# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-25-009999
**Filing Date:** 2025-12
**Character Count:** 111914
**Document Hash:** e5f48cedcddd9c1f845e64767d97363d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-009999.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0002071691-25-009999

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**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:** 251599441

**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 Bailard Small Cap Value Fund (Series ID: S000041092)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000127572 | Class A                     | NWHDX           |
| C000127574 | Class M                     | NWHFX           |
| C000127575 | Class R6                    | NWHGX           |
| C000127576 | Institutional Service Class | NWHHX           |

## 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 Bailard Cognitive Value Fund

- **b. EDGAR series identifier (if any):** S000041092

- **c. LEI of Series:** 5493003RBC4C6JPHR156

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $119357285.02

**Total Liabilities:** $11102721.34

**Net Assets:** $108254563.68

**Cash Not Reported:** $772105.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127575 | 8.29%                | 0.49%                | -1.11%               |
| Class ID C000127572 | 8.22%                | 0.50%                | -1.18%               |
| Class ID C000127576 | 8.32%                | 0.49%                | -1.10%               |
| Class ID C000127574 | 8.28%                | 0.49%                | -1.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $543999.87               | $7688592.36                                |
| Month 2  | $1435088.64              | $-1084363.12                               |
| Month 3  | $-763898.72              | $-445257.88                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                          | Radian Group, Inc.                                 | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      8200 | NS      | $278308.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                              | Renasant Corp.                                     | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      3000 | NS      | $100890.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                     | COPT Defense Properties                            | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     17400 | NS      | $490158.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                   | Mirion Technologies, Inc., Class A                 | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     10100 | NS      | $296637.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp.                       | Gulfport Energy Corp.                              | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      4085 | NS      | $759850.85    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics, Inc.                      | Douglas Dynamics, Inc.                             | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      8700 | NS      | $263001.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedman Industries, Inc.                   | Friedman Industries, Inc.                          | CUSIP: 358435105<br>LEI: 549300VI5ADYNC8C3G47 | Long             | EC               | CORP              | US        |     13600 | NS      | $288864.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| RF Industries Ltd.                          | RF Industries Ltd.                                 | CUSIP: 749552105<br>LEI: 529900MVE73NJ5FHP926 | Long             | EC               | CORP              | US        |     34622 | NS      | $270744.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LINKBANCORP, Inc.                           | LINKBANCORP, Inc.                                  | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45913 | NS      | $322768.39    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                     | Louisiana-Pacific Corp.                            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2142 | NS      | $186589.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                        | Addus HomeCare Corp.                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      2100 | NS      | $245469.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingredion, Inc.                             | Ingredion, Inc.                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      4689 | NS      | $541157.49    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                 | TEGNA, Inc.                                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     43800 | NS      | $861546.00    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                  | Resideo Technologies, Inc.                         | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     26300 | NS      | $1125640.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                              | TrueBlue, Inc.                                     | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51080 | NS      | $242119.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics, Inc.                            | Daktronics, Inc.                                   | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      5600 | NS      | $105224.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| inTEST Corp.                                | inTEST Corp.                                       | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |     33300 | NS      | $282384.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific, Inc.                       | Core Scientific, Inc.                              | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |      3800 | NS      | $81852.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                | Ligand Pharmaceuticals, Inc.                       | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1400 | NS      | $267834.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.             | Great Lakes Dredge & Dock Corp.                    | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     23077 | NS      | $261923.95    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                  | New Jersey Resources Corp.                         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      4900 | NS      | $217070.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                              | EPR Properties                                     | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      6500 | NS      | $318630.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings, Inc.                        | Bakkt Holdings, Inc., Class A                      | CUSIP: 05759B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $24903.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| OPENLANE, Inc.                              | OPENLANE, Inc.                                     | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     13900 | NS      | $367238.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                       | Mercantile Bank Corp.                              | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     18501 | NS      | $811268.85    | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Natural Holding Co.               | Northwest Natural Holding Co.                      | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     12408 | NS      | $564936.24    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                         | Varex Imaging Corp.                                | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     38600 | NS      | $451234.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                    | Jazz Pharmaceuticals plc                           | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       900 | NS      | $123876.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Proto Labs, Inc.                            | Proto Labs, Inc.                                   | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     16200 | NS      | $806112.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings, Inc.                | El Pollo Loco Holdings, Inc.                       | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     17907 | NS      | $183009.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Westwood Holdings Group, Inc.               | Westwood Holdings Group, Inc.                      | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $26800.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                | RadNet, Inc.                                       | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      3700 | NS      | $281163.