# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-26-005853
**Filing Date:** 2026-3
**Character Count:** 99200
**Document Hash:** 9a5474714e166cdd0753bf6b4eb880eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005853.hdr.sgml**: 20260319

**ACCESSION NUMBER**: 0002071691-26-005853

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260319

**DATE AS OF CHANGE**: 20260319

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0001048702

**ORGANIZATION NAME:**
- **EIN:** 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:** 26773175

**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

<!-- Failed to render or process positioned HTML file '0002071691-26-005853.txt': Page.pdf: Protocol error (Page.printToPDF): Printing failed -->

## 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

  - **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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $293857180.02

**Total Liabilities:** $15968491.38

**Net Assets:** $277888688.64

**Cash Not Reported:** $2389269.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000175984 | 1.85%                | 1.75%                | 6.71%                |
| Class ID C000175985 | 1.93%                | 1.69%                | 6.72%                |
| Class ID C000175982 | 1.86%                | 1.70%                | 6.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2586053.31              | $2187321.01                                |
| Month 2  | $3235236.93              | $307612.08                                 |
| Month 3  | $6311048.18              | $11193499.80                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New Mexican Pesos                                        | New Mexican Pesos                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                         | Hong Kong Dollar                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | HK        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Energy Ltd.                                    | Advantage Energy Ltd.                                    | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |     65838 | NS      | $532351.47    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Logista Integral SA                                      | Logista Integral SA                                      | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |     43464 | NS      | $1587821.03   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                   | Yaskawa Electric Corp.                                   | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |     43700 | NS      | $1412536.64   | 0.51%             |  |  |  | No            |                  2 | On Loan: —       |
| Norwegian Krone                                          | Norwegian Krone                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |      8745 | OU      | $908.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tate & Lyle plc                                          | Tate & Lyle plc                                          | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               | CORP              | GB        |    156445 | NS      | $806182.04    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Coats Group plc                                          | Coats Group plc                                          | CUSIP: N/A<br>LEI: 2138003SPYWGAITNFY17       | Long             | EC               | CORP              | GB        |    704872 | NS      | $821663.67    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Almirall SA                                              | Almirall SA                                              | CUSIP: N/A<br>LEI: 95980020140005007996       | Long             | EC               | CORP              | ES        |     70654 | NS      | $1057446.74   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Financial Group Ltd.                             | Liberty Financial Group Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    308325 | NS      | $874021.11    | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PALTAC Corp.                                             | PALTAC Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     39317 | NS      | $1231362.39   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                           | BAWAG Group AG                                           | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     27771 | NS      | $4531467.07   | 1.63%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kyoto Financial Group, Inc.                              | Kyoto Financial Group, Inc.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     54533 | NS      | $1315363.25   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| NGEx Minerals Ltd.                                       | NGEx Minerals Ltd.                                       | CUSIP: 62930A102<br>LEI: 549300M2DU5ORAGOIG27 | Long             | EC               | CORP              | CA        |    112681 | NS      | $2330332.29   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Challenger Ltd.                                          | Challenger Ltd.                                          | CUSIP: N/A<br>LEI: 529900ACCCAOHJ2V3169       | Long             | EC               | CORP              | AU        |    269058 | NS      | $1719185.79   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| en, Inc.                                                 | en, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     59590 | NS      | $553003.33    | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| TOTVS SA                                                 | TOTVS SA                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    286049 | NS      | $2422536.49   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Subsea 7 SA                                              | Subsea 7 SA                                              | CUSIP: N/A<br>LEI: 222100AIF0CBCY80AH62       | Long             | EC               | CORP              | LU        |     27421 | NS      | $699005.15    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Katitas Co. Ltd.                                         | Katitas Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     80876 | NS      | $1593267.76   | 0.57%             |  |  |  | No            |                  2 | On Loan: —       |
| Tochigi Bank Ltd. (The)                                  | Tochigi Bank Ltd. (The)                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6706 | NS      | $36306.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysian Ringgit                                        | Malaysian Ringgit                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MY        |         0 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sulzer AG                                                | Sulzer AG (Registered)                                   | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |     11410 | NS      | $2450376.57   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                          | Wienerberger AG                                          | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |     39484 | NS      | $1300769.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruwa Co. Ltd.                                          | Maruwa Co. Ltd.                                          | CUSIP: N/A<br>LEI: 3538009BXGIG8PFXNI29       | Long             | EC               | CORP              | JP        |      4896 | NS      | $1511888.92   | 0.54%             |  |  |  | No            |                  2 | On Loan: —       |
| Oddity Tech Ltd.                                         | Oddity Tech Ltd., Class A                                | CUSIP: N/A<br>LEI: 254900QH12XZS53G0V57       | Long             | EC               | CORP              | IL        |     25759 | NS      | $845925.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyu Fudosan Holdings Corp.                             | Tokyu Fudosan Holdings Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    337404 | NS      | $3107486.05   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ASKUL Corp.                                              | ASKUL Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    107629 | NS      | $949088.72    | 0.34%             |  |  |  | No            |                  2 | On Loan: —       |
