ETFs Holding NATL

Keeley Gabelli Small Cap Dividend Fund Class A

AltShares Merger Arbitrage ETF

Lone Peak Value Fund Institutional Class

Nuveen Small Cap Value Opportunities Fund Class A

Nuveen Small Cap Value Opportunities Fund Class C

NYLI Merger Arbitrage ETF

Glenmede Small Capitalization Equity Portfolio Institutional Shares

MFS New Discovery Value Fund Class B

MFS New Discovery Value Fund Class R1

MFS New Discovery Value Fund Class R4

MFS New Discovery Value Fund Class A

Templeton Global Smaller Companies Fund Class R6

Templeton Global Smaller Companies Fund Class C

Keeley Gabelli SMID Cap Value Fund Class A

Penn Capital Special Situations Small Cap Equity Fund Institutional Class

Victory Sycamore Small Company Opportunity Fund Class A

Victory Sycamore Small Company Opportunity Fund Class R6

Yorktown Small Cap Fund Class A

Yorktown Small Cap Fund Institutional Share Class

Inspire Fidelis Multi Factor ETF

Applied Finance Explorer Fund Investor Shares

Undiscovered Managers Behavioral Value Fund Class C

Undiscovered Managers Behavioral Value Fund Class L

Undiscovered Managers Behavioral Value Fund Class I

Undiscovered Managers Behavioral Value Fund Class R4

Undiscovered Managers Behavioral Value Fund Class R5

LKCM Small Cap Equity Fund Institutional Class

Royce Small-Cap Opportunity Fund Class R

Royce Small-Cap Opportunity Fund Consultant Class

Royce Small-Cap Opportunity Fund Investment Class

FPA Crescent Fund Supra Institutional 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

