# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0001752724-23-063246
**Filing Date:** 2023-3
**Character Count:** 140247
**Document Hash:** 180ea1da7e46792a9d827ac8c4ed0d60
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-063246.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001752724-23-063246

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230322

**DATE AS OF CHANGE**: 20230322

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0001048702
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 23752154

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19991015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE INVESTING FOUNDATION III
- **DATE OF NAME CHANGE:** 19971029

## Series and Classes Contracts Data

### Nationwide Mid Cap Market Index Fund (Series ID: S000004998)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000013561 | Class A                     | GMXAX           |
| C000013563 | Class C                     | GMCCX           |
| C000013564 | Class R6                    | GMXIX           |
| C000033117 | Class R                     | GMXRX           |
| C000175979 | Institutional Service Class | NWXQX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Nationwide Mutual Funds

- **b. Investment Company Act file number:** 811-08495

- **c. CIK number of Registrant:** 0001048702

- **d. LEI of Registrant:** 549300NXDT8MH8Z3PQ44

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Nationwide Plaza Location:N0900

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 614-435-3820

**Item A.2. Information about the Series.**

- **a. Name of Series:** Nationwide Mid Cap Market Index Fund

- **b. EDGAR series identifier (if any):** S000004998

- **c. LEI of Series:** 549300TJ1SU3G7X7DV50

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $721093411.95

**Total Liabilities:** $3951958.48

**Net Assets:** $717141453.47

**Cash Not Reported:** $6179922.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000013564 | 6.11%                | -5.58%               | 9.26%                |
| Class ID C000033117 | 6.02%                | -5.61%               | 9.18%                |
| Class ID C000013563 | 6.01%                | -5.65%               | 9.09%                |
| Class ID C000013561 | 6.08%                | -5.59%               | 9.17%                |
| Class ID C000175979 | 6.11%                | -5.63%               | 9.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-27288.12               | $39243708.75                               |
| Month 2  | $8669737.35              | $-48582589.19                              |
| Month 3  | $241048.84               | $59355068.35                               |