| Aumovio SE                                               | Aumovio SE                                               | CUSIP: N/A<br>LEI: 391200IGI9RQ7VTOK384       | Long             | EC               | CORP              | DE        |     15956 | NS      | $770381.12    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmonic Drive Systems, Inc.                             | Harmonic Drive Systems, Inc.                             | CUSIP: N/A<br>LEI: 353800XFIX2EUARGOE85       | Long             | EC               | CORP              | JP        |     22600 | NS      | $497967.49    | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| Zhongsheng Group Holdings Ltd.                           | Zhongsheng Group Holdings Ltd.                           | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | EC               | CORP              | KY        |     67227 | NS      | $100567.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SiteMinder Ltd.                                          | SiteMinder Ltd.                                          | CUSIP: N/A<br>LEI: 254900PN89MZJ2AQST50       | Long             | EC               | CORP              | AU        |     90540 | NS      | $320537.99    | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| Ayvens SA                                                | Ayvens SA                                                | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |    131131 | NS      | $1906630.76   | 0.69%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Judo Capital Holdings Ltd.                               | Judo Capital Holdings Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    736063 | NS      | $922247.57    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella International Holdings Ltd.                       | Stella International Holdings Ltd.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    464016 | NS      | $858440.16    | 0.31%             |  |  |  | No            |                  2 | On Loan: —       |
| Europris ASA                                             | Europris ASA                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXGA8G28       | Long             | EC               | CORP              | NO        |    120138 | NS      | $1103809.29   | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Charter Hall Group                                       | Charter Hall Group                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    169262 | NS      | $2703327.27   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Talon Metals Corp.                                       | Talon Metals Corp.                                       | CUSIP: N/A<br>LEI: 9845003F1E9496A9MA60       | Long             | EC               | CORP              | VG        |    199546 | NS      | $871956.74    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Diploma plc                                              | Diploma plc                                              | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |     10509 | NS      | $765041.49    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG plc                                                  | ICG plc                                                  | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |     29148 | NS      | $724582.81    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Shawbrook Group plc                                      | Shawbrook Group plc                                      | CUSIP: N/A<br>LEI: 21380071539WSMTM4410       | Long             | EC               | CORP              | GB        |    184909 | NS      | $1184171.39   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica SA                                              | Aedifica SA                                              | CUSIP: N/A<br>LEI: 529900DTKNXL0AXQFN28       | Long             | EC               | CORP              | BE        |      3336 | NS      | $294170.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                | Grupo Aeroportuario del Sureste SAB de CV, Class B       | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |     25722 | NS      | $889893.48    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sundrug Co. Ltd.                                         | Sundrug Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11100 | NS      | $295403.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape plc                                             | Inchcape plc                                             | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |    116596 | NS      | $1302705.23   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings plc                              | Bank of Cyprus Holdings plc                              | CUSIP: N/A<br>LEI: 635400L14KNHZXPUZM19       | Long             | EC               | CORP              | IE        |    110010 | NS      | $1218593.33   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Visional, Inc.                                           | Visional, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7770 | NS      | $428154.17    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cibus Nordic Real Estate AB publ                         | Cibus Nordic Real Estate AB publ                         | CUSIP: N/A<br>LEI: 549300PW36MFK96GCR23       | Long             | EC               | CORP              | SE        |     37187 | NS      | $643760.77    | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| Danish Krone                                             | Danish Krone                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       853 | OU      | $135.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock International Group plc                          | Babcock International Group plc                          | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |     91565 | NS      | $1801087.92   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohto Pharmaceutical Co. Ltd.                            | Rohto Pharmaceutical Co. Ltd.                            | CUSIP: N/A<br>LEI: 353800Q1CW5OS81OUM12       | Long             | EC               | CORP              | JP        |     27489 | NS      | $454524.27    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Unibrew A/S                                        | Royal Unibrew A/S                                        | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |     17850 | NS      | $1674381.86   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd.                                   | Yancoal Australia Ltd.                                   | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |    153435 | NS      | $618231.66    | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| Valeo SE                                                 | Valeo SE                                                 | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |     52417 | NS      | $733761.24    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Goose Holdings, Inc.                              | Canada Goose Holdings, Inc.                              | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |     50112 | NS      | $607975.79    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zai Lab Ltd.                                             | Zai Lab Ltd.                                             | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | KY        |     25874 | NS      | $429508.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Marks & Spencer Group plc                                | Marks & Spencer Group plc                                | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |    414298 | NS      | $2081622.80   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                           | Treasury Repurchase Agreement                            | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   5451019 | PA      | $5451019.35   | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Athabasca Oil Corp.                                      | Athabasca Oil Corp.                                      | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |     45898 | NS      | $269324.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Swedish Krona                                            | Swedish Krona                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |        91 | OU      | $10.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabtesco Corp.                                           | Nabtesco Corp.                                           | CUSIP: N/A<br>LEI: 529900DVHQXYRTGW7739       | Long             | EC               | CORP              | JP        |     54463 | NS      | $1474559.29   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Nufarm Ltd.                                              | Nufarm Ltd.                                              | CUSIP: N/A<br>LEI: 529900QVU58IVMPRWJ98       | Long             | EC               | CORP              | AU        |    114670 | NS      | $187982.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellebrite DI Ltd.                                       | Cellebrite DI Ltd.                                       | CUSIP: N/A<br>LEI: 254900G03462YGP1IO36       | Long             | EC               | CORP              | IL        |    121881 | NS      | $1792869.51   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Shikoku Kasei Holdings Corp.                             | Shikoku Kasei Holdings Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9400 | NS      | $261312.