ETFs Holding TNL

Neuberger Berman Mid Cap Intrinsic Value Fund Class R3

Neuberger Berman Mid Cap Intrinsic Value Fund Investor Class

Nuveen Mid Cap Value Fund Class A

Nuveen Mid Cap Value Fund Class I

Nuveen Mid Cap Value Fund Retirement Class

Invesco Small Cap Equity Fund Class A

Invesco Small Cap Equity Fund Cl R6

Invesco Small Cap Equity Fund Class Y

Nuveen Mid Cap Value Opportunities Fund A

Nuveen Mid Cap Value Opportunities Fund I

Copeland SMID Cap Dividend Growth Fund Class I Shares

Transamerica Multi-Asset Income Fund Class C

Harbor Human Capital Factor US Small Cap ETF

AMG GW&K Small Cap Value Fund Class N

AMG GW&K Small Cap Value Fund Class Z

Voya MI Dynamic SMID Cap Fund Class A

Voya MI Dynamic SMID Cap Fund Class I

Voya MI Dynamic SMID Cap Fund Class W

Invesco Small Cap Growth Fund Class C

Invesco Small Cap Growth Fund Investor Class

Invesco Small Cap Growth Fund Class R5

DWS CROCI US Fund Class A

DWS CROCI US Fund Class Institutional

Cambria Micro and SmallCap Shareholder Yield ETF

Cambria Value and Momentum ETF

LeaderShares AlphaFactor US Core Equity ETF

VictoryShares Hedged Equity Income ETF

First Trust Consumer Discretionary AlphaDEX Fund

TCW Relative Value Mid Cap Fund Class I

Driehaus Small Cap Growth Fund Investor Share Class

Vanguard Market Neutral Fund Insti Shs

Nuveen Dividend Value Fund Class C

Nuveen Dividend Value Fund Class A

Nuveen Quant Mid Cap Growth Fund Class I

Nuveen Quant Mid Cap Growth Fund Premier Class

S&P MidCap 400 Pure Growth Fund Class H

S&P MidCap 400 Pure Growth Fund Class A

First Trust Mid Cap Growth AlphaDEX Fund

Victory Floating Rate Fund Class A

Victory Floating Rate Fund Class Y

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

SEI Institutional Investment Trust - Small Cap Fund Class A

WisdomTree US SmallCap Quality Growth Fund

Voya Global Advantage and Premium Opportunity Fund

Voya Index Plus MidCap Portfolio Class S

PGIM Quant Solutions Large-Cap Value Fund Class A

PGIM Quant Solutions Large-Cap Value Fund Class C

Vanguard Strategic Equity Fund Investor Class

Sterling Capital Behavioral Large Cap Value Equity Fund Class A

NAA Mid Growth Fund Institutional Class

Sterling Capital Behavioral Large Cap Value Equity Fund Class R6

Hotchkis & Wiley Small Cap Diversified Value Fund Class I

Hotchkis & Wiley Small Cap Diversified Value Fund Class Z

Northern US Quality ESG Fund Class I

Voya Global High Dividend Low Volatility Fund Class A

Voya Global High Dividend Low Volatility Fund Class I

Sterling Capital Behavioral Small Cap Value Equity Fund Class A

Sterling Capital Behavioral Small Cap Value Equity Fund Class C

Voya Global High Dividend Low Volatility Fund R6

BlackRock Advantage SMID Cap V.I. Fund Class I

Optimum Small-Mid Cap Value Fund Class C

AQR Style Premia Alternative Fund Class I

AQR Style Premia Alternative Fund Class N

Voya Global High Dividend Low Volatility Portfolio Advisor Class

Voya Global High Dividend Low Volatility Portfolio Class I

JPMorgan Fundamental Data Science Large Value ETF

Invesco S&P MidCap Momentum ETF

Vanguard US Multifactor Fund Admiral Shares

American Beacon Small Cap Value Fund R6 Class

American Beacon Small Cap Value Fund Y Class

American Beacon Small Cap Value Fund Institutional Class

Columbia Disciplined Growth Fund Class Institutional 3

Columbia Disciplined Growth Fund Class C

T. Rowe Price Integrated US Small-Mid Cap Core Equity Fund Advisor class

T. Rowe Price Integrated US Small-Mid Cap Core Equity Fund Investor Class

Hartford Disciplined US Equity ETF

Schwab Fundamental US Small Company Index Fund

iShares S&P Mid-Cap 400 Growth ETF

SIMT Small Cap Fund Class F

Schwab Fundamental US Small Company ETF

First Trust Mid Cap Core AlphaDEX Fund

AQR Alternative Risk Premia Fund Class I

WisdomTree US MidCap Fund

Invesco BuyBack Achievers ETF

BNY Mellon US Small Cap Core Equity ETF

Optimum Large Cap Growth Fund Class C

T. Rowe Price Integrated US Small-Cap Growth Equity Fund Investor Class

T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I

Strive Small-Cap ETF

Horizon Multi-Factor Small/Mid Cap Fund Advisor Class

