ETFs Holding CNO

Easterly Snow Small Cap Value Fund Institutional Class

Pzena Mid Cap Value Fund Institutional Class

State Street SPDR S&P Insurance ETF

Huber Large Cap Value Fund Investor Class

Huber Mid Cap Value Fund Institutional Class

Undiscovered Managers Behavioral Value Fund Class C

Undiscovered Managers Behavioral Value Fund Class L

Undiscovered Managers Behavioral Value Fund Class I

Undiscovered Managers Behavioral Value Fund Class R4

Undiscovered Managers Behavioral Value Fund Class R5

Federated Hermes MDT Small Cap Value Fund Class C

Federated Hermes MDT Small Cap Value Fund Class R

Franklin Mutual Small-Mid Cap Value Fund Class R6

Franklin Mutual Small-Mid Cap Value Fund Advisor Class

Nuveen Small Cap Value Fund Class I

Nuveen Small Cap Value Fund Class R6

Sit Small Cap Dividend Growth Fund Class S

Northern Funds Small Cap Value Fund

Nomura Small Cap Core Fund Class C

Nomura Small Cap Core Fund Class R

Invesco S&P MidCap Value with Momentum ETF

LSV Small Cap Value Fund Investor Class

The Adirondack Small Cap Fund

Huber Select Large Cap Value Fund Institutional Class

SIMT Small Cap Fund Class F

SIMT Small Cap Growth Fund Class Y

SIMT Small Cap Growth Fund Class F

SIMT Small Cap Value Fund Class I

Principal SmallCap Fund Class A

Principal SmallCap Fund Class R-3

Principal SmallCap Fund Institutional Class

Applied Finance Explorer Fund Institutional Shares

SIMT Tax-Managed Small/Mid Cap Fund Class F

Victory Integrity Small-Cap Value Fund Class C

Victory Integrity Small-Cap Value Fund Class R6

Victory Integrity Small-Cap Value Fund Class Y

Federated Hermes MDT Small Cap Core Fund Class C

Federated Hermes MDT Small Cap Core Fund Class R6

Allspring Special Small Cap Value Fund institutional

Allspring Special Small Cap Value Fund Class R6

VALIC Company I Small Cap Special Values Fund

PIMCO RAE US Small Fund Class INSTL

Invesco S&P Midcap 400 Pure Value ETF

PGIM Quant Solutions Small-Cap Value Fund Class R4

PGIM Quant Solutions Small-Cap Value Fund Class C

PGIM Quant Solutions Small-Cap Value Fund Class R

NAA SMid Cap Value Fund Class A

NAA SMid Cap Value Fund Institutional Class

Vanguard Selected Value Fund Investor Class

Dunham Small Cap Value Fund Class C

S&P MidCap 400 Pure Value Fund Class H

S&P MidCap 400 Pure Value Fund Class A

Nationwide Bailard Small Cap Value Fund Class R6

Nationwide Bailard Small Cap Value Fund Institutional Service Class

Goldman Sachs Small Cap Value Fund Investor Class

Goldman Sachs Small Cap Value Fund A Shares

Goldman Sachs Small Cap Value Fund Class R6

Goldman Sachs Small Cap Value Fund Class P Shares

Sterling Capital Behavioral Small Cap Value Equity Fund Institutional Class

Sterling Capital Behavioral Small Cap Value Equity Fund Class R6

Optimum Small-Mid Cap Value Fund Class A

Optimum Small-Mid Cap Value Fund Class I

First Trust Horizon Managed Volatility Small/Mid ETF

AQR Small Cap Momentum Style Fund Class N

BNY Mellon Active MidCap Fund Class C

BNY Mellon Active MidCap Fund Class I

AQR Small Cap Momentum Style Fund Class R6

LSV Value Equity Fund

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

JPMorgan Small Cap Value Fund Class R3

JPMorgan Small Cap Value Fund Class R4

JPMorgan Small Cap Value Fund Class R2

JPMorgan Small Cap Value Fund Class A

VALIC Company I Small Cap Value Fund

First Trust Small Cap BuyWrite Income ETF

Vanguard Market Neutral Fund Insti Shs

Avantis US Small Cap Value Fund Institutional Class

Timothy Plan US Small Cap Core ETF

State Street SPDR US Small Cap Low Volatility Index ETF

Hotchkis & Wiley Small Cap Diversified Value Fund Class A

Harbor AlphaEdge Small Cap Earners ETF

Columbia Multi-Manager Small Cap Equity Strategies Fund Intitutional Class

JPMorgan Diversified Return US Small Cap Equity ETF

Mercer US Small/Mid Cap Equity Fund Class I

State Street SPDR S&P 400 Mid Cap Value ETF

Vanguard S&P Mid-Cap 400 Value ETF

JPMorgan US Small Company Fund Class R2

JPMorgan US Small Company Fund Class C

JPMorgan US Small Company Fund Class R6

JPMorgan US Small Company Fund Class L

JPMorgan US Small Company Fund Class R4

AQR Style Premia Alternative Fund Class R6