### Schedule of Portfolio Investments

| Name                                       | Title                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Werner Enterprises, Inc.                   | Werner Enterprises, Inc.                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     18924 | NS      | $888860.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust          | Corporate Office Properties Trust            | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     35592 | NS      | $999067.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                | Crocs, Inc.                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     19543 | NS      | $2379751.11   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                   | Wintrust Financial Corp.                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     19281 | NS      | $1763633.07   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                  | RLI Corp.                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     12738 | NS      | $1687148.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                             | Carter's, Inc.                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     12358 | NS      | $1030286.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| FirstCash Holdings, Inc.                   | FirstCash Holdings, Inc.                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12095 | NS      | $1114917.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                      | Hancock Whitney Corp.                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     26884 | NS      | $1383988.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                               | Viasat, Inc.                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     24230 | NS      | $834723.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                          | Foot Locker, Inc.                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     25397 | NS      | $1105023.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Louisiana-Pacific Corp.                    | Louisiana-Pacific Corp.                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     23229 | NS      | $1581662.61   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                       | Xerox Holdings Corp.                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     34934 | NS      | $572218.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                  | United Therapeutics Corp.                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     14453 | NS      | $3803596.01   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                  | CubeSmart                                    | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71177 | NS      | $3259194.83   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                            | Ingredion, Inc.                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     20744 | NS      | $2132483.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.            | Interactive Brokers Group, Inc., Class A     | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     32474 | NS      | $2595971.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                | TEGNA, Inc.                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     70670 | NS      | $1408453.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                         | Helen of Troy Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      7750 | NS      | $876602.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                 | Esab Corp.                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     16448 | NS      | $950858.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                           | OGE Energy Corp.                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     63170 | NS      | $2483844.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                      | Landstar System, Inc.                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     11508 | NS      | $1988927.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| CF SECURED LLC                             | Treasury Repurchase Agreement                | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   3526525 | PA      | $3526524.80   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                     | Kyndryl Holdings, Inc.                       | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     64176 | NS      | $859316.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                              | Polaris, Inc.                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     17267 | NS      | $1982942.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                               | Gentex Corp.                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     73956 | NS      | $2182441.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                 | New Jersey Resources Corp.                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     30238 | NS      | $1509480.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                        | Carlisle Cos., Inc.                          | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     16340 | NS      | $4099052.40   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR Properties                               | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     23937 | NS      | $1016843.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                        | Flowers Foods, Inc.                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     60958 | NS      | $1687927.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                           | Timken Co. (The)                             | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     21052 | NS      | $1733632.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                          | Haemonetics Corp.                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     16212 | NS      | $1371535.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                | Jabil, Inc.                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     42672 | NS      | $3355299.36   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Syneos Health, Inc.                        | Syneos Health, Inc.                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     32671 | NS      | $1173542.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                         | nVent Electric plc                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     52336 | NS      | $2080356.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                          | ICU Medical, Inc.                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      6349 | NS      | $1226817.27   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                      | AECOM                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     44117 | NS      | $3850090.59   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                | Lattice Semiconductor Corp.                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     43334 | NS      | $3284283.86   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                      | Glacier Bancorp, Inc.                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     34927 | NS      | $1592321.93   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Curtiss-Wright Corp.                       | Curtiss-Wright Corp.                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     12130 | NS      | $2011154.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                   | Jazz Pharmaceuticals plc                     | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     19956 | NS      | $3126306.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Option Care Health, Inc.                   | Option Care Health, Inc.                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     48769 | NS      | $1407961.03   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.         | BJ's Wholesale Club Holdings, Inc.           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     42706 | NS      | $3094903.82   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                      | Deckers Outdoor Corp.                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      8382 | NS      | $3583137.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                      | Harley-Davidson, Inc.                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     42019 | NS      | $1934134.57   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinsale Capital Group, Inc.                | Kinsale Capital Group, Inc.                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      6826 | NS      | $1900631.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                     | Medpace Holdings, Inc.                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      7906 | NS      | $1747779.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                             | Repligen Corp.                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     16303 | NS      | $3020945.90   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.               | Neurocrine Biosciences, Inc.                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     30469 | NS      | $3379926.17   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens Corning                              | Owens Corning                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     29620 | NS      | $2862773.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                            | LHC Group, Inc.                              | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      9792 | NS      | $1553011.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     35083 | NS      | $1602240.61   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                       | Old National Bancorp                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     92213 | NS      | $1613727.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                         | Crane Holdings Co.                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     15184 | NS      | $1759977.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                 | Saia, Inc.                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      8382 | NS      | $2286441.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontier Communications Parent, Inc.       | Frontier Communications Parent, Inc.         | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70206 | NS      | $2078799.66   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Cracker Barrel Old Country Store, Inc.     | Cracker Barrel Old Country Store, Inc.       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      7193 | NS      | $802594.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Federal, Inc.                   | Washington Federal, Inc.                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20818 | NS      | $738206.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                            | PacWest Bancorp                              | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     37448 | NS      | $1035811.