fund Class A

Russell Tax-Managed US Mid & Small Cap Fund Class S

The Gabelli Value 25 Fund Inc

The Gabelli Value 25 Fund Inc Class I

Dunham Small Cap Value Fund Class A

Dunham Small Cap Value Fund Class N

Goldman Sachs Small Cap Value Fund Investor Class

Goldman Sachs Small Cap Value Fund A Shares

Goldman Sachs Small Cap Value Fund Class R6

Goldman Sachs Small Cap Value Fund Class P Shares

State Street SPDR S&P SmallCap 600 ESG ETF

Small-Cap Value ProFund

Avantis US Small Cap Equity Fund Institutional Class

Venerable US Small Cap Fund Class V

Fidelity Series Intrinsic Opportunities Fund

Invesco S&P SmallCap 600 QVM Multi-factor ETF

John Hancock Variable Insurance Trust Small Company Value Trust Series I

T. Rowe Price Small Cap Value Fund Advisor Class

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

iShares Russell 2000 Value ETF

Vanguard Russell 2000 Value Index Fund Insti Cl

BNY Mellon Smallcap Stock Index Fund Investor Class

Empower S&P Small Cap 600 Index Fund Investor Class

Nuveen ESG Small-Cap ETF

S&P SmallCap Index Fund Class K

Vanguard S&P Small-Cap 600 ETF

Intech S&P Small-Mid Cap Diversified Alpha ETF

Columbia Small Cap Index Fund Institutional II Class

Columbia Small Cap Index Fund Institutional Class

State Street SPDR Portfolio S&P 600 Small Cap ETF

Catholic Responsible Investments Small-Mid Cap Equity Fund Institutional Class

iShares Core S&P Small-Cap ETF

Gotham Absolute Return Fund Institutional Class

Nationwide Bailard Small Cap Value Fund Class R6

Nationwide Bailard Small Cap Value Fund Institutional Service Class

Principal SmallCap S&P 600 Index Fund Institutional Class

Principal SmallCap S&P 600 Index Fund Class R-3

Vanguard Tax Managed Small Cap Fund Admiral Cl

Vericimetry US Small Cap Value Fund

BNY Mellon US Small Cap Core Equity ETF

Wilshire Small Company Value Fund Investment Class

The Gabelli Small Cap Growth Fund

Gabelli Global Rising Income and Dividend Fund Class A

Gabelli Global Rising Income and Dividend Fund Class I

The Gabelli Small Cap Growth Fund

John Hancock Multifactor Small Cap ETF

Strive Small-Cap ETF

Fidelity Low-Priced Stock K6 Fund Class K6

Fidelity MSCI Consumer Discretionary Index ETF

Vanguard Consumer Discretionary ETF

AQR Small Cap Momentum Style Fund Class I

Fidelity Low-Priced Stock Fund Class M

Fidelity Low-Priced Stock Fund Class C

Fidelity Low-Priced Stock Fund

Praxis Small Cap Index Fund Class A

AQR Small Cap Momentum Style Fund Class R6

Vanguard Russell 2000 ETF

DFA US Micro Cap Portfolio

Fidelity Enhanced Small Cap Value ETF

Fidelity Small Cap Index Fund

T Rowe Price Small-Cap Index Fund Institutional Class

T Rowe Price Small-Cap Index Fund Class Z

Voya VACS Index Series SC Portfolio

BlackRock Small Cap Index V.I. Fund Class III

iShares Morningstar Small-Cap Value ETF

Counterpoint Tactical Equity Fund Class C

DFA US Small Cap Value Portfolio

VALIC Company I Small Cap Index Fund

WisdomTree US SmallCap Fund

Nationwide Small Cap Index Fund Class A

ProShares Russell 2000 High Income ETF

Schwab Small-Cap Index Fund

Acclivity Small Cap Value Fund Class I

Voya Russell Small Cap Index Portfolio Initial

Voya Russell Small Cap Index Portfolio Advisor Class

Vanguard Morningstar Small-Cap Value Index Fund Investor Class

Vanguard Morningstar Small-Cap Value Index Fund Institutional Class

Dimensional US Small Cap ETF

American Beacon Small Cap Value Fund R6 Class

American Beacon Small Cap Value Fund Y Class

American Beacon Small Cap Value Fund Institutional Class

DFA US Small Cap Portfolio Institutional Class

Russell 2000 1.5x Strategy Fund Class A

Russell 2000 1.5x Strategy Fund Class H

ProFunds Ultra Small-Cap ProFund Service Class

Russell 2000 Fund Class H

Russell 2000 Fund Class C

First Trust Multi Cap Value AlphaDEX Fund

ProShares Ultra Russell2000

Russell US Small Cap Equity Fund Class Y

Russell US Small Cap Equity Fund Class A

Russell US Small Cap Equity Fund Class S

Russell US Small Cap Equity Fund Class M

Gabelli Global Small and Mid Cap Value Trust

JPMorgan Small & Mid Cap Enhanced Equity ETF

Vanguard Extended Market ETF

Dimensional Emerging Markets ex China Core Equity ETF

Fidelity ZERO Extended Market Index Fund

Small-Cap ProFund

SEI Institutional Investments Trust - Extended Market Index Fund Class A

Victory Extended Market Index Fund Class Fund shares

Vanguard Morningstar Small-Cap Index Fund Institutional Plus Class

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

iShares Russell Small/Mid-Cap Index Fund Institutional Class

Schwab Fundamental US Broad Market ETF

Dimensional US Vector Equity ETF

iShares MSCI World Small-Cap ETF

BlackRock Advantage Small Cap Core Fund Investor C Class

BlackRock Advantage Small Cap Core Fund Class K

Columbia Global Opportunities Fund Class A

John Hancock Variable Insurance Trust Small Opportunities Trust Series II

Clearwater Select Equity Fund

Russell 2000 2x Strategy Fund Class C

Thrivent Aggressive Allocation Fund Class A

Vanguard Extended Market Index Fund Institutional Plus Class

Vanguard Extended Market Index Fund Investor Class

Calamos Long/Short Equity & Dynamic Income Trust