ETFs Holding SAM

SouthernSun US Equity Fund Class N

Total Market Plus Equity Portfolio Advisor Class

Long/Short Equity Portfolio Advisor Class

Cambria Micro and SmallCap Shareholder Yield ETF

Columbia Disciplined Growth Fund Class Institutional

Columbia Disciplined Growth Fund Class A

Invesco Dorsey Wright Consumer Staples Momentum ETF

Vanguard Strategic Small-Cap Equity Fund Investor Shares

Nationwide Loomis All Cap Growth Fund Eagle Class

Nationwide Loomis All Cap Growth Fund Institutional Service Class

State Street Institutional Small-Cap Equity Fund Investment Class

Empower Mid Cap Value Fund Institutional Class

Columbia Small Cap Value Discovery Fund Class S

Columbia Small Cap Value Discovery Fund Class A

Columbia Small Cap Value Discovery Fund Class Inst3

Columbia Small Cap Value Discovery Fund Class Inst2

Fidelity Select Consumer Staples Fund Class C

Fidelity Select Consumer Staples Portfolio Class I

Fidelity Select Consumer StaplesFund Class Z

Guidemark Large Cap Core Fund Class RS

1290 GAMCO Small/Mid Cap Value Fund Class I

1290 GAMCO Small/Mid Cap Value Fund Class R

Avantis US Small Cap Value Fund Class G

Nuveen Core Equity Alpha Fund

Royce Quant Small Cap Quality Value ETF

BNY Mellon Active MidCap Fund Class A

BNY Mellon Active MidCap Fund Class Y

AQR Style Premia Alternative Fund Class I

AQR Style Premia Alternative Fund Class N

Natixis US Equity Opportunities Fund Class C

Natixis US Equity Opportunities Fund Class N

Avantis US Small Cap Value ETF

iShares MSCI USA Small-Cap Minimum Volatility Factor ETF

Voya Index Plus MidCap Portfolio Initial

Fidelity Series Small Cap Core Fund

Franklin US Large Cap Equity Fund Class I

PGIM Quant Solutions Mid-Cap Value Fund Class C

PGIM Quant Solutions Mid-Cap Value Fund Class R2

PGIM Quant Solutions Mid-Cap Value Fund Class R

PGIM Quant Solutions Mid-Cap Value Fund Class Z

Vanguard Consumer Staples ETF

WisdomTree US SmallCap Fund

Avantis US Small Cap Equity Fund Class G

AQR Alternative Risk Premia Fund Class R6

AQR Alternative Risk Premia Fund Class N

Vanguard Market Neutral Fund Insti Shs

T. Rowe Price Small Cap Value Fund Investor Class

AQR Managed Futures Strategy HV Fund Class I

AQR Managed Futures Strategy HV Fund Class R6

Gabelli Equity Trust

Gabelli Dividend & Income Trust

Fidelity Flex Small Cap Focused Index Fund

Mid-Cap Value ProFund

AQR Equity Market Neutral Fund Class I

Schwab Fundamental US Small Company Index Fund

Meeder Spectrum Fund Retail Class

Goldman Sachs Large Cap Value Insights Fund Class A

Goldman Sachs Large Cap Value Insights Fund Institutional Shares

Goldman Sachs Large Cap Value Insights Fund Investor Class

Goldman Sachs Large Cap Value Insights Fund Class P Shares

Horizon Small/Mid Cap Core Equity ETF

Meeder Spectrum Fund Institutional Class

Venerable US Large Cap Strategic Equity Fund Class V

Goldman Sachs ActiveBeta US Small Cap Equity ETF

Vanguard S&P Mid-Cap 400 Value ETF

Avantis US Small Cap Equity ETF

Calamos Market Neutral Income Fund Class C

Calamos Market Neutral Income Fund Class R6

Franklin US Small Cap Multifactor Index ETF

Vanguard US Multifactor ETF

iShares MSCI USA Small-Cap Quality Factor ETF

Dimensional US Targeted Value ETF

GuideMark Small/Mid Cap Core Fund Service Class

AQR LSE Fusion Fund Class N

Vanguard US Multifactor Fund Admiral Shares

DFA US Sustainability Targeted Value Portfolio

iShares Russell 2000 Growth ETF

Xtrackers S&P MidCap 400 Scored & Screened ETF

John Hancock Variable Insurance Trust Small Opportunities Trust Series Nav

John Hancock Variable Insurance Trust Small Opportunities Trust Series I

AQR Long-Short Equity Fund Class I

AQR MS Fusion Fund Class I

AQR MS Fusion Fund Class R6

JPMorgan BetaBuilders US Small Cap Equity ETF

Columbia Mid Cap Index Fund Institutional II Class

Federated Hermes Mid-Cap Index Fund Class R6

Federated Hermes Mid-Cap Index Fund Service Class

John Hancock Variable Insurance Trust Mid Index Trust Series Nav

