ETFs Holding AN

MassMutual Small Cap Opportunities Fund Administrative Class

MassMutual Small Cap Opportunities Fund Service Class

Invesco Main Street Small Cap Fund Class A

Invesco Main Street Small Cap Fund CLASS R

Invesco Main Street Small Cap Fund Class R6

First Trust Consumer Discretionary AlphaDEX Fund

Nuveen Mid Cap Value Opportunities Fund Class C

Nuveen Mid Cap Value Opportunities Fund Class R6

S&P MidCap 400 Pure Value Fund Class H

S&P MidCap 400 Pure Value Fund Class A

Nuveen Mid Cap Value Fund Class R6

Nuveen Mid Cap Value Fund Premier Class

LeaderShares AlphaFactor US Core Equity ETF

Invesco S&P Midcap 400 Pure Value ETF

DWS CROCI US Fund Class C

DWS CROCI US Fund Class S

Lyrical US Value Equity Fund Class C

Lyrical US Value Equity Fund Class A

The Gabelli Small Cap Growth Fund Class I

The Gabelli Small Cap Growth Fund

Putnam Ultra Short Duration Income Fund Class C

Putnam Ultra Short Duration Income Fund Class N

Putnam Ultra Short Duration Income Fund Class R6

Putnam Core Bond Fund Class A

Putnam Core Bond Fund Class C

Cambria Tax Aware ETF

Goldman Sachs Large Cap Value Insights Fund Service Shares

Goldman Sachs Large Cap Value Insights Fund Class C

Goldman Sachs Large Cap Value Insights Fund Class R

Goldman Sachs Large Cap Value Insights Fund Class R6

Fidelity Select Automotive Portfolio

Rydex Retailing Fund Class C

Rydex Retailing Fund Class A

Empower Mid Cap Value Fund Invoice Class

Invesco Main Street Mid Cap Fund CLASS C

Invesco Main Street Mid Cap Fund Class R

Invesco Main Street Mid Cap Fund CLASS Y

Acclivity Small Cap Value Fund Class N

First Trust Mid Cap Value AlphaDEX Fund

AQR Large Cap Multi-Style Fund Class N

1290 GAMCO Small/Mid Cap Value Fund Class I

1290 GAMCO Small/Mid Cap Value Fund Class R

Invesco Main Street All Cap Fund Class R6

Invesco Main Street All Cap Fund Class R

Invesco Main Street All Cap Fund Class Y

Horizon Multi-Factor Small/Mid Cap Fund Advisor Class

Horizon Multi-Factor Small/Mid Cap Fund Institutional Class

Bernstein Small Cap Core Portfolio - SCB

Bernstein Small Cap Core Portfolio-Advisor

Victory Short-Term Bond Fund Institutional Class

Victory Short-Term Bond Fund Class Fund Shares

Goldman Sachs US Tax-Managed Equity Fund Class C

Goldman Sachs US Tax-Managed Equity Fund Service Class

Goldman Sachs US Tax-Managed Equity Fund Investor Class

John Hancock Multifactor Small Cap ETF

AQR Large Cap Momentum Style Fund Class I

Hotchkis & Wiley Small Cap Diversified Value Fund Class I

Hotchkis & Wiley Small Cap Diversified Value Fund Class Z

DFA US Sustainability Targeted Value Portfolio

Symmetry Panoramic US Equity Fund Class I Shares

WisdomTree US MidCap Fund

Gabelli Equity Trust

PIMCO RAE US Fund Class A

PIMCO RAE US Fund Class I-2

JPMorgan Diversified Return US Mid Cap Equity ETF

LSV Conservative Value Equity Fund Investor Class

Dimensional US Targeted Value ETF

The Gabelli Asset Fund

The Gabelli Asset Fund

Mid-Cap Value ProFund

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

Fidelity Flex Mid Cap Focused Index Fund

Optimize Strategy Index ETF

John Hancock Variable Insurance Trust Small Opportunities Trust Series Nav

John Hancock Variable Insurance Trust Small Opportunities Trust Series I

LSV Small Cap Value Fund Investor Class

Fuller & Thaler Behavioral Small-Cap Equity Fund Class R6

Fuller & Thaler Behavioral Small-Cap Equity Fund Institutional Class

SA US Small Company Fund

Invesco BuyBack Achievers ETF

Goldman Sachs US Equity Insights Fund Class P Shares

Goldman Sachs US Equity Insights Fund Class R6

Goldman Sachs US Equity Insights Fund Cl R

Goldman Sachs US Equity Insights Fund Class C Shares

AQR Long-Short Equity Fund Class I

DoubleLine Fortune 500 Equal Weight ETF

Bridge Builder Tax Managed Small/Mid Cap Fund

Xtrackers S&P MidCap 400 Scored & Screened ETF

Avantis US Large Cap Value Fund Class Institutional

AQR LSE Fusion Fund Class N

First Trust Multi Cap Value AlphaDEX Fund

Fidelity Value Discovery K6 Fund