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.         | Solaris Energy Infrastructure, Inc., Class A       | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      8952 | NS      | $476514.96    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End, Inc.                            | Lands' End, Inc.                                   | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     14400 | NS      | $226656.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| DiamondRock Hospitality Co.                 | DiamondRock Hospitality Co.                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    104800 | NS      | $819536.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Ventures, Inc.                         | Live Ventures, Inc.                                | CUSIP: 538142308<br>LEI: 5493002HQW06QWT6U361 | Long             | EC               | CORP              | US        |     13548 | NS      | $185472.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                             | Trustmark Corp.                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      2700 | NS      | $100494.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                  | Saia, Inc.                                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       400 | NS      | $117000.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp.                     | Strattec Security Corp.                            | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |      4200 | NS      | $257712.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellium SE                              | Constellium SE, Class A                            | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     49100 | NS      | $772343.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                | Vishay Intertechnology, Inc.                       | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     12900 | NS      | $219042.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| ACRES Commercial Realty Corp.               | ACRES Commercial Realty Corp.                      | CUSIP: 00489Q102<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EC               | CORP              | US        |     20400 | NS      | $428400.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies, Inc.                    | TETRA Technologies, Inc.                           | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     49600 | NS      | $350176.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Zedge, Inc.                                 | Zedge, Inc., Class B                               | CUSIP: 98923T104<br>LEI: 549300EDIDRX7NRMGN17 | Long             | EC               | CORP              | US        |     47947 | NS      | $120826.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantronix, Inc.                             | Lantronix, Inc.                                    | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60916 | NS      | $300315.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.               | Capital City Bank Group, Inc.                      | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |     14829 | NS      | $576848.10    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                               | Enhabit, Inc.                                      | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     55200 | NS      | $448776.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings, Inc.                | Organogenesis Holdings, Inc., Class A              | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     42913 | NS      | $182380.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy, Inc.                     | Excelerate Energy, Inc., Class A                   | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25500 | NS      | $660705.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels, Inc.                          | Energy Fuels, Inc.                                 | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |     41701 | NS      | $855287.51    | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| American Public Education, Inc.             | American Public Education, Inc.                    | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     11995 | NS      | $401712.55    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co.                               | SM Energy Co.                                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     11600 | NS      | $242324.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| National Health Investors, Inc.             | National Health Investors, Inc.                    | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       700 | NS      | $52157.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares, Inc.                      | Shore Bancshares, Inc.                             | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44425 | NS      | $693474.25    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp, Inc.                    | Old Second Bancorp, Inc.                           | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     47750 | NS      | $857112.50    | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| Strategic Education, Inc.                   | Strategic Education, Inc.                          | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      3263 | NS      | $247922.74    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                 | Berry Corp.                                        | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94100 | NS      | $317117.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                       | MGIC Investment Corp.                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     21440 | NS      | $587884.80    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging, Inc.                       | Karat Packaging, Inc.                              | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |     11500 | NS      | $276230.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| LCNB Corp.                                  | LCNB Corp.                                         | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5767 | NS      | $88581.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust       | Industrial Logistics Properties Trust              | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |    140183 | NS      | $740166.24    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                        | Uranium Energy Corp.                               | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     37600 | NS      | $568888.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                  | Taylor Morrison Home Corp., Class A                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     11200 | NS      | $663824.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| Ormat Technologies, Inc.                    | Ormat Technologies, Inc.                           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      4400 | NS      | $468028.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Amalgamated Financial Corp.                 | Amalgamated Financial Corp.                        | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9303 | NS      | $253599.78    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Theravance Biopharma, Inc.                  | Theravance Biopharma, Inc.                         | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |      7766 | NS      | $113849.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                     | KB Home                                            | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1600 | NS      | $99872.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics, Inc.                    | iTeos Therapeutics, Inc., CVR                      | CUSIP: 465CVR017<br>LEI: N/A                  | Long             |  | CORP              | US        |     15200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooma, Inc.                                  | Ooma, Inc.                                         | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24100 | NS      | $270643.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Contineum Therapeutics, Inc.                | Contineum Therapeutics, Inc., Class A              | CUSIP: 21217B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12350 | NS      | $135973.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics, Inc.                   | Kimball Electronics, Inc.                          | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      7720 | NS      | $224459.