Mutual Funds Holding GEF

Undiscovered Managers Behavioral Value Fund Class L

Undiscovered Managers Behavioral Value Fund Class I

Undiscovered Managers Behavioral Value Fund Class R4

Undiscovered Managers Behavioral Value Fund Class R5

Columbia Small Cap Value Discovery Fund Class Inst

Columbia Small Cap Value Discovery Fund Class C

Columbia Small Cap Value Discovery Fund Class R

PGIM Quant Solutions Small-Cap Value Fund Class R2

PGIM Quant Solutions Small-Cap Value Fund Class Z

PGIM Quant Solutions Small-Cap Value Fund Class A

PGIM Quant Solutions Small-Cap Value Fund Class R6

1290 GAMCO Small/Mid Cap Value Fund Class A

Transamerica Small Cap Value Fund Class R

Transamerica Small Cap Value Fund Class C

Transamerica Small Cap Value Fund Class I

Transamerica Small Cap Value Fund Class i3

The Gabelli Asset Fund Class I

The Gabelli Asset Fund

American Beacon Small Cap Value Fund R6 Class

American Beacon Small Cap Value Fund Y Class

American Beacon Small Cap Value Fund Institutional Class

Goldman Sachs Small Cap Value Fund Class R

Goldman Sachs Small Cap Value Fund Class C Shares

Goldman Sachs Small Cap Value Fund Service Shares

Goldman Sachs Small Cap Value Fund Institutional Shares

The Gabelli Small Cap Growth Fund

The Gabelli Small Cap Growth Fund

NAA SMid Cap Value Fund Class A

NAA SMid Cap Value Fund Institutional Class

William Blair Small Cap Value Fund Class N

Victory Market Neutral Income Fund Class C

Victory Market Neutral Income Fund Class A

Russell US Small Cap Equity Fund Class Y

Russell US Small Cap Equity Fund Class C

Russell US Small Cap Equity Fund Class R6

DFA US Small Cap Value Portfolio

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

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

Transamerica Small/Mid Cap Value Fund Class A

Transamerica Small/Mid Cap Value Fund Class I2

Vericimetry US Small Cap Value Fund

Schwab Fundamental US Small Company Index Fund

JPMorgan Small Cap Value Fund Class R3

JPMorgan Small Cap Value Fund Class R4

JPMorgan Small Cap Value Fund Class R2

JPMorgan Small Cap Value Fund Class A

Avantis US Small Cap Equity Fund Class G

Fidelity Flex Small Cap Focused Index Fund

Longboard Alternative Growth Fund Class I

Avantis US Small Cap Value Fund Institutional Class

Horizon Multi-Factor Small/Mid Cap Fund Investor Class

AQR MS Fusion Fund Class I

AQR MS Fusion Fund Class R6

DFA US Targeted Value Portfolio

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

Acclivity Small Cap Value Fund Class I

DFA US Micro Cap Portfolio

JPMorgan US Small Company Fund Class I

JPMorgan US Small Company Fund Class A

JPMorgan US Small Company Fund Class R3

JPMorgan US Small Company Fund Class R5

John Hancock Variable Insurance Trust Small Opportunities Trust Series Nav

John Hancock Variable Insurance Trust Small Opportunities Trust Series I

Mid-Cap Value ProFund

Fidelity Small Cap Index Fund

Voya Russell Small Cap Index Portfolio Class S2

Voya Russell Small Cap Index Portfolio Class S

DFA US Small Cap Portfolio Institutional Class

Fidelity Flex Small Cap Index Fund

Nationwide Small Cap Index Fund Class A

VY JPMorgan Small Cap Core Equity Portfolio Advisor Class

VY JPMorgan Small Cap Core Equity Portfolio S2

Nationwide Small Cap Index Fund Institutional Service Class

PIMCO RAE US Small Fund Class A

PIMCO RAE US Small Fund Class I-2

AQR MS Fusion HV Fund Class N

AQR Long-Short Equity Fund Class N

AQR Long-Short Equity Fund Class R6

AQR Equity Market Neutral Fund Class I

VALIC Company I Small Cap Index Fund

Vanguard Russell 2000 Index Fund Institutional

Voya VACS Index Series SC Portfolio

Columbia Mid Cap Index Fund Institutional II Class

Federated Hermes Mid-Cap Index Fund Institutional Class

John Hancock Variable Insurance Trust Mid Index Trust Series II

John Hancock Variable Insurance Trust Mid Index Trust Series Nav

John Hancock Variable Insurance Trust Mid Cap Index Trust Series I

Mid-Cap ProFund

Principal MidCap S&P 400 Index Fund Institutional Class

Empower S&P Mid Cap 400 Index Fund Investor Class

Columbia Mid Cap Index Fund Institutional Class