Principal MidCap S&P 400 Index Fund Institutional Class

Empower S&P Mid Cap 400 Index Fund Investor Class

Columbia Mid Cap Index Fund Institutional Class

Columbia Mid Cap Index Fund Class A

Principal MidCap S&P 400 Index Fund Class R6

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

VALIC Company I Mid Cap Index Fund

Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares

iShares Core S&P Mid-Cap ETF

Vanguard Russell 2000 ETF

State Street SPDR Portfolio S&P 400 Mid Cap ETF

State Street SPDR S&P MIDCAP 400 ETF Trust

Invesco S&P MidCap 400 QVM Multi-factor ETF

AQR Managed Futures Strategy Fund Class I

AQR Managed Futures Strategy Fund Class R6

The Gabelli Small Cap Growth Fund Class I

The Gabelli Small Cap Growth Fund

Mid-Cap ProFund

AQR Trend Total Return Fund Class R6

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 S&P Mid-Cap 400 Index Fund Institutional Class

SA US Small Company Fund

Fidelity Enhanced US All-Cap Equity ETF

ProShares Ultra MidCap400

Vanguard Russell 2000 Value ETF

Schwab US Small-Cap ETF

Avantis Inflation Focused Equity ETF

Column Small Cap Fund

DFA US Small Cap Portfolio Institutional Class

Fidelity Advisor Stock Selector Mid Cap Fund Class I

Fidelity Advisor Stock Selector Mid Cap Fund Class C

Fidelity Advisor Stock Selector Mid Cap Fund

Gabelli Equity Income Fund Class A

Gabelli Equity Income Fund Class C

Franklin Dynamic Asset Allocation Balanced Fund Class R

Franklin Dynamic Asset Allocation Balanced Fund Class Y

Franklin Dynamic Asset Allocation Growth Fund Class C

Franklin Dynamic Asset Allocation Growth Fund Class R

S&P MidCap Index Fund Investor Class

ProFunds UltraMid-Cap ProFund Service Class

Vanguard Morningstar Small-Cap Growth Index Fund Admiral Class

Franklin Dynamic Asset Allocation Balanced Fund Class R6

Franklin Dynamic Asset Allocation Growth Fund Class R6

ProShares Russell 2000 Dynamic Buffer ETF

Vanguard Morningstar Small-Cap ETF

Dimensional Emerging Markets ex China Core Equity ETF

Dimensional US Vector Equity ETF

iShares Morningstar Small-Cap Growth ETF

Columbia Research Enhanced Value ETF

Fidelity Extended Market Index Fund

Goldman Sachs US Tax-Managed Equity Fund

Goldman Sachs US Tax-Managed Equity Fund Class R6

Goldman Sachs US Tax-Managed Equity Fund Institutional Class

Goldman Sachs US Tax-Managed Equity Fund Class P

Franklin Dynamic Asset Allocation Conservative Fund Class A

Franklin Dynamic Asset Allocation Conservative Fund Class R

AQR MS Fusion HV Fund Class I

AQR MS Fusion HV Fund Class R6

State Street Small/Mid Cap Equity Index Portfolio

Vanguard Extended Market Index Fund Institutional Plus Class

Vanguard Extended Market Index Fund Investor Class

Vanguard Morningstar Small-Cap Value Index Fund Investor Class

Vanguard Morningstar Small-Cap Index Fund Institutional Plus Class

Vanguard Morningstar Small-Cap Value Index Fund Institutional Class

Vanguard Tax-Managed Balanced Fund Admiral Class

iShares Russell Small/Mid-Cap Index Fund Class K

Franklin Dynamic Asset Allocation Conservative Fund Class R5

ProShares Ultra Russell2000

ProShares Hedge Replication ETF

Schwab Fundamental US Broad Market ETF

Avantis US Quality ETF

Dimensional US Core Equity 2 ETF

Dimensional US Sustainability Core 1 ETF

Columbia Research Enhanced Core ETF

AQR Multi-Asset Fund Class I

AQR Multi-Asset Fund Class R6

US Vector Equity Portfolio

Fidelity Large Cap Value Index Fund

Voya Russell Mid Cap Index Portfolio Initial

Voya Russell Mid Cap Index Portfolio S2

T. Rowe Price Total Equity Market Index Fund

AQR CVX Fusion Fund Class N

Sequoia Global Value ETF

SIMT Multi-Asset Inflation Managed Fund Class Y

Schwab US Mid-Cap Index Fund

iShares Russell Mid-Cap Index Fund Institutional Class

iShares Russell Mid-Cap Index Fund Class K

ProShares UltraPro Russell2000

Vanguard Russell 3000 ETF

State Street SPDR S&P 1500 Momentum Tilt ETF

State Street SPDR Portfolio MSCI Global Stock Market ETF