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp, Inc.                     | Riverview Bancorp, Inc.                            | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12200 | NS      | $63196.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                        | Kelly Services, Inc., Class A                      | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |     22500 | NS      | $252225.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                           | ACCO Brands Corp.                                  | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     69100 | NS      | $259816.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.     | Essential Properties Realty Trust, Inc.            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     27773 | NS      | $829857.24    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences, Inc.                     | Cytek Biosciences, Inc.                            | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     29300 | NS      | $114270.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Gray Media, Inc.                            | Gray Media, Inc.                                   | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    107400 | NS      | $490818.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Essent Group Ltd.                           | Essent Group Ltd.                                  | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      3900 | NS      | $236223.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies, Inc.             | Forum Energy Technologies, Inc.                    | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |     13800 | NS      | $369564.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources, Inc.                         | RGC Resources, Inc.                                | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12600 | NS      | $260946.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytokinetics, Inc.                          | Cytokinetics, Inc.                                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      2800 | NS      | $178052.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                            | 3D Systems Corp.                                   | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    115500 | NS      | $330330.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Luxfer Holdings plc                         | Luxfer Holdings plc                                | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |     20481 | NS      | $249868.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms, Inc.                        | Riot Platforms, Inc.                               | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      7800 | NS      | $154284.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| MFA Financial, Inc.                         | MFA Financial, Inc.                                | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     84500 | NS      | $759655.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                       | Bar Harbor Bankshares                              | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18721 | NS      | $549086.93    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.             | Healthcare Services Group, Inc.                    | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     38900 | NS      | $695143.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings, Inc.                  | Orion Group Holdings, Inc.                         | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |     15500 | NS      | $166935.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corp.                           | Acme United Corp.                                  | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |      2829 | NS      | $107530.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                               | Griffon Corp.                                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      5617 | NS      | $415714.17    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.           | Pinnacle Financial Partners, Inc.                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      9600 | NS      | $818016.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services, Inc.                | Ranger Energy Services, Inc., Class A              | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |     21000 | NS      | $288540.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands, Inc.                       | Designer Brands, Inc., Class A                     | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     18900 | NS      | $69741.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                               | Popular, Inc.                                      | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      4803 | NS      | $535390.41    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems, Inc.                         | Mitek Systems, Inc.                                | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     29600 | NS      | $272616.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Janux Therapeutics, Inc.                    | Janux Therapeutics, Inc.                           | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $186615.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                    | Castle Biosciences, Inc.                           | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     11400 | NS      | $290700.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                | Genpact Ltd.                                       | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |      2500 | NS      | $95375.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                      | PTC Therapeutics, Inc.                             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       900 | NS      | $61479.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwestern Energy Group, Inc.             | Northwestern Energy Group, Inc.                    | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     10100 | NS      | $602667.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                    | Sphere Entertainment Co.                           | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |      1800 | NS      | $123264.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Hope Bancorp, Inc.                          | Hope Bancorp, Inc.                                 | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     53300 | NS      | $559117.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Astria Therapeutics, Inc.                   | Astria Therapeutics, Inc.                          | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26500 | NS      | $334695.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp.                               | Winmark Corp.                                      | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $270527.07    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                      | Independent Bank Corp.                             | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23260 | NS      | $702917.20    | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| CF SECURED LLC                              | Treasury Repurchase Agreement                      | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   7988602 | PA      | $7988601.60   | 7.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings, Inc.                  | Ultra Clean Holdings, Inc.                         | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      8200 | NS      | $224762.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                 | Horace Mann Educators Corp.                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      3500 | NS      | $156485.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                 | Tennant Co.                                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      5200 | NS      | $416000.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings, Inc.                       | Duluth Holdings, Inc., Class B                     | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |     24603 | NS      | $67658.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                | Mattel, Inc.                                       | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     29900 | NS      | $549562.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                             | Bandwidth, Inc., Class A                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     19200 | NS      | $310080.