# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0001752724-23-063264
**Filing Date:** 2023-3
**Character Count:** 97864
**Document Hash:** 16283968353992b5072f05d6c474cd00
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-063264.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001752724-23-063264

**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:** 23752172

**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 International Small Cap Fund (Series ID: S000055867)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000175982 | Class A                     | NWXSX           |
| C000175984 | Class R6                    | NWXUX           |
| C000175985 | Institutional Service Class | NWXVX           |

## 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 International Small Cap Fund

- **b. EDGAR series identifier (if any):** S000055867

- **c. LEI of Series:** 549300Q6H6SHH6VU4607

**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:** $651592706.91

**Total Liabilities:** $23090031.87

**Net Assets:** $628502675.04

**Cash Not Reported:** $5932497.38

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000175984 | 10.82%               | -0.66%               | 7.82%                |
| Class ID C000175985 | 10.71%               | -0.70%               | 7.83%                |
| Class ID C000175982 | 10.80%               | -0.78%               | 7.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7303765.06             | $65539082.50                               |
| Month 2  | $-1060241.30             | $-3426876.28                               |
| Month 3  | $1717748.00              | $44059014.30                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Smart Metering Systems plc                      | Smart Metering Systems plc                           | CUSIP: N/A<br>LEI: 213800FGOUFSDPE33S71       | Long             | EC               | CORP              | GB        |    435477 | NS      | $4671878.66   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co. Ltd.                   | Square Enix Holdings Co. Ltd.                        | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |     25385 | NS      | $1199306.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Boat Rocker Media, Inc.                         | Boat Rocker Media, Inc.                              | CUSIP: 09664U101<br>LEI: 5493004D4I281V12PV84 | Long             | EC               | CORP              | CA        |    667303 | NS      | $1359130.53   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd.                          | Mineral Resources Ltd.                               | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |     45180 | NS      | $2865018.63   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandom Corp.                                    | Mandom Corp.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    213900 | NS      | $2430889.62   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SHO-BOND Holdings Co. Ltd.                      | SHO-BOND Holdings Co. Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     17300 | NS      | $736196.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LaSalle Logiport REIT                           | LaSalle Logiport REIT                                | CUSIP: N/A<br>LEI: 353800II3DI1RPKBB314       | Long             | EC               | CORP              | JP        |      2543 | NS      | $3082342.73   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyro Payments Ltd.                              | Tyro Payments Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   2612307 | NS      | $2762304.84   | 0.44%             |  |  |  | No            |                  2 | On Loan: —       |
| Abcam plc                                       | Abcam plc                                            | CUSIP: 000380204<br>LEI: 213800B9N83DSNT33F79 | Long             | EC               | CORP              | GB        |    301223 | NS      | $4177963.01   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Thungela Resources Ltd.                         | Thungela Resources Ltd.                              | CUSIP: N/A<br>LEI: 213800EGYK3BN3SRIF27       | Long             | EC               | CORP              | ZA        |    230465 | NS      | $2998703.67   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| ICADE                                           | ICADE                                                | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | EC               | CORP              | FR        |     65537 | NS      | $3118639.25   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Almirall SA                                     | Almirall SA                                          | CUSIP: N/A<br>LEI: 95980020140005007996       | Long             | EC               | CORP              | ES        |    289475 | NS      | $2913832.17   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Financial Group Ltd.                    | Liberty Financial Group Ltd.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    803805 | NS      | $2255431.95   | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CF SECURED LLC                                  | Treasury Repurchase Agreement                        | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |  16893920 | PA      | $16893920.35  | 2.69%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                  | BAWAG Group AG                                       | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |    112780 | NS      | $6973153.69   | 1.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Restaurant Group plc (The)                      | Restaurant Group plc (The)                           | CUSIP: N/A<br>LEI: 213800V4LJ2FXMQKKA46       | Long             | EC               | CORP              | GB        |   4524606 | NS      | $2032399.11   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JTOWER, Inc.                                    | JTOWER, Inc.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     22200 | NS      | $1064338.51   | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| TOTVS SA                                        | TOTVS SA                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    997700 | NS      | $5909981.48   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumagai Gumi Co. Ltd.                           | Kumagai Gumi Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900M993KYZI2Q1Q47       | Long             | EC               | CORP              | JP        |     30700 | NS      | $630458.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nick Scali Ltd.                                 | Nick Scali Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    113600 | NS      | $967193.46    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JINS Holdings, Inc.                             | JINS Holdings, Inc.                                  | CUSIP: N/A<br>LEI: 353800IG2NOMKC105309       | Long             | EC               | CORP              | JP        |    118800 | NS      | $3579895.82   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Construction Co. Ltd.                      | Toyo Construction Co. Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     60600 | NS      | $398276.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                   | Trelleborg AB, Class B                               | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |    336174 | NS      | $8408024.88   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Luk Fook Holdings International Ltd.            | Luk Fook Holdings International Ltd.                 | CUSIP: N/A<br>LEI: 529900U7PECBLERIIX44       | Long             | EC               | CORP              | BM        |     79000 | NS      | $274251.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Calbee, Inc.                                    | Calbee, Inc.                                         | CUSIP: N/A<br>LEI: 529900CIHZID6O8LJH81       | Long             | EC               | CORP              | JP        |    452700 | NS      | $10213762.24  | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| SSP Group plc                                   | SSP Group plc                                        | CUSIP: N/A<br>LEI: 213800QGNIWTXFMENJ24       | Long             | EC               | CORP              | GB        |   1052045 | NS      | $3365127.37   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Pou Sheng International Holdings Ltd.           | Pou Sheng International Holdings Ltd.                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |  14560150 | NS      | $1745423.87   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                 | Wienerberger AG                                      | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |     39071 | NS      | $1173046.09   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Merus NV                                        | Merus NV                                             | CUSIP: N/A<br>LEI: 549300W8GPUWU8QNU293       | Long             | EC               | CORP              | NL        |    152157 | NS      | $2373649.