Vanguard Russell 2000 Value Index Fund Insti Cl

Avantis US Small Cap Equity Fund Institutional Class

Vanguard Strategic Small-Cap Equity Fund Investor Shares

First Trust Intermediate Duration Preferred & Income Fund

GuideStone Funds Small Cap Equity Fund Institutional Class

Dimensional US Targeted Value ETF

Mid-Cap Value ProFund

Nuveen Quant Small/Mid Cap Equity Fund Premier Class

Nuveen Quant Small/Mid Cap Equity Fund Class I

Nuveen Quant Small/Mid Cap Equity Fund Class R6

Invesco BuyBack Achievers ETF

Strive Small-Cap ETF

First Trust Preferred Securities and Income Fund Class A

First Trust Preferred Securities and Income Fund Class C

First Trust Preferred Securities and Income Fund Class I

John Hancock Variable Insurance Trust Small Opportunities Trust Series II

Vanguard US Multifactor Fund Admiral Shares

Xtrackers S&P MidCap 400 Scored & Screened ETF

iShares ESG Aware MSCI USA Small-Cap ETF

Invesco S&P MidCap 400 Revenue ETF

Goldman Sachs Small Cap Value Insights Fund Cl A

Goldman Sachs Small Cap Value Insights Fund Institutional Class

Goldman Sachs Small Cap Value Insights Fund Class R6

Goldman Sachs Small Cap Value Insights Fund Cl R

Principal SmallCap Value Fund II Class R-5

Principal SmallCap Value Fund II Class J

Russell US Small Cap Equity Fund

Acclivity Small Cap Value Fund Class I

Innovator US Small Cap Managed 10 Buffer ETF

AQR Alternative Risk Premia Fund Class I

Russell US Small Cap Equity Fund Class Y

Russell US Small Cap Equity Fund Class C

Russell US Small Cap Equity Fund Class R6

Vanguard US Quality Factor ETF

Federated Hermes Mid-Cap Index Fund Class R6

Federated Hermes Mid-Cap Index Fund Service Class

Flaherty & Crumrine Preferred Income Opportunity Fund Inc

iShares Russell 2000 ETF

Vanguard US Multifactor ETF

Flaherty & Crumrine Preferred Securities Income Fund Incorporated

State Street SPDR Portfolio S&P 400 Mid Cap ETF

Invesco S&P MidCap 400 QVM Multi-factor ETF

Voya Russell Small Cap Index Portfolio Initial

Voya Russell Small Cap Index Portfolio Advisor Class

John Hancock Variable Insurance Trust Small Cap Index Trust Series Nav

John Hancock Variable Insurance Trust Small Cap Index Trust Series I

Russell Tax-Managed US Mid & Small Cap Fund Class A

Russell Tax-Managed US Mid & Small Cap Fund Class S

Vanguard S&P Mid-Cap 400 ETF

Fidelity Small Cap Index Fund

Guggenheim Total Return Bond Fund Institutional Class

Guggenheim Total Return Bond Fund Class P

Guggenheim Macro Opportunities Fund Class C

Guggenheim Macro Opportunities Fund Class A

Guggenheim Macro Opportunities Fund Class P

Nationwide Small Cap Index Fund Class A

ProShares Russell 2000 High Income ETF

Longboard Alternative Growth Fund Class I

Empower Small Cap Value Fund Institutional Class

Nationwide Small Cap Index Fund Institutional Service Class

ProShares Russell 2000 Dynamic Buffer ETF

T Rowe Price Small-Cap Index Fund Institutional Class

T Rowe Price Small-Cap Index Fund Class Z

Vanguard Russell 2000 Index Fund Institutional

BlackRock Small Cap Index V.I. Fund Class I

Venerable Small Cap Index Fund Class V

American Beacon Small Cap Value Fund R6 Class

American Beacon Small Cap Value Fund Y Class

American Beacon Small Cap Value Fund Institutional Class

BNY Mellon Midcap Index Fund, Inc Class I

VY JPMorgan Small Cap Core Equity Portfolio Advisor Class

VY JPMorgan Small Cap Core Equity Portfolio S2

John Hancock Variable Insurance Trust Mid Index Trust Series II

John Hancock Variable Insurance Trust Mid Cap Index Trust Series I

Principal MidCap S&P 400 Index Fund Institutional Class

Empower S&P Mid Cap 400 Index Fund Investor Class

Northern Funds Mid Cap Index Portfolio

Principal MidCap S&P 400 Index Fund Class R6

Principal MidCap S&P 400 Index Fund R-5 Class

S&P MidCap Index Fund Investor Class

VY JPMorgan Small Cap Core Equity Portfolio Class R6

Wilshire Small Company Value Fund Institutional Class

Venerable US Small Cap Fund Class V

Columbia Mid Cap Index Fund Institutional II Class

Columbia Mid Cap Index Fund Institutional Class

SA US Small Company Fund

Invesco Preferred ETF

Direxion Daily Mid Cap Bull 3X ETF

DFA US Small Cap Portfolio Institutional Class