Mutual Funds Holding CBT

Undiscovered Managers Behavioral Value Fund Class R4

Undiscovered Managers Behavioral Value Fund Class R5

Harbor Small Cap Value Fund Investor Class

Harbor Small Cap Value Fund Administrative Class

Touchstone Small Cap Value Fund Class C

Touchstone Small Cap Value Fund Class Y

VY Columbia Small Cap Value and Inflection Portfolio Advisor Class

VY Columbia Small Cap Value and Inflection Portfolio Portfolio S2

Shelton Sustainable Equity Fund Investor Share Class

Columbia Small Cap Value and Inflection Fund Class R

Columbia Small Cap Value and Inflection Fund Class Institutional 2

Columbia Small Cap Value and Inflection Fund Class I

Templeton Global Smaller Companies Fund Class R6

Templeton Global Smaller Companies Fund Class C

John Hancock Variable Insurance Trust Small Stock Trust Series II

John Hancock Variable Insurance Trust Small Stock Trust Series I

Hartford Small Company HLS Fund Class IA

The Hartford Small Company Fund Class C

The Hartford Small Company Fund Class F

The Hartford Small Company Fund Class R3

The Hartford Small Company Fund Class R5

Keeley Gabelli Mid Cap Dividend Fund Class I

Sit Small Cap Dividend Growth Fund Class S

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

Avantis US Small Cap Value Fund Class G

S&P MidCap 400 Pure Value Fund Class H

S&P MidCap 400 Pure Value Fund Class A

John Hancock Variable Insurance Trust Small Company Value Trust Series I

Vanguard Explorer Fund Investor Class

T. Rowe Price Small Cap Value Fund Advisor Class

T. Rowe Price Small Cap Value Fund, Inc Class I

Bridgeway Small Cap Value Fund Class N

NYLI Fiera SMID Growth Fund Institutional Class

NYLI Fiera SMID Growth Fund Class C

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

SIMT Small Cap Value Fund Class F

SIMT Small Cap Value Fund Class Y

Franklin US Small Cap Equity Fund Class A

Franklin US Small Cap Equity Fund Class IS

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

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

Victory Market Neutral Income Fund Class I

Victory Market Neutral Income Fund Member Class

Destinations Small-Mid Cap Equity Fund Class I

BNY Mellon Active MidCap Fund Class A

BNY Mellon Active MidCap Fund Class Y

Avantis US Small Cap Equity Fund Class G

Fidelity Small Cap Growth Index Fund

Vanguard Russell 2000 Growth Index Fund Insti Cl

Sterling Capital Behavioral Small Cap Value Equity Fund Class A

Sterling Capital Behavioral Small Cap Value Equity Fund Class C

Mid-Cap Value ProFund

Fidelity Series Value Discovery Fund

Virtus AlphaSimplex Global Alternatives Fund Class A

Virtus AlphaSimplex Global Alternatives Fund Class R6

Schwab Fundamental US Small Company Index Fund

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

John Hancock Variable Insurance Trust Small Cap Index Trust Series Nav

John Hancock Variable Insurance Trust Small Cap Index Trust Series I

Federated Hermes Mid-Cap Index Fund Institutional Class

AQR Alternative Risk Premia Fund Class R6

AQR Alternative Risk Premia Fund Class N

SIMT Small Cap Fund Class Y

Fidelity Small Cap Index Fund

John Hancock Variable Insurance Trust Small Opportunities Trust Series II

S&P MidCap Index Fund Class K

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

T Rowe Price Small-Cap Index Fund Institutional Class

T Rowe Price Small-Cap Index Fund Class Z

Vanguard Russell 2000 Index Fund Institutional

SA US Small Company Fund

BlackRock Small Cap Index V.I. Fund Class III

Columbia Mid Cap Index Fund Institutional Class III

Nationwide Small Cap Index Fund Class R6

Nationwide Small Cap Index Fund Class R

Voya Russell Small Cap Index Portfolio Class S2

Voya Russell Small Cap Index Portfolio Class S

John Hancock Variable Insurance Trust Mid Index Trust Series Nav

Mercer US Small/Mid Cap Equity Fund Class Y3

Empower S&P Mid Cap 400 Index Fund Class L

Empower S&P Mid Cap 400 Index Fund Institutional Class

Northern Funds Mid Cap Index Portfolio

Nationwide Small Cap Index Fund Institutional Service Class

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

DFA US Targeted Value Portfolio

BNY Mellon Midcap Index Fund, Inc Class I

Horizon Multi-Factor Small/Mid Cap Fund Investor Class

Principal MidCap S&P 400 Index Fund Institutional 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

AQR MS Fusion HV Fund Class N

DFA US Micro Cap Portfolio

Mid-Cap ProFund

Nuveen Small Cap Blend Index Fund Retirement Class

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund Institutional

Column Small Cap Fund

Strategic Alternatives Fund Institutional Class

Hotchkis & Wiley Small Cap Diversified Value Fund Class I

Hotchkis & Wiley Small Cap Diversified Value Fund Class Z

Mid-Cap 1.5x Strategy Fund Class C

Mid-Cap 1.5x Strategy Fund Class H

Russell 2000 1.5x Strategy Fund Class H

ProFunds Ultra Small-Cap ProFund Service Class

ProFunds UltraMid-Cap ProFund Investor Class

Russell 2000 Fund Class H

Russell 2000 Fund Class C

AQR Style Premia Alternative Fund Class I

AQR Style Premia Alternative Fund Class N

Avantis US Large Cap Value Fund Class G

Fidelity Extended Market Index Fund

Gotham Neutral Fund- Institutional Class

Russell Sustainable Equity Fund Class A

Russell Sustainable Equity Fund Class S

Small-Cap ProFund

SEI Institutional Investments Trust - Extended Market Index Fund Class A

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

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

iShares Russell Small/Mid-Cap Index Fund Institutional Class

Morningstar US Equity Fund Institutional Class

Empower Small Cap Value Fund Institutional Class

Principal SmallCap Value Fund II Class R-5

Principal SmallCap Value Fund II Class J

Russell 2000 2x Strategy Fund Class H

Russell 2000 2x Strategy Fund Class A

Avantis US Equity Fund Institutional Class

Bridge Builder Small/Mid Cap Value Fund

SMALLCAP World Fund Class 529-E

SMALLCAP World Fund Class 529-F1

Wilshire Small Company Value Fund Investment Class

SMALLCAP World Fund Class 529-F-2

AQR CVX Fusion Fund Class N

SMALLCAP World Fund Class R6

SMALLCAP World Fund Inc Class R-1 Shares

SMALLCAP World Fund Inc Class R-2 Shares

SMALLCAP World Fund Inc Class R-4 Shares

SMALLCAP World Fund Class F1

SMALLCAP World Fund Class F3

SMALLCAP World Fund Class A

Catholic Values Equity Fund Class F

DFA US Core Equity 1 Portfolio

Fidelity Small Cap Value Index Fund

Green Century Balanced Fund Institutional

Principal SmallCap Growth Fund Institutional Class

Principal SmallCap Growth Fund I Class R-5

Victory Cornerstone Aggressive Fund Class Fund shares

Vanguard High Dividend Yield Index Fund Admiral Class

BlackRock Diversified Equity Alpha Fund Institutional Class

AQR Managed Futures Strategy Fund Class N

Bridge Builder Small/Mid Cap Growth Fund

Strategic Advisers Fidelity US Total Stock Fund

Fidelity ZERO Total Market Index Fund

John Hancock Variable Insurance Trust Strategic Equity Allocation Trust Series Nav

T. Rowe Price Total Equity Market Index Fund

State Street Total Return V.I.S. Fund CL1

Victory Cornerstone Moderately Aggressive Fund Class Fund shares

Vanguard Institutional Total Stock Market Index Fund Inst. Plus Shares

Wilshire 5000 Index Fund Investment Class

iShares Total US Stock Market Index Fund Class Investor A

iShares Total US Stock Market Index Fund Class K

BlackRock Advantage Large Cap Growth Fund Investor A Class

BlackRock Advantage Large Cap Growth Fund Institutional Class

E TRADE No Fee Total Market Index Fund

Fulcrum Diversified Absolute Return Fund Super Institutional Class

Goldman Sachs Absolute Return Tracker Fund Class A

Gotham Enhanced Return Fund Institutional Class

Goldman Sachs Absolute Return Tracker Fund Class R

Goldman Sachs Absolute Return Tracker Fund Investor Class