ETFs Holding DTM

Vanguard S&P Mid-Cap 400 Value ETF

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

First Trust Mid Cap Core AlphaDEX Fund

iShares Morningstar Small-Cap Growth ETF

DFA US Small Cap Value Portfolio

Mid-Cap Value ProFund

UltraPro MidCap400

Victory Market Neutral Income Fund Class C

Victory Market Neutral Income Fund Class A

SIMT Tax-Managed Small/Mid Cap Fund Class F

Fidelity Momentum Factor ETF

JPMorgan US Momentum Factor ETF

Longboard Alternative Growth Fund Class I

Vanguard US Momentum Factor ETF

DFA US Small Cap Portfolio Institutional Class

Victory Extended Market Index Fund Class Fund shares

Vanguard Small Cap Index Fund Institutional Plus

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

iShares Russell Small/Mid-Cap Index Fund Institutional Class

Vanguard Small Cap ETF

Fidelity Extended Market Index Fund

Fidelity ZERO Extended Market Index Fund

Goldman Sachs Large Cap Core Fund A Shares

Goldman Sachs Large Cap Core Fund Institutional Shares

Goldman Sachs Large Cap Core Fund Service Shares

Goldman Sachs Large Cap Core Fund Class R6

SEI Institutional Investments Trust - Extended Market Index Fund Class A

iShares Core High Dividend ETF

Federated Hermes MDT Large Cap Value ETF

State Street SPDR Russell 1000 Yield Focus ETF

Vanguard Extended Market Index Fund Institutional Plus Class

Vanguard Extended Market Index Fund Investor Class

T. Rowe Price Extended Equity Market Index Fund

Brookstone Dividend Stock ETF

Fidelity Mid Cap Value Index Fund

First Trust Nasdaq BuyWrite Income ETF

US Vector Equity Portfolio

Neuberger Berman Core Equity ETF

AQR Large Cap Momentum Style Fund Class N

BNY Mellon Mid Cap Multi-Strategy Fund Class M Shares

VALIC Company I Systematic Value Fund

Embark Small Cap Equity Fund Retirement Class

Voya Russell Mid Cap Index Portfolio Initial

Voya Russell Mid Cap Index Portfolio S2

Voya VACS Index Series MC Portfolio

SA US Small Company Fund

Fidelity Enhanced US All-Cap Equity ETF

Fidelity Mid Cap Index Fund

GuideMark Small/Mid Cap Core Fund Service Class

GuideMark Small/Mid Cap Core Fund Class RS

iShares Russell Mid-Cap Index Fund Investor A Class

PIMCO Dividend and Income Fund Class C

PIMCO Dividend and Income Fund Class I-2

Vanguard Strategic Equity Fund Investor Class

Dimensional US Marketwide Value ETF

Inspire 500 ETF

Capital Income Builder Fund (US) Other Class

Capital Income Builder Fund (US) Class C

Capital Income Builder Fund (US) 529-A Shares

Capital Income Builder Fund (US) Class 529-E Shares

Capital Income Builder Fund (US) Class 529-F-2

Capital Income Builder Fund (US) Retirement Class

Capital Income Builder Fund (US) Retirement Class

Capital Income Builder Fund (US) Retirement Class

Capital Income Builder Fund (US) Retirement Class

Vanguard Dividend Appreciation ETF

Gateway Equity Call Premium Fund Class A

Gateway Equity Call Premium Fund Class N

Vanguard Dividend Appreciation Index Fund Admiral Shs

Vanguard High Dividend Yield ETF

PIMCO RAFI Dynamic Multi-Factor US Equity ETF

Dimensional US Core Equity 2 ETF

HC Capital Trust - The Growth Equity Portfolio

Vanguard High Dividend Yield Index Fund Admiral Class

BlackRock Systematic Multi-Strategy Fund Institutional Class

BlackRock Systematic Multi-Strategy Fund- Class Investor C

BlackRock Advantage SMID Cap Fund Inc Institutional Class

BlackRock Advantage SMID Cap Fund Inc Class A

BlackRock Advantage SMID Cap Fund Inc Class R

Vanguard Russell 1000 Value ETF

Dimensional US Vector Equity ETF

Avantis US Equity Fund Institutional Class

SMALLCAP World Fund Class 529-E

SMALLCAP World Fund Class 529-F1

Destinations Real Assets Fund - Class Z

Fidelity Advisor Hedged Equity Fund

Fidelity Advisor Hedged Equity Fund Class I

Fidelity Advisor Hedged Equity Fund Class Z

SMALLCAP World Fund Class 529-F-2

SMALLCAP World Fund Class R6

SMALLCAP World Fund Inc Class R-1 Shares

SMALLCAP World Fund Inc Class R-2 Shares

SMALLCAP World Fund Inc Class R-4 Shares

SMALLCAP World Fund Class F1

SMALLCAP World Fund Class F3