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Minth Group Ltd.                                         | Minth Group Ltd.                                         | CUSIP: N/A<br>LEI: 254900B2AH0G13K9G204       | Long             | EC               | CORP              | KY        |     30537 | NS      | $144887.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NOBA Bank Group AB                                       | NOBA Bank Group AB                                       | CUSIP: N/A<br>LEI: 21380057HUGFEAF25W84       | Long             | EC               | CORP              | SE        |     60933 | NS      | $790869.56    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Marketing Japan, Inc.                              | Canon Marketing Japan, Inc.                              | CUSIP: N/A<br>LEI: 529900WMTZBIIROD5K97       | Long             | EC               | CORP              | JP        |     45052 | NS      | $1964200.29   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Marui Group Co. Ltd.                                     | Marui Group Co. Ltd.                                     | CUSIP: N/A<br>LEI: 52990081ZYFHQZEEMU57       | Long             | EC               | CORP              | JP        |     70997 | NS      | $1387387.58   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                            | Shimizu Corp.                                            | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |    145931 | NS      | $2586535.51   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK-Abello A/S                                           | ALK-Abello A/S, Class B                                  | CUSIP: N/A<br>LEI: 529900SGCREUZCZ7P020       | Long             | EC               | CORP              | DK        |     34141 | NS      | $1128929.12   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichias Corp.                                            | Nichias Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14640 | NS      | $733938.39    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Alior Bank SA                                            | Alior Bank SA                                            | CUSIP: N/A<br>LEI: 259400QHDOZWMJ103294       | Long             | EC               | CORP              | PL        |     17829 | NS      | $582487.02    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                              | NEXTDC Ltd.                                              | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |     88744 | NS      | $819846.90    | 0.30%             |  |  |  | No            |                  2 | On Loan: —       |
| SEB SA                                                   | SEB SA                                                   | CUSIP: N/A<br>LEI: 969500WP61NBK098AC47       | Long             | EC               | CORP              | FR        |      4022 | NS      | $227442.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Airtac International Group                               | Airtac International Group                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     46478 | NS      | $1683331.08   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd.                                | Yadea Group Holdings Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     62000 | NS      | $87367.43     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mogotes Metals, Inc.                                     | Mogotes Metals, Inc.                                     | CUSIP: 608011102<br>LEI: 984500DB698F84ADCF60 | Long             | EC               | CORP              | CA        |   1407500 | NS      | $434142.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| St. James's Place plc                                    | St. James's Place plc                                    | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |     42320 | NS      | $882162.60    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Hammerson plc                                            | Hammerson plc                                            | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | EC               | CORP              | GB        |    748202 | NS      | $3630395.35   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Bank Ltd.                                        | Rakuten Bank Ltd.                                        | CUSIP: N/A<br>LEI: 3538007HFAF2NOCBUE44       | Long             | EC               | CORP              | JP        |      1664 | NS      | $79357.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Relo Group, Inc.                                         | Relo Group, Inc.                                         | CUSIP: N/A<br>LEI: 353800T595XRZDA8IB59       | Long             | EC               | CORP              | JP        |     54429 | NS      | $616733.77    | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| Hachijuni Bank Ltd. (The)                                | Hachijuni Bank Ltd. (The)                                | CUSIP: N/A<br>LEI: FE70I3MHDCWOZWK19W48       | Long             | EC               | CORP              | JP        |     81616 | NS      | $1016983.81   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co. Ltd.                                 | Persol Holdings Co. Ltd.                                 | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |    609693 | NS      | $1064901.20   | 0.38%             |  |  |  | No            |                  2 | On Loan: —       |
| Mitsui Kinzoku Co. Ltd.                                  | Mitsui Kinzoku Co. Ltd.                                  | CUSIP: N/A<br>LEI: 35380021EYAHSQM25559       | Long             | EC               | CORP              | JP        |      2600 | NS      | $343815.30    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Xenon Pharmaceuticals, Inc.                              | Xenon Pharmaceuticals, Inc.                              | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |     13548 | NS      | $555603.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Konecranes OYJ                                           | Konecranes OYJ                                           | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |     19032 | NS      | $2244243.94   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings plc                                   | Safestore Holdings plc                                   | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |     70588 | NS      | $798837.30    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                           | Storebrand ASA                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |     58863 | NS      | $1029563.56   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                          | Canadian Dollar                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CA        |        -0 | OU      | $-0.22        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                                  | Toyo Suisan Kaisha Ltd.                                  | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15238 | NS      | $1085211.96   | 0.39%             |  |  |  | No            |                  2 | On Loan: —       |
| Castellum AB                                             | Castellum AB                                             | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |     87419 | NS      | $1080525.82   | 0.39%             |  |  |  | No            |                  2 | On Loan: —       |
| PLS Group Ltd.                                           | PLS Group Ltd.                                           | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |    320296 | NS      | $957235.40    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                        | BOC Aviation Ltd.                                        | CUSIP: N/A<br>LEI: 254900H06V5RMEB3KE72       | Long             | EC               | CORP              | SG        |     66638 | NS      | $691987.64    | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Japan Steel Works Ltd. (The)                             | Japan Steel Works Ltd. (The)                             | CUSIP: N/A<br>LEI: 529900AWFTILIHHO0936       | Long             | EC               | CORP              | JP        |     18063 | NS      | $999552.83    | 0.36%             |  |  |  | No            |                  2 | On Loan: —       |
| Alpha Bank SA                                            | Alpha Bank SA                                            | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | EC               | CORP              | GR        |    145536 | NS      | $698210.22    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                              | Italgas SpA                                              | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    272304 | NS      | $3269715.50   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd.                                             | Kanzhun Ltd.                                             | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |     16048 | NS      | $297208.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                     | Koninklijke Vopak NV                                     | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |     27691 | NS      | $1380517.50   | 0.50%             |  |  |  | No            |                  2 | On Loan: —       |