Columbia Mid Cap Index Fund Class A

Principal MidCap S&P 400 Index Fund Class J

Principal MidCap S&P 400 Index Fund R-3 Class

AQR Alternative Risk Premia Fund Class I

AQR Style Premia Alternative Fund Class I

AQR Style Premia Alternative Fund Class N

T Rowe Price Small-Cap Index Fund

VALIC Company I Mid Cap Index Fund

BlackRock Small Cap Index V.I. Fund Class I

MoA Mid Cap Equity Index Fund

Virtus AlphaSimplex Global Alternatives Fund Class C

Virtus AlphaSimplex Global Alternatives Fund Class I

Mid-Cap 1.5x Strategy Fund Class A

Russell 2000 1.5x Strategy Fund Class A

Russell 2000 1.5x Strategy Fund Class C

Thrivent Aggressive Allocation Fund Class A

ProFunds Ultra Small-Cap ProFund Investor Class

ProFunds UltraMid-Cap ProFund Investor Class

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund admiral Class

US Vector Equity Portfolio

Fidelity ZERO Extended Market Index Fund

Russell 2000 Fund Class H

Russell 2000 Fund Class C

Small-Cap ProFund Service Class

BlackRock Advantage SMID Cap Fund Inc Institutional Class

BlackRock Advantage SMID Cap Fund Inc Class A

BlackRock Advantage SMID Cap Fund Inc Class R

Column Small Cap Fund

Vanguard Small Cap Index Fund Investor Class

State Street Small/Mid Cap Equity Index Portfolio

Vanguard Extended Market Index Fund Admiral Shs

Vanguard Extended Market Index Fund Institutional

Vanguard Small Cap Index Fund Institutional Plus

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

iShares Russell Small/Mid-Cap Index Fund Institutional Class

Bridge Builder Small/Mid Cap Value Fund

DFA US Core Equity 2 Portfolio

Destinations Small-Mid Cap Equity Fund Class I

John Hancock Variable Insurance Trust Strategic Equity Allocation Trust Series Nav

Principal SmallCap Value Fund II Class R-3

Principal SmallCap Value Fund Institutional Class

Principal SmallCap Value Fund II Class R6

AQR CVX Fusion Fund Class N

AQR Managed Futures Strategy HV Fund Class I

AQR Managed Futures Strategy HV Fund Class R6

AQR Trend Total Return Fund Class R6

Russell 2000 2x Strategy Fund Class H

Russell 2000 2x Strategy Fund Class A

Thrivent Moderately Conservative Allocation Fund Class A

Thrivent Moderately Aggressive Allocation Fund Class S

Victory Cornerstone Moderately Aggressive Fund Class Fund shares

DFA US Sustainability Core I Portfolio Institutional Class

Franklin Dynamic Asset Allocation Balanced Fund Class C

Fidelity Series Total Market Index Fund

Federated Hermes Global Allocation Fund Class C

Federated Hermes Global Allocation Fund Class R6

Federated Hermes Global Allocation Fund Class A

Goldman Sachs Absolute Return Tracker Fund Class R6

Goldman Sachs Absolute Return Tracker Fund Class C

Strategic Alternatives Fund Investor Class

Goldman Sachs Absolute Return Tracker Fund Class R

Goldman Sachs Absolute Return Tracker Fund Investor Class

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

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

Franklin Dynamic Asset Allocation Balanced Fund Class R

Franklin Dynamic Asset Allocation Conservative Fund Class A

Franklin Dynamic Asset Allocation Conservative Fund Class C

Franklin Dynamic Asset Allocation Conservative Fund Class Y

Franklin Dynamic Asset Allocation Growth Fund Class C

Franklin Dynamic Asset Allocation Growth Fund Class R

Franklin Multi-Asset Income Fund Class R

Franklin Multi-Asset Income Fund Class R6

Russell US Strategic Equity Fund

Russell US Strategic Equity Fund Class C

Russell US Strategic Equity Fund Class Y

Federated Hermes Global Allocation Fund Institutional Class

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

Schwab Total Stock Market Index Fund

Nuveen Equity Index Fund Class I

Thrivent Moderate Allocation Fund Class A

Nuveen Equity Index Fund Class A

Thrivent Moderate Allocation Fund Class S

Vanguard Balanced Index Fund Institutional Plus

Vanguard Institutional Total Stock Market Index Fund Institutional Shs

Vanguard Russell 3000 Index Fund Institutional

Vanguard Total World Stock Index Fund Admiral Class

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