SIMT Multi-Asset Inflation Managed Fund Class Y

SMALLCAP World Fund Class A

Goldman Sachs MarketBeta Russell 1000 Value Equity ETF

State Street SPDR Russell 1000 Momentum Focus ETF

Dimensional US Core Equity 1 ETF

DFA US Core Equity 1 Portfolio

Fidelity Large Cap Value Index Fund

Principal Diversified Real Asset Fund Institutional Class

Principal Diversified Real Asset Fund Class A

Russell Tax-Managed US Large Cap Fund Class A

Russell Tax-Managed US Large Cap Fund Class M

AB US Equity ETF

BlackRock Multi-Asset Income Portfolio Institutional Class

Avantis US Equity ETF

iShares Core S&P US Growth ETF

STRIVE 1000 VALUE ETF

Strategic Alternatives Fund Institutional Class

Value Equity Index Fund Class Investor

John Hancock Variable Insurance Trust Strategic Equity Allocation Trust Series Nav

JPMorgan Diversified Fund Class C

JPMorgan Diversified Fund Class R6

Russell Multi-Asset Strategy Fund Class C

Russell Multi-Asset Strategy Fund Class M

Russell Multi-Asset Strategy Fund Class Y

FlexShares Morningstar US Market Factor Tilt Index Fund

Goldman Sachs MarketBeta US 1000 Equity ETF

iShares Russell 3000 ETF

Invesco RAFI US 1000 ETF

Vanguard Russell 3000 ETF

iShares Core S&P Total US Stock Market ETF

State Street SPDR S&P 1500 Momentum Tilt ETF

Schwab 1000 Index ETF

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

Dimensional US Equity Market ETF

Burney US Equity Select ETF

E TRADE No Fee Total Market Index Fund

Meeder Quantex Fund Retail Class

Fidelity Total Market Index Fund

Fidelity ZERO Total Market Index Fund

Goldman Sachs US Equity Dividend and Premium Fund Class P

Goldman Sachs US Equity Dividend and Premium Fund Insti Class

Goldman Sachs US Equity Dividend and Premium Fund Investor Class

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

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

SEI Institutional Investments Trust - Large Cap Index Fund Class A

Meeder Quantex Fund Adviser Class

Russell Multifactor US Equity Fund Class A

Russell Multifactor US Equity Fund Class R6

Russell Multifactor US Equity Fund Class S

SIMT Large Cap Index Fund Class F

Schwab Total Stock Market Index Fund

Vanguard Institutional Total Stock Market Index Fund Institutional Shs

Vanguard Total Stock Market Index Fund Institutional

Vanguard Russell 3000 Index Fund Institutional

Vanguard Total Stock Market Index Fund Institutional Select Shares

Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares

Vanguard Total Stock Market Index Fund Investor Class

Wilshire 5000 Index Fund Institutional Class

SA US Core Market Fund

iShares Total US Stock Market Index Fund Institutional Class

iShares Core S&P US Value ETF

Vanguard Total World Stock ETF

Strive 1000 Growth ETF

iShares Core Dividend ETF

Destinations Small-Mid Cap Equity Fund Class I

Fidelity Advisor Strategic Dividend & Income Fund Class C

Fidelity Advisor Strategic Dividend & Income Fund Class Z

Fidelity Advisor Strategic Dividend & Income Fund Class I

Goldman Sachs Absolute Return Tracker Fund Class R6

Goldman Sachs Absolute Return Tracker Fund Class C

Goldman Sachs Absolute Return Tracker Fund Class R

Goldman Sachs Absolute Return Tracker Fund Investor Class

New Covenant Growth Fund

Principal MidCap Value Fund Class R6

Principal LargeCap Value Fund III Class J

Principal MidCap Value Fund Class R3

Principal LargeCap Value Fund III Class R-5

Principal MidCap Value Fund Institutional Class

State Street Total Return V.I.S. Fund CL 3

Thrivent Aggressive Allocation Fund Class A

Thrivent Moderately Aggressive Allocation Fund Class S

Vanguard Balanced Index Fund Institutional Plus

Vanguard Tax-Managed Balanced Fund Admiral Class

Vanguard Total World Stock Index Fund Admiral Class

Nuveen Multi-Asset Income Fund

BlackRock Dynamic High Income Portfolio Investor C Class

BlackRock Dynamic High Income Portfolio Class K

Blackstone Alternative Multi-Strategy Fund Class I

Fidelity Enhanced Large Cap Value ETF

Bridge Builder Small/Mid Cap Value Fund

Thrivent Moderately Conservative Allocation Fund Class S