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| CareDx, Inc.                                | CareDx, Inc.                                       | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      8700 | NS      | $130500.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                          | Seneca Foods Corp., Class A                        | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2496 | NS      | $269156.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Envela Corp.                                | Envela Corp.                                       | CUSIP: 29402E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22291 | NS      | $202625.19    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Tactile Systems Technology, Inc.            | Tactile Systems Technology, Inc.                   | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     17863 | NS      | $269195.41    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient, Inc.                               | Allient, Inc.                                      | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      3300 | NS      | $180444.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.             | Franklin BSP Realty Trust, Inc.                    | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     67600 | NS      | $685464.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings, Inc.          | Universal Insurance Holdings, Inc.                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     14500 | NS      | $446890.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp.                    | Chimera Investment Corp.                           | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      8400 | NS      | $107184.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                      | Chart Industries, Inc.                             | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1200 | NS      | $239544.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                              | UniFirst Corp.                                     | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1200 | NS      | $185220.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                     | Element Solutions, Inc.                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      8700 | NS      | $232464.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                    | Laureate Education, Inc.                           | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     22229 | NS      | $645307.87    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                        | LXP Industrial Trust                               | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     88200 | NS      | $837018.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER US CAPITAL MARKETS LLC            | Government Agency Repurchase Agreement             | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacira BioSciences, Inc.                    | Pacira BioSciences, Inc.                           | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $100486.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Tidewater, Inc.                             | Tidewater, Inc.                                    | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      4000 | NS      | $202360.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                 | InvenTrust Properties Corp.                        | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      4000 | NS      | $109600.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp.                             | JBT Marel Corp.                                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1900 | NS      | $239590.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                     | Jackson Financial, Inc., Class A                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       600 | NS      | $60486.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.               | Fresh Del Monte Produce, Inc.                      | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     15300 | NS      | $540855.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings, Inc.         | Clearwater Analytics Holdings, Inc., Class A       | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7600 | NS      | $139916.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                   | ADT, Inc.                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38400 | NS      | $339456.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                             | Gap, Inc. (The)                                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     20200 | NS      | $461570.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                         | Kilroy Realty Corp.                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      3900 | NS      | $164775.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                   | CNO Financial Group, Inc.                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     19800 | NS      | $792396.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo, Inc.                                  | Oklo, Inc., Class A                                | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $584188.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Telephone & Data Systems, Inc.              | Telephone & Data Systems, Inc.                     | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $163044.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                    | Magnolia Oil & Gas Corp., Class A                  | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $101070.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| MDU Resources Group, Inc.                   | MDU Resources Group, Inc.                          | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27788 | NS      | $532973.84    | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanmi Financial Corp.                       | Hanmi Financial Corp.                              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     34623 | NS      | $914047.20    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals, Inc.                  | Atea Pharmaceuticals, Inc.                         | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35099 | NS      | $114071.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.              | Collegium Pharmaceutical, Inc.                     | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      3988 | NS      | $143568.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Protara Therapeutics, Inc.                  | Protara Therapeutics, Inc.                         | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |     36669 | NS      | $189945.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| IDT Corp.                                   | IDT Corp., Class B                                 | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3500 | NS      | $177310.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond Therapeutics, Inc.            | Black Diamond Therapeutics, Inc.                   | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28600 | NS      | $110682.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                    | ConnectOne Bancorp, Inc.                           | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      2400 | NS      | $57744.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corp.                       | First Community Corp.                              | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |      6300 | NS      | $168903.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                               | Vaxcyte, Inc.                                      | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      3300 | NS      | $149424.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                          | Coeur Mining, Inc.                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     22800 | NS      | $391476.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Ltd.                        | Signet Jewelers Ltd.                               | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      2000 | NS      | $197700.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.          | Marriott Vacations Worldwide Corp.                 | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      1700 | NS      | $112166.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                               | Genesco, Inc.                                      | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     10000 | NS      | $290100.