| Swiss Franc                                              | Swiss Franc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      7520 | OU      | $9727.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medincell SA                                             | Medincell SA                                             | CUSIP: N/A<br>LEI: 969500R79U6PXCL2FF46       | Long             | EC               | CORP              | FR        |     32991 | NS      | $884059.31    | 0.32%             |  |  |  | No            |                  2 | On Loan: —       |
| Hiscox Ltd.                                              | Hiscox Ltd.                                              | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |     55221 | NS      | $1121236.95   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Thule Group AB                                           | Thule Group AB                                           | CUSIP: N/A<br>LEI: 549300XHHOGBOERKU333       | Long             | EC               | CORP              | SE        |     39119 | NS      | $934512.89    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ATALAYA MINING COPPER SA                                 | ATALAYA MINING COPPER SA                                 | CUSIP: N/A<br>LEI: 549300QNQPXVRXGXOX56       | Long             | EC               | CORP              | ES        |     42644 | NS      | $596869.22    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Mebuki Financial Group, Inc.                             | Mebuki Financial Group, Inc.                             | CUSIP: N/A<br>LEI: 353800K1RXV3E3JAE812       | Long             | EC               | CORP              | JP        |    512860 | NS      | $3861786.29   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Marimaca Copper Corp.                                    | Marimaca Copper Corp.                                    | CUSIP: 56783M106<br>LEI: 254900ZZYV59162NO535 | Long             | EC               | CORP              | CA        |     96842 | NS      | $852030.37    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Nova Ltd.                                                | Nova Ltd.                                                | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |      4440 | NS      | $2032809.60   | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| Japanese Yen                                             | Japanese Yen                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |     49359 | OU      | $318.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd.                                 | Tower Semiconductor Ltd.                                 | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     15182 | NS      | $2045470.86   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulvac, Inc.                                              | Ulvac, Inc.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     30432 | NS      | $1636908.43   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Methanex Corp.                                           | Methanex Corp.                                           | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |     17606 | NS      | $840055.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Saipem SpA                                               | Saipem SpA                                               | CUSIP: N/A<br>LEI: 549300PHV8MBDHWB8X12       | Long             | EC               | CORP              | IT        |    178738 | NS      | $659584.01    | 0.24%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                      | Mogotes Metals, Inc.                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | CA        |    703750 | NS      | $103462.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEC Co. Ltd.                                             | MEC Co. Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     19573 | NS      | $701614.86    | 0.25%             |  |  |  | No            |                  2 | On Loan: —       |
| Penta-Ocean Construction Co. Ltd.                        | Penta-Ocean Construction Co. Ltd.                        | CUSIP: N/A<br>LEI: 529900QN42Q9UIW3AS17       | Long             | EC               | CORP              | JP        |    196696 | NS      | $2064889.20   | 0.74%             |  |  |  | No            |                  2 | On Loan: —       |
| Siegfried Holding AG                                     | Siegfried Holding AG (Registered)                        | CUSIP: N/A<br>LEI: 506700J9QD6IF3937W06       | Long             | EC               | CORP              | CH        |     10473 | NS      | $1289365.67   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| PrairieSky Royalty Ltd.                                  | PrairieSky Royalty Ltd.                                  | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |     35857 | NS      | $780524.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyotokeiba Co. Ltd.                                    | Tokyotokeiba Co. Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     34887 | NS      | $1207564.51   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                          | Ibiden Co. Ltd.                                          | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |     37676 | NS      | $2012137.57   | 0.72%             |  |  |  | No            |                  2 | On Loan: —       |
| Unimicron Technology Corp.                               | Unimicron Technology Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    184556 | NS      | $2222592.23   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                            | Fukuoka Financial Group, Inc.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     23400 | NS      | $847864.86    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuit Group plc                                         | Genuit Group plc                                         | CUSIP: N/A<br>LEI: 2138005IF1N2RKJ6KO18       | Long             | EC               | CORP              | GB        |    366050 | NS      | $1666262.08   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | CUSIP: N/A<br>LEI: 95980079E2NBJT967T79       | Long             | EC               | CORP              | ES        |    183513 | NS      | $256095.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BFF Bank SpA                                             | BFF Bank SpA                                             | CUSIP: N/A<br>LEI: 815600522538355AE429       | Long             | EC               | CORP              | IT        |     96455 | NS      | $924340.79    | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Burberry Group plc                                       | Burberry Group plc                                       | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |     15086 | NS      | $225772.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEED Technology, Inc.                                  | ASPEED Technology, Inc.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      8658 | NS      | $2446559.05   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Rumo SA                                                  | Rumo SA                                                  | CUSIP: N/A<br>LEI: 254900TXQFP7CJCGYM66       | Long             | EC               | CORP              | BR        |    648197 | NS      | $1817944.56   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Activia Properties, Inc.                                 | Activia Properties, Inc.                                 | CUSIP: N/A<br>LEI: 353800RPGYN3ML8CXV54       | Long             | EC               | CORP              | JP        |      2234 | NS      | $2085281.04   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                      | Ascendis Pharma A/S                                      | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      4185 | NS      | $946228.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| M3, Inc.                                                 | M3, Inc.                                                 | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |     89896 | NS      | $1120934.30   | 0.40%             |  |  |  | No            |                  2 | On Loan: —       |
