ETFs Holding CBT

Undiscovered Managers Behavioral Value Fund Class R6

Undiscovered Managers Behavioral Value Fund Class R2

Undiscovered Managers Behavioral Value Fund Class R3

WisdomTree US SmallCap Quality Dividend Growth Fund

Invesco Dorsey Wright Basic Materials Momentum ETF

Harbor Small Cap Value Fund Investor Class

Harbor Small Cap Value Fund Administrative Class

Harbor SMID Cap Core ETF

Touchstone Small Cap Value Fund Class C

Touchstone Small Cap Value Fund Class Y

VY Columbia Small Cap Value and Inflection Portfolio Advisor Class

VY Columbia Small Cap Value and Inflection Portfolio Portfolio S2

Shelton Sustainable Equity Fund Investor Share Class

Columbia Small Cap Value and Inflection Fund Class R

Columbia Small Cap Value and Inflection Fund Class Institutional 2

Columbia Small Cap Value and Inflection Fund Class I

First Trust SMID Capital Strength ETF

Templeton Global Smaller Companies Fund Class A

Templeton Global Smaller Companies Fund Advisor Class

John Hancock Variable Insurance Trust Small Stock Trust Series II

John Hancock Variable Insurance Trust Small Stock Trust Series I

Hartford Small Company HLS Fund Class IB

VictoryShares US Small Cap High Dividend Volatility Weighted ETF

The Hartford Small Company Fund Class Y

The Hartford Small Company Fund Class A

The Hartford Small Company Fund Class I

The Hartford Small Company Fund Class R6

The Hartford Small Company Fund Class R4

Keeley Gabelli Mid Cap Dividend Fund Class I

Global X US Cash Flow Kings 100 ETF

Sit Small Cap Dividend Growth Fund Class S

Distillate Small/Mid Cash Flow ETF

Eventide Small Cap ETF

MassMutual Small Cap Growth Equity Fund Class Y

MassMutual Small Cap Growth Equity Fund Class R4

MassMutual Small Cap Growth Equity Fund Class R3

MassMutual Small Cap Growth Equity Fund Class I

Invesco S&P Midcap 400 Pure Value ETF

State Street SPDR S&P Kensho New Economies Composite ETF

WisdomTree US SmallCap Dividend Fund

Avantis US Small Cap Value Fund Institutional Class

S&P MidCap 400 Pure Value Fund Class C

John Hancock Variable Insurance Trust Small Company Value Trust Series Nav

John Hancock Variable Insurance Trust Small Company Value Trust Series 2

Pacer US Small Cap Cash Cows ETF

Vanguard Explorer Fund Admiral Shares

Harbor AlphaEdge Small Cap Earners ETF

T. Rowe Price Small Cap Value Fund Investor Class

T. Rowe Price Small Cap Value Fund Z Class

NYLI Fiera SMID Growth Fund Class R6

NYLI Fiera SMID Growth Fund Investor Class

First Trust Small Cap Value AlphaDEX Fund

Hartford Small Cap Growth HLS Fund Class IA

The Hartford Small Cap Growth Fund Class A

The Hartford Small Cap Growth Fund Class F

The Hartford Small Cap Growth Fund Class I

The Hartford Small Cap Growth Fund Class Y

The Hartford Small Cap Growth Fund Class R6

SIMT Small Cap Value Fund Class I

Vanguard Materials ETF

Franklin US Small Cap Equity Fund Class FI

Franklin US Small Cap Equity Fund Class C

Franklin US Small Cap Equity Fund Class I

T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I

iShares Russell 2000 Value ETF

Victory Market Neutral Income Fund Class I

Victory Market Neutral Income Fund Member Class

Timothy Plan US Small Cap Core ETF

Destinations Small-Mid Cap Equity Fund Class Z

BNY Mellon Active MidCap Fund Class C

BNY Mellon Active MidCap Fund Class I

Vanguard Materials Index Fund Admiral Shs

Avantis US Small Cap Equity Fund Class G

Fidelity Small Cap Growth Index Fund

Hartford Multifactor Small Cap ETF

JPMorgan Diversified Return US Small Cap Equity ETF

Gotham 1000 Value ETF

SEI Institutional Investments Trust - Small Cap II Fund Class A

Sterling Capital Behavioral Small Cap Value Equity Fund Institutional Class

Sterling Capital Behavioral Small Cap Value Equity Fund Class R6

Mid-Cap Value ProFund

Avantis US Small Cap Equity ETF

Xtrackers S&P MidCap 400 Scored & Screened ETF

Virtus AlphaSimplex Global Alternatives Fund Class C

Virtus AlphaSimplex Global Alternatives Fund Class I

iShares MSCI USA Small-Cap Quality Factor ETF

State Street SPDR US Small Cap Low Volatility Index ETF

Clearwater Select Equity Fund

First Trust Small Cap Core AlphaDEX Fund

Goldman Sachs Small Cap Growth Insights Fund Class R6

Goldman Sachs Small Cap Growth Insights Fund Cl C

Goldman Sachs Small Cap Growth Insights Fund Class R

Goldman Sachs Small Cap Growth Insights Fund Class P Shares

John Hancock Variable Insurance Trust Small Cap Index Trust Series II

Vanguard US Value Factor ETF

Invesco S&P MidCap 400 Revenue ETF

Federated Hermes Mid-Cap Index Fund Institutional Class

Invesco S&P MidCap 400 QVM Multi-factor ETF

AQR Alternative Risk Premia Fund Class R6

AQR Alternative Risk Premia Fund Class N

SIMT Small Cap Fund Class Y

iShares Morningstar Small-Cap Value ETF

Vanguard Russell 2000 ETF

Fidelity Small Cap Index Fund

John Hancock Variable Insurance Trust Small Opportunities Trust Series II

S&P MidCap Index Fund Class K

S&P MidCap Index Fund Investor Class

Schwab Small-Cap Index Fund

T Rowe Price Small-Cap Index Fund

VALIC Company I Small Cap Index Fund

Voya VACS Index Series SC Portfolio

BlackRock Small Cap Index V.I. Fund Class I

Venerable Small Cap Index Fund Class V

State Street SPDR Portfolio S&P 400 Mid Cap ETF

Columbia Mid Cap Index Fund Institutional Class III

Franklin Small Cap Enhanced ETF

Nationwide Small Cap Index Fund Class A

Voya Russell Small Cap Index Portfolio Initial

Voya Russell Small Cap Index Portfolio Advisor Class

ProShares Russell 2000 High Income ETF

John Hancock Variable Insurance Trust Mid Index Trust Series Nav

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

Northern Funds Mid Cap Index Portfolio

Nationwide Small Cap Index Fund Institutional Service Class

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

MoA Mid Cap Equity Index Fund

Dimensional US Targeted Value ETF

DFA US Small Cap Portfolio Institutional Class

Horizon Multi-Factor Small/Mid Cap Fund Advisor Class

Horizon Multi-Factor Small/Mid Cap Fund Institutional Class

Principal MidCap S&P 400 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

AQR MS Fusion HV Fund Class N

Vanguard US Quality Factor ETF

Dimensional US Small Cap ETF

DFA US Micro Cap Portfolio

Mid-Cap ProFund

Nuveen Small Cap Blend Index Fund Retirement Class

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund Institutional

ProShares Ultra MidCap400

Direxion Daily Mid Cap Bull 3X ETF

Column Small Cap Fund

Strategic Alternatives Fund Institutional Class

Hotchkis & Wiley Small Cap Diversified Value Fund Class I

Hotchkis & Wiley Small Cap Diversified Value Fund Class Z

Mid-Cap 1.5x Strategy Fund Class C

Mid-Cap 1.5x Strategy Fund Class H

Russell 2000 1.5x Strategy Fund Class H

ProFunds Ultra Small-Cap ProFund Service Class

ProFunds UltraMid-Cap ProFund Investor Class

First Trust Multi Cap Value AlphaDEX Fund

iShares ESG Aware MSCI USA Small-Cap ETF

Russell 2000 Fund Class A

Sofi Next 500 ETF

T. Rowe Price Extended Equity Market Index Fund

AQR Style Premia Alternative Fund Class R6

Victory Extended Market Index Fund Class Fund shares

Vanguard Small Cap ETF

Avantis US Large Cap Value Fund Class G

Fidelity Extended Market Index Fund

Gotham Neutral Fund- Institutional Class

Russell Sustainable Equity Fund Class A

Russell Sustainable Equity Fund Class S

Small-Cap ProFund

SEI Institutional Investments Trust - Extended Market Index Fund Class A

Vanguard Extended Market Index Fund Institutional Plus Class

Vanguard Extended Market Index Fund Investor Class

Vanguard Small Cap Index Fund Institutional

Vanguard Small Cap Index Fund admiral Class

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

iShares Russell Small/Mid-Cap Index Fund Institutional Class

PIMCO RAFI Dynamic Multi-Factor US Equity ETF

Dimensional Emerging Markets ex China Core Equity ETF

iShares MSCI World Small-Cap ETF

Morningstar US Equity Fund Institutional Class

Empower Small Cap Value Fund Institutional Class