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Discovery Ltd.                                  | Discovery Ltd.                                       | CUSIP: N/A<br>LEI: 378900245A26169C8132       | Long             | EC               | CORP              | ZA        |    267102 | NS      | $2114749.41   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Evotec SE                                       | Evotec SE                                            | CUSIP: N/A<br>LEI: 529900F9KI6OYITO9B12       | Long             | EC               | CORP              | DE        |     71180 | NS      | $1392972.66   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Park24 Co. Ltd.                                 | Park24 Co. Ltd.                                      | CUSIP: N/A<br>LEI: 549300LFG2WZWCWM4M68       | Long             | EC               | CORP              | JP        |    178400 | NS      | $3023662.36   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightspeed Commerce, Inc.                       | Lightspeed Commerce, Inc.                            | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |    108872 | NS      | $1969523.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Marshalls plc                                   | Marshalls plc                                        | CUSIP: N/A<br>LEI: 213800S21IFC367J5V62       | Long             | EC               | CORP              | GB        |     73645 | NS      | $310302.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SiteMinder Ltd.                                 | SiteMinder Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    199626 | NS      | $534190.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts & Entertainment Ltd.              | Melco Resorts & Entertainment Ltd.                   | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Long             | EC               | CORP              | KY        |    322914 | NS      | $4411005.24   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ALD SA                                          | ALD SA                                               | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |    259838 | NS      | $3267816.31   | 0.52%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zealand Pharma A/S                              | Zealand Pharma A/S                                   | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |     60523 | NS      | $1884331.10   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| DP Eurasia NV                                   | DP Eurasia NV                                        | CUSIP: N/A<br>LEI: 213800BHW8PKOQW21X96       | Long             | EC               | CORP              | NL        |   2157390 | NS      | $1487032.25   | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Charter Hall Group                              | Charter Hall Group                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    505690 | NS      | $4980275.16   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Mani, Inc.                                      | Mani, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    150300 | NS      | $2197873.07   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                     | Berkeley Group Holdings plc                          | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |     65861 | NS      | $3379777.20   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Intermediate Capital Group plc                  | Intermediate Capital Group plc                       | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |     91334 | NS      | $1571633.96   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Seria Co. Ltd.                                  | Seria Co. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    101100 | NS      | $2223086.11   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| JSR Corp.                                       | JSR Corp.                                            | CUSIP: N/A<br>LEI: 353800TL8FC0AWR22506       | Long             | EC               | CORP              | JP        |     93582 | NS      | $2108209.82   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Clementia Pharmaceuticals, Inc.                 | Clementia Pharmaceuticals, Inc., CVR                 | CUSIP: 185CVR016<br>LEI: N/A                  | Long             |  | CORP              | CA        |     16268 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Comture Corp.                                   | Comture Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     31012 | NS      | $595897.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AIXTRON SE                                      | AIXTRON SE                                           | CUSIP: N/A<br>LEI: 5299004UJ4D51M25LD67       | Long             | EC               | CORP              | DE        |     89670 | NS      | $2657457.38   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Machine Co. Ltd.                       | Shibaura Machine Co. Ltd.                            | CUSIP: N/A<br>LEI: 529900T7KEXD7VGOFO59       | Long             | EC               | CORP              | JP        |     19000 | NS      | $416154.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Ohka Kogyo Co. Ltd.                       | Tokyo Ohka Kogyo Co. Ltd.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     42400 | NS      | $2084705.47   | 0.33%             |  |  |  | No            |                  2 | On Loan: —       |
| Vitasoy International Holdings Ltd.             | Vitasoy International Holdings Ltd.                  | CUSIP: N/A<br>LEI: 5493003LPGHN62KWIZ77       | Long             | EC               | CORP              | HK        |    282693 | NS      | $600636.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Royal Unibrew A/S                               | Royal Unibrew A/S                                    | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |     22740 | NS      | $1594449.20   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Corbion NV                                      | Corbion NV                                           | CUSIP: N/A<br>LEI: 724500BKS1TSAVLTWG46       | Long             | EC               | CORP              | NL        |     32260 | NS      | $1242440.42   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Cranswick plc                                   | Cranswick plc                                        | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |     41638 | NS      | $1633721.45   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                           | Kansai Paint Co. Ltd.                                | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |     70300 | NS      | $990382.12    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nabtesco Corp.                                  | Nabtesco Corp.                                       | CUSIP: N/A<br>LEI: 529900DVHQXYRTGW7739       | Long             | EC               | CORP              | JP        |     50900 | NS      | $1493300.43   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Nufarm Ltd.                                     | Nufarm Ltd.                                          | CUSIP: N/A<br>LEI: 529900QVU58IVMPRWJ98       | Long             | EC               | CORP              | AU        |    411294 | NS      | $1736924.07   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Minth Group Ltd.                                | Minth Group Ltd.                                     | CUSIP: N/A<br>LEI: 254900B2AH0G13K9G204       | Long             | EC               | CORP              | KY        |    403677 | NS      | $1180593.39   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                         | SSAB AB, Class A                                     | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |    395234 | NS      | $2815780.48   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| JGC Holdings Corp.                              | JGC Holdings Corp.                                   | CUSIP: N/A<br>LEI: 5493003WMGG79YLARU68       | Long             | EC               | CORP              | JP        |     87200 | NS      | $1139069.19   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                  | BE Semiconductor Industries NV                       | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |     87633 | NS      | $6253974.21   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                           | Yamaha Motor Co. Ltd.                                | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |     75530 | NS      | $1858254.15   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichiyoshi Securities Co. Ltd.                   | Ichiyoshi Securities Co. Ltd.                        | CUSIP: N/A<br>LEI: 353800A8M3VE49QYFV53       | Long             | EC               | CORP              | JP        |    302870 | NS      | $1447325.97   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Inaba Denki Sangyo Co. Ltd.                     | Inaba Denki Sangyo Co. Ltd.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     52700 | NS      | $1144704.30   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                           | UNITE Group plc (The)                                | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     84913 | NS      | $1047051.34   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Financial Gate, Inc.                        | GMO Financial Gate, Inc.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9340 | NS      | $595214.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Synthomer plc                                   | Synthomer plc                                        | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | EC               | CORP              | GB        |    441163 | NS      | $847855.81    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascott Trust                         | CapitaLand Ascott Trust                              | CUSIP: N/A<br>LEI: 549300W6RTG7Y32IWY65       | Long             | EC               | CORP              | SG        |   3305400 | NS      | $2801926.77   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                              | Atlas Arteria Ltd.                                   | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |     51171 | NS      | $249497.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Descente Ltd.                                   | Descente Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    136700 | NS      | $3788401.91   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                      | Airtac International Group                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     62432 | NS      | $2141188.08   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Rothschild & Co.                                | Rothschild & Co.                                     | CUSIP: N/A<br>LEI: 549300ILF3L0BBIDPZ11       | Long             | EC               | CORP              | FR        |     51902 | NS      | $2190539.23   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ComfortDelGro Corp. Ltd.                        | ComfortDelGro Corp. Ltd.                             | CUSIP: N/A<br>LEI: 2549005O5PVA2JCH6Q33       | Long             | EC               | CORP              | SG        |    847500 | NS      | $776685.17    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Jushi Corp.                             | Sekisui Jushi Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     38400 | NS      | $583373.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Bridge Holdings Corp.                  | Yokogawa Bridge Holdings Corp.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     35600 | NS      | $549416.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corp.                                      | Fuji Corp.                                           | CUSIP: N/A<br>LEI: 353800G4VS3QLM6BSX66       | Long             | EC               | CORP              | JP        |     75200 | NS      | $1250472.77   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Impax Asset Management Group plc                | Impax Asset Management Group plc                     | CUSIP: N/A<br>LEI: 213800AJDNW4S2B7E680       | Long             | EC               | CORP              | GB        |    135773 | NS      | $1302642.54   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources, Inc.                           | Parex Resources, Inc.                                | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |    163945 | NS      | $2790841.57   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CSR Ltd.                                        | CSR Ltd.                                             | CUSIP: N/A<br>LEI: 549300TOGR54OMW2T093       | Long             | EC               | CORP              | AU        |    143457 | NS      | $536367.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Ichikoh Industries Ltd.                         | Ichikoh Industries Ltd.                              | CUSIP: N/A<br>LEI: 353800KP9IZ3RU1GNE32       | Long             | EC               | CORP              | JP        |     36100 | NS      | $108015.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuyama Transporting Co. Ltd.                  | Fukuyama Transporting Co. Ltd.                       | CUSIP: N/A<br>LEI: 529900Z7D20PNX4HSO85       | Long             | EC               | CORP              | JP        |    130500 | NS      | $3372657.38   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SNT Motiv Co. Ltd.                              | SNT Motiv Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     20108 | NS      | $748660.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Salvatore Ferragamo SpA                         | Salvatore Ferragamo SpA                              | CUSIP: N/A<br>LEI: 5493005GRP0FEE3NRI35       | Long             | EC               | CORP              | IT        |    101805 | NS      | $2017675.47   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                  | Kawasaki Heavy Industries Ltd.                       | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |     73000 | NS      | $1666772.84   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellavision AB                                  | Cellavision AB                                       | CUSIP: N/A<br>LEI: 529900IUBZBZ0HXFJ114       | Long             | EC               | CORP              | SE        |     59080 | NS      | $1394238.64   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings plc                          | Safestore Holdings plc                               | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |    199644 | NS      | $2488397.43   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                            | Banco de Sabadell SA                                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |    572371 | NS      | $746249.46    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Derwent London plc                              | Derwent London plc                                   | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | EC               | CORP              | GB        |    104583 | NS      | $3338244.03   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP plc                                    | RS GROUP plc                                         | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |    300575 | NS      | $3501612.28   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd.                           | Pilbara Minerals Ltd.                                | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |    813833 | NS      | $2765126.08   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Arima Real Estate SOCIMI SA                     | Arima Real Estate SOCIMI SA                          | CUSIP: N/A<br>LEI: 959800K5R280DP2B5694       | Long             | EC               | CORP              | ES        |     71868 | NS      | $569008.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Jenoptik AG                                     | Jenoptik AG                                          | CUSIP: N/A<br>LEI: 529900P34GDHGXK6VB37       | Long             | EC               | CORP              | DE        |    136620 | NS      | $4228632.69   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Steel Works Ltd. (The)                    | Japan Steel Works Ltd. (The)                         | CUSIP: N/A<br>LEI: 529900AWFTILIHHO0936       | Long             | EC               | CORP              | JP        |     21500 | NS      | $457521.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokian Renkaat OYJ                              | Nokian Renkaat OYJ                                   | CUSIP: N/A<br>LEI: 743700YQIO8Y4L4WKR40       | Long             | EC               | CORP              | FI        |     60207 | NS      | $721396.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NOF Corp.                                       | NOF Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     29700 | NS      | $1264145.88   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                     | Italgas SpA                                          | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    596862 | NS      | $3488822.40   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                            | Koninklijke Vopak NV                                 | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |     21877 | NS      | $660014.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Co. Ltd.                                    | Max Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     43600 | NS      | $681598.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Teijin Ltd.                                     | Teijin Ltd.                                          | CUSIP: N/A<br>LEI: 3538000RF6UCIMPKCO54       | Long             | EC               | CORP              | JP        |     61000 | NS      | $626163.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bapcor Ltd.                                     | Bapcor Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    220255 | NS      | $996232.31    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Gas Chemical Co., Inc.               | Mitsubishi Gas Chemical Co., Inc.                    | CUSIP: N/A<br>LEI: 529900G5O4J27ZPLJJ89       | Long             | EC               | CORP              | JP        |     56100 | NS      | $818266.17    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kadokawa Corp.                                  | Kadokawa Corp.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1360 | NS      | $25464.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Temple & Webster Group Ltd.                     | Temple & Webster Group Ltd.                          | CUSIP: N/A<br>LEI: 549300BZZ48T6HQ11E08       | Long             | EC               | CORP              | AU        |    210300 | NS      | $856575.81    | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Nanya Technology Corp.                          | Nanya Technology Corp.                               | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |   1223000 | NS      | $2377143.85   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Pola Orbis Holdings, Inc.                       | Pola Orbis Holdings, Inc.                            | CUSIP: N/A<br>LEI: 353800E8OIV0XYBABS79       | Long             | EC               | CORP              | JP        |    219800 | NS      | $3169263.47   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| dip Corp.                                       | dip Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     67300 | NS      | $1987284.78   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulvac, Inc.                                     | Ulvac, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     66700 | NS      | $3114838.34   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                 | Ibiden Co. Ltd.                                      | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |     60700 | NS      | $2374443.34   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Lintec Corp.                                    | Lintec Corp.                                         | CUSIP: N/A<br>LEI: 3538002YOJO0IAM1PD28       | Long             | EC               | CORP              | JP        |     32100 | NS      | $555167.74    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hypoport SE                                     | Hypoport SE                                          | CUSIP: N/A<br>LEI: 391200GNIFXXP6KRYQ46       | Long             | EC               | CORP              | DE        |     12119 | NS      | $1645942.19   | 0.26%             |  |  |  | No            |                  2 | On Loan: —       |
| Fukuoka Financial Group, Inc.                   | Fukuoka Financial Group, Inc.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    207300 | NS      | $4775876.39   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| SATS Ltd.                                       | SATS Ltd.                                            | CUSIP: N/A<br>LEI: 529900SEP1R0K8049D51       | Long             | EC               | CORP              | SG        |   1445600 | NS      | $3339331.05   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BFF Bank SpA                                    | BFF Bank SpA                                         | CUSIP: N/A<br>LEI: 815600522538355AE429       | Long             | EC               | CORP              | IT        |    472769 | NS      | $4366415.25   | 0.69%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Seino Holdings Co. Ltd.                         | Seino Holdings Co. Ltd.                              | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               | CORP              | JP        |    373700 | NS      | $3729507.14   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Fletcher Building Ltd.                          | Fletcher Building Ltd.                               | CUSIP: N/A<br>LEI: 549300UPHQTT2LG75045       | Long             | EC               | CORP              | NZ        |    364814 | NS      | $1200102.88   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co. Ltd.                        | Nippon Shokubai Co. Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14400 | NS      | $608576.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rumo SA                                         | Rumo SA                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    770100 | NS      | $2788337.57   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OVS SpA                                         | OVS SpA                                              | CUSIP: N/A<br>LEI: 8156001A772766DCAA71       | Long             | EC               | CORP              | IT        |   1408672 | NS      | $3385077.55   | 0.54%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dufry AG                                        | Dufry AG (Registered)                                | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |     68850 | NS      | $3161041.92   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                             | Ascendis Pharma A/S                                  | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |     18311 | NS      | $2272028.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvei Corp.                                     | Nuvei Corp.                                          | CUSIP: 67079A102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    105309 | NS      | $3720566.97   | 0.59%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Spectris plc                                    | Spectris plc                                         | CUSIP: N/A<br>LEI: 213800Z4CO2CZO3M3T10       | Long             | EC               | CORP              | GB        |    186779 | NS      | $7402227.33   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Rotork plc                                      | Rotork plc                                           | CUSIP: N/A<br>LEI: 213800AH5RZIHGWRJ718       | Long             | EC               | CORP              | GB        |   2297520 | NS      | $9069718.06   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Watches of Switzerland Group plc                | Watches of Switzerland Group plc                     | CUSIP: N/A<br>LEI: 2138008ZOT5K9PJW7168       | Long             | EC               | CORP              | GB        |    129531 | NS      | $1523867.01   | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hakuhodo DY Holdings, Inc.                      | Hakuhodo DY Holdings, Inc.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    542654 | NS      | $5871933.87   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Verona Pharma plc                               | Verona Pharma plc                                    | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |    174298 | NS      | $3841527.92   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| National Express Group plc                      | National Express Group plc                           | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EC               | CORP              | GB        |   1481386 | NS      | $2452087.20   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdee International Software Group Co. Ltd.   | Kingdee International Software Group Co. Ltd.        | CUSIP: N/A<br>LEI: 529900SWRZN94C5SZO63       | Long             | EC               | CORP              | KY        |    250700 | NS      | $546068.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Inmobiliaria Vesta SAB de CV              | Corp. Inmobiliaria Vesta SAB de CV                   | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | EC               | CORP              | MX        |    900900 | NS      | $2461023.13   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NET One Systems Co. Ltd.                        | NET One Systems Co. Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     56740 | NS      | $1535235.80   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCurrent Consulting, Inc.                     | BayCurrent Consulting, Inc.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     22030 | NS      | $936804.69    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                              | Banca Generali SpA                                   | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |     44976 | NS      | $1656066.21   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Flight Centre Travel Group Ltd.                 | Flight Centre Travel Group Ltd.                      | CUSIP: N/A<br>LEI: 254900BGNUI78EKEJY68       | Long             | EC               | CORP              | AU        |     52415 | NS      | $585664.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Imerys SA                                       | Imerys SA                                            | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | EC               | CORP              | FR        |     15472 | NS      | $641813.27    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                | Wartsila OYJ Abp                                     | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |    120957 | NS      | $1150296.42   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                    | Koito Manufacturing Co. Ltd.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13400 | NS      | $226335.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp.                                     | Asics Corp.                                          | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |    107400 | NS      | $2560305.30   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy plc                              | Harbour Energy plc                                   | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |    468277 | NS      | $1814348.69   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                       | Nova Ljubljanska Banka dd                            | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |     31839 | NS      | $470114.07    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Boardwalk REIT                                  | Boardwalk REIT                                       | CUSIP: 096631106<br>LEI: 549300RMNRTTJRCOYW23 | Long             | EC               | CORP              | CA        |    111568 | NS      | $4714105.42   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Chroma ATE, Inc.                                | Chroma ATE, Inc.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    247209 | NS      | $1529001.70   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaufman & Broad SA                              | Kaufman & Broad SA                                   | CUSIP: N/A<br>LEI: 969500CE0X343D8ALO86       | Long             | EC               | CORP              | FR        |     85489 | NS      | $2685081.38   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs plc                                      | Greggs plc                                           | CUSIP: N/A<br>LEI: 213800I71QMUFJ64IW20       | Long             | EC               | CORP              | GB        |     75875 | NS      | $2524172.70   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Ancora                                      | KBC Ancora                                           | CUSIP: N/A<br>LEI: 549300I4XZ0RR3ZOSZ55       | Long             | EC               | CORP              | BE        |     72358 | NS      | $3544622.62   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd.                                  | UOL Group Ltd.                                       | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |    588200 | NS      | $3143583.42   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                   | KION Group AG                                        | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |     31786 | NS      | $1272650.63   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA                                          | TIM SA                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1731300 | NS      | $4021044.26   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Real Estate Investment Corp.           | Frontier Real Estate Investment Corp.                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       903 | NS      | $3481534.17   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightspeed Commerce, Inc.                       | Lightspeed Commerce, Inc.                            | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |    135216 | NS      | $2447409.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Wix.com Ltd.                                    | Wix.com Ltd.                                         | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |     24597 | NS      | $2139447.06   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| THK Co. Ltd.                                    | THK Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     62200 | NS      | $1317611.79   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandarin Oriental International Ltd.            | Mandarin Oriental International Ltd.                 | CUSIP: N/A<br>LEI: 213800KQ1UMKZ1JXJR80       | Long             | EC               | CORP              | BM        |    569700 | NS      | $1070799.30   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Siegfried Holding AG                            | Siegfried Holding AG (Registered)                    | CUSIP: N/A<br>LEI: 506700J9QD6IF3937W06       | Long             | EC               | CORP              | CH        |      6349 | NS      | $4664335.05   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Financial Holdings Ltd.                | Dah Sing Financial Holdings Ltd.                     | CUSIP: N/A<br>LEI: 529900J55QMXMR5KMH32       | Long             | EC               | CORP              | HK        |   1633071 | NS      | $4321497.69   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAIT ONE Corp.                                | MIRAIT ONE Corp.                                     | CUSIP: N/A<br>LEI: 353800RI3EZVEIDAEL62       | Long             | EC               | CORP              | JP        |     55800 | NS      | $680474.57    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Kyoto Ltd. (The)                        | Bank of Kyoto Ltd. (The)                             | CUSIP: N/A<br>LEI: 549300LRPVT8N6FNFC04       | Long             | EC               | CORP              | JP        |     98616 | NS      | $4589396.13   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Elementis plc                                   | Elementis plc                                        | CUSIP: N/A<br>LEI: 549300LQIH685LI2ML36       | Long             | EC               | CORP              | GB        |    753718 | NS      | $1165971.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansan, Inc.                                    | Sansan, Inc.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     89008 | NS      | $1104682.30   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcat plc                                     | Softcat plc                                          | CUSIP: N/A<br>LEI: 213800N42YZLR9GLVC42       | Long             | EC               | CORP              | GB        |    301927 | NS      | $4506820.78   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Lovisa Holdings Ltd.                            | Lovisa Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 549300R4Y8GURIO5MN11       | Long             | EC               | CORP              | AU        |     43239 | NS      | $811967.34    | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Sabre Insurance Group plc                       | Sabre Insurance Group plc                            | CUSIP: N/A<br>LEI: 2138006RXRQ8P8VKGV98       | Long             | EC               | CORP              | GB        |   1462159 | NS      | $1857046.76   | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Whitehaven Coal Ltd.                            | Whitehaven Coal Ltd.                                 | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Long             | EC               | CORP              | AU        |    463206 | NS      | $2767566.10   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp.                                     | Ebara Corp.                                          | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |     38200 | NS      | $1619198.06   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                    | Bankinter SA                                         | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |     67411 | NS      | $485234.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SRE Holdings Corp.                              | SRE Holdings Corp.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    103400 | NS      | $3279403.76   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| OZ Minerals Ltd.                                | OZ Minerals Ltd.                                     | CUSIP: N/A<br>LEI: 529900O2VBT5CL7EZT27       | Long             | EC               | CORP              | AU        |     69387 | NS      | $1375028.74   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| EcoSynthetix, Inc.                              | EcoSynthetix, Inc.                                   | CUSIP: 27923D108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    593107 | NS      | $1600281.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Stevanato Group SpA                             | Stevanato Group SpA                                  | CUSIP: N/A<br>LEI: 81560033F7E1CD477507       | Long             | EC               | CORP              | IT        |    203113 | NS      | $3997263.84   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co. Ltd.                        | Yamato Holdings Co. Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18100 | NS      | $316161.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corp.                                    | Sojitz Corp.                                         | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |    104080 | NS      | $2062860.80   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Sang Sang Holdings International Ltd.      | Chow Sang Sang Holdings International Ltd.           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    360000 | NS      | $549498.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                       | Rubis SCA                                            | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |     92855 | NS      | $2595422.20   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec SA                                    | Vallourec SA                                         | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |     77579 | NS      | $1130611.78   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                   | AIB Group plc                                        | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |   1242708 | NS      | $5200619.89   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Omni Bridgeway Ltd.                             | Omni Bridgeway Ltd.                                  | CUSIP: N/A<br>LEI: 529900T4EL2A89FPP865       | Long             | EC               | CORP              | AU        |    807211 | NS      | $2319433.60   | 0.37%             |  |  |  | No            |                  2 | On Loan: —       |
| Cia de Saneamento Basico do Estado de Sao Paulo | Cia de Saneamento Basico do Estado de Sao Paulo      | CUSIP: N/A<br>LEI: 254900UOXRZRS2TNWP19       | Long             | EC               | CORP              | BR        |    247900 | NS      | $2718143.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikon Corp.                                     | Nikon Corp.                                          | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |    316100 | NS      | $3128178.83   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgical Science Sweden AB                      | Surgical Science Sweden AB                           | CUSIP: N/A<br>LEI: 549300YROAI18G6JL885       | Long             | EC               | CORP              | SE        |    118608 | NS      | $1673420.61   | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| Kyoritsu Maintenance Co. Ltd.                   | Kyoritsu Maintenance Co. Ltd.                        | CUSIP: N/A<br>LEI: 353800IO2MFHL1NA0986       | Long             | EC               | CORP              | JP        |     85600 | NS      | $3902926.70   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SA                                        | Vicat SA                                             | CUSIP: N/A<br>LEI: 9695009YI1863TOVDP79       | Long             | EC               | CORP              | FR        |     29892 | NS      | $835094.04    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Network International Holdings plc              | Network International Holdings plc                   | CUSIP: N/A<br>LEI: 213800XVRNKWENNLKK60       | Long             | EC               | CORP              | GB        |   1748465 | NS      | $5669064.95   | 0.90%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zomato Ltd.                                     | Zomato Ltd.                                          | CUSIP: N/A<br>LEI: 335800T4VOF9ETHF8W59       | Long             | EC               | CORP              | IN        |    905263 | NS      | $553763.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Trainline plc                                   | Trainline plc                                        | CUSIP: N/A<br>LEI: 213800HO26VXTFJ4MO71       | Long             | EC               | CORP              | GB        |   1116596 | NS      | $3900628.43   | 0.62%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Elders Ltd.                                     | Elders Ltd.                                          | CUSIP: N/A<br>LEI: 254900Y0SQG962QL6549       | Long             | EC               | CORP              | AU        |    156766 | NS      | $1077838.66   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                         | Tokyo Tatemono Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |    256600 | NS      | $3177480.57   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Vnet Group, Inc.                                | Vnet Group, Inc.                                     | CUSIP: 90138A103<br>LEI: 529900672GYJQ3T38I58 | Long             | EC               | CORP              | KY        |    271781 | NS      | $1598072.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hufvudstaden AB                                 | Hufvudstaden AB, Class A                             | CUSIP: N/A<br>LEI: 213800UEV5ZAFFVQ4J85       | Long             | EC               | CORP              | SE        |    216004 | NS      | $3257906.38   | 0.52%             |  |  |  | No            |                  2 | On Loan: —       |
| Reliance Worldwide Corp. Ltd.                   | Reliance Worldwide Corp. Ltd.                        | CUSIP: N/A<br>LEI: 52990084PQSDDJ8F5447       | Long             | EC               | CORP              | AU        |    495690 | NS      | $1242204.23   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi Unicem SpA                                | Buzzi Unicem SpA                                     | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     58243 | NS      | $1312380.17   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group plc                              | ConvaTec Group plc                                   | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |   1514006 | NS      | $4376010.25   | 0.70%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WH Smith plc                                    | WH Smith plc                                         | CUSIP: N/A<br>LEI: 2138001KJNGUJ34G7X91       | Long             | EC               | CORP              | GB        |    139496 | NS      | $2750697.23   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Allfunds Group plc                              | Allfunds Group plc                                   | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               | CORP              | GB        |    427376 | NS      | $3416570.61   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Giken Ltd.                                      | Giken Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18500 | NS      | $421892.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Shiga Bank Ltd. (The)                           | Shiga Bank Ltd. (The)                                | CUSIP: N/A<br>LEI: 3538002NUIQ8JFEJNS94       | Long             | EC               | CORP              | JP        |     31316 | NS      | $651393.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                 | Kyushu Electric Power Co., Inc.                      | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |    705600 | NS      | $4060332.48   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Breville Group Ltd.                             | Breville Group Ltd.                                  | CUSIP: N/A<br>LEI: 529900MM4WH0KSB3KW37       | Long             | EC               | CORP              | AU        |     66600 | NS      | $1073931.66   | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| MOL Hungarian Oil & Gas plc                     | MOL Hungarian Oil & Gas plc                          | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |     44866 | NS      | $335428.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet plc                                     | easyJet plc                                          | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |    665973 | NS      | $4058808.04   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Denka Co. Ltd.                                  | Denka Co. Ltd.                                       | CUSIP: N/A<br>LEI: 353800Y94EKQEH8MVD43       | Long             | EC               | CORP              | JP        |     22400 | NS      | $464676.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Orora Ltd.                                      | Orora Ltd.                                           | CUSIP: N/A<br>LEI: 549300WFEQJK35VDF789       | Long             | EC               | CORP              | AU        |   1079468 | NS      | $2281587.35   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Polymer Co. Ltd.                      | Shin-Etsu Polymer Co. Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     85400 | NS      | $848567.05    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemira OYJ                                      | Kemira OYJ                                           | CUSIP: N/A<br>LEI: 74370031Y7RK5H88CQ48       | Long             | EC               | CORP              | FI        |    146366 | NS      | $2377176.38   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group plc                                | Smiths Group plc                                     | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     59922 | NS      | $1276637.54   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                      | ANDRITZ AG                                           | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |     67450 | NS      | $4030191.11   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Resonac Holdings Corp.                          | Resonac Holdings Corp.                               | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               | CORP              | JP        |     60100 | NS      | $1025058.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Miura Co. Ltd.                                  | Miura Co. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     35900 | NS      | $896839.85    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Water, Inc.                                 | Air Water, Inc.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    100500 | NS      | $1227439.84   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Corp. Group Ltd.                         | Credit Corp. Group Ltd.                              | CUSIP: N/A<br>LEI: 549300JCSY6XG1L4WB90       | Long             | EC               | CORP              | AU        |    158353 | NS      | $2451445.80   | 0.39%             |  |  |  | No            |                  2 | On Loan: —       |
| Asahi Intecc Co. Ltd.                           | Asahi Intecc Co. Ltd.                                | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |    174400 | NS      | $3057116.90   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                           | PSP Swiss Property AG (Registered)                   | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |     33199 | NS      | $4142192.28   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                   | Banco BPM SpA                                        | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    612343 | NS      | $2751500.87   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven Group Holdings Ltd.                       | Seven Group Holdings Ltd.                            | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |     92823 | NS      | $1494126.26   | 0.24%             |  |  |  | No            |                  2 | On Loan: —       |
| Metcash Ltd.                                    | Metcash Ltd.                                         | CUSIP: N/A<br>LEI: 25490065W4SN3LZMX216       | Long             | EC               | CORP              | AU        |    516941 | NS      | $1531301.81   | 0.24%             |  |  |  | No            |                  2 | On Loan: —       |
| Billerud AB                                     | Billerud AB                                          | CUSIP: N/A<br>LEI: 549300YJUYJ9A24RXL71       | Long             | EC               | CORP              | SE        |    240674 | NS      | $2792894.44   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                | MEG Energy Corp.                                     | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |    163344 | NS      | $2699586.31   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Gaztransport Et Technigaz SA                    | Gaztransport Et Technigaz SA                         | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      9399 | NS      | $1037584.42   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Musashi Seimitsu Industry Co. Ltd.              | Musashi Seimitsu Industry Co. Ltd.                   | CUSIP: N/A<br>LEI: 353800J742CBBV9MSZ43       | Long             | EC               | CORP              | JP        |    114200 | NS      | $1571320.19   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp.                                       | IHI Corp.                                            | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |     59200 | NS      | $1805057.73   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| EXEO Group, Inc.                                | EXEO Group, Inc.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     62300 | NS      | $1132316.94   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Food & Life Cos. Ltd.                           | Food & Life Cos. Ltd.                                | CUSIP: N/A<br>LEI: 529900CWF7GCVZKS5M87       | Long             | EC               | CORP              | JP        |    224500 | NS      | $4998773.63   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Real Estate Co. Ltd.                      | Heiwa Real Estate Co. Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     52300 | NS      | $1496781.28   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Simplex Holdings, Inc.                          | Simplex Holdings, Inc.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     52560 | NS      | $921526.86    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Country Garden Services Holdings Co. Ltd.       | Country Garden Services Holdings Co. Ltd.            | CUSIP: N/A<br>LEI: 549300P2JRKENZSEBB42       | Long             | EC               | CORP              | KY        |    545000 | NS      | $1474847.77   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyudenko Corp.                                  | Kyudenko Corp.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     31800 | NS      | $823861.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Ltd.                                  | GrainCorp Ltd., Class A                              | CUSIP: N/A<br>LEI: 529900XVBL825SSW9081       | Long             | EC               | CORP              | AU        |     76202 | NS      | $409270.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FP Corp.                                        | FP Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     67800 | NS      | $1842749.83   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                  | Tecan Group AG (Registered)                          | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Long             | EC               | CORP              | CH        |     15624 | NS      | $6565400.38   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hino Motors Ltd.                                | Hino Motors Ltd.                                     | CUSIP: 433406105<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |    146700 | NS      | $627490.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK Ltd.                                        | NSK Ltd.                                             | CUSIP: N/A<br>LEI: 353800FVQK6SULSPBC69       | Long             | EC               | CORP              | JP        |    117200 | NS      | $659085.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Immatics NV                                     | Immatics NV                                          | CUSIP: N/A<br>LEI: 984500DC691EZ96AF394       | Long             | EC               | CORP              | NL        |    110321 | NS      | $894703.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd.                                   | Vicinity Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   2382495 | NS      | $3479945.06   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Niu Technologies                                | Niu Technologies                                     | CUSIP: 65481N100<br>LEI: 549300NJKNSC80EVQ065 | Long             | EC               | CORP              | KY        |     56869 | NS      | $306523.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining plc                            | Endeavour Mining plc                                 | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |    121486 | NS      | $2862414.87   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Immunocore Holdings plc                         | Immunocore Holdings plc                              | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |     39612 | NS      | $2427027.24   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSYS Holdings Corp.                           | COMSYS Holdings Corp.                                | CUSIP: N/A<br>LEI: 529900BXEDA1UA6QX260       | Long             | EC               | CORP              | JP        |     58600 | NS      | $1119414.71   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Ltd.                                        | IGO Ltd.                                             | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |    245382 | NS      | $2564331.72   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE Small-Cap ETF                 | iShares MSCI EAFE Small-Cap ETF                      | CUSIP: 464288273<br>LEI: 549300MJV5OZGVS4LX86 | Long             |  | RF                | US        |    188933 | NS      | $11551363.62  | 1.84%             |  |  |  | No            |                  1 | On Loan: —       |
