ETFs Holding NLY

LoCorr Spectrum Income Fund Cl I

Global X SuperDividend REIT ETF

GraniteShares HIPS US High Income ETF

Pacer Lunt MidCap Multi-Factor Alternator ETF

Allspring Special Mid Cap Value Fund Institutional Class

Allspring Special Mid Cap Value Fund Class C

SGI Enhanced Global Income ETF

Hoya Capital High Dividend Yield ETF

Invesco S&P MidCap Momentum ETF

Thompson MidCap Fund

First Trust Financials AlphaDEX Fund

iShares US Real Estate ETF

Horizon Multi-Factor Small/Mid Cap Fund Investor Class

VictoryShares US Value Momentum ETF

NEOS Real Estate High Income ETF

iShares S&P Mid-Cap 400 Value ETF

Vanguard S&P Mid-Cap 400 Value ETF

ICON Flexible Bond Fund Investor Class

Mid-Cap Value ProFund

Victory Integrity Small/Mid-Cap Value Fund Class A

Victory Integrity Small/Mid-Cap Value Fund Member Class

First Trust Large Cap Value AlphaDEX Fund

Payden Equity Income Fund Adviser Cl

Payden Equity Income Fund

Hoya Capital Housing ETF

PIMCO Dynamic Income Opportunities Fund

NYLI Candriam US Mid Cap Equity ETF

VanEck Preferred Securities ex Financials ETF

Fidelity Value Factor ETF

Fidelity Value Discovery K6 Fund

Victory Integrity Mid-Cap Value Fund Class C

Victory Integrity Mid-Cap Value Fund Class R6

iShares ESG Select Screened S&P Mid-Cap ETF

Russell Equity Income Fund Class Y

Russell Equity Income Fund Class S

Invesco S&P MidCap 400 QVM Multi-factor ETF

T. Rowe Price Mid-Cap Value Fund-R Class

T. Rowe Price Mid-Cap Value Fund Investor Class

T. Rowe Price Mid-Cap Value Fund Class Z

Fidelity Value Discovery Fund Class A

Fidelity Value Discovery Fund Class M

Fidelity Value Discovery Fund Class Z

John Hancock Variable Insurance Trust Mid Value Trust Series Nav

John Hancock Variable Insurance Trust Mid Value Trust Series I

Global X Adaptive US Factor ETF

John Hancock Hedged Equity & Income Fund

iShares Core S&P Mid-Cap ETF

Nationwide Mid Cap Market Index Fund Class R6

Nationwide Mid Cap Market Index Fund Class A

Empower S&P Mid Cap 400 Index Fund Class L

Empower S&P Mid Cap 400 Index Fund Institutional Class

Pace Small/Medium Co Value Equity Investments Fund Class P

Pace Small/Medium Co Value Equity Investments Fund Class A

Principal MidCap S&P 400 Index Fund Class J

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

Pace Small/Medium Company Value Equity Investments Fund Class P2

John Hancock Variable Insurance Trust Mid Index Trust Series II

John Hancock Variable Insurance Trust Mid Cap Index Trust Series I

Pacer Trendpilot US Mid Cap ETF

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

Bridge Builder Tax Managed Small/Mid Cap Fund

Columbia Mid Cap Index Fund Institutional II Class

Columbia Mid Cap Index Fund Institutional Class

First Trust Multi Cap Value AlphaDEX Fund

SEI Institutional Investment Trust - Large Cap Disciplined Equity Fund Class A

Federated Hermes Mid-Cap Index Fund Class R6

Federated Hermes Mid-Cap Index Fund Service Class

Mid-Cap ProFund

Strive Mid Cap ETF

Rydex Financial Services Fund Class H

Rydex Financial Services Fund Class C

S&P MidCap Index Fund Investor Class

Columbia Research Enhanced Mid Cap ETF

Vanguard Small Cap Value Index Fund Investor Class

Vanguard Small Cap Value Index Fund Institutional

Vanguard Small Cap Value ETF

Mid-Cap 1.5x Strategy Fund Class C

ProShares Ultra MidCap400

Victory Income Stock Fund Class Fund shares

Direxion Daily Mid Cap Bull 3X ETF

T Rowe Price Mid-Cap Index Fund Institutional Class

Virtus Global Allocation Fund Class R6

Domini Impact Equity Fund Investor Shares

Virtus Global Allocation Fund Class C

Virtus Global Allocation Fund Institutional class

ProFunds UltraMid-Cap ProFund Service Class

Schwab US Mid Cap ETF

Quantified Managed Income Fund Investor Class

Steward Values Enhanced Small-Mid Cap Fund Institutional Class

