ETFs Holding R

Invesco Dorsey Wright Industrials Momentum ETF

JPMorgan Large Cap Value Fund Class I

JPMorgan Large Cap Value Fund Class R5

JPMorgan Large Cap Value Fund Class A

JPMorgan Large Cap Value Fund Class R3

First Trust RBA American Industrial Renaissance ETF

Fuller & Thaler Behavioral Small-Cap Equity Fund A Shares

Fuller & Thaler Behavioral Small-Cap Equity Fund Investor Class

Fuller & Thaler Behavioral Small Cap Equity Fund Class C

James Small Cap Fund

Victory Integrity Small-Cap Value Fund Class R

Victory Integrity Small-Cap Value Fund Class A

LeaderShares AlphaFactor US Core Equity ETF

Direxion Daily Transportation Bull 3X ETF

Victory Integrity Small/Mid-Cap Value Fund Class A

Victory Integrity Small/Mid-Cap Value Fund Member Class

Cambria Shareholder Yield ETF

Xtrackers S&P Dividend Aristocrats Screened ETF

Invesco S&P MidCap Value with Momentum ETF

S&P MidCap 400 Pure Value Fund Class C

Rydex Transportation Fund Class C

Rydex Transportation Fund Investor Class

Voya Index Plus MidCap Portfolio Initial

Columbia Small Cap Growth Fund Class R

Columbia Small Cap Growth Fund Class C

Columbia Small Cap Growth Fund Class S

Columbia Small Cap Growth Fund Class I3

Hartford Small Cap Growth HLS Fund Class IA

The Hartford Small Cap Growth Fund Class C

The Hartford Small Cap Growth Fund Class R3

The Hartford Small Cap Growth Fund Class R4

The Hartford Small Cap Growth Fund Class R5

First Trust Industrials/Producer Durables AlphaDEX Fund

Avantis US Small Cap Value Fund Institutional Class

Vanguard Explorer Fund Admiral Shares

Vanguard S&P Mid-Cap 400 Value ETF

Themes US Infrastructure ETF

The Hartford Mid Cap Value Fund Class A

The Hartford Mid Cap Value Fund Class R3

The Hartford Mid Cap Value Fund Class R4

The Hartford Mid Cap Value Fund Class R6

LSV Conservative Value Equity Fund Institutional Class

Mid-Cap Value ProFund

JPMorgan Active Value ETF

Optimum Small-Mid Cap Value Fund Class A

Optimum Small-Mid Cap Value Fund Class I

Franklin US Large Cap Equity Fund Class IS

Franklin US Large Cap Equity Fund Class FI

Invesco S&P MidCap 400 Revenue ETF

Fidelity Advisor Mid Cap Value Fund Class A

Fidelity Advisor Mid Cap Value Fund Class I

Fidelity Advisor Mid Cap Value Fund

Nationwide Bailard Small Cap Value Fund Class R6

Nationwide Bailard Small Cap Value Fund Institutional Service Class

Fidelity Advisor Value Fund Class A

Fidelity Advisor Value Fund Class M

Fidelity Advisor Value Fund Class Z

Fidelity Value Fund Class K

First Trust Mid Cap Value AlphaDEX Fund

Invesco Dorsey Wright SmallCap Momentum ETF

Xtrackers S&P MidCap 400 Scored & Screened ETF

MassMutual Small Cap Growth Equity Fund Class A

MassMutual Small Cap Growth Equity Fund Service Class

MassMutual Small Cap Growth Equity Fund Administrative Class

MassMutual Small Cap Growth Equity Fund Class R5

VALIC Company I Mid Cap Value Fund

US Small Cap Growth ETF

John Hancock Variable Insurance Trust Small Opportunities Trust Series Nav

John Hancock Variable Insurance Trust Small Opportunities Trust Series I

BlackRock Systematic Multi-Strategy Fund Class A

BlackRock Systematic Multi-Strategy Fund Class K

Dimensional US Targeted Value ETF

VictoryShares US Small Mid Cap Value Momentum ETF

Mercer US Small/Mid Cap Equity Fund Class Y3

First Trust Active Factor Mid Cap ETF

Avantis US Mid Cap Value ETF

SEI QiM US Large Cap Value Active ETF

Gotham 1000 Value ETF

Nuveen ESG Small-Cap ETF

iShares Morningstar Small-Cap Growth ETF

AQR Style Premia Alternative Fund Class R6

State Street SPDR Russell 1000 Yield Focus ETF

Invesco S&P MidCap 400 QVM Multi-factor ETF

Vanguard S&P Mid-Cap 400 ETF

SIMT Large Cap Value Fund Class I

SIMT Large Cap Value Fund Class Y

BlackRock Sustainable Aware Advantage Large Cap Core Fund Class C

BlackRock Sustainable Aware Advantage Large Cap Core Fund Institutional Class