| Melisron Ltd.                                   | Melisron Ltd.                                        | CUSIP: N/A<br>LEI: 213800B9SL62L9VLO604       | Long             | EC               | CORP              | IL        |     42805 | NS      | $2992378.08   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Entertainment Corp.                   | Universal Entertainment Corp.                        | CUSIP: N/A<br>LEI: 353800BBJTHSMSQ31V91       | Long             | EC               | CORP              | JP        |    141700 | NS      | $2690098.85   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Ithaca Energy plc                               | Ithaca Energy plc                                    | CUSIP: N/A<br>LEI: 21380057TNFLXPXBIP34       | Long             | EC               | CORP              | GB        |    778433 | NS      | $1812769.52   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| China Datang Corp. Renewable Power Co. Ltd.     | China Datang Corp. Renewable Power Co. Ltd., Class H | CUSIP: N/A<br>LEI: 52990099S0ALQQ25XM62       | Long             | EC               | CORP              | CN        |   5452000 | NS      | $1800918.39   | 0.29%             |  |  |  | No            |                  2 | On Loan: —       |
| B&M European Value Retail SA                    | B&M European Value Retail SA                         | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |    492848 | NS      | $2733058.31   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellevue Gold Ltd.                              | Bellevue Gold Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   2485081 | NS      | $2111222.49   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| JCDecaux SE                                     | JCDecaux SE                                          | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | EC               | CORP              | FR        |    343717 | NS      | $7771891.34   | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrandt AG                                    | Bertrandt AG                                         | CUSIP: N/A<br>LEI: 529900DRBK1K538NYX30       | Long             | EC               | CORP              | DE        |     36137 | NS      | $1770098.69   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Heavy Industries Ltd.                  | Sumitomo Heavy Industries Ltd.                       | CUSIP: N/A<br>LEI: 353800VSTEIRMBC3S374       | Long             | EC               | CORP              | JP        |     60000 | NS      | $1333093.47   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                 | MakeMyTrip Ltd.                                      | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |     31516 | NS      | $913333.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennon Group plc                                | Pennon Group plc                                     | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |    416534 | NS      | $4725278.77   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| NCSoft Corp.                                    | NCSoft Corp.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       751 | NS      | $279486.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Addiko Bank AG                                  | Addiko Bank AG                                       | CUSIP: N/A<br>LEI: 529900UKZBMDBDZIXD62       | Long             | EC               | CORP              | AT        |    182980 | NS      | $2383933.70   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean plc                                    | Energean plc                                         | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | EC               | CORP              | GB        |    129464 | NS      | $1866184.15   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                         | IMI plc                                              | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |    542835 | NS      | $9722340.15   | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corp.                             | Tokyo Century Corp.                                  | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Long             | EC               | CORP              | JP        |     48000 | NS      | $1685688.87   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Istyle, Inc.                                    | Istyle, Inc.                                         | CUSIP: N/A<br>LEI: 529900SRRLS3Q7T1JY30       | Long             | EC               | CORP              | JP        |    164600 | NS      | $624615.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co. Ltd.                 | Japan Airport Terminal Co. Ltd.                      | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |     58500 | NS      | $3041072.94   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Colliers International Group, Inc.              | Colliers International Group, Inc.                   | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |     26455 | NS      | $2837865.66   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyve Group plc                                  | Hyve Group plc                                       | CUSIP: N/A<br>LEI: 549300ZOQOW485BCD047       | Long             | EC               | CORP              | GB        |   2992345 | NS      | $2696631.23   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Daicel Corp.                                    | Daicel Corp.                                         | CUSIP: N/A<br>LEI: 353800ZG4XF6D7NZGS72       | Long             | EC               | CORP              | JP        |     78400 | NS      | $578634.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Ltd.               | Beijing Enterprises Holdings Ltd.                    | CUSIP: N/A<br>LEI: 529900896ODARUEY2V26       | Long             | EC               | CORP              | HK        |    828500 | NS      | $2810508.05   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Pigeon Corp.                                    | Pigeon Corp.                                         | CUSIP: N/A<br>LEI: 2549006T3HT0TI9IRV62       | Long             | EC               | CORP              | JP        |    167800 | NS      | $2666993.39   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                  | Amada Co. Ltd.                                       | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |    195700 | NS      | $1757790.81   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                     | Beazley plc                                          | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |   1304613 | NS      | $10723884.28  | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                               | Taylor Wimpey plc                                    | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |   2312714 | NS      | $3352046.79   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnoPro Holdings, Inc.                        | TechnoPro Holdings, Inc.                             | CUSIP: N/A<br>LEI: 3538001DJ8I5PJQNHU53       | Long             | EC               | CORP              | JP        |    120900 | NS      | $3759971.61   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Locaweb Servicos de Internet SA                 | Locaweb Servicos de Internet SA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1983200 | NS      | $2504247.58   | 0.40%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Yamazen Corp.                                   | Yamazen Corp.                                        | CUSIP: N/A<br>LEI: 353800VADDW91MPELT42       | Long             | EC               | CORP              | JP        |     77600 | NS      | $635449.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Serica Energy plc                               | Serica Energy plc                                    | CUSIP: N/A<br>LEI: 213800EZZOKA815VC426       | Long             | EC               | CORP              | GB        |     53191 | NS      | $166029.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                     | Hensoldt AG                                          | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |    222282 | NS      | $6431650.70   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer