ETFs Holding SLVM

William Blair Small-Mid Cap Core Fund Class R6

Invesco MSCI Global Timber ETF

Cambria Shareholder Yield ETF

Invesco S&P SmallCap High Dividend Low Volatility ETF

First Trust Small Cap Value AlphaDEX Fund

William Blair Growth Fund Class R6

William Blair Growth Fund Class N

Applied Finance IVS US SMID ETF

PIMCO RAE US Small Fund Class A

PIMCO RAE US Small Fund Class I-2

Fidelity Stock Selector Small Cap Fund

WisdomTree US SmallCap Dividend Fund

Harbor Human Capital Factor US Small Cap ETF

S&P SmallCap 600 Pure Value Fund Class A

First Trust Indxx Global Natural Resources Income ETF

SIMT Small Cap Value Fund Class I

Allspring Disciplined Small Cap Fund Class A

Allspring Disciplined Small Cap Fund Institutional Class

MFS Blended Research Mid Cap Equity Fund Class B

MFS Blended Research Mid Cap Equity Fund Class I

MFS Blended Research Mid Cap Equity Fund Class R2

MFS Blended Research Mid Cap Equity Fund Class R4

MFS Blended Research Mid Cap Equity Fund Class R6

Royce Small-Cap Trust Inc

Inspire Small/Mid Cap ETF

JPMorgan Diversified Return US Small Cap Equity ETF

Lazard US Systematic Small Cap Equity 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