Timothy Plan US Small Cap Core ETF

S&P MidCap Index Fund Class K

AQR Large Cap Multi-Style Fund Class N

S&P MidCap Index Fund Investor Class

Inspire Global Hope ETF

JPMorgan US Value Factor ETF

Columbia Mid Cap Index Fund Institutional II Class

Columbia Mid Cap Index Fund Class A

VALIC Company I Mid Cap Index Fund

Horizon Multi-Factor Small/Mid Cap Fund Advisor Class

Horizon Multi-Factor Small/Mid Cap Fund Institutional Class

John Hancock Variable Insurance Trust Mid Index Trust Series Nav

Empower S&P Mid Cap 400 Index Fund Class L

Empower S&P Mid Cap 400 Index Fund Institutional Class

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

JPMorgan Diversified Return US Equity ETF

State Street SPDR Russell 1000 Low Volatility Focus ETF

BNY Mellon US Mid Cap Core Equity ETF

Avantis US Large Cap Value Fund Class G

Voya Multi-Manager Mid Cap Value Fund Class I

AQR Managed Futures Strategy HV Fund Class I

AQR Managed Futures Strategy HV Fund Class R6

DoubleLine Fortune 500 Equal Weight ETF

BNY Mellon Midcap Index Fund, Inc Class I

Putnam Diversified Income Trust Class A

Putnam Diversified Income Trust Class C

Putnam Diversified Income Trust Class Y

Principal MidCap S&P 400 Index Fund Class R6

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

Columbia Research Enhanced Mid Cap ETF

Putnam Diversified Income Trust Class R6

American Century US Quality Value ETF

iShares ESG Aware MSCI USA Small-Cap ETF

Federated Hermes Mid-Cap Index Fund Institutional Class

AQR LSE Fusion Fund Class I

AQR LSE Fusion Fund Class R6

SIMT Tax-Managed Large Cap Fund Class F

Longview Advantage ETF

SIMT Large Cap Fund Class F

Vanguard Equity Income Fund Investor class

Vanguard Strategic Equity Fund Investor Class

JPMorgan Small & Mid Cap Enhanced Equity ETF

Direxion Daily Mid Cap Bull 3X ETF

Schwab US Mid Cap ETF

Acclivity Small Cap Value Fund Class N

Mid-Cap ProFund

AQR Alternative Risk Premia Fund Class I

DFA - US Small Cap Growth Portfolio

John Hancock Multifactor Mid Cap ETF

Mid-Cap 1.5x Strategy Fund Class A

Mid-Cap 1.5x Strategy Fund Class H

T Rowe Price Mid-Cap Index Fund Institutional Class

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund Institutional

Dimensional US Small Cap Value ETF

AQR Long-Short Equity Fund Class I

iShares Morningstar Small-Cap ETF

Russell US Small Cap Equity Fund

ProFunds UltraMid-Cap ProFund Service Class

Putnam Ultra Short Duration Income Fund Class C

Putnam Ultra Short Duration Income Fund Class N

Putnam Ultra Short Duration Income Fund Class R6

Russell Investments US Small Cap Equity ETF

SIMT Small Cap Value Fund Class I

BlackRock Advantage SMID Cap V.I. Fund Class III

AQR Trend Total Return Fund Class N

AQR Trend Total Return Fund Class I

Avantis US Mid Cap Equity ETF

GuideMark Small/Mid Cap Core Fund Service Class

AQR MS Fusion Fund Class N

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

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

GuideMark Small/Mid Cap Core Fund Class RS

Fidelity MSCI Industrials Index ETF

Praxis Small Cap Index Fund Class A

AQR Equity Market Neutral Fund Class N

AQR Equity Market Neutral Fund Class R6

Royce Small-Cap Trust Inc

iShares Russell Small/Mid-Cap Index Fund Class K

BlackRock Advantage SMID Cap Fund Inc Institutional Class

BlackRock Advantage SMID Cap Fund Inc Class A

BlackRock Advantage SMID Cap Fund Inc Class R

AQR Managed Futures Strategy Fund Class N

Avantis Responsible US Equity ETF

Catholic Values Equity Fund Class Y

AQR CVX Fusion Fund Class N

Russell US Small Cap Equity Fund Class Y

Russell US Small Cap Equity Fund Class C

Russell US Small Cap Equity Fund Class R6

Vanguard Small Cap ETF

Columbia Research Enhanced Value ETF

Fidelity Extended Market Index Fund

James Balanced Golden Rainbow Fund Retail Class