| Factor Enhanced U.S. Large Cap Equity Portfolio | — | $93.4M | 2817.76% |
| Bloomberg Barclays U.S. Aggregate ex-Corporate Portfolio | — | $77.2M | 2328.13% |
| Factor Enhanced International Equity Portfolio | — | $53.3M | 1608.27% |
| Investment Grade Corporate Bond Portfolio | — | $40.4M | 1218.02% |
| Factor Enhanced U.S. Small Cap Equity Portfolio | — | $23.3M | 702.40% |
| Factor Enhanced Emerging Markets Equity Portfolio | — | $16.1M | 485.16% |
| Strategic Retirement Bond Portfolio | — | $6.8M | 204.03% |
| High Yield Corporate Bond Portfolio | — | $6.6M | 198.60% |
| Emerging Markets Bond Portfolio | — | $6.5M | 197.21% |
| U.S. REIT Portfolio | — | $4.0M | 121.40% |
| Factor Enhanced U.S. Low Volatility Equity Portfolio | — | $4.0M | 119.21% |