Strategas Global Policy Opportunities ETF

Pace Small/Med Company Growth Equity Investments Fund

Vanguard S&P Small Cap 600 Value Index Fund Institutional

Avantis US Small Cap Value Fund Institutional Class

Fidelity Advisor Stock Selector Small Cap Fund Class A

Fidelity Advisor Stock Selector Small Cap Fund Class I

Fidelity Advisor Stock Selector Small Cap Fund Class Z

Hotchkis & Wiley Small Cap Diversified Value Fund Class A

Small-Cap Value ProFund

Victory Market Neutral Income Fund Class C

Victory Market Neutral Income Fund Class A

Franklin US Small Cap Multifactor Index ETF

LSV Conservative Value Equity Fund Investor Class

Vanguard S&P Small Cap 600 Value ETF

Harbor AlphaEdge Small Cap Earners ETF

Schwab Fundamental US Small Company Index Fund

BlackRock Advantage SMID Cap V.I. Fund Class I

SGI Small Cap Growth Fund Class I

PGIM Quant Solutions Small-Cap Value Fund Class R2

SIMT Small Cap Fund Class F

S&P SmallCap Index Fund Class K

PGIM Quant Solutions Small-Cap Value Fund Class Z

PGIM Quant Solutions Small-Cap Value Fund Class A

PGIM Quant Solutions Small-Cap Value Fund Class R6

Thrivent Small Cap Index Portfolio

Avantis US Small Cap Equity Fund Institutional Class

Columbia Small Cap Index Fund Institutional Class III

BNY Mellon Smallcap Stock Index Fund Class I

Fidelity Flex Small Cap Focused Index Fund

John Hancock Variable Insurance Trust Small Cap Index Trust Series II

Columbia Small Cap Index Fund class A

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

SEI Institutional Investment Trust - Small Cap Fund Class A

SIMT Large Cap Value Fund Class F

Horizon Multi-Factor Small/Mid Cap Fund Advisor Class

Horizon Multi-Factor Small/Mid Cap Fund Institutional Class

Empower S&P Small Cap 600 Index Fund Investor Class

Principal SmallCap Value Fund II Class R-3

Principal SmallCap Value Fund Institutional Class

Principal SmallCap Value Fund II Class R6

Vanguard S&P Small Cap 600 Index Fund Institutional

Vanguard Tax Managed Small Cap Fund Institutional Plus

JPMorgan BetaBuilders US Small Cap Equity ETF

Fidelity MSCI Materials Index ETF

Vanguard Materials ETF

State Street SPDR S&P North American Natural Resources ETF

Vanguard S&P Small-Cap 600 ETF

Vanguard Russell 2000 Value Index Fund Insti Cl

Avantis US Small Cap Equity ETF

Columbia Multi-Manager Small Cap Equity Strategies Fund Intitutional Class

Innovator US Small Cap Managed 10 Buffer ETF

Empower Small Cap Value Fund Institutional Class

DFA US Targeted Value Portfolio

Fidelity Flex Small Cap Index Fund

Voya Russell Small Cap Index Portfolio Class S2

Voya Russell Small Cap Index Portfolio Class S

Columbia Research Enhanced Small Cap ETF

SIMT Large Cap Fund Class Y

Wilshire Small Company Value Fund Institutional Class

ProShares Ultra SmallCap600

Bridge Builder Small/Mid Cap Value Fund

Fidelity Small Cap Index Fund

Nationwide Small Cap Index Fund Class A

Voya Index Plus SmallCap Portfolio Initial

Nationwide Small Cap Index Fund Institutional Service Class

T Rowe Price Small-Cap Index Fund Institutional Class

T Rowe Price Small-Cap Index Fund Class Z

Vanguard Russell 2000 Index Fund Institutional

Voya VACS Index Series SC Portfolio

BlackRock Small Cap Index V.I. Fund Class I

Venerable Small Cap Index Fund Class V

Dimensional US Small Cap ETF

iShares North American Natural Resources ETF

John Hancock Variable Insurance Trust Small Opportunities Trust Series Nav

John Hancock Variable Insurance Trust Small Opportunities Trust Series I

ProShares Russell 2000 Dynamic Buffer ETF

Royce Small Cap Fund Consultant Class

SEI Institutional Investment Trust - Large Cap Fund Class A

ProFunds Ultra Small-Cap ProFund Service Class

Schwab US Small-Cap ETF

Fidelity Small Cap Growth Index Fund

Principal Diversified Real Asset Fund Institutional Class

Principal Diversified Real Asset Fund Class A

Russell 2000 1.5x Strategy Fund Class C

Vanguard Russell 2000 Growth Index Fund Insti Cl

ProShares Ultra Russell2000

PIMCO RAFI Dynamic Multi-Factor US Equity ETF

Dimensional US Vector Equity ETF

Column Small Cap Fund

Fidelity Extended Market Index Fund

T. Rowe Price Extended Equity Market Index Fund

Russell 2000 Fund Class A

Small-Cap ProFund

SEI Institutional Investments Trust - Extended Market Index Fund Class A

Victory Extended Market Index Fund Class Fund shares

Vanguard Explorer Fund Investor Class

Vanguard Extended Market Index Fund Admiral Shs

Vanguard Extended Market Index Fund Institutional

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

iShares Russell Small/Mid-Cap Index Fund Institutional Class

Avantis US Equity ETF

ProShares Hedge Replication ETF

ProShares UltraPro Russell2000

Vanguard High Dividend Yield ETF

State Street SPDR S&P 1500 Value Tilt ETF

Dimensional US Core Equity 1 ETF

Dimensional Emerging Markets Sustainability Core 1 ETF

Dimensional US Marketwide Value ETF

Morgan Stanley Pathway Small-Mid Cap Equity ETF

Avantis US Equity Fund Institutional Class

DFA US Core Equity 2 Portfolio

Destinations Small-Mid Cap Equity Fund Class Z

E TRADE No Fee Total Market Index Fund

PGIM Balanced Fund Class Z

PGIM Balanced Fund Class C

Franklin Dynamic Asset Allocation Conservative Fund Class R

PGIM Balanced Fund Class R

PGIM Balanced Fund Class A

Russell 2000 2x Strategy Fund Class C

SIMT Tax-Managed Large Cap Fund Class Y

SIMT Tax-Managed Large Cap Fund Class F

Victory Cornerstone Moderately Aggressive Fund Class Fund shares

DFA US Sustainability Core I Portfolio Institutional Class

Franklin Dynamic Asset Allocation Conservative Fund Class R5

iShares Russell 3000 ETF

State Street SPDR S&P 1500 Momentum Tilt ETF

Vanguard Total World Stock ETF

Avantis US Quality ETF

Dimensional US Equity Market ETF

Avantis Total Equity Markets ETF

Vanguard ESG US Stock ETF

Fidelity Total Market Index Fund

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

John Hancock Variable Insurance Trust Strategic Equity Allocation Trust Series Nav

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

Knights of Columbus US All Cap Index Fund I Class

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

Principal SmallCap Growth Fund Institutional Class

Franklin Multi-Asset Income Fund Class R

Franklin Multi-Asset Income Fund Class R6

Principal SmallCap Growth Fund I Class R-3

Principal SmallCap Growth Fund I

State Street Balanced Index Fund Class K