Boston Partners Small Cap Value Fund II Institutional Class

Fidelity Value Fund

Fidelity Advisor Value Fund Class A

Fidelity Advisor Value Fund Class M

Fidelity Advisor Value Fund Class Z

Goldman Sachs Small Cap Growth Insights Fund Cl A

Goldman Sachs Small Cap Growth Insights Fund Inst Cl

Goldman Sachs Small Cap Growth Insights Fund Investor Class

Eventide Small Cap ETF

Goldman Sachs Small Cap Equity Insights Fund Class A Shares

Goldman Sachs Small Cap Equity Insights Fund Class C Shares

Goldman Sachs Small Cap Equity Insights Fund Class R6

Goldman Sachs Small Cap Equity Insights Fund Class R

Nuveen Life Small Cap Equity Fund

Avantis US Small Cap Equity Fund Class G

Bridge Builder Tax Managed Small/Mid Cap Fund

Invesco S&P SmallCap 600 Revenue ETF

Vanguard S&P Small Cap 600 Growth ETF

Small-Cap Growth ProFund

S&P SmallCap Index Fund Investor Class

DFA - US Small Cap Growth Portfolio

Fidelity Small Cap Growth Index Fund

Empower S&P Small Cap 600 Index Fund Investor Class

Vanguard Russell 2000 Growth Index Fund Insti Cl

Vanguard Tax Managed Small Cap Fund Admiral Cl

MoA Small Cap Equity Index Fund

State Street SPDR Portfolio S&P 600 Small Cap ETF

Columbia Small Cap Index Fund Institutional Class III

Columbia Small Cap Index Fund class A

Schwab Fundamental US Small Company Index Fund

Nuveen Quant Small Cap Equity Fund Class R6

Nuveen Quant Small Cap Equity Fund Class I

Nuveen Quant Small Cap Equity Fund Premier Class

Timothy Plan US Small Cap Core ETF

Catholic Responsible Investments Small-Mid Cap Equity Fund Institutional Class

Columbia Research Enhanced Small Cap ETF

Schwab Fundamental US Small Company ETF

BNY Mellon Smallcap Stock Index Fund Investor Class

Optimum Small-Mid Cap Value Fund Class C

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

Fidelity Flex Small Cap Focused Index Fund

Fidelity Enhanced Small Cap Core ETF

State Street SPDR S&P 600 Small Cap Value ETF

Vanguard S&P Small Cap 600 Value ETF

Innovator US Small Cap Managed 10 Buffer ETF

iShares Morningstar Small-Cap Value ETF

Small-Cap Value ProFund

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

iShares Russell 2000 ETF

Voya Russell Small Cap Index Portfolio Initial

Voya Russell Small Cap Index Portfolio Advisor Class

AQR Small Cap Multi-Style Fund Class R6

AQR Small Cap Multi-Style Fund Class N

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

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

Nuveen Small Cap Blend Index Fund Retirement Class

JPMorgan Small & Mid Cap Enhanced Equity ETF

American Beacon Small Cap Value Fund Advisor Class

American Beacon Small Cap Value Fund A Class

AQR Small Cap Momentum Style Fund Class N

American Beacon Small Cap Value Fund C Class

American Beacon Small Cap Value Fund Investor Class

Fidelity Flex Small Cap Index Fund

Fidelity Small Cap Index Fund

Nationwide Small Cap Index Fund Class A

ProShares Russell 2000 High Income ETF

John Hancock Variable Insurance Trust Small Cap Index Trust Series II

Northern Small Cap Index Fund

AQR Small Cap Momentum Style Fund Class R6

SEI Institutional Investments Trust - US Equity Factor Allocation Fund Class A

Schwab US Small-Cap ETF

Longboard Alternative Growth Fund Class A

1290 GAMCO Small/Mid Cap Value Fund Class I

1290 GAMCO Small/Mid Cap Value Fund Class R

Vanguard Small Cap Value Index Fund admiral Class

Vanguard Small Cap Value ETF

GuideMark Small/Mid Cap Core Fund Service Class

Russell 2000 1.5x Strategy Fund Class C

ProFunds Ultra Small-Cap ProFund Investor Class

GuideMark Small/Mid Cap Core Fund Class RS

Russell 2000 Fund Class H

Russell 2000 Fund Class C

iShares Morningstar Small-Cap ETF

Mercer US Small/Mid Cap Equity Fund Class I

Sanford C. Bernstein Fund Tax-Aware Overlay A Portfolio Class 2

Vanguard Small Cap ETF

Vanguard Extended Market ETF

MFS Global Alternative Strategy Fund Class I

MFS Global Alternative Strategy Fund Class R1

MFS Global Alternative Strategy Fund Class R2

MFS Global Alternative Strategy Fund Class R3

MFS Global Alternative Strategy Fund Class R4

Fidelity ZERO Extended Market Index Fund

T. Rowe Price Extended Equity Market Index Fund

Small-Cap ProFund Service Class

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

Victory Extended Market Index Fund Class Fund shares

Vanguard Financial Index Fund Admiral Shs

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 K

ProShares UltraPro Russell2000

SMALLCAP World Fund Class 529-C

SMALLCAP World Fund Class 529-A

US Vector Equity Portfolio

SMALLCAP World Fund Class 529-F-2

SMALLCAP World Fund Class R-2E

SMALLCAP World Fund Inc Class R-3 Shares

SMALLCAP World Fund Inc Class R-5 Shares

SMALLCAP World Fund Class R5E

Russell 2000 2x Strategy Fund Class C

Sanford C Bernstein Fund Class 1

SMALLCAP World Fund Class F1

SIMT Small Cap Value Fund Class F

SMALLCAP World Fund Class F2

SIMT Small Cap Value Fund Class I

FlexShares Morningstar US Market Factor Tilt Index Fund

Dimensional Emerging Markets ex China Core Equity ETF

Morgan Stanley Pathway Small-Mid Cap Equity ETF

DFA US Social Core Equity 2 Portfolio

ProShares Hedge Replication ETF

Vanguard Russell 3000 ETF

PIMCO RAFI Dynamic Multi-Factor US Equity ETF

State Street SPDR S&P 1500 Value Tilt ETF

Dimensional US Core Equity 1 ETF

Dimensional US Core Equity Market ETF

Humankind US Stock ETF

DFA US Core Equity 1 Portfolio

Destinations Small-Mid Cap Equity Fund Class Z

Vanguard ESG US Stock ETF

Invesco Russell 2000 Dynamic Multifactor ETF

Principal SmallCap Growth Fund Institutional Class

Principal SmallCap Growth Fund I Class R-5

CREF Total Global Stock Account Class R2

CREF Total Global Stock Account Class R3

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

Nuveen Life Stock Index Fund

Vanguard Institutional Total Stock Market Index Fund Inst. Plus Shares

iShares Core S&P Total US Stock Market ETF

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