| Bank of Cyprus Holdings plc                              | Bank of Cyprus Holdings plc                              | CUSIP: N/A<br>LEI: 635400L14KNHZXPUZM19       | Long             | EC               | CORP              | IE        |     21284 | NS      | $208854.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER US CAPITAL MARKETS LLC                         | Government Agency Repurchase Agreement                   | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |   9000000 | PA      | $9000000.00   | 3.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga & Co. Ltd.                                      | Morinaga & Co. Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     16900 | NS      | $294345.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                         | Unicaja Banco SA                                         | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |     88096 | NS      | $301836.80    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Rotork plc                                               | Rotork plc                                               | CUSIP: N/A<br>LEI: 213800AH5RZIHGWRJ718       | Long             | EC               | CORP              | GB        |    394944 | NS      | $1912708.02   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                       | Shimamura Co. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     34965 | NS      | $2342985.56   | 0.84%             |  |  |  | No            |                  2 | On Loan: —       |
| Hysan Development Co. Ltd.                               | Hysan Development Co. Ltd.                               | CUSIP: N/A<br>LEI: 5299007BABFLKIH9HL03       | Long             | EC               | CORP              | HK        |   1254673 | NS      | $3428996.77   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corp.                                          | Hoshizaki Corp.                                          | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |     28000 | NS      | $924804.56    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Israeli Shekel                                           | Israeli Shekel                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |     84762 | OU      | $27345.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                        | New Taiwan Dollar                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |    744966 | OU      | $23672.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyoda Gosei Co. Ltd.                                    | Toyoda Gosei Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800ZV4HXVM4DWPO50       | Long             | EC               | CORP              | JP        |     17400 | NS      | $472100.32    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCurrent, Inc.                                         | BayCurrent, Inc.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18433 | NS      | $649013.21    | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| Esentia Energy Development SAB de CV                     | Esentia Energy Development SAB de CV                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    268800 | NS      | $761517.97    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                             | Koito Manufacturing Co. Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     43408 | NS      | $678344.36    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Irish Residential Properties REIT plc                    | Irish Residential Properties REIT plc                    | CUSIP: N/A<br>LEI: 635400EOPACLULRENY18       | Long             | EC               | CORP              | IE        |    605000 | NS      | $725559.72    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochschild Mining plc                                    | Hochschild Mining plc                                    | CUSIP: N/A<br>LEI: 549300JK10TVQ3CCJQ89       | Long             | EC               | CORP              | GB        |     58583 | NS      | $528572.94    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| IMAX Corp.                                               | IMAX Corp.                                               | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Long             | EC               | CORP              | CA        |     32049 | NS      | $1118830.59   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Construction Machinery Co. Ltd.                  | Hitachi Construction Machinery Co. Ltd.                  | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |     11225 | NS      | $367104.06    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                                | Nova Ljubljanska Banka dd                                | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |     24378 | NS      | $1060477.89   | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Stockland                                                | Stockland                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    475163 | NS      | $1777840.09   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| VGP NV                                                   | VGP NV                                                   | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |     22869 | NS      | $2812075.32   | 1.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Hesai Group                                              | Hesai Group                                              | CUSIP: 428050108<br>LEI: 836800KOYHURQT1JZY11 | Long             | EC               | CORP              | KY        |      2538 | NS      | $60582.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PILLAR Corp.                                             | PILLAR Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     21382 | NS      | $893134.19    | 0.32%             |  |  |  | No            |                  2 | On Loan: —       |
| Kurita Water Industries Ltd.                             | Kurita Water Industries Ltd.                             | CUSIP: N/A<br>LEI: 52990086GS2ON69UMX34       | Long             | EC               | CORP              | JP        |     21400 | NS      | $1068555.60   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Chroma ATE, Inc.                                         | Chroma ATE, Inc.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     63711 | NS      | $1987170.06   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Harel Insurance Investments & Financial Services Ltd.    | Harel Insurance Investments & Financial Services Ltd.    | CUSIP: N/A<br>LEI: 213800BDNN3W11SXXD60       | Long             | EC               | CORP              | IL        |      2239 | NS      | $103087.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Ancora                                               | KBC Ancora                                               | CUSIP: N/A<br>LEI: 549300I4XZ0RR3ZOSZ55       | Long             | EC               | CORP              | BE        |     16414 | NS      | $1516685.77   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                       | MISUMI Group, Inc.                                       | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |    178817 | NS      | $2954639.80   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA                                                   | TIM SA                                                   | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |    210684 | NS      | $981610.69    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                          | South Korea Won                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |       691 | OU      | $0.48         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Senior plc                                               | Senior plc                                               | CUSIP: N/A<br>LEI: 5493002HQHWN5JQHKQ51       | Long             | EC               | CORP              | GB        |    445846 | NS      | $1496237.22   | 0.54%             |  |  |  | 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        |    226726 | NS      | $1098771.81   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys plc                                               | Currys plc                                               | CUSIP: N/A<br>LEI: 2138001E12GWLLDQQF16       | Long             | EC               | CORP              | GB        |   1760792 | NS      | $3517550.18   | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Elementis plc                                            | Elementis plc                                            | CUSIP: N/A<br>LEI: 549300LQIH685LI2ML36       | Long             | EC               | CORP              | GB        |    403271 | NS      | $891725.53    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansan, Inc.                                             | Sansan, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     46020 | NS      | $445056.13    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcat plc                                              | Softcat plc                                              | CUSIP: N/A<br>LEI: 213800N42YZLR9GLVC42       | Long             | EC               | CORP              | GB        |     90937 | NS      | $1775575.39   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Oculis Holding AG                                        | Oculis Holding AG                                        | CUSIP: N/A<br>LEI: 5067005370C2KK324336       | Long             | EC               | CORP              | CH        |     30663 | NS      | $872362.35    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Camtek Ltd.                                              | Camtek Ltd.                                              | CUSIP: N/A<br>LEI: 5493000H80W07HCKGS43       | Long             | EC               | CORP              | IL        |     11802 | NS      | $1729347.06   | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| Sega Sammy Holdings, Inc.                                | Sega Sammy Holdings, Inc.                                | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Long             | EC               | CORP              | JP        |    103607 | NS      | $1621454.04   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                                        | Australian Dollar                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                             | Indian Rupee                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |  58055352 | OU      | $631122.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PicS NV                                                  | PicS NV, Class A                                         | CUSIP: N/A<br>LEI: 2549003HUMNZFNKGCE37       | Long             | EC               | CORP              | NL        |      7500 | NS      | $135000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Camurus AB                                               | Camurus AB                                               | CUSIP: N/A<br>LEI: 5493003S6Z6VI7WYFQ06       | Long             | EC               | CORP              | SE        |      8088 | NS      | $607418.40    | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| FLSmidth & Co. A/S                                       | FLSmidth & Co. A/S                                       | CUSIP: N/A<br>LEI: 213800MXXDGQ3ITPXI41       | Long             | EC               | CORP              | DK        |     16281 | NS      | $1399143.66   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadis NV                                               | Arcadis NV                                               | CUSIP: N/A<br>LEI: 7245000UZH70GO047N03       | Long             | EC               | CORP              | NL        |     86161 | NS      | $3859919.29   | 1.39%             |  |  |  | No            |                  2 | On Loan: —       |
| Genesis Minerals Ltd.                                    | Genesis Minerals Ltd.                                    | CUSIP: N/A<br>LEI: 894500AK5BVRCNP0FP48       | Long             | EC               | CORP              | AU        |    425194 | NS      | $2072083.19   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Resorttrust, Inc.                                        | Resorttrust, Inc.                                        | CUSIP: N/A<br>LEI: 353800FM9MYWH105SE11       | Long             | EC               | CORP              | JP        |    193122 | NS      | $2248723.25   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Trainline plc                                            | Trainline plc                                            | CUSIP: N/A<br>LEI: 213800HO26VXTFJ4MO71       | Long             | EC               | CORP              | GB        |    477372 | NS      | $1335170.62   | 0.48%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Haypp Group AB                                           | Haypp Group AB                                           | CUSIP: N/A<br>LEI: 549300NDGL14NS31UP49       | Long             | EC               | CORP              | SE        |     70723 | NS      | $901891.05    | 0.32%             |  |  |  | No            |                  2 | On Loan: —       |
| Brazilian Real                                           | Brazilian Real                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |       558 | OU      | $105.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanki Engineering Co. Ltd.                               | Sanki Engineering Co. Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     17700 | NS      | $762163.45    | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| ENN Energy Holdings Ltd.                                 | ENN Energy Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |    152009 | NS      | $1307469.84   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungarian Forint                                         | Hungarian Forint                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |         1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                         | Singapore Dollar                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |      8066 | OU      | $6340.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SigmaRoc plc                                             | SigmaRoc plc                                             | CUSIP: N/A<br>LEI: 213800Q3CJUERBGD1E44       | Long             | EC               | CORP              | GB        |    990245 | NS      | $1941132.52   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart, Inc.                                           | ABC-Mart, Inc.                                           | CUSIP: N/A<br>LEI: 353800AXWW4CMTSJWL33       | Long             | EC               | CORP              | JP        |     92238 | NS      | $1475623.93   | 0.53%             |  |  |  | No            |                  2 | On Loan: —       |
| De' Longhi SpA                                           | De' Longhi SpA                                           | CUSIP: N/A<br>LEI: 8156000E09A52C4F8A38       | Long             | EC               | CORP              | IT        |     27002 | NS      | $1190716.84   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Pony AI, Inc.                                            | Pony AI, Inc.                                            | CUSIP: 732908108<br>LEI: 9845006P7613D2A61368 | Long             | EC               | CORP              | KY        |     19098 | NS      | $265080.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Alm Brand A/S                                            | Alm Brand A/S                                            | CUSIP: N/A<br>LEI: 549300H4TGLJVZ6VTA48       | Long             | EC               | CORP              | DK        |     94433 | NS      | $261519.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vision, Inc.                                             | Vision, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11400 | NS      | $95101.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jungheinrich AG                                          | Jungheinrich AG (Preference)                             | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EC               | CORP              | DE        |     10675 | NS      | $460371.28    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Allfunds Group plc                                       | Allfunds Group plc                                       | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               | CORP              | GB        |    131358 | NS      | $1278020.49   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                       | Azimut Holding SpA                                       | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |      1815 | NS      | $76750.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co. Ltd.                               | Furukawa Electric Co. Ltd.                               | CUSIP: N/A<br>LEI: 353800TJR1DQ3P1QR918       | Long             | EC               | CORP              | JP        |      5000 | NS      | $438659.28    | 0.16%             |  |  |  | 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        |    275469 | NS      | $3075107.62   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet plc                                              | easyJet plc                                              | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |    226638 | NS      | $1483600.14   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Collective Mining Ltd.                                   | Collective Mining Ltd.                                   | CUSIP: 19425C100<br>LEI: 98450055FE5CF6E9J694 | Long             | EC               | CORP              | CA        |     81713 | NS      | $1344230.31   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Denka Co. Ltd.                                           | Denka Co. Ltd.                                           | CUSIP: N/A<br>LEI: 353800Y94EKQEH8MVD43       | Long             | EC               | CORP              | JP        |     79400 | NS      | $1526032.24   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Orora Ltd.                                               | Orora Ltd.                                               | CUSIP: N/A<br>LEI: 549300WFEQJK35VDF789       | Long             | EC               | CORP              | AU        |    373752 | NS      | $532912.21    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| eGuarantee, Inc.                                         | eGuarantee, Inc.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     72580 | NS      | $822214.18    | 0.30%             |  |  |  | No            |                  2 | On Loan: —       |