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.               | Vishay Intertechnology, Inc.                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     41767 | NS      | $956046.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Spirit Realty Capital, Inc.                | Spirit Realty Capital, Inc.                  | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     44264 | NS      | $1942304.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp.                             | SunPower Corp.                               | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     27137 | NS      | $472997.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp.                              | Navient Corp.                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     34564 | NS      | $655679.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy, Inc.                       | Vitesse Energy, Inc.                         | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         0 | NS      | $5.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                        | Toll Brothers, Inc.                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     33731 | NS      | $2006657.19   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                     | Stifel Financial Corp.                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     33532 | NS      | $2260392.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                         | Life Storage, Inc.                           | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     26939 | NS      | $2910489.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                           | Fair Isaac Corp.                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      7916 | NS      | $5271660.20   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                    | Lantheus Holdings, Inc.                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     21794 | NS      | $1253155.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Choice Hotels International, Inc.          | Choice Hotels International, Inc.            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      8784 | NS      | $1079465.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                     | Univar Solutions, Inc.                       | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     52548 | NS      | $1811855.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                  | NCR Corp.                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     44173 | NS      | $1211223.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| UGI Corp.                                  | UGI Corp.                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     66052 | NS      | $2630851.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                | Acadia Healthcare Co., Inc.                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     28679 | NS      | $2409609.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                      | JetBlue Airways Corp.                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    102986 | NS      | $823888.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                      | MGIC Investment Corp.                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     95162 | NS      | $1343687.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                | Fluor Corp.                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     44637 | NS      | $1640409.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumentum Holdings, Inc.                    | Lumentum Holdings, Inc.                      | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     21871 | NS      | $1316196.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| TripAdvisor, Inc.                          | TripAdvisor, Inc.                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     32791 | NS      | $764030.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwestern Energy Co.                    | Southwestern Energy Co.                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    351757 | NS      | $1941698.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                 | EastGroup Properties, Inc.                   | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     13829 | NS      | $2326729.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                             | Omnicell, Inc.                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     14194 | NS      | $787341.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                       | Middleby Corp. (The)                         | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     17002 | NS      | $2642960.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Taylor Morrison Home Corp.                 | Taylor Morrison Home Corp., Class A          | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     34339 | NS      | $1229336.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                   | Ormat Technologies, Inc.                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     15268 | NS      | $1413053.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| IPG Photonics Corp.                        | IPG Photonics Corp.                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     10503 | NS      | $1177386.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.             | Watts Water Technologies, Inc., Class A      | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      8555 | NS      | $1398913.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     26669 | NS      | $1025423.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                      | Range Resources Corp.                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     76584 | NS      | $1916131.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                        | Capri Holdings Ltd.                          | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     40820 | NS      | $2714121.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                         | Under Armour, Inc., Class C                  | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     62190 | NS      | $677871.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.           | New York Community Bancorp, Inc.             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    216512 | NS      | $2162954.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                               | ALLETE, Inc.                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     18200 | NS      | $1125852.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.               | Grand Canyon Education, Inc.                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      9721 | NS      | $1133079.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                | Kirby Corp.                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     19086 | NS      | $1350907.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     23631 | NS      | $1038818.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                             | TopBuild Corp.                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     10255 | NS      | $2051615.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc. | Knight-Swift Transportation Holdings, Inc.   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50756 | NS      | $2999679.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.           | Omega Healthcare Investors, Inc.             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     73808 | NS      | $2172907.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                               | Bruker Corp.                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     31991 | NS      | $2243208.92   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                          | Brink's Co. (The)                            | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     14905 | NS      | $977768.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                          | Essent Group Ltd.                            | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     34247 | NS      | $1507895.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                          | HF Sinclair Corp.                            | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42625 | NS      | $2425362.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                           | Tetra Tech, Inc.                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     16826 | NS      | $2616779.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                  | Nexstar Media Group, Inc.                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     11951 | NS      | $2447206.27   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                          | QuidelOrtho Corp.                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     17031 | NS      | $1458023.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                              | Visteon Corp.                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      8939 | NS      | $1397523.26   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson Cos., Inc.                       | Patterson Cos., Inc.                         | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     27458 | NS      | $828957.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                    | Paylocity Holding Corp.                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     13057 | NS      | $2719642.53   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                 | GATX Corp.                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     11200 | NS      | $1281840.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                   | Jones Lang LaSalle, Inc.                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     15132 | NS      | $2797452.84   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                           | Stericycle, Inc.                             | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     29278 | NS      | $1575449.18   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.          | Pinnacle Financial Partners, Inc.            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     24282 | NS      | $1911721.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                             | Exelixis, Inc.                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    102112 | NS      | $1799213.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                   | Power Integrations, Inc.                     | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     18203 | NS      | $1567096.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                | Terex Corp.                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     21419 | NS      | $1091726.43   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                         | HealthEquity, Inc.                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     26653 | NS      | $1621835.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                | Greif, Inc., Class A                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      8443 | NS      | $603083.