State Street Master Funds - State Street U.S. Government Money Market Portfolio, 16.38%

In seeking to achieve the fund's investment objective, the adviser attempts to maintain exposure to futures contracts on carbon offset credits that are substantially the same as those included in the index. The index is designed to measure the performance of a portfolio of liquid carbon offset credit futures. The fund will generally seek to obtain exposure to the same carbon offset credit futures that are in the index. It is non-diversified.

Columbia Massachusetts Intermediate Municipal Bond Fund Class C

Columbia Select Large Cap Growth Fund Class C

Lord Abbett Corporate Bond Fund Class R6

iShares IV Public Limited Company - iShares MSCI USA SRI UCITS ETF

Janus Henderson Global Bond Fund Class I