Horizon Multi-Factor Small/Mid Cap Fund Institutional Class

Bernstein Small Cap Core Portfolio-Z

Vanguard Equity Income Fund Investor class

WisdomTree US High Dividend Fund

Xtrackers S&P MidCap 400 Scored & Screened ETF

Fidelity Advisor Small Cap Growth Fund Class A

Fidelity Advisor Small Cap Growth Fund Class I

Fidelity Advisor Small Cap Growth Fund Class M

Fidelity Small Cap Growth K6 Fund Class K6

Voya Index Plus LargeCap Portfolio Initial

VALIC Company I Systematic Core Fund

Guidemark Large Cap Core Fund Class RS

First Trust Multi Cap Growth AlphaDEX Fund

Federated Hermes Mid-Cap Index Fund Institutional Class

Mercer US Small/Mid Cap Equity Fund Class Y3

Principal SmallCap Value Fund II Class R-3

Principal SmallCap Value Fund Institutional Class

Principal SmallCap Value Fund II Class R6

iShares ESG Aware MSCI USA Small-Cap ETF

iShares Morningstar Small-Cap Value ETF

GuideStone Funds Small Cap Equity Fund Investor Class

Vanguard Consumer Discretionary ETF

Columbia Mid Cap Index Fund Institutional Class III

John Hancock Variable Insurance Trust Mid Index Trust Series II

John Hancock Variable Insurance Trust Mid Cap Index Trust Series I

S&P MidCap Index Fund Class K

Empower S&P Mid Cap 400 Index Fund Investor Class

Columbia Mid Cap Index Fund Institutional Class

Columbia Mid Cap Index Fund Class A

AQR Managed Futures Strategy HV Fund Class N

S&P MidCap Index Fund Investor Class

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

MoA Mid Cap Equity Index Fund

WisdomTree Global High Dividend Fund

State Street SPDR S&P MIDCAP 400 ETF Trust

AQR Managed Futures Strategy Fund Class N

BNY Mellon Midcap Index Fund, Inc Class I

Embark Small Cap Equity Fund Institutional Class

Voya Index Plus SmallCap Portfolio Class S

Mid-Cap Growth ProFund Service Class

Empower Small Cap Value Fund Investor Class

BNY Mellon Midcap Index Fund, Inc Investor Class

Principal MidCap S&P 400 Index Fund Class J

Principal MidCap S&P 400 Index Fund R-3 Class

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

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

DFA US Small Cap Portfolio Institutional Class

Mid-Cap ProFund

AQR Large Cap Multi-Style Fund Class I

AQR Large Cap Multi-Style Fund Class R6

Fidelity MSCI Consumer Discretionary Index ETF

Columbia Multi-Manager Small Cap Equity Strategies Fund Intitutional Class

Vanguard Consumer Discretionary Index Fund Admiral Shs

Vanguard Explorer Fund Admiral Shares

Vanguard Small Cap Value ETF

Longboard Alternative Growth Fund Class I

T. Rowe Price New Horizons Fund Investor Class

Mid-Cap 1.5x Strategy Fund Class C

Touchstone Dynamic Large Cap Growth Fund Class C

Touchstone Dynamic Large Cap Growth Fund Class R6

Touchstone Dynamic Large Cap Growth Fund Class Y

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund Institutional

Direxion Daily Mid Cap Bull 3X ETF

iShares US Consumer Focused ETF

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

T Rowe Price Mid-Cap Index Fund Institutional Class

ProFunds UltraMid-Cap ProFund Investor Class

GuideMark Small/Mid Cap Core Fund Class RS

State Street SPDR Russell 1000 Momentum Focus ETF

Voya Balanced Income Portfolio Class R

Voya Balanced Income Portfolio Class R3

T. Rowe Price Extended Equity Market Index Fund

JPMorgan Diversified Return US Equity ETF

Xtrackers Russell US Multifactor ETF

State Street SPDR Russell 1000 Low Volatility Focus ETF

SA US Small Company Fund

Vanguard Small Cap ETF

Columbia Multi-Manager Large Cap Growth Strategies Fund Institutional Class

Fidelity ZERO Extended Market Index Fund

Praxis Small Cap Index Fund Class I

AQR Trend Total Return Fund Class N

AQR Trend Total Return Fund Class I

SIMT Small Cap Value Fund Class I

State Street Small/Mid Cap Equity Index Portfolio

Vanguard Extended Market Index Fund Institutional Plus Class

Vanguard Extended Market Index Fund Investor Class

Vanguard Small Cap Index Fund Institutional

Vanguard Small Cap Index Fund admiral Class

Blueprint Adaptive Growth Allocation Fund Institutional Class

Fidelity Mid Cap Growth Index Fund