Mutual Funds Holding ZION

Glenmede Energy Resilience Portfolio

Fidelity Advisor Equity Market Neutral Fund

Fidelity Advisor Equity Market Neutral Fund Class C

Fidelity Advisor Equity Market Neutral Fund Class Z

MetLife Small Company Equity Fund Investor Class

Hotchkis and Wiley Mid-Cap Value Fund Class Z

Fuller & Thaler Behavioral Small-Cap Equity Fund A Shares

Fuller & Thaler Behavioral Small-Cap Equity Fund Investor Class

Fuller & Thaler Behavioral Small Cap Equity Fund Class C

Nomura Smid Cap Core Fund Class R6

Nomura Smid Cap Core Fund Class A

Nomura Smid Cap Core Fund Class Y

SIMT Small Cap Value Fund Class F

SIMT Small Cap Value Fund Class Y

Rydex Banking Fund Class H

Rydex Banking Fund Investor Class

Hotchkis and Wiley Small Cap Value Fund Class C

Hotchkis and Wiley Small Cap Value Fund Class I

Banks UltraSector ProFund

Principal SmallCap Value Fund II Class R-5

Principal SmallCap Value Fund II Class J

SIMT Tax-Managed Small/Mid Cap Fund Class F

SEI Institutional Investments Trust - Small Cap II Fund Class A

Vanguard Market Neutral Fund Investor Shs

Voya Index Plus MidCap Portfolio Initial

Voya MI Dynamic SMID Cap Fund Class R6

Voya MI Dynamic SMID Cap Fund Class C

Voya MI Dynamic SMID Cap Fund Class R

Nationwide Bailard Small Cap Value Fund Class A

Nationwide Bailard Small Cap Value Fund Class M

Vanguard Strategic Small-Cap Equity Fund Investor Shares

Horizon Multi-Factor Small/Mid Cap Fund Investor Class

Fidelity Select Financial Services Portfolio

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

Vaughan Nelson Mid Cap Fund Class C

Vaughan Nelson Mid Cap Fund Class Y

Optimum Small-Mid Cap Value Fund Class C

SIMT Small Cap Fund Class F

Mid-Cap Value ProFund

Saratoga Mid Capitalization Portfolio Class I

Saratoga Mid Capitalization Portfolio Class C

S&P MidCap 400 Pure Value Fund Class C

DFA US Targeted Value Portfolio

John Hancock Variable Insurance Trust Small Opportunities Trust Series Nav

John Hancock Variable Insurance Trust Small Opportunities Trust Series I

Acclivity Small Cap Value Fund Class N

Sterling Capital Behavioral Small Cap Value Equity Fund Institutional Class

Sterling Capital Behavioral Small Cap Value Equity Fund Class R6

Rydex Financial Services Fund Class H

Rydex Financial Services Fund Class C

Federated Hermes Mid-Cap Index Fund Class R6

Federated Hermes Mid-Cap Index Fund Service Class

LSV Conservative Value Equity Fund Investor Class

AQR Large Cap Multi-Style Fund Class N

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

John Hancock Variable Insurance Trust Mid Index Trust Series II

John Hancock Variable Insurance Trust Mid Cap Index Trust Series I

Empower S&P Mid Cap 400 Index Fund Class L

Empower S&P Mid Cap 400 Index Fund Institutional Class

BNY Mellon Midcap Index Fund, Inc Investor Class

Principal MidCap S&P 400 Index Fund Class J

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

S&P MidCap Index Fund Class K

Columbia Mid Cap Index Fund Institutional Class III

Columbia Mid Cap Index Fund Institutional Class

SIMT Mid-Cap Fund Class F

SIMT Mid-Cap Fund Class I

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

Mid-Cap ProFund

AQR Style Premia Alternative Fund Class I

AQR Style Premia Alternative Fund Class N

Victory Growth & Income Fund Institutional Shares

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund Institutional

AQR Alternative Risk Premia Fund Class R6

AQR Alternative Risk Premia Fund Class N

Mercer US Small/Mid Cap Equity Fund Class Y3

AQR LSE Fusion Fund Class I

AQR LSE Fusion Fund Class R6

Mid-Cap 1.5x Strategy Fund Class C

T Rowe Price Mid-Cap Index Fund

T Rowe Price Mid-Cap Index Fund Class Z

Bridge Builder Small/Mid Cap Value Fund

ProFunds UltraMid-Cap ProFund Service Class

SEI Institutional Investments Trust - US Equity Factor Allocation Fund Class A

Vanguard Equity Income Fund Admiral Class

SIMT Large Cap Value Fund Class Y

Avantis US Large Cap Value Fund Class G

DFA US Small Cap Portfolio Institutional Class

AQR Trend Total Return Fund Class N

AQR Trend Total Return Fund Class I

PGIM Quant Solutions Large-Cap Value Fund Class R6

PGIM Quant Solutions Large-Cap Value Fund Class Z

American Beacon Small Cap Value Fund Advisor Class

American Beacon Small Cap Value Fund A Class

American Beacon Small Cap Value Fund C Class

American Beacon Small Cap Value Fund Investor Class

Russell US Small Cap Equity Fund Class Y

Russell US Small Cap Equity Fund Class C

Russell US Small Cap Equity Fund Class R6

Victory Extended Market Index Fund Class Fund shares

Praxis Small Cap Index Fund Class I

AQR Managed Futures Strategy HV Fund Class I

AQR Managed Futures Strategy HV Fund Class R6

Vanguard Small Cap Index Fund Institutional Plus

BlackRock Advantage SMID Cap Fund Inc Institutional Class

BlackRock Advantage SMID Cap Fund Inc Class A

BlackRock Advantage SMID Cap Fund Inc Class R

BlackRock Advantage SMID Cap V.I. Fund Class I

Avantis US Small Cap Value Fund Institutional Class

BNY Mellon Mid Cap Multi-Strategy Fund Investor Shares

Russell US Small Cap Equity Fund

State Street Small/Mid Cap Equity Index Portfolio

Vanguard Extended Market Index Fund Admiral Shs

Vanguard Extended Market Index Fund Institutional

iShares Russell Small/Mid-Cap Index Fund Class K

Guidemark Large Cap Core Fund Service Shares

Longboard Alternative Growth Fund Class I

SEI Institutional Investment Trust - Large Cap Fund Class A

Guidemark Large Cap Core Fund Class RS

Embark Small Cap Equity Fund Retirement Class

Fidelity SAI US Value Index Fund

Calvert US Large Cap Value Responsible Index Fund Class A

Fidelity Mid Cap Value Index Fund

AQR Large Cap Momentum Style Fund Class N

AQR Managed Futures Strategy Fund Class N

Calvert US Mid Cap Core Responsible Index Class R6

Calvert US Mid Cap Core Responsible Index Class I

Fidelity Mid Cap Index Fund

Voya Russell Mid Cap Index Portfolio Initial

Voya Russell Mid Cap Index Portfolio S2

AQR Large Cap Momentum Style Fund Class R6

SIMT Large Cap Fund Class Y

Voya VACS Index Series MC Portfolio

iShares Russell Mid-Cap Index Fund Investor A Class

Venerable Mid Cap Index Fund Class V

AQR MS Fusion Fund Class N

Avantis US Equity Fund Class G

Bridge Builder Large Cap Value Fund

AQR MS Fusion HV Fund Class I

AQR MS Fusion HV Fund Class R6

DFA US Social Core Equity 2 Portfolio

DFA US Core Equity 1 Portfolio

GuideStone Funds Small Cap Equity Fund Investor Class

Voya Balanced Income Portfolio Class R

Voya Balanced Income Portfolio Class R3

BrandywineGLOBAL - Diversified US Large Cap Value Fund Class R

BrandywineGLOBAL - Diversified US Large Cap Value Fund Class C

BrandywineGLOBAL - Diversified US Large Cap Value Fund Class I

MassMutual Diversified Value Fund Class A

MassMutual Diversified Value Fund Class I

MassMutual Diversified Value Fund Class R3

MassMutual Diversified Value Fund Service Class

AQR CVX Fusion Fund Class I

AQR CVX Fusion Fund Class R6

Vanguard Dividend Appreciation Index Fund Admiral Shs

Vanguard High Dividend Yield Index Fund Admiral Class

SA US Value Fund

Thrivent Conservative Allocation Fund Class A

Fidelity Large Cap Value Index Fund

Green Century Equity Fund Institutional Class

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

Thrivent Conservative Allocation Fund Class S

Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares

DFA US Sustainability Core I Portfolio Institutional Class

Franklin Dynamic Asset Allocation Balanced Fund Class R6

Franklin Dynamic Asset Allocation Growth Fund Class R6

Franklin Dynamic Asset Allocation Conservative Fund Class R6

Catholic Values Equity Fund Class Y

Calvert US Large Cap Core Responsible Index Fund Class I

Calvert US Large Cap Core Responsible Index Fund Class R6

Fidelity NASDAQ Composite Index

John Hancock Variable Insurance Trust Strategic Equity Allocation Trust Series Nav

Franklin Multi-Asset Income Fund Class C

Franklin Multi-Asset Income Fund Class A

Franklin Multi-Asset Income Fund Class Y