iShares Russell 1000 Value ETF, 97.17%

Russell 1000 Growth Index Swap, 5.86%

Russell 1000 Value Index Swap, 4.75%

Goldman Sachs FS Treasury Intms Instl, 2.06%

Dreyfus Government Cash Mgmt Instl, 1.59%

The index measures the performance of a portfolio that has 150% long exposure to the Russell 1000® Value Index (the Long Component) and 50% short exposure to the Russell 1000® Growth Index (the Short Component). The fund, under normal circumstances, invests at least 80% of its net assets (plus borrowing for investment purposes) in securities that comprise the Long Component of the index or shares of exchange-traded funds ("ETFs") that track the Long Component of the index. The fund is non-diversified.

Capital Group Short-Term Municipal Fund

Western Asset Middle Market Income Fund Inc.

Federated Hermes High-Income Bond Fund Class B Shares

Easterly EHS Fund Class I

DWS RREEF Real Assets Fund - Class T