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest, Inc.                               | SkyWest, Inc.                                      | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      6500 | NS      | $653120.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                       | First Merchants Corp.                              | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     22500 | NS      | $798300.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                | Avista Corp.                                       | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     17800 | NS      | $677290.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.       | Ollie's Bargain Outlet Holdings, Inc.              | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      2500 | NS      | $302025.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                 | Agios Pharmaceuticals, Inc.                        | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      2900 | NS      | $125396.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd.                              | Golar LNG Ltd.                                     | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |      5500 | NS      | $225775.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Amneal Pharmaceuticals, Inc.                | Amneal Pharmaceuticals, Inc.                       | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $83314.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global, Inc.                            | MRC Global, Inc.                                   | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     53100 | NS      | $740745.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                | Cadence Bank                                       | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     12841 | NS      | $484619.34    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                  | Dana, Inc.                                         | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     25600 | NS      | $519680.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Civista Bancshares, Inc.                    | Civista Bancshares, Inc.                           | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     21742 | NS      | $468105.26    | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Celldex Therapeutics, Inc.                  | Celldex Therapeutics, Inc.                         | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      4500 | NS      | $120285.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| AptarGroup, Inc.                            | AptarGroup, Inc.                                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      1534 | NS      | $177959.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                  | Par Pacific Holdings, Inc.                         | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     13900 | NS      | $555722.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                         | Newmark Group, Inc., Class A                       | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45501 | NS      | $811282.83    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.         | First Industrial Realty Trust, Inc.                | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14800 | NS      | $818144.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                        | SmartFinancial, Inc.                               | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20500 | NS      | $716885.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media, Inc.                        | Outfront Media, Inc.                               | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     23052 | NS      | $407789.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase, Inc.                             | Steelcase, Inc., Class A                           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     18800 | NS      | $300048.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                      | Rush Enterprises, Inc., Class A                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     12600 | NS      | $622566.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals, Inc.                 | Vanda Pharmaceuticals, Inc.                        | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     26100 | NS      | $113535.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)         | Hanover Insurance Group, Inc. (The)                | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      2200 | NS      | $375936.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.              | Catalyst Pharmaceuticals, Inc.                     | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      5300 | NS      | $112731.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group, Inc.            | Information Services Group, Inc.                   | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     59963 | NS      | $330396.13    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                 | Axalta Coating Systems Ltd.                        | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     10700 | NS      | $304629.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group, Inc.                           | Onity Group, Inc.                                  | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      7500 | NS      | $281025.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                               | Certara, Inc.                                      | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14400 | NS      | $167472.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Sable Offshore Corp.                        | Sable Offshore Corp.                               | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Long             | EC               | CORP              | US        |     15736 | NS      | $164598.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanmina Corp.                               | Sanmina Corp.                                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      5400 | NS      | $740070.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy, Inc.                             | Ur-Energy, Inc.                                    | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | CA        |    298200 | NS      | $512904.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                | Kohl's Corp.                                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     12883 | NS      | $209606.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                | Sabra Health Care REIT, Inc.                       | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     45800 | NS      | $816156.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim Bancorp, Inc.                      | Northrim Bancorp, Inc.                             | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |     11130 | NS      | $244637.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                              | Tredegar Corp.                                     | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     34531 | NS      | $238609.21    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.              | International Bancshares Corp.                     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     11400 | NS      | $756732.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagimet Biosciences, Inc.                   | Sagimet Biosciences, Inc., Class A                 | CUSIP: 786700104<br>LEI: 2549002OT2F8BV0VPD02 | Long             | EC               | CORP              | US        |     29029 | NS      | $247327.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corp.                       | First Financial Corp.                              | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10803 | NS      | $576015.96    | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| DHT Holdings, Inc.                          | DHT Holdings, Inc.                                 | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |     48700 | NS      | $646736.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                          | NMI Holdings, Inc., Class A                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      5700 | NS      | $207651.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co. Ltd.                 | Consolidated Water Co. Ltd.                        | CUSIP: N/A<br>LEI: 5299001BMEW8X9VIJA73       | Long             | EC               | CORP              | KY        |      4300 | NS      | $146243.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Myers Industries, Inc.                      | Myers Industries, Inc.                             | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     19818 | NS      | $343445.94    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Motorcar Parts of America, Inc.             | Motorcar Parts of America, Inc.                    | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     22600 | NS      | $385556.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| MKS, Inc.                                   | MKS, Inc.                                          | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2300 | NS      | $330533.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                       | Commercial Metals Co.                              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      9100 | NS      | $540176.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                  | Chinook Therapeutics, Inc., CVR                    | CUSIP: 169CVR016<br>LEI: N/A                  | Long             |  | CORP              | US        |      1992 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Community Trust Bancorp, Inc.               | Community Trust Bancorp, Inc.                      | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $255975.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco, Inc.                              | Ameresco, Inc., Class A                            | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      5200 | NS      | $205504.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                             | M/I Homes, Inc.                                    | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      5300 | NS      | $663507.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.             | Amphastar Pharmaceuticals, Inc.                    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      4700 | NS      | $119850.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL, Inc.                                 | GRAIL, Inc.                                        | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |      1470 | NS      | $135137.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CBL & Associates Properties, Inc.           | CBL & Associates Properties, Inc.                  | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |     27700 | NS      | $819089.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries, Inc.                        | LSI Industries, Inc.                               | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |     14800 | NS      | $338772.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services, Inc.          | BrightSpring Health Services, Inc.                 | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12800 | NS      | $423040.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze, Inc.                             | Backblaze, Inc., Class A                           | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33900 | NS      | $349509.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                           | AdaptHealth Corp., Class A                         | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47358 | NS      | $425748.42    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Supernus Pharmaceuticals, Inc.              | Supernus Pharmaceuticals, Inc.                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      3700 | NS      | $203981.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp.                     | WillScot Holdings Corp.                            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      5000 | NS      | $108750.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals, Inc.               | Aurinia Pharmaceuticals, Inc.                      | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |     11700 | NS      | $154089.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                    | Digi International, Inc.                           | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      7400 | NS      | $271432.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                             | ODP Corp. (The)                                    | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20800 | NS      | $579904.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Citi Trends, Inc.                           | Citi Trends, Inc.                                  | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      9000 | NS      | $322380.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals, Inc.                | A-Mark Precious Metals, Inc.                       | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     10800 | NS      | $287064.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                    | Tompkins Financial Corp.                           | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     11600 | NS      | $736136.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                   | ANI Pharmaceuticals, Inc.                          | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      2000 | NS      | $181200.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare, Inc.                             | Costamare, Inc.                                    | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |     23047 | NS      | $281634.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.                   | PMV Pharmaceuticals, Inc.                          | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38400 | NS      | $54144.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                 | Farmers National Banc Corp.                        | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31100 | NS      | $403678.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group, Inc.                | Huron Consulting Group, Inc.                       | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       700 | NS      | $115108.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                  | Corcept Therapeutics, Inc.                         | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      2200 | NS      | $161634.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                     | Penguin Solutions, Inc.                            | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     13900 | NS      | $309553.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Ambarella, Inc.                             | Ambarella, Inc.                                    | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      4200 | NS      | $357966.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                 | Adeia, Inc.                                        | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15400 | NS      | $262416.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf, Inc.                       | Diebold Nixdorf, Inc.                              | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     12100 | NS      | $715715.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Micro-Cap ETF                       | iShares Micro-Cap ETF                              | CUSIP: 464288869<br>LEI: 549300RWAE45TBJ0XD47 | Long             |  | RF                | US        |      7400 | NS      | $1156028.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Hamilton Insurance Group Ltd.               | Hamilton Insurance Group Ltd., Class B             | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     13882 | NS      | $328586.94    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MAREX CAPITAL MARKETS INC                   | Treasury Repurchase Agreement                      | CUSIP: N/A<br>LEI: 5493006BWPDUCYG6EQ34       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 1.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Kiniksa Pharmaceuticals International plc   | Kiniksa Pharmaceuticals International plc, Class A | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      5854 | NS      | $216656.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NCS Multistage Holdings, Inc.               | NCS Multistage Holdings, Inc.                      | CUSIP: 628877201<br>LEI: 5493003WLG5T6MNJ7292 | Long             | EC               | CORP              | US        |      8687 | NS      | $318812.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                 | Halozyme Therapeutics, Inc.                        | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      2000 | NS      | $130380.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group, Inc.                           | Weyco Group, Inc.                                  | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      9600 | NS      | $275232.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)     | Bank of NT Butterfield & Son Ltd. (The)            | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |     18200 | NS      | $841932.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.               | Select Medical Holdings Corp.                      | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33300 | NS      | $460539.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                         | Lithia Motors, Inc., Class A                       | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1300 | NS      | $408304.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Enterprise Financial Services Corp.         | Enterprise Financial Services Corp.                | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      2700 | NS      | $141399.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| First Watch Restaurant Group, Inc.          | First Watch Restaurant Group, Inc.                 | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $113781.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Enact Holdings, Inc.                        | Enact Holdings, Inc.                               | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     11188 | NS      | $399635.36    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                               | Maximus, Inc.                                      | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1200 | NS      | $99744.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                            | ScanSource, Inc.                                   | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      6700 | NS      | $287463.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares, Inc.                  | First Mid Bancshares, Inc.                         | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19670 | NS      | $702809.10    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                     | Powell Industries, Inc.                            | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1061 | NS      | $406776.79    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| NetScout Systems, Inc.                      | NetScout Systems, Inc.                             | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     15300 | NS      | $425340.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| SIGA Technologies, Inc.                     | SIGA Technologies, Inc.                            | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14200 | NS      | $117576.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                       | Waystar Holding Corp.                              | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $207930.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix, Inc.                            | Stitch Fix, Inc., Class A                          | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     12600 | NS      | $52794.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                              | Harmonic, Inc.                                     | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     43900 | NS      | $469730.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Small-Cap Value ETF                | Vanguard Small-Cap Value ETF                       | CUSIP: 922908611<br>LEI: N/A                  | Long             |  | RF                | US        |      5816 | NS      | $1201062.16   | 1.11%             |  |  |  | No            |                  1 | On Loan: —       |
| LiveRamp Holdings, Inc.                     | LiveRamp Holdings, Inc.                            | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     26500 | NS      | $724510.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Monte Rosa Therapeutics, Inc.               | Monte Rosa Therapeutics, Inc.                      | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22500 | NS      | $289125.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA          | Millicom International Cellular SA                 | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |      2400 | NS      | $113064.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                        | Douglas Emmett, Inc.                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12200 | NS      | $157868.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                              | Innoviva, Inc.                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      6300 | NS      | $114660.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group, Inc.    | Silvercrest Asset Management Group, Inc., Class A  | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19269 | NS      | $272463.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                               | NETGEAR, Inc.                                      | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      4400 | NS      | $152768.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                     | United Fire Group, Inc.                            | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9500 | NS      | $287185.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics, Inc.                  | Fulcrum Therapeutics, Inc.                         | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26881 | NS      | $235208.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| WESCO International, Inc.                   | WESCO International, Inc.                          | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      3835 | NS      | $995297.55    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.             | Central Pacific Financial Corp.                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     27836 | NS      | $793604.36    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Peakstone Realty Trust                      | Peakstone Realty Trust                             | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             | EC               | CORP              | US        |     25100 | NS      | $339101.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mind Medicine MindMed, Inc.                 | Mind Medicine MindMed, Inc.                        | CUSIP: 60255C885<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | CA        |      5000 | NS      | $71000.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                 | Qorvo, Inc.                                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1200 | NS      | $113904.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Homes Group, Inc.                    | United Homes Group, Inc.                           | CUSIP: 91060H108<br>LEI: 549300HWN3ECTEH7I380 | Long             | EC               | CORP              | US        |    132965 | NS      | $200777.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                | Southwest Gas Holdings, Inc.                       | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      6800 | NS      | $540600.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                  | Bitdeer Technologies Group, Class A                | CUSIP: N/A<br>LEI: 2549007M2KGWVJ9XFP20       | Long             | EC               | CORP              | KY        |      4000 | NS      | $88800.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Twin Disc, Inc.                             | Twin Disc, Inc.                                    | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |     10810 | NS      | $169284.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                     | EnerSys                                            | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      1484 | NS      | $187221.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                     | Veeco Instruments, Inc.                            | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      7500 | NS      | $215625.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Bancorp                     | First Financial Bancorp                            | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      8362 | NS      | $195754.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bit Digital, Inc.                           | Bit Digital, Inc.                                  | CUSIP: N/A<br>LEI: 2549005XLPRWS7HWCM31       | Long             | EC               | CORP              | KY        |     21000 | NS      | $76860.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Alamo Group, Inc.                           | Alamo Group, Inc.                                  | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      2000 | NS      | $357440.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Metallurgical Resources, Inc.         | Alpha Metallurgical Resources, Inc.                | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      1000 | NS      | $173260.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                           | Genie Energy Ltd., Class B                         | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |     17639 | NS      | $265466.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                          | Cirrus Logic, Inc.                                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1667 | NS      | $221127.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.               | Portland General Electric Co.                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      2500 | NS      | $114200.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                      | TTM Technologies, Inc.                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      3900 | NS      | $262080.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd.                   | OneSpaWorld Holdings Ltd.                          | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |     26900 | NS      | $625963.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| Leggett & Platt, Inc.                       | Leggett & Platt, Inc.                              | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     48400 | NS      | $452056.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                   | AZZ, Inc.                                          | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      3200 | NS      | $319520.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp. Ltd.                           | Teekay Corp. Ltd.                                  | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |     27000 | NS      | $259740.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                            | BorgWarner, Inc.                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     14800 | NS      | $635808.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                          | Tutor Perini Corp.                                 | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      5300 | NS      | $357008.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta, Inc.                                | Nkarta, Inc.                                       | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29600 | NS      | $62456.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine, Inc.                       | OneWater Marine, Inc., Class A                     | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17642 | NS      | $273980.26    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                   | FMC Corp.                                          | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      6600 | NS      | $100122.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                     | Webster Financial Corp.                            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      9000 | NS      | $513360.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings, Inc.                         | Spok Holdings, Inc.                                | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |     15300 | NS      | $218637.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.          | Harmony Biosciences Holdings, Inc.                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4100 | NS      | $117137.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics, Inc.                    | Verve Therapeutics, Inc., CVR                      | CUSIP: 925CVR011<br>LEI: N/A                  | Long             |  | CORP              | US        |     22800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haverty Furniture Cos., Inc.                | Haverty Furniture Cos., Inc.                       | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      5600 | NS      | $122136.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.          | Provident Financial Services, Inc.                 | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     44400 | NS      | $812076.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Co.           | Hamilton Beach Brands Holding Co., Class A         | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6300 | NS      | $88641.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research, Inc.                          | ACM Research, Inc., Class A                        | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     14169 | NS      | $587446.74    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group, Inc.                         | Willdan Group, Inc.                                | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      1180 | NS      | $111521.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.              | Oil States International, Inc.                     | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     45000 | NS      | $268650.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.           | Heritage Insurance Holdings, Inc.                  | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     18679 | NS      | $441384.77    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                             | Flowserve Corp.                                    | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      9511 | NS      | $649125.75    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                | Brixmor Property Group, Inc.                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     25100 | NS      | $656616.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                      | Tri Pointe Homes, Inc.                             | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21633 | NS      | $689011.05    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.               | Pediatrix Medical Group, Inc.                      | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39100 | NS      | $663527.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                      | Dycom Industries, Inc.                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       900 | NS      | $259011.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp.                          | SWK Holdings Corp.                                 | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13974 | NS      | $226239.06    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                              | Veracyte, Inc.                                     | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      4900 | NS      | $176792.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| National Fuel Gas Co.                       | National Fuel Gas Co.                              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      9037 | NS      | $713109.67    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                         | Graham Holdings Co., Class B                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       453 | NS      | $458494.89    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Akouos, Inc.                                | Akouos, Inc., CVR                                  | CUSIP: 009CVR036<br>LEI: N/A                  | Long             |  | CORP              | US        |     21302 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Rocky Brands, Inc.                          | Rocky Brands, Inc.                                 | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |     11700 | NS      | $329823.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                 | Cabot Corp.                                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      1500 | NS      | $101220.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc. | HA Sustainable Infrastructure Capital, Inc.        | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |      7600 | NS      | $210596.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| BrightView Holdings, Inc.                   | BrightView Holdings, Inc.                          | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     17200 | NS      | $211904.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                       | Virtu Financial, Inc., Class A                     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     10700 | NS      | $372788.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmuCell Corp.                              | ImmuCell Corp.                                     | CUSIP: 452525306<br>LEI: 5493003G4YVJPVDW6U67 | Long             | EC               | CORP              | US        |      9265 | NS      | $57443.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer