ETFs Holding NWL

MFS Blended Research Small Cap Equity Fund Class I

MFS Blended Research Small Cap Equity Fund Class R1

MFS Blended Research Small Cap Equity Fund Class R3

MFS Blended Research Small Cap Equity Fund Class R6

Pzena US Large Cap Value ETF

MFS Blended Research Mid Cap Equity Fund Class B

MFS Blended Research Mid Cap Equity Fund Class I

MFS Blended Research Mid Cap Equity Fund Class R2

MFS Blended Research Mid Cap Equity Fund Class R4

MFS Blended Research Mid Cap Equity Fund Class R6

MFS New Discovery Value Fund Class B

MFS New Discovery Value Fund Class R1

MFS New Discovery Value Fund Class R4

MFS New Discovery Value Fund Class A

Research Affiliates Deletions ETF

American Beacon Small Cap Value Fund R6 Class

American Beacon Small Cap Value Fund Y Class

American Beacon Small Cap Value Fund Institutional Class

Bridgeway Omni Small Cap Value Fund

EA Bridgeway Omni Small-Cap Value ETF

Vanguard Selected Value Fund Investor Class

Columbia Flexible Capital Income Fund Class I3

Columbia Flexible Capital Income Fund Class C

Columbia Flexible Capital Income Fund Class I

AQR LSE Fusion Fund Class I

AQR LSE Fusion Fund Class R6

Fidelity Advisor Value Fund Class A

Fidelity Value Fund

Fidelity Advisor Value Fund Class I

Fidelity Advisor Value Fund Class Z

Nationwide Bailard Small Cap Value Fund Class R6

Nationwide Bailard Small Cap Value Fund Institutional Service Class

Vanguard Windsor Fund Admiral Shares

MFS Mid Cap Value Fund Class R2

MFS Mid Cap Value Fund Class C

MFS Mid Cap Value Fund Class R3

MFS Mid Cap Value Fund Class R6

Vanguard S&P Small Cap 600 Value Index Fund Institutional

Small-Cap Value ProFund

Russell US Small Cap Equity Fund Class Y

Russell US Small Cap Equity Fund Class C

Russell US Small Cap Equity Fund Class R6

AQR Equity Market Neutral Fund Class N

AQR Equity Market Neutral Fund Class R6

iShares Russell 2000 Value ETF

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

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

Vanguard US Value Factor ETF

BlackRock Advantage SMID Cap Fund Inc Institutional Class

BlackRock Advantage SMID Cap Fund Inc Class A

BlackRock Advantage SMID Cap Fund Inc Class R

AQR MS Fusion Fund Class I

AQR MS Fusion Fund Class R6

S&P SmallCap Index Fund Class K

Dimensional US Small Cap Value ETF

Columbia Small Cap Index Fund Institutional Class III

DFA US Small Cap Value Portfolio

Columbia Small Cap Index Fund Institutional Class

PIMCO RAE US Fund Class INSTL

Avantis US Small Cap Equity Fund Class G

BNY Mellon Smallcap Stock Index Fund Class I

Principal SmallCap S&P 600 Index Fund Class R6

Principal SmallCap S&P 600 Index Fund Class J

Principal SmallCap S&P 600 Index Fund Class R-5

AQR Long-Short Equity Fund Class I

BlackRock Advantage SMID Cap V.I. Fund Class III

State Street SPDR Portfolio S&P 600 Small Cap ETF

JPMorgan BetaBuilders US Small Cap Equity ETF

Empower S&P Small Cap 600 Index Fund Institutional Class

Empower S&P Small Cap 600 Index Fund Class L

MoA Small Cap Equity Index Fund

John Hancock Variable Insurance Trust Small Opportunities Trust Series Nav

John Hancock Variable Insurance Trust Small Opportunities Trust Series I

iShares Morningstar Small-Cap Value ETF

BlackRock Advantage Small Cap Core Fund Investor C Class

BlackRock Advantage Small Cap Core Fund Class K

Innovator US Small Cap Managed 10 Buffer ETF

AQR Managed Futures Strategy HV Fund Class N

Vanguard Global Equity Fund Investor Class

Vanguard PRIMECAP Core Fund Investor Shs

Vanguard Tax Managed Small Cap Fund Institutional Plus

ProShares Russell 2000 Dynamic Buffer ETF

First Trust Small Cap Core AlphaDEX Fund

Praxis Small Cap Index Fund Class A

Vanguard Consumer Discretionary Index Fund Admiral Shs

Calamos Long/Short Equity & Dynamic Income Trust

Vanguard Small Cap Value ETF

Dimensional US Small Cap ETF

DFA US Targeted Value Portfolio

Invesco RAFI US 1000 ETF

Schwab Fundamental US Large Company ETF

Dimensional US Vector Equity ETF

AQR Multi-Asset Fund Class I

AQR Multi-Asset Fund Class R6

Federated Hermes Prudent Bear Fund Class A

Federated Hermes Prudent Bear Fund Class C

AQR Trend Total Return Fund Class N

AQR Trend Total Return Fund Class I

T Rowe Price Mid-Cap Index Fund

T Rowe Price Mid-Cap Index Fund Class Z

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund Institutional

SA US Small Company Fund

Vanguard Small Cap ETF

Dimensional Emerging Markets ex China Core Equity ETF

AQR Managed Futures Strategy Fund Class I

AQR Managed Futures Strategy Fund Class R6

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

Vanguard Small Cap Index Fund Investor Class

State Street Small/Mid Cap Equity Index Portfolio

Vanguard Extended Market Index Fund Institutional Plus Class

Vanguard Extended Market Index Fund Investor Class

Vanguard PRIMECAP Fund Admiral Shares

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

iShares ESG MSCI KLD 400 ETF

Fidelity Nasdaq Composite Index ETF

Vanguard Russell 3000 ETF

State Street SPDR S&P 1500 Momentum Tilt ETF

Dimensional US Core Equity 1 ETF

DFA US Core Equity 2 Portfolio

Fidelity Mid Cap Value Index Fund

Fidelity Large Cap Value Index Fund

Fidelity Mid Cap Index Fund

Green Century Equity Fund Investor Class

Voya Russell Mid Cap Index Portfolio Initial

Voya Russell Mid Cap Index Portfolio S2

Clearwater Select Equity Fund

Schwab US Mid-Cap Index Fund

Vanguard Russell 1000 Value Index Fund Insti Cl

Calamos Global Total Return Fund

Calamos Strategic Total Return Fund

iShares Russell Mid-Cap Index Fund Investor A Class

Venerable Mid Cap Index Fund Class V

Vanguard Russell 1000 ETF

iShares Core S&P Total US Stock Market ETF

State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF

Dimensional US Core Equity Market ETF

Dimensional US Equity Market ETF

Longview Advantage ETF

iShares MSCI World Small-Cap ETF

Avantis Total Equity Markets ETF

BlackRock Tactical Opportunities Fund Investor C Class

DFA US Core Equity 1 Portfolio

Destinations Small-Mid Cap Equity Fund Class I

Vanguard ESG US Stock ETF

Fidelity Series Total Market Index Fund

Strategic Advisers US Total Stock Fund

Fidelity ZERO Total Market Index Fund

Value Equity Index Fund Class Institutional

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

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

New Covenant Growth Fund

BlackRock Tactical Opportunities Fund Institutional Class

BlackRock Tactical Opportunities Fund Investor A Class

Principal MidCap Value Fund I

Principal LargeCap Value Fund III Institutional Class

Principal LargeCap Value Fund III Class R-3

Principal MidCap Value Fund Class J

SIMT Large Cap Index Fund Class F

State Street Total Return V.I.S. Fund CL 3

Schwab Total Stock Market Index Fund

Vanguard Institutional Total Stock Market Index Fund Institutional Shs

Vanguard Total Stock Market Index Fund Institutional

Vanguard Russell 3000 Index Fund Institutional

Vanguard Total Stock Market Index Fund Institutional Select Shares

Vanguard Total Stock Market Index Fund Investor Class

Vanguard Total World Stock Index Fund Inst Shs

Wilshire 5000 Index Fund Institutional Class

iShares Total US Stock Market Index Fund Class Investor A

BlackRock Credit Relative Value Fund Class A

iShares Total US Stock Market Index Fund Class K

Blackstone Alternative Multi-Strategy Fund Class I

DFA US Sustainability Core I Portfolio Institutional Class

Vanguard Balanced Index Fund Institutional Plus