Sterling Capital Behavioral Small Cap Value Equity Fund Institutional Class

Steward Values Enhanced Small-Mid Cap Fund Class R6

Steward Values Enhanced Small-Mid Cap Fund Class A

DoubleLine Shiller CAPE US Equities ETF

JPMorgan Diversified Return US Mid Cap Equity ETF

Harbor Mid Cap Value Fund Insti Cl

Harbor Mid Cap Value Fund Retirement Class

T. Rowe Price Value Fund ADVISOR CLASS

SIMT Large Cap Fund Class F

SIMT Large Cap Value Fund Class Y

SIMT Large Cap Value Fund Class F

T. Rowe Price Value Fund Investor Class

Invesco Variable Rate Preferred ETF

iShares US Financials ETF

UltraPro MidCap400

American Beacon SiM High Yield Opportunities Fund Class A

American Beacon SiM High Yield Opportunities Fund Class R5

American Beacon SiM High Yield Opportunities Fund Investor Class

iShares Morningstar Mid-Cap Value ETF

Catholic Values Equity Fund Class Y

Praxis Small Cap Index Fund Class I

Fidelity ZERO Extended Market Index Fund

Vanguard Small Cap ETF

T. Rowe Price Extended Equity Market Index Fund

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

JPMorgan US Momentum Factor ETF

Intech S&P Small-Mid Cap Diversified Alpha ETF

State Street Small/Mid Cap Equity Index Portfolio

Vanguard Extended Market Index Fund Admiral Shs

Vanguard Extended Market Index Fund Institutional

iShares MSCI USA Equal Weighted ETF

Fidelity Extended Market Index Fund

Fidelity MSCI Financials Index ETF

Vanguard Financial Index Fund Admiral Shs

Longboard Alternative Growth Fund Class A

iShares Russell Mid-cap Value ETF

TFA Quantitative Fund Class I

Franklin Multi-Asset Income Fund Class R5

Guidemark Large Cap Core Fund Service Shares

Optimum Small-Mid Cap Value Fund Class C

Franklin Multi-Asset Income Fund Class C

Franklin Multi-Asset Income Fund Class A

Franklin Multi-Asset Income Fund Class Y

Russell US Strategic Equity Fund Class A

Russell US Strategic Equity Fund Class S

Russell US Strategic Equity Fund Class M

BlackRock Advantage SMID Cap Fund Inc Institutional Class

BlackRock Advantage SMID Cap Fund Inc Class A

BlackRock Advantage SMID Cap Fund Inc Class R

Calvert US Mid-Cap Core Responsible Index ETF

Calvert US Mid Cap Core Responsible Index Class A

State Street SPDR Russell 1000 Low Volatility Focus ETF

Voya Russell Mid Cap Index Portfolio Advisor Class

Voya Russell Mid Cap Index Portfolio Class S

iShares Russell Mid-Cap Index Fund Institutional Class

iShares Russell Mid-Cap Index Fund Class K

iShares Morningstar Mid-Cap ETF

Schwab US Mid-Cap Index Fund

Xtrackers Russell US Multifactor ETF

Hartford Multi-Asset Income Fund Class Y

Hartford Multi-Asset Income Fund Class F

Hartford Multi-Asset Income Fund Class A

Hartford Multi-Asset Income Fund Class R5

Hartford Multi-Asset Income Fund Class R6

Ruk Strategic Growth ETF

JPMorgan Small & Mid Cap Enhanced Equity ETF

Nuveen Large Cap Value Index Fund Class I

Nuveen Large Cap Value Index Fund Retirement Class

STRIVE 1000 VALUE ETF

Fidelity Advisor Hedged Equity Fund

Fidelity Advisor Hedged Equity Fund Class I

Fidelity Advisor Hedged Equity Fund Class Z

T. Rowe Price Spectrum Moderate Growth Allocation Fund Class I

iShares Low Carbon Optimized MSCI ACWI ETF

Morgan Stanley Pathway Small-Mid Cap Equity ETF

Fidelity Advisor Real Estate Income Fund Class Z

Fidelity Advisor Real Estate Income Fund Class A

Fidelity Advisor Real Estate Income Fund Class M

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

BlackRock Advantage Global Fund Class C

BlackRock Advantage Global Fund Class K

Invesco Russell 1000 Equal Weight ETF

Angel Oak Multi-Strategy Income Fund Institutional Shares

Angel Oak Multi-Strategy Income Fund Class A

PIMCO Dividend and Income Fund Class INSTL

PIMCO Dividend and Income Fund Class A

T. Rowe Price Spectrum Moderate Allocation Fund Investor Class

State Street SPDR S&P 1500 Value Tilt ETF

Value Equity Index Fund Class Investor