Mutual Funds Holding NLY

Allspring Special Mid Cap Value Fund Class R6

Horizon Multi-Factor Small/Mid Cap Fund Advisor Class

Horizon Multi-Factor Small/Mid Cap Fund Institutional Class

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

Payden Equity Income Fund Adviser Cl

Payden Equity Income Fund

Victory Integrity Mid-Cap Value Fund Class A

Victory Integrity Mid-Cap Value Fund Member Class

Victory Integrity Mid-Cap Value Fund Class Y

Russell Equity Income Fund Class Y

Russell Equity Income Fund Class S

Fidelity Series Value Discovery Fund

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

T. Rowe Price Mid-Cap Value Fund Class I

Fidelity Value Discovery Fund

Fidelity Value Discovery Fund Class K

Fidelity Value Discovery Fund Class C

Fidelity Value Discovery Fund Class I

John Hancock Variable Insurance Trust Mid Value Trust Series II

MoA Mid Cap Equity Index Fund

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 Nav

Northern Funds Mid Cap Index Portfolio

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

Columbia Mid Cap Index Fund Institutional Class III

JHFunds2 Mid Value Fund Class NAV

Columbia Mid Cap Index Fund Class A

Federated Hermes Mid-Cap Index Fund Class R6

Federated Hermes Mid-Cap Index Fund Service Class

Mid-Cap ProFund

Rydex Financial Services Fund Class H

Rydex Financial Services Fund Class C

S&P MidCap Index Fund Investor Class

Bramshill Income Performance Fund Institutional Class

Vanguard Small Cap Value Index Fund admiral Class

Mid-Cap 1.5x Strategy Fund Class A

Mid-Cap 1.5x Strategy Fund Class H

Victory Income Stock Fund Class Fund shares

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

Quantified Managed Income Fund Investor Class

Sterling Capital Behavioral Small Cap Value Equity Fund Class A

Sterling Capital Behavioral Small Cap Value Equity Fund Class C

Sterling Capital Behavioral Small Cap Value Equity Fund Class R6

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

SEI Institutional Investment Trust - Large Cap Fund Class A

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

Catholic Values Equity Fund Class Y

Praxis Small Cap Index Fund Class I

Fidelity ZERO Extended Market Index Fund

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

State Street Small/Mid Cap Equity Index Portfolio

Vanguard Extended Market Index Fund Admiral Shs

Vanguard Extended Market Index Fund Institutional

Fidelity Extended Market Index Fund

Vanguard Financial Index Fund Admiral Shs

Longboard Alternative Growth Fund Class I

TFA Quantitative Fund Class I

Fidelity Mid Cap Value Index Fund

Optimum Small-Mid Cap Value Fund Class A

Optimum Small-Mid Cap Value Fund Class I

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

Guidemark Large Cap Core Fund Class RS

BlackRock Advantage SMID Cap Fund Inc Class C

BlackRock Advantage SMID Cap Fund Inc Class K

Calvert US Mid Cap Core Responsible Index Class R6

Calvert US Mid Cap Core Responsible Index Class I

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

Schwab US Mid-Cap Index Fund

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

Venerable Mid Cap Index Fund Class V

Nuveen Large Cap Value Index Fund Class R6

Fidelity Advisor Hedged Equity Fund Class A

Fidelity Advisor Hedged Equity Fund Class C

Fidelity Advisor Hedged Equity Fund Class M

Tactical Growth Allocation Fund Class I

T. Rowe Price Spectrum Moderate Growth Allocation Fund Investor Class

Fidelity Advisor Real Estate Income Fund

Fidelity Advisor Real Estate Income Fund Class C

Fidelity Advisor Real Estate Income Fund Class I

BlackRock Advantage Global Fund Class Institutional

BlackRock Advantage Global Fund Class A

BlackRock Advantage Global Fund Class R

Angel Oak Multi-Strategy Income Fund Class C

PIMCO Dividend and Income Fund Class C

PIMCO Dividend and Income Fund Class I-2

T. Rowe Price Spectrum Moderate Allocation Fund Class I

Fidelity Series Sustainable US Market Fund

Value Equity Index Fund Class Institutional

Mercer US Small/Mid Cap Equity Fund Class I

State Farm Balanced Fund

Bridge Builder Small/Mid Cap Value Fund

Fidelity Large Cap Value Index Fund

Voya Index Plus MidCap Portfolio Class S

T. Rowe Price Spectrum Conservative Allocation Fund Investor Class

Russell Multifactor US Equity Fund Class A

Russell Multifactor US Equity Fund Class R6

Russell Multifactor US Equity Fund Class S

Russell Tax-Managed US Large Cap Fund Class A

Russell Tax-Managed US Large Cap Fund Class M

Vanguard Russell 1000 Value Index Fund Insti Cl

Calvert US Large Cap Value Responsible Index Fund Class A

Calvert US Large Cap Growth Responsible Index Fund Class A

Calvert US Large Cap Value Responsible Index Fund Class R6

Strategic Advisers Fidelity US Total Stock Fund

Fidelity US Sustainability Index Fund

Fidelity Advisor Strategic Real Return Fund Class A

Fidelity Advisor Strategic Real Return Fund

T. Rowe Price Global Allocation Fund Advisor Cl

T. Rowe Price Balanced Fund Investor Class

Schwab Fundamental US Large Company Index Fund

Calvert US Large Cap Core Responsible Index Fund Class I

Calvert US Large Cap Core Responsible Index Fund Class R6

John Hancock Variable Insurance Trust Strategic Equity Allocation Trust Series Nav

Northern World Selection Index Fund Class I

Russell Multi-Asset Strategy Fund Class C

Russell Multi-Asset Strategy Fund Class M

Russell Multi-Asset Strategy Fund Class Y

SIMT Tax-Managed Large Cap Fund Class F

iShares Total US Stock Market Index Fund Class Investor A

iShares Total US Stock Market Index Fund Class K

Diversified Equity Fund

Fidelity Series Total Market Index Fund

Fidelity Total Market Index Fund

GMO Alternative Allocation Fund Class I

Fidelity ZERO Total Market Index Fund

The ESG Growth Portfolio, HC Capital Trust HC Strategic Shares

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

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

Meeder Quantex Fund Adviser Class

SIMT Large Cap Index Fund Class F

Schwab Total Stock Market Index Fund

Vanguard Institutional Total Stock Market Index Fund Institutional Shs

Vanguard Total Stock Market Index Fund Institutional

Vanguard Total Stock Market Index Fund Institutional Plus Shares

Vanguard Total Stock Market Index Fund Admiral Shares

Wilshire 5000 Index Fund Investment Class

Wilmington Large-Cap Strategy Fund Class I

BlackRock Advantage SMID Cap V.I. Fund Class I

Destinations Small-Mid Cap Equity Fund Class Z

Strategic Advisers US Total Stock Fund

Benchmark-Free Fund Class III

Goldman Sachs Absolute Return Tracker Fund Class C