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                    | United Bankshares, Inc.                      | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     42517 | NS      | $1709183.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherent Corp.                             | Coherent Corp.                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     43956 | NS      | $1907690.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                       | Globus Medical, Inc., Class A                | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     24327 | NS      | $1836688.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Republic International Corp.           | Old Republic International Corp.             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     90533 | NS      | $2389165.87   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                      | Mercury Systems, Inc.                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     18302 | NS      | $914825.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Ltd.                               | Genpact Ltd.                                 | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     53328 | NS      | $2521347.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                        | Regal Rexnord Corp.                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     21001 | NS      | $2923339.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                        | Acuity Brands, Inc.                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10335 | NS      | $1948354.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corp.                         | NorthWestern Corp.                           | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     18312 | NS      | $1040121.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                      | Pilgrim's Pride Corp.                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     14695 | NS      | $356794.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                            | NewMarket Corp.                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2215 | NS      | $763089.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                               | Qualys, Inc.                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     10985 | NS      | $1267229.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                     | Amkor Technology, Inc.                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     31773 | NS      | $929677.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                 | Lennox International, Inc.                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     10182 | NS      | $2653632.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                 | Performance Food Group Co.                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     49339 | NS      | $3025467.48   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                 | Builders FirstSource, Inc.                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     46646 | NS      | $3717686.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Display Corp.                    | Universal Display Corp.                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13673 | NS      | $1812082.69   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                        | UMB Financial Corp.                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     13916 | NS      | $1255084.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                              | Ashland, Inc.                                | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     15732 | NS      | $1719035.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.            | Lincoln Electric Holdings, Inc.              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     18296 | NS      | $3053053.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                        | GXO Logistics, Inc.                          | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     37366 | NS      | $1955362.78   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.            | Annaly Capital Management, Inc.              | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    148285 | NS      | $3480248.95   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                               | Mattel, Inc.                                 | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    111256 | NS      | $2276297.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                            | Brunswick Corp.                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     22980 | NS      | $1937903.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                  | Darling Ingredients, Inc.                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     50664 | NS      | $3358516.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                   | Cousins Properties, Inc.                     | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     48037 | NS      | $1317174.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                               | Cognex Corp.                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     54779 | NS      | $2998602.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                      | Axon Enterprise, Inc.                        | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     21451 | NS      | $4192383.44   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.            | Simpson Manufacturing Co., Inc.              | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     13732 | NS      | $1470834.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryder System, Inc.                         | Ryder System, Inc.                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     16217 | NS      | $1531046.97   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                           | Royal Gold, Inc.                             | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     20736 | NS      | $2634094.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Chart Industries, Inc.                     | Chart Industries, Inc.                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     13286 | NS      | $1780058.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Under Armour, Inc.                         | Under Armour, Inc., Class A                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     60304 | NS      | $747166.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                               | Watsco, Inc.                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     10491 | NS      | $3014798.67   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams-Sonoma, Inc.                      | Williams-Sonoma, Inc.                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     21143 | NS      | $2853036.42   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Envestnet, Inc.                            | Envestnet, Inc.                              | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     14781 | NS      | $960765.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| ExlService Holdings, Inc.                  | ExlService Holdings, Inc.                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     10420 | NS      | $1777652.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                            | TD SYNNEX Corp.                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     13282 | NS      | $1356756.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                     | Encompass Health Corp.                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     31782 | NS      | $1984785.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                | Prosperity Bancshares, Inc.                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28714 | NS      | $2178244.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                    | Columbia Sportswear Co.                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     11066 | NS      | $1061229.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Valvoline, Inc.                            | Valvoline, Inc.                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     55764 | NS      | $2044308.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                  | Equitrans Midstream Corp.                    | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    137741 | NS      | $998622.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM, Inc.                               | R1 RCM, Inc.                                 | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43424 | NS      | $621397.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Adient plc                                 | Adient plc                                   | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     29762 | NS      | $1339885.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                | Sensient Technologies Corp.                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     13200 | NS      | $999108.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Insperity, Inc.                            | Insperity, Inc.                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     11210 | NS      | $1239265.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Wolfspeed, Inc.                            | Wolfspeed, Inc.                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     39368 | NS      | $3031729.68   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynatrace, Inc.                            | Dynatrace, Inc.                              | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63938 | NS      | $2457137.34   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                            | Gap, Inc. (The)                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     67789 | NS      | $919896.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                             | Teradata Corp.                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     32644 | NS      | $1138622.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                        | Kilroy Realty Corp.                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     33295 | NS      | $1366426.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                  | CNO Financial Group, Inc.                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     36124 | NS      | $930554.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                           | Littelfuse, Inc.                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      7820 | NS      | $2007315.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                           | Five Below, Inc.                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     17530 | NS      | $3455688.90   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| MDU Resources Group, Inc.                  | MDU Resources Group, Inc.                    | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64241 | NS      | $1985689.31   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P Midcap 400 E-Mini Index                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        30 | NC      | $588731.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                  | WEX, Inc.                                    | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     14018 | NS      | $2592909.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentrix Corp.                           | Concentrix Corp.                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13473 | NS      | $1910606.13   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                               | Neogen Corp.                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     68107 | NS      | $1458170.87   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                  | IAA, Inc.                                    | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     42054 | NS      | $1754913.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                    | Avis Budget Group, Inc.                      | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      7885 | NS      | $1577315.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                               | LivaNova plc                                 | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     17181 | NS      | $965572.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.         | Hawaiian Electric Industries, Inc.           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     34366 | NS      | $1452650.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                        | Sonoco Products Co.                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     30804 | NS      | $1882432.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                               | Chemed Corp.                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      4697 | NS      | $2372642.58   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Associated Banc-Corp.                      | Associated Banc-Corp.                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     47617 | NS      | $1067096.97   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.               | Grocery Outlet Holding Corp.                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27624 | NS      | $839493.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                        | Clean Harbors, Inc.                          | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     15895 | NS      | $2071118.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                 | Super Micro Computer, Inc.                   | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     14689 | NS      | $1062455.37   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                           | Murphy Oil Corp.                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     46163 | NS      | $2013168.43   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.         | Marriott Vacations Worldwide Corp.           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     12145 | NS      | $1943685.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                     | Federated Hermes, Inc., Class B              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     26809 | NS      | $1053593.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.      | Ollie's Bargain Outlet Holdings, Inc.        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     18310 | NS      | $1002655.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                          | Hanesbrands, Inc.                            | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    111957 | NS      | $944917.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Hills Corp.                          | Black Hills Corp.                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     20708 | NS      | $1498845.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                             | GameStop Corp., Class A                      | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     79847 | NS      | $1746253.89   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Antero Resources Corp.                     | Antero Resources Corp.                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     87515 | NS      | $2523932.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Materials, Inc.                      | Eagle Materials, Inc.                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     11875 | NS      | $1734700.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.              | Topgolf Callaway Brands Corp.                | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     43783 | NS      | $1072245.67   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Enovis Corp.                               | Enovis Corp.                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     15202 | NS      | $956965.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                    | Pebblebrook Hotel Trust                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     41111 | NS      | $674220.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                | Calix, Inc.                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     18023 | NS      | $948730.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                     | Tenet Healthcare Corp.                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     34274 | NS      | $1879928.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                    | Synovus Financial Corp.                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     45924 | NS      | $1926511.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                               | Macy's, Inc.                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     85212 | NS      | $2013559.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                               | Azenta, Inc.                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     23783 | NS      | $1329469.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                            | Perrigo Co. plc                              | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     42887 | NS      | $1604831.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     58328 | NS      | $1492030.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                 | Dana, Inc.                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     40095 | NS      | $727323.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Antero Midstream Corp.                     | Antero Midstream Corp.                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106142 | NS      | $1156947.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                      | BellRing Brands, Inc.                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     42979 | NS      | $1218884.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                       | Travel + Leisure Co.                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     26630 | NS      | $1128313.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                      | Matador Resources Co.                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     35336 | NS      | $2337829.76   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Goodyear Tire & Rubber Co. (The)           | Goodyear Tire & Rubber Co. (The)             | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     90071 | NS      | $1013298.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                  | KBR, Inc.                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     43483 | NS      | $2227634.09   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.               | Coca-Cola Consolidated, Inc.                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1477 | NS      | $748514.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                           | AptarGroup, Inc.                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     20749 | NS      | $2399414.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                        | YETI Holdings, Inc.                          | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     27451 | NS      | $1228706.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                     | Cleveland-Cliffs, Inc.                       | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    163377 | NS      | $3488098.95   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.               | Casey's General Stores, Inc.                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     11851 | NS      | $2795769.41   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.        | First Industrial Realty Trust, Inc.          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41723 | NS      | $2225922.05   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.               | Worthington Industries, Inc.                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      9410 | NS      | $535146.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                              | Oshkosh Corp.                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     20652 | NS      | $2081308.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                 | Silicon Laboratories, Inc.                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     10765 | NS      | $1689136.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| CNX Resources Corp.                        | CNX Resources Corp.                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     57200 | NS      | $956956.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanover Insurance Group, Inc. (The)        | Hanover Insurance Group, Inc. (The)          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     11251 | NS      | $1514159.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                     | Fulton Financial Corp.                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     53166 | NS      | $889467.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Light & Wonder, Inc.                       | Light & Wonder, Inc.                         | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     29735 | NS      | $1940208.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                     | Aspen Technology, Inc.                       | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      9209 | NS      | $1830288.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                           | MSA Safety, Inc.                             | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     11640 | NS      | $1587579.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Evercore, Inc.                             | Evercore, Inc., Class A                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     11445 | NS      | $1485675.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                | Ciena Corp.                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     47294 | NS      | $2460233.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                  | NOV, Inc.                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    124060 | NS      | $3032026.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                 | AGCO Corp.                