ETFs Holding EG

Russell Sustainable Equity Fund Class Y

iShares Russell Mid-cap Value ETF

Optimum Small-Mid Cap Value Fund Class C

FlexShares Morningstar US Market Factor Tilt Index Fund

BrandywineGLOBAL - Diversified US Large Cap Value Fund Class IS

BrandywineGLOBAL - Diversified US Large Cap Value Fund Class A

SEI Institutional Investments Trust - Global Managed Volatility Fund Class A

First Trust Long/Short Equity ETF

Calvert US Mid Cap Core Responsible Index Class A

Vanguard US Value Factor ETF

Calvert US Mid-Cap Core Responsible Index ETF

iShares MSCI USA Quality GARP ETF

American Beacon Diversified Fund

Calvert US Large Cap Value Responsible Index Fund Class A

Horizon Dividend Income ETF

iShares Russell Mid-Cap ETF

Columbia Multi-Manager Directional Alternative Strategies Fund Institutional Class

Fidelity SAI US Low Volatility Index Fund

Voya Multi-Manager Mid Cap Value Fund Class I

Voya Russell Mid Cap Index Portfolio S2

MassMutual Diversified Value Fund Class A

MassMutual Diversified Value Fund Class I

MassMutual Diversified Value Fund Class R3

MassMutual Diversified Value Fund Service Class

Praxis Small Cap Index Fund Class A

Schwab US Mid-Cap Index Fund

Voya VACS Series MCV Fund

ProShares Ultra Financials

iShares Russell Mid-Cap Index Fund Investor A Class

iShares Global Financials ETF

Strategic Alternatives Fund Investor Class

NAA World Equity Income Fund Class A

NAA World Equity Income Fund Class C

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

Franklin US Core Equity IU Fund

Invesco S&P 500 Revenue ETF

Dimensional Emerging Markets Sustainability Core 1 ETF

BNY Mellon Mid Cap Multi-Strategy Fund Investor Shares

iShares S&P 500 ex S&P 100 ETF

MFS Blended Research Core Equity Fund Class A

MFS Blended Research Core Equity Fund Class C

MFS Blended Research Core Equity Fund Class R3

MFS Blended Research Core Equity Fund Class R6

MFS Blended Research Core Equity Fund Class I

Invesco Russell 1000 Equal Weight ETF

Avantis US Large Cap Equity ETF

Parametric Volatility Risk Premium - Defensive Fund Class I

Voya Russell Mid Cap Growth Index Portfolio Initial

Voya Russell Mid Cap Growth Index Portfolio Class S

AQR Global Fund Class I

AQR Global Fund Class N

Franklin Systematic Style Premia ETF

Federated Hermes Max-Cap Index Fund Institutional Class

Federated Hermes Max-Cap Index Fund Service Class

Federated Hermes Max-Cap Index Fund Class C

iShares Core Dividend Growth ETF

iShares Core S&P US Value ETF

State Street SPDR Portfolio S&P 500 Value ETF

Dimensional US Marketwide Value ETF

Bridge Builder Small/Mid Cap Value Fund

US Vector Equity Portfolio

Value Equity Index Fund Class Institutional

Large Cap Value ProFund Service

Principal Global Multi-Strategy Fund Class A

SIMT Large Cap Fund Class F

Victory Cornerstone Moderately Conservative Fund Class Fund shares

DFA US Social Core Equity 2 Portfolio

John Hancock Multifactor Large Cap ETF

DWS Equity Sector Strategy Fund Class Institutional

DWS Equity Sector Strategy Fund Class C

State Street SPDR S&P 500 ESG ETF

Goldman Sachs JUST US Large Cap Equity ETF

State Street SPDR MSCI USA StrategicFactors ETF

Dimensional US Core Equity 2 ETF

Avantis US Equity Fund Institutional Class

DFA US Core Equity 2 Portfolio

Fidelity Large Cap Value Index Fund

John Hancock Variable Insurance Trust Small Opportunities Trust Series Nav

John Hancock Variable Insurance Trust Small Opportunities Trust Series I

AQR Managed Futures Strategy HV Fund Class I

AQR Managed Futures Strategy HV Fund Class R6

Russell Multifactor US Equity Fund Class C

Russell Multifactor US Equity Fund Class M

Russell Multifactor US Equity Fund Class Y

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

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

Goldman Sachs MarketBeta Russell 1000 Value Equity ETF

Vanguard Russell 1000 Value ETF

Tema S&P 500 Historical Weight ETF Strategy

Calvert US Large Cap Core Responsible Index Fund Class I

Calvert US Large Cap Core Responsible Index Fund Class R6

Schwab US Large-Cap Value Index Fund

Xtrackers S&P 500 Scored & Screened ETF

Dimensional Emerging Markets ex China Core Equity ETF

Dimensional US Large Cap Value ETF

Dimensional US Small Cap Value ETF

Longview Advantage ETF

Franklin Dynamic Asset Allocation Balanced Fund Class C

DFA US Core Equity 1 Portfolio

Strategic Advisers US Total Stock Fund

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

Victory Global Managed Volatility Fund Institutional shares

Vanguard Ftse Social Index Fund Admiral Class

iShares ESG Select Screened S&P 500 ETF

MoA Catholic Values Index Fund

Franklin Dynamic Asset Allocation Balanced Fund Class R5

Franklin Dynamic Asset Allocation Growth Fund Class R5

Goldman Sachs S&P 500 Premium Income ETF

Calvert US Large-Cap Core Responsible Index ETF

Global X S&P 500 Collar 95-110 ETF

Global X S&P 500 Tail Risk ETF

Global X S&P 500 Covered Call & Growth ETF

Vanguard ESG US Stock ETF

SPDR(R) Portfolio S&P 500 ETF

iShares Russell 1000 ETF

iShares Dow Jones US ETF

State Street SPDR S&P 500 ETF Trust

iShares MSCI World ETF

iShares Core S&P Total US Stock Market ETF

State Street SPDR MSCI World StrategicFactors ETF

Schwab US Large-Cap ETF

State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF

BNY Mellon US Large Cap Core Equity ETF

Xtrackers MSCI Kokusai Equity ETF

TCW Transform 500 ETF

Vanguard 500 Index Fund Admiral Class

Bull ProFund Investor class

Catholic Values Equity Fund Class F

Catholic Responsible Investments Equity Index Fund Class Institutional

DFA US Large Company Portfolio Institutional Class

MFS Global Alternative Strategy Fund Class I

MFS Global Alternative Strategy Fund Class R1

MFS Global Alternative Strategy Fund Class R2

MFS Global Alternative Strategy Fund Class R3

MFS Global Alternative Strategy Fund Class R4

E TRADE No Fee Total Market Index Fund

Fidelity Flex 500 Index Fund

Fidelity ZERO Large Cap Index Fund

Fidelity ZERO Total Market Index Fund

GuideStone Funds Equity Index Fund Investor Class

Nationwide S&P 500 Index Fund Class R

Nationwide S&P 500 Index Fund Class A

Nationwide S&P 500 Index Fund Institutional Service Class

The ESG Growth Portfolio, HC Capital Trust HC Strategic Shares

JPMorgan Equity Index Fund Class I

CYBER HORNET S&P 500 No Load Class

Voya US Stock Index Portfolio S2

Voya US Stock Index Portfolio Advisor Class

John Hancock Variable Insurance Trust 500 Index Trust II

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

John Hancock Variable Insurance Trust 500 Index Trust Series I

Knights of Columbus US All Cap Index Fund I Class

MM S&P 500 Index Fund Class R4

MM S&P 500 Index Fund Class R5

MM S&P 500 Index Fund Service Class

MM S&P 500 Index Fund Class I

NYLI S&P 500 Index Fund Class A

Nationwide BNY Mellon Dynamic US Core Fund Class R6

Empower S&P 500 Index Fund Investor Class

Nationwide BNY Mellon Dynamic US Core Fund Institutional Service Class

Northern Stock Index Fund

JPMorgan Equity Index Fund Class C

JPMorgan Equity Index Fund Class R6

Franklin Dynamic Asset Allocation Conservative Fund Class C

Franklin Dynamic Asset Allocation Conservative Fund Class Y

Invesco MSCI USA ETF

BNY Mellon S&P 500 Index Fund

Principal LargeCap S&P 500 Index Fund Class R-3

Principal LargeCap S&P 500 Index Fund Class A

PGIM Quant Solutions Large-Cap Index Fund Class R6

T. Rowe Price Equity Index 500 Fund Class I

PGIM Quant Solutions Large-Cap Index Fund Class C

Principal LargeCap S&P 500 Index Fund Class J

CREF S&P 500 Index Account Class R3

CREF S&P 500 Index Account Class R2

CREF Total Global Stock Account Class R2

CREF Total Global Stock Account Class R3

Clearwater Core Equity Fund

S&P 500 2x Strategy Fund Class C

Nova Fund Class C

S&P 500 Fund Class A

S&P 500 Fund Class H

S&P 500 2x Strategy Fund Class A

Franklin S&P 500 Index Fund D