| Kemira OYJ                                               | Kemira OYJ                                               | CUSIP: N/A<br>LEI: 74370031Y7RK5H88CQ48       | Long             | EC               | CORP              | FI        |     44752 | NS      | $1052229.08   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group plc                                         | Smiths Group plc                                         | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     20673 | NS      | $711093.45    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Resonac Holdings Corp.                                   | Resonac Holdings Corp.                                   | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               | CORP              | JP        |     40663 | NS      | $2359394.72   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| SimilarWeb Ltd.                                          | SimilarWeb Ltd.                                          | CUSIP: N/A<br>LEI: 254900GWO7PNBAYCPJ12       | Long             | EC               | CORP              | IL        |    264478 | NS      | $1377930.38   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Asahi Intecc Co. Ltd.                                    | Asahi Intecc Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |     49267 | NS      | $817873.01    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                    | PSP Swiss Property AG (Registered)                       | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |      3503 | NS      | $702330.02    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Marsh & Partners plc                                  | BP Marsh & Partners plc                                  | CUSIP: N/A<br>LEI: 2138008G8EPE3HAHEM13       | Long             | EC               | CORP              | GB        |     25143 | NS      | $231197.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashok Leyland Ltd.                                       | Ashok Leyland Ltd.                                       | CUSIP: N/A<br>LEI: 3358001BZKWERVWYCK35       | Long             | EC               | CORP              | IN        |    172689 | NS      | $369483.57    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| First International Bank of Israel Ltd. (The)            | First International Bank of Israel Ltd. (The)            | CUSIP: N/A<br>LEI: 2138002RV6AUUX19F397       | Long             | EC               | CORP              | IL        |     17753 | NS      | $1512629.25   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMAXYZ Holdings, Inc.                                  | SIGMAXYZ Holdings, Inc.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     46556 | NS      | $235132.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Hangzhou Tigermed Consulting Co. Ltd.                    | Hangzhou Tigermed Consulting Co. Ltd., Class H           | CUSIP: N/A<br>LEI: 300300CP4N8WDF6DOO67       | Long             | EC               | CORP              | CN        |     93016 | NS      | $658036.85    | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Topaz Energy Corp.                                       | Topaz Energy Corp.                                       | CUSIP: 89055A203<br>LEI: 98450056D90CB02FQ571 | Long             | EC               | CORP              | CA        |     22728 | NS      | $487392.21    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Billerud Aktiebolag                                      | Billerud Aktiebolag                                      | CUSIP: N/A<br>LEI: 549300YJUYJ9A24RXL71       | Long             | EC               | CORP              | SE        |     76954 | NS      | $623320.62    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                             | Gaztransport Et Technigaz SA                             | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      2724 | NS      | $587739.58    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| LunR Royalties Corp.                                     | LunR Royalties Corp.                                     | CUSIP: 550428106<br>LEI: 529900Q168TQRO7FZ844 | Long             | EC               | CORP              | CA        |     77514 | NS      | $1024677.41   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Copper Corp.                                     | Faraday Copper Corp.                                     | CUSIP: 307357103<br>LEI: 529900BNJJ4FLFL93V78 | Long             | EC               | CORP              | CA        |    767176 | NS      | $1797298.45   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Rubber Industries Ltd.                          | Sumitomo Rubber Industries Ltd.                          | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               | CORP              | JP        |     30325 | NS      | $490027.51    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                                       | United Internet AG (Registered)                          | CUSIP: N/A<br>LEI: 3VEKWPJHTD4NKMBVG947       | Long             | EC               | CORP              | DE        |     54426 | NS      | $1775720.75   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Birchcliff Energy Ltd.                                   | Birchcliff Energy Ltd.                                   | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |    113503 | NS      | $610172.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| FP Corp.                                                 | FP Corp.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28830 | NS      | $491213.16    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp.                                           | Shimadzu Corp.                                           | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |     15600 | NS      | $420275.31    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Gold Corp.                                       | Montage Gold Corp.                                       | CUSIP: 61178L101<br>LEI: 9845004C6BCE77ACA795 | Long             | EC               | CORP              | CA        |    185595 | NS      | $1668330.92   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| and ST HD Co. Ltd.                                       | and ST HD Co. Ltd.                                       | CUSIP: N/A<br>LEI: 353800DZZIJ399PIWU03       | Long             | EC               | CORP              | JP        |     67413 | NS      | $1213212.50   | 0.44%             |  |  |  | No            |                  2 | On Loan: —       |
| ROCKWOOL A/S                                             | ROCKWOOL A/S, Class B                                    | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |     36485 | NS      | $1238150.85   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                    | Nissan Chemical Corp.                                    | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |     21794 | NS      | $750623.80    | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| Immatics NV                                              | Immatics NV                                              | CUSIP: N/A<br>LEI: 984500DC691EZ96AF394       | Long             | EC               | CORP              | NL        |     68695 | NS      | $656037.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Technip Energies NV                                      | Technip Energies NV                                      | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | NL        |     19642 | NS      | $768089.30    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                     | BlueScope Steel Ltd.                                     | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |     25897 | NS      | $545680.48    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                  | Tokyo Electric Power Co. Holdings, Inc.                  | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |    145600 | NS      | $547445.43    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd.                                   | Phoenix Financial Ltd.                                   | CUSIP: N/A<br>LEI: 254900IUA68QTCFYHE30       | Long             | EC               | CORP              | IL        |     19932 | NS      | $970179.17    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinfonia Technology Co. Ltd.                             | Sinfonia Technology Co. Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6142 | NS      | $415583.50    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Nxera Pharma Co. Ltd.                                    | Nxera Pharma Co. Ltd.                                    | CUSIP: N/A<br>LEI: 2138004M62BFNJMR2Z82       | Long             | EC               | CORP              | JP        |     91651 | NS      | $480569.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| Harmony Gold Mining Co. Ltd.                             | Harmony Gold Mining Co. Ltd.                             | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |     16393 | NS      | $355590.29    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Immunocore Holdings plc                                  | Immunocore Holdings plc                                  | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |     16309 | NS      | $530857.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Pharvaris NV                                             | Pharvaris NV                                             | CUSIP: N/A<br>LEI: 9845003BE146D3B75D32       | Long             | EC               | CORP              | NL        |     38261 | NS      | $1034960.05   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Polish Zloty - New                                       | Polish Zloty - New                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |        90 | OU      | $25.35        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South African Rand                                       | South African Rand                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ZA        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synthomer plc                                            | Synthomer plc                                            | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | EC               | CORP              | GB        |     96929 | NS      | $70958.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Nifco, Inc.                                              | Nifco, Inc.                                              | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |      8742 | NS      | $271638.50    | 0.10%             |  |  |  | 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        |     51912 | NS      | $4244844.24   | 1.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Melisron Ltd.                                            | Melisron Ltd.                                            | CUSIP: N/A<br>LEI: 213800B9SL62L9VLO604       | Long             | EC               | CORP              | IL        |     14195 | NS      | $1867733.02   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd.                                               | Orica Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     59971 | NS      | $1068064.44   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Menora Mivtachim Holdings Ltd.                           | Menora Mivtachim Holdings Ltd.                           | CUSIP: N/A<br>LEI: 2549009I6K3RDXFFY773       | Long             | EC               | CORP              | IL        |       219 | NS      | $28201.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                        | Nomura Real Estate Holdings, Inc.                        | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |     57700 | NS      | $382236.06    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JCDecaux SE                                              | JCDecaux SE                                              | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | EC               | CORP              | FR        |    110604 | NS      | $2183996.65   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                          | MakeMyTrip Ltd.                                          | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |      8028 | NS      | $500786.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Pennon Group plc                                         | Pennon Group plc                                         | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |    117067 | NS      | $875404.59    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Wereldhave NV                                            | Wereldhave NV                                            | CUSIP: N/A<br>LEI: 724500YRQCY3BD9RJZ92       | Long             | EC               | CORP              | NL        |    112238 | NS      | $2780260.86   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                     | EURO                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     15485 | OU      | $18355.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                            | British Pound                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher plc                                           | Kingfisher plc                                           | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |    187401 | NS      | $865434.48    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Kokusai Electric Corp.                                   | Kokusai Electric Corp.                                   | CUSIP: N/A<br>LEI: 549300CDY6N3WKYK2I96       | Long             | EC               | CORP              | JP        |     55386 | NS      | $2298615.49   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA              | Hellenic Telecommunications Organization SA              | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |     99594 | NS      | $1861482.34   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Genus plc                                                | Genus plc                                                | CUSIP: N/A<br>LEI: 54930022EOITNKSIGH56       | Long             | EC               | CORP              | GB        |     27114 | NS      | $1176618.02   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Addiko Bank AG                                           | Addiko Bank AG                                           | CUSIP: N/A<br>LEI: 529900UKZBMDBDZIXD62       | Long             | EC               | CORP              | AT        |      6022 | NS      | $182073.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                  | IMI plc                                                  | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |     64464 | NS      | $2439800.86   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                      | Flughafen Zurich AG (Registered)                         | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |      2609 | NS      | $809356.12    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Shinsei Bank Ltd.                                    | SBI Shinsei Bank Ltd.                                    | CUSIP: N/A<br>LEI: 549300PZYOQ2NW83V760       | Long             | EC               | CORP              | JP        |     88800 | NS      | $1062375.29   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphamin Resources Corp.                                 | Alphamin Resources Corp.                                 | CUSIP: N/A<br>LEI: 529900YI7Z8X5I42E192       | Long             | EC               | CORP              | MU        |   1500821 | NS      | $1465936.13   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Games Workshop Group plc                                 | Games Workshop Group plc                                 | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      3713 | NS      | $867328.98    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                                | GMO Payment Gateway, Inc.                                | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |     15091 | NS      | $870776.31    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group plc                                        | QinetiQ Group plc                                        | CUSIP: N/A<br>LEI: 213800S8OBDOZMCMUW34       | Long             | EC               | CORP              | GB        |    134702 | NS      | $925867.99    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Co. Ltd.           | Shandong Weigao Group Medical Polymer Co. Ltd., Class H  | CUSIP: N/A<br>LEI: 5299005WQUU15JQU8S60       | Long             | EC               | CORP              | CN        |    559034 | NS      | $358627.67    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                              | Beazley plc                                              | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |    101379 | NS      | $1572706.79   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiverr International Ltd.                                | Fiverr International Ltd.                                | CUSIP: N/A<br>LEI: 549300Z8OREY6THCPF67       | Long             | EC               | CORP              | IL        |     96916 | NS      | $1623343.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer