| Factor Enhanced U.S. Large Cap Equity Portfolio | — | $40.4M | 3356.25% |
| Factor Enhanced International Equity Portfolio | — | $24.1M | 2006.22% |
| Bloomberg Barclays U.S. Aggregate ex-Corporate Portfolio | — | $22.3M | 1851.99% |
| Investment Grade Corporate Bond Portfolio | — | $11.6M | 966.87% |
| Factor Enhanced U.S. Small Cap Equity Portfolio | — | $10.1M | 839.80% |
| Factor Enhanced Emerging Markets Equity Portfolio | — | $7.2M | 597.97% |
| High Yield Corporate Bond Portfolio | — | $1.9M | 159.45% |
| Emerging Markets Bond Portfolio | — | $1.9M | 157.77% |
| Strategic Retirement Bond Portfolio | — | $317K | 26.38% |
| Factor Enhanced U.S. Low Volatility Equity Portfolio | — | $237K | 19.74% |
| U.S. REIT Portfolio | — | $230K | 19.14% |