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     19560 | NS      | $2701822.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                        | Post Holdings, Inc.                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     17154 | NS      | $1628772.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                            | Primerica, Inc.                              | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     11832 | NS      | $1913826.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                               | Kohl's Corp.                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     36967 | NS      | $1196621.79   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                         | Chemours Co. (The)                           | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     48835 | NS      | $1777105.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.               | Sabra Health Care REIT, Inc.                 | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     73235 | NS      | $988672.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                             | Penumbra, Inc.                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     12040 | NS      | $3014936.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Manhattan Associates, Inc.                 | Manhattan Associates, Inc.                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     19808 | NS      | $2582170.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.            | Rexford Industrial Realty, Inc.              | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     58156 | NS      | $3691161.32   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                            | Synaptics, Inc.                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     12609 | NS      | $1576503.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.             | International Bancshares Corp.               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     16818 | NS      | $788259.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                 | Allegro MicroSystems, Inc.                   | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20615 | NS      | $786874.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| PNM Resources, Inc.                        | PNM Resources, Inc.                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     27308 | NS      | $1351199.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                    | Physicians Realty Trust                      | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     72345 | NS      | $1147391.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                | RenaissanceRe Holdings Ltd.                  | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     13807 | NS      | $2701891.83   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.            | Independence Realty Trust, Inc.              | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     70944 | NS      | $1335875.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                             | Wingstop, Inc.                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      9443 | NS      | $1496432.21   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.            | Arrowhead Pharmaceuticals, Inc.              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     33283 | NS      | $1164572.17   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                    | John Wiley & Sons, Inc., Class A             | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     13552 | NS      | $620681.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                    | RPM International, Inc.                      | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     40756 | NS      | $3664371.96   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                           | Ziff Davis, Inc.                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     14908 | NS      | $1333967.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                      | MKS Instruments, Inc.                        | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     18064 | NS      | $1848308.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                              | Vontier Corp.                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     50065 | NS      | $1152996.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                      | Commercial Metals Co.                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     37191 | NS      | $2018355.57   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                      | SL Green Realty Corp.                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     20513 | NS      | $844109.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                 | Cullen/Frost Bankers, Inc.                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     20415 | NS      | $2659666.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.           | Tempur Sealy International, Inc.             | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     54195 | NS      | $2208446.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.        | World Wrestling Entertainment, Inc., Class A | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     13722 | NS      | $1161155.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Wyndham Hotels & Resorts, Inc.             | Wyndham Hotels & Resorts, Inc.               | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     27993 | NS      | $2169737.43   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.            | MSC Industrial Direct Co., Inc., Class A     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     14943 | NS      | $1235786.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                | Park Hotels & Resorts, Inc.                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     71225 | NS      | $1047719.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                  | Fox Factory Holding Corp.                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     13351 | NS      | $1576619.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.              | Reliance Steel & Aluminum Co.                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     18601 | NS      | $4230797.45   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.        | Integra LifeSciences Holdings Corp.          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     22933 | NS      | $1314060.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                               | Masimo Corp.                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     15213 | NS      | $2587427.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                    | Shockwave Medical, Inc.                      | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     11455 | NS      | $2152738.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                             | Westlake Corp.                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     10885 | NS      | $1336133.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                             | Trex Co., Inc.                               | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34834 | NS      | $1836448.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.   | Science Applications International Corp.     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     17591 | NS      | $1825593.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                         | STAAR Surgical Co.                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     15295 | NS      | $1079062.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| MACOM Technology Solutions Holdings, Inc.  | MACOM Technology Solutions Holdings, Inc.    | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16120 | NS      | $1080362.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Janus Henderson Group plc                  | Janus Henderson Group plc                    | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     41867 | NS      | $1085192.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                      | Umpqua Holdings Corp.                        | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     68748 | NS      | $1251213.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                 | Olin Corp.                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     40370 | NS      | $2607498.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                | Apartment Income REIT Corp.                  | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47518 | NS      | $1818038.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                  | XPO, Inc.                                    | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     36438 | NS      | $1452418.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                | Spire, Inc.                                  | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     16541 | NS      | $1194591.02   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Thor Industries, Inc.                      | Thor Industries, Inc.                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     17135 | NS      | $1633479.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordstrom, Inc.                            | Nordstrom, Inc.                              | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     35925 | NS      | $701974.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Papa John's International, Inc.            | Papa John's International, Inc.              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     10218 | NS      | $916452.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Lear Corp.                                 | Lear Corp.                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     18756 | NS      | $2734249.68   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                              | Novanta, Inc.                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11236 | NS      | $1814276.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                        | ACI Worldwide, Inc.                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     35895 | NS      | $1002547.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                   | Penn Entertainment, Inc.                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50070 | NS      | $1774981.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerce Bancshares, Inc.                  | Commerce Bancshares, Inc.                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36177 | NS      | $2407941.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| ChampionX Corp.                            | ChampionX Corp.                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     63913 | NS      | $2110407.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                           | PBF Energy, Inc., Class A                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     36192 | NS      | $1519702.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| American Financial Group, Inc.             | American Financial Group, Inc.               