SIMT Large Cap Fund Class Y

DFA US Small Cap Portfolio Institutional Class

Strive Mid Cap ETF

Fidelity Series Value Discovery Fund

Fidelity Value Discovery Fund Class A

Fidelity Value Discovery Fund Class M

Fidelity Value Discovery Fund Class Z

Vanguard Target Maturity 2032 Corporate Bond ETF

BNY Mellon Midcap Index Fund, Inc Class I

PGIM Quant Solutions Mid-Cap Value Fund Class C

Principal MidCap S&P 400 Index Fund Class R6

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

PGIM Quant Solutions Mid-Cap Value Fund Class R4

PGIM Quant Solutions Mid-Cap Value Fund Class R6

AQR MS Fusion Fund Class N

PGIM Quant Solutions Mid-Cap Value Fund Class R

PGIM Quant Solutions Mid-Cap Value Fund Class Z

Federated Hermes Mid-Cap Index Fund Class R6

Federated Hermes Mid-Cap Index Fund Service Class

Empower S&P Mid Cap 400 Index Fund Class L

Empower S&P Mid Cap 400 Index Fund Institutional Class

GMO US Opportunistic Value Fund Class I

SIMT Large Cap Value Fund Class I

SIMT Large Cap Value Fund Class F

Vanguard Morningstar Small-Cap Value Index Fund Investor Class

Vanguard Morningstar Small-Cap Value Index Fund Admiral Class

MoA Mid Cap Equity Index Fund

JPMorgan US Value Factor ETF

BNY Mellon US Mid Cap Core Equity ETF

Columbia Mid Cap Index Fund Institutional Class III

Fidelity Blue Chip Value ETF

John Hancock Variable Insurance Trust Mid Index Trust Series Nav

Mid-Cap ProFund

S&P MidCap Index Fund Class K

Northern Funds Mid Cap Index Portfolio

Clearwater Core Equity Fund

iShares ESG Select Screened S&P Mid-Cap ETF

Dimensional US Small Cap ETF

Invesco S&P MidCap 400 QVM Multi-factor ETF

Catholic Responsible Investments Multi Style US Equity Fund Class Investor

Longboard Alternative Growth Fund Class A

Empower Small Cap Value Fund Investor Class

AQR Managed Futures Strategy HV Fund Class I

AQR Managed Futures Strategy HV Fund Class R6

AQR Equity Market Neutral Fund Class I

SEI Institutional Investment Trust - Small/Mid Cap Equity Fund Class A

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

Vanguard S&P Mid-Cap 400 ETF

State Street SPDR Portfolio S&P 400 Mid Cap ETF

BrandywineGLOBAL - Diversified US Large Cap Value Fund Class R

BrandywineGLOBAL - Diversified US Large Cap Value Fund Class C

BrandywineGLOBAL - Diversified US Large Cap Value Fund Class I

MassMutual Diversified Value Fund Class A

MassMutual Diversified Value Fund Class I

MassMutual Diversified Value Fund Class R3

MassMutual Diversified Value Fund Service Class

AQR Alternative Risk Premia Fund Class R6

AQR Alternative Risk Premia Fund Class N

Columbia Multi-Manager Directional Alternative Strategies Fund Institutional Class

Mid-Cap 1.5x Strategy Fund Class A

Mid-Cap 1.5x Strategy Fund Class H

Wilshire Small Company Value Fund Institutional Class

Schwab US Small-Cap ETF

Goldman Sachs Large Cap Growth Insights Fund Institutional Shares

Goldman Sachs Large Cap Growth Insights Fund Class A

Goldman Sachs Large Cap Growth Insights Fund Class R6

Goldman Sachs Large Cap Growth Insights Fund Class P Shares

iShares US Consumer Focused ETF

T Rowe Price Mid-Cap Index Fund Institutional Class

Nuveen Quant Small/Mid Cap Equity Fund Class A

Nuveen Quant Small/Mid Cap Equity Fund Retirement Class

Nuveen Quant Small/Mid Cap Equity Fund Class W

ProFunds UltraMid-Cap ProFund Investor Class

ProShares Ultra MidCap400

Columbia Multi-Manager Small Cap Equity Strategies Fund Intitutional Class

Mercer US Small/Mid Cap Equity Fund Class I

AQR MS Fusion HV Fund Class N

Vanguard Morningstar Small-Cap ETF

Avantis US Large Cap Value ETF

Praxis Small Cap Index Fund Class A

Vanguard Morningstar Small-Cap Index Fund Investor Class

Vanguard Morningstar Small-Cap Index Fund Institutional Plus Class

Sofi Next 500 ETF

Fidelity ZERO Extended Market Index Fund

AQR CVX Fusion Fund Class I

AQR CVX Fusion Fund Class R6

SIMT Tax-Managed Small/Mid Cap Fund Class F

Victory Extended Market Index Fund Class Fund shares

UltraPro MidCap400