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     22062 | NS      | $3145820.58   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                               | Belden, Inc.                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     13785 | NS      | $1117825.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                | Dick's Sporting Goods, Inc.                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     17623 | NS      | $2304383.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.             | First American Financial Corp.               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     32907 | NS      | $2035956.09   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                | Boston Beer Co., Inc. (The), Class A         | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      2997 | NS      | $1164664.17   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                              | Hubbell, Inc.                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     17038 | NS      | $3900168.58   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                    | Western Union Co. (The)                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    122444 | NS      | $1735031.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.           | First Financial Bankshares, Inc.             | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     41199 | NS      | $1467508.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| National Retail Properties, Inc.           | National Retail Properties, Inc.             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     56647 | NS      | $2682235.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | Kite Realty Group Trust                      | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69221 | NS      | $1502095.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AutoNation, Inc.                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10841 | NS      | $1373771.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Macerich Co. (The)                         | Macerich Co. (The)                           | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     68804 | NS      | $945366.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                | Alcoa Corp.                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     56078 | NS      | $2929514.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                | Avnet, Inc.                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     29005 | NS      | $1330749.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                       | Bank of Hawaii Corp.                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     12606 | NS      | $964232.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Selective Insurance Group, Inc.            | Selective Insurance Group, Inc.              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     19059 | NS      | $1810605.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                | Halozyme Therapeutics, Inc.                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     42854 | NS      | $2218551.58   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Graco, Inc.                                | Graco, Inc.                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     53426 | NS      | $3650064.32   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                           | Murphy USA, Inc.                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      6588 | NS      | $1792133.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| ManpowerGroup, Inc.                        | ManpowerGroup, Inc.                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     16023 | NS      | $1396564.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                               | Hexcel Corp.                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     26446 | NS      | $1866558.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| First Horizon Corp.                        | First Horizon Corp.                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    169523 | NS      | $4192303.79   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                             | Rayonier, Inc.                               | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     46226 | NS      | $1682164.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                     | Celsius Holdings, Inc.                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12756 | NS      | $1279681.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                        | Lithia Motors, Inc., Class A                 | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      8728 | NS      | $2297209.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT, Inc.                                  | ITT, Inc.                                    | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     26211 | NS      | $2400665.49   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.             | Texas Capital Bancshares, Inc.               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     15839 | NS      | $1046482.73   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                        | Inari Medical, Inc.                          | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15304 | NS      | $873093.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                              | Maximus, Inc.                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     19263 | NS      | $1441835.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                          | Boyd Gaming Corp.                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     25141 | NS      | $1566535.71   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                        | SEI Investments Co.                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     32530 | NS      | $2030847.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.              | Healthcare Realty Trust, Inc.                | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    120113 | NS      | $2586032.89   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     59390 | NS      | $2496161.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                          | Wendy's Co. (The)                            | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     53903 | NS      | $1202036.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                    | East West Bancorp, Inc.                      | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44518 | NS      | $3495553.36   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                     | Lancaster Colony Corp.                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      6258 | NS      | $1200972.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                       | Vornado Realty Trust                         | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50971 | NS      | $1243182.69   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                 | National Instruments Corp.                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     41636 | NS      | $2248344.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                    | Arrow Electronics, Inc.                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     19494 | NS      | $2290350.06   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                  | United States Steel Corp.                    | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     74943 | NS      | $2135126.07   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                       | Douglas Emmett, Inc.                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55332 | NS      | $926811.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.         | Reinsurance Group of America, Inc.           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     21168 | NS      | $3212667.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                       | JBG SMITH Properties                         | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31182 | NS      | $628005.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                            | Blackbaud, Inc.                              | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     14062 | NS      | $874797.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                        | Donaldson Co., Inc.                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     39034 | NS      | $2433769.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                             | Ingevity Corp.                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     11299 | NS      | $931489.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.            | Affiliated Managers Group, Inc.              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     12049 | NS      | $2081344.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                  | FNB Corp.                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    110486 | NS      | $1576635.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                              | IDACORP, Inc.                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     15972 | NS      | $1689997.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwest Gas Holdings, Inc.               | Southwest Gas Holdings, Inc.                 | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19369 | NS      | $1296367.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH                                           | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      6091 | NS      | $1900331.09   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                    | EnerSys                                      | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     12844 | NS      | $1066308.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                  | Essential Utilities, Inc.                    | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     75758 | NS      | $3540171.34   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                               | SiTime Corp.                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5171 | NS      | $595854.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                   | CACI International, Inc., Class A            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      7393 | NS      | $2277709.37   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                    | CommVault Systems, Inc.                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     14063 | NS      | $875140.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                      | Churchill Downs, Inc.                        | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     10451 | NS      | $2592893.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                    | Euronet Worldwide, Inc.                      | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     14988 | NS      | $1688847.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                       | Voya Financial, Inc.                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     31091 | NS      | $2169219.07   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Brighthouse Financial, Inc.                | Brighthouse Financial, Inc.                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     21910 | NS      | $1232875.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                | Vicor Corp.                                  | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      7121 | NS      | $494411.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Medical Properties Trust, Inc.             | Medical Properties Trust, Inc.               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    188812 | NS      | $2445115.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                           | Kennametal, Inc.                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     25524 | NS      | $727434.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                 | ASGN, Inc.                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     15803 | NS      | $1437282.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                 | Highwoods Properties, Inc.                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     33532 | NS      | $1018366.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                  | PVH Corp.                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     20671 | NS      | $1858322.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                         | Cirrus Logic, Inc.                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     17519 | NS      | $1583542.41   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                      | Texas Roadhouse, Inc.                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     21023 | NS      | $2111339.89   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Toro Co. (The)                             | Toro Co. (The)                               | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     33035 | NS      | $3684063.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.              | Portland General Electric Co.                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     28363 | NS      | $1349511.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                              | ONE Gas, Inc.                                | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     17186 | NS      | $1415438.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| DT Midstream, Inc.                         | DT Midstream, Inc.                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30560 | NS      | $1670409.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Sprouts Farmers Market, Inc.               | Sprouts Farmers Market, Inc.                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     34082 | NS      | $1088919.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                      | Leggett & Platt, Inc.                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     41752 | NS      | $1526453.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Silgan Holdings, Inc.                      | Silgan Holdings, Inc.                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     26638 | NS      | $1435521.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                   | New York Times Co. (The), Class A            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     52274 | NS      | $1821226.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                        | STORE Capital Corp.                          | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     83947 | NS      | $2703932.87   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                               | MasTec, Inc.                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     18540 | NS      | $1821184.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Webster Financial Corp.                    | Webster Financial Corp.                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     55548 | NS      | $2924602.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                             | Amedisys, Inc.                               | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     10301 | NS      | $995694.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Woodward, Inc.                             | Woodward, Inc.                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     19007 | NS      | $1943655.82   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| MP Materials Corp.                         | MP Materials Corp.                           | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29198 | NS      | $949226.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Progyny, Inc.                              | Progyny, Inc.                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23360 | NS      | $803350.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.           | Fortune Brands Innovations, Inc.             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     40515 | NS      | $2613622.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)               | Scotts Miracle-Gro Co. (The)                 | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     12856 | NS      | $928074.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Avient Corp.                               | Avient Corp.                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     27093 | NS      | $1097808.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                    | Valley National Bancorp                      | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    133233 | NS      | $1582808.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Flowserve Corp.                            | Flowserve Corp.                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     41272 | NS      | $1420582.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                      | Home BancShares, Inc.                        | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60248 | NS      | $1438119.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.               | Brixmor Property Group, Inc.                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     94583 | NS      | $2225537.99   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                            | Cable One, Inc.                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1525 | NS      | $1204567.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                          | EMCOR Group, Inc.                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     15104 | NS      | $2239168.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                   | Energizer Holdings, Inc.                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     20873 | NS      | $774388.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                     | Dycom Industries, Inc.                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      9466 | NS      | $902772.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                  | SLM Corp.                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78945 | NS      | $1387063.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                    | Victoria's Secret & Co.                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     26373 | NS      | $1111621.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                      | National Fuel Gas Co.                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     28899 | NS      | $1677875.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamar Advertising Co.                      | Lamar Advertising Co., Class A               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     27723 | NS      | $2953608.42   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                         | Skechers USA, Inc., Class A                  | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     42599 | NS      | $2051141.85   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                     | Envista Holdings Corp.                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     51853 | NS      | $2021748.47   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust            | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27127 | NS      | $1106781.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                        | Graham Holdings Co., Class B                 | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1223 | NS      | $798998.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                            | H&R Block, Inc.                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     49274 | NS      | $1920700.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                | Service Corp. International                  | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     48747 | NS      | $3614590.05   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                   | Valmont Industries, Inc.                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      6777 | NS      | $2234580.21   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                           | PDC Energy, Inc.                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     29204 | NS      | $1977986.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Coty, Inc.                                 | Coty, Inc., Class A                          | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    113998 | NS      | $1135420.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.            | Jefferies Financial Group, Inc.              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     58061 | NS      | $2280636.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.               | Iridium Communications, Inc.                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     40298 | NS      | $2411432.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                | Cabot Corp.                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     17919 | NS      | $1349838.27   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                               | Kemper Corp.                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     20246 | NS      | $1189047.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                       | FTI Consulting, Inc.                         | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     10884 | NS      | $1736215.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                       | PotlatchDeltic Corp.                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     25652 | NS      | $1255665.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                               | Sunrun, Inc.                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     67007 | NS      | $1760943.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                          | Sotera Health Co.                            | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32875 | NS      | $566765.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                 | Tandem Diabetes Care, Inc.                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     20396 | NS      | $830933.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer