# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0001752724-23-063262
**Filing Date:** 2023-3
**Character Count:** 93030
**Document Hash:** fe9d7c88579e4b4dfe80ecbc21586e35
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-063262.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001752724-23-063262

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230322

**DATE AS OF CHANGE**: 20230322

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 23752171

**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 U.S. 130/30 Equity Portfolio (Series ID: S000077872)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000238472 | Class R6     |  |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

- **a. Name of Series:** Nationwide U.S. 130/30 Equity Portfolio

- **b. EDGAR series identifier (if any):** S000077872

- **c. LEI of Series:** 549300EPA1LU1GRA8Z20

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $388459949.56

**Total Liabilities:** $4271208.09

**Net Assets:** $384188741.47

**Cash Not Reported:** $11266327.61

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238472 | 3.94%                | -5.72%               | 6.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1370578.51              | $13159741.85                               |
| Month 2  | $-2783271.05             | $-24035360.27                              |
| Month 3  | $-8116041.92             | $37242504.61                               |

**Designated Index Information**

- **Index Name:** SP 500 Benchmark

- **Index Identifier:** SP.MC.SP500

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Host Hotels & Resorts, Inc.                  | Host Hotels & Resorts, Inc.                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    131551 | NS      | $2479736.35   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -8780 | PA      | $11853.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3530 | PA      | $-4589.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -11588 | PA      | $114141.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    120464 | NS      | $4424642.72   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1106 | PA      | $1487.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     36158 | PA      | $-156564.14   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                  | Ionis Pharmaceuticals, Inc.                  | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     25393 | NS      | $1012418.91   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                    | United Therapeutics Corp.                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      7956 | NS      | $2093780.52   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc. | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     27456 | NS      | $2969366.40   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     41911 | NS      | $2227988.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.              | Interactive Brokers Group, Inc., Class A     | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     39357 | NS      | $3146198.58   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                          | Valero Energy Corp.                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     20510 | NS      | $2872015.30   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                   | Crowdstrike Holdings, Inc., Class A          | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     11885 | NS      | $1258621.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     29986 | PA      | $-6297.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -78988 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8406 | PA      | $95996.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4902 | PA      | $-6568.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                             | Amazon.com, Inc.                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     24671 | NS      | $2544320.23   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -59786 | PA      | $-25707.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                        | AECOM                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     31250 | NS      | $2727187.50   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.              | Hilton Worldwide Holdings, Inc.              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     41308 | NS      | $5993377.72   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -93664 | PA      | $-29907.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -62930 | PA      | $6922.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     13765 | PA      | $5918.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8560 | PA      | $12155.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenable Holdings, Inc.                       | Tenable Holdings, Inc.                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     19261 | NS      | $774870.03    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     28825 | PA      | $17006.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     22033 | PA      | $-12338.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class C                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     50510 | NS      | $5044433.70   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                 | Neurocrine Biosciences, Inc.                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     12984 | NS      | $1440315.12   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -174897 | PA      | $-8744.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -21299 | PA      | $-2555.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1829 | PA      | $52784.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -39657 | PA      | $-6345.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8223 | PA      | $12498.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp.           | Madison Square Garden Sports Corp., Class A  | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4962 | NS      | $902290.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -12139 | PA      | $-2791.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc.                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2802 | NS      | $349745.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                        | Everest Re Group Ltd.                        | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      7760 | NS      | $2713594.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     52468 | PA      | $34104.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -88235 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                  | Apple, Inc.                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    100957 | NS      | $14567085.53  | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1215 | PA      | $-10667.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -62016 | PA      | $-9302.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mirati Therapeutics, Inc.                    | Mirati Therapeutics, Inc.                    | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      9194 | NS      | $491051.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     22113 | PA      | $-38476.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                | Dropbox, Inc., Class A                       | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     45994 | NS      | $1068440.62   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -10642 | PA      | $36395.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                        | Cheniere Energy, Inc.                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     15733 | NS      | $2403845.07   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                            | Ross Stores, Inc.                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     47416 | NS      | $5604097.04   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     16506 | PA      | $-5942.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     20008 | PA      | $-1400.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -52498 | PA      | $14699.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                         | Allstate Corp. (The)                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     47710 | NS      | $6129303.70   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     27118 | NS      | $3341208.78   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     18857 | PA      | $83913.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -11143 | PA      | $11143.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     18742 | PA      | $26613.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                               | DTE Energy Co.                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     16542 | NS      | $1924992.54   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                | Zscaler, Inc.                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     11314 | NS      | $1404746.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -19455 | PA      | $33851.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -21624 | PA      | $-8865.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     25854 | PA      | $53000.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     15922 | PA      | $17354.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                      | Regions Financial Corp.                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    102689 | NS      | $2417299.06   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -14364 | PA      | $-9767.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -88283 | PA      | $-14125.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     40176 | PA      | $15668.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                       | Juniper Networks, Inc.                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     98205 | NS      | $3172021.50   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -8312 | PA      | $-32749.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2138 | PA      | $-85.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -27344 | PA      | $11211.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -42699 | PA      | $-4696.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                | Raymond James Financial, Inc.                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     29156 | NS      | $3287922.12   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6278 | PA      | $8914.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     22717 | NS      | $2310318.90   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                      | Molina Healthcare, Inc.                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      5933 | NS      | $1850087.39   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                    | Box, Inc., Class A                           | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     48872 | NS      | $1563415.28   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -24938 | PA      | $-7232.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems, Inc.                            | Pegasystems, Inc.                            | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     43181 | NS      | $1678877.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                          | First Republic Bank                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     32876 | NS      | $4631570.88   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                   | Lamb Weston Holdings, Inc.                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     47124 | NS      | $4707216.36   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1963 | PA      | $-11189.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                      | Progressive Corp. (The)                      | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     25837 | NS      | $3522874.95   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -10169 | PA      | $-10626.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3813 | PA      | $18950.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    139217 | PA      | $256159.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                               | Comerica, Inc.                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     44235 | NS      | $3242867.85   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                           | EPAM Systems, Inc.                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     10921 | NS      | $3632870.65   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                               | Exelixis, Inc.                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    104740 | NS      | $1845518.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                       | Trane Technologies plc                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     32728 | NS      | $5862239.36   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -30838 | PA      | $-832.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                       | Lincoln National Corp.                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     63098 | NS      | $2235562.14   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                               | VeriSign, Inc.                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     23542 | NS      | $5133333.10   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -526 | PA      | $-1651.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -130298 | PA      | $-26059.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8791 | PA      | $58548.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -61447 | PA      | $3072.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.              | Ultragenyx Pharmaceutical, Inc.              | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     20371 | NS      | $923417.43    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -31122 | PA      | $-6224.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                 | Qualys, Inc.                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      8868 | NS      | $1023012.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                          | Vertiv Holdings Co.                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |    107657 | NS      | $1530882.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                   | Lyft, Inc., Class A                          | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    165038 | NS      | $2681867.50   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -56385 | PA      | $-30447.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1323 | PA      | $-4564.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     68753 | PA      | $44001.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3613 | PA      | $3468.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     31618 | PA      | $2213.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2581 | PA      | $-40366.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                           | Under Armour, Inc., Class A                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    105300 | NS      | $1304667.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                | Corteva, Inc.                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     99941 | NS      | $6441197.45   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -58654 | PA      | $-6451.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2642 | PA      | $-7661.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -29489 | PA      | $-53375.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                               | AutoZone, Inc.                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      2613 | NS      | $6372715.05   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                | Fortive Corp.                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     46561 | NS      | $3167544.83   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.              | Live Nation Entertainment, Inc.              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     54731 | NS      | $4405298.19   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                               | McKesson Corp.                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3350 | NS      | $1268578.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -46427 | PA      | $-38070.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     23366 | PA      | $-161459.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -201516 | PA      | $18136.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                         | Meta Platforms, Inc., Class A                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     48969 | NS      | $7294911.93   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     19558 | PA      | $-6258.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -19726 | PA      | $-28010.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     18219 | PA      | $15440.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     86636 | PA      | $46783.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -20971 | PA      | $-17615.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Oil Corp.                           | Marathon Oil Corp.                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     69644 | NS      | $1913120.68   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -16202 | PA      | $-18794.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6390 | PA      | $-20256.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                | GoDaddy, Inc., Class A                       | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     39523 | NS      | $3246023.99   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                               | Fortinet, Inc.                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     94917 | NS      | $4967955.78   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -49169 | PA      | $-30484.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -12196 | PA      | $-5732.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6174 | PA      | $-38402.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                            | Ulta Beauty, Inc.                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     10835 | NS      | $5568756.60   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -43362 | PA      | $-13442.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -21961 | PA      | $-2635.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6172 | PA      | $8579.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -189424 | PA      | $-60615.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                          | Expedia Group, Inc.                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40347 | NS      | $4611662.10   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       731 | PA      | $1827.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                       | Tenet Healthcare Corp.                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     17380 | NS      | $953293.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                 | Dexcom, Inc.                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     16619 | NS      | $1779728.71   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -5675 | PA      | $-10782.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2817 | PA      | $4450.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                            | W R Berkley Corp.                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     55065 | NS      | $3862259.10   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -9650 | PA      | $482.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5359 | PA      | $-3376.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -38150 | PA      | $35479.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                | Oshkosh Corp.                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     22485 | NS      | $2266038.30   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4901 | PA      | $-4067.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -38736 | PA      | $-49582.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -29896 | PA      | $-26906.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Evercore, Inc.                               | Evercore, Inc., Class A                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      7690 | NS      | $998238.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                   | AGCO Corp.                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     21345 | NS      | $2948384.85   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                     | HP, Inc.                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    150773 | NS      | $4393525.22   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                 | Vertex Pharmaceuticals, Inc.                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     22041 | NS      | $7121447.10   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    154682 | PA      | $-4640.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -10685 | PA      | $-8013.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     13914 | PA      | $278.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -9415 | PA      | $-3766.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                     | F5, Inc.                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     10329 | NS      | $1525180.14   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                              | Atlassian Corp., Class A                     | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     21159 | NS      | $3419717.58   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic, Inc.                              | New Relic, Inc.                              | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     20610 | NS      | $1258240.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                 | Target Corp.                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     43596 | NS      | $7504615.44   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     29236 | PA      | $4385.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10538 | PA      | $-10748.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     29714 | PA      | $297.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2725 | PA      | $3992.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     32241 | PA      | $28049.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -19734 | PA      | $-71437.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -38327 | PA      | $1533.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                   | Cullen/Frost Bankers, Inc.                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      6364 | NS      | $829101.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                           | Pure Storage, Inc., Class A                  | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     12555 | NS      | $363341.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                 | Vistra Corp.                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    120937 | NS      | $2788807.22   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4776 | PA      | $2388.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      9150 | PA      | $10980.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -43983 | PA      | $15394.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                | Viatris, Inc.                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    108764 | NS      | $1322570.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                 | Ameren Corp.                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      3013 | NS      | $261739.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -8084 | PA      | $-2586.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     26013 | PA      | $-9104.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -102057 | PA      | $1020.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp.                                   | Lear Corp.                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     21712 | NS      | $3165175.36   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    108375 | PA      | $-17340.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     48716 | PA      | $-79894.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                         | Domino's Pizza, Inc.                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     10985 | NS      | $3877705.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     30641 | PA      | $49332.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                 | LPL Financial Holdings, Inc.                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     16555 | NS      | $3925521.60   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       802 | PA      | $224.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     47259 | PA      | $-2362.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6239 | PA      | $-7985.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6169 | PA      | $-984.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                 | Humana, Inc.                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     12859 | NS      | $6579950.30   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corp.                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     80024 | NS      | $19830747.44  | 5.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                | Textron, Inc.                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     19436 | NS      | $1415912.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -8700 | PA      | $9048.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     13212 | PA      | $-1453.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                 | CF Industries Holdings, Inc.                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     42561 | NS      | $3604916.70   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -58807 | PA      | $2352.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                | Nutanix, Inc., Class A                       | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     37852 | NS      | $1054935.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -30515 | PA      | $-21360.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.               | FactSet Research Systems, Inc.               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      7950 | NS      | $3362373.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -24800 | PA      | $-9424.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties, Inc.           | Ryman Hospitality Properties, Inc.           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     10460 | NS      | $971629.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6859 | PA      | $8779.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -88063 | PA      | $23777.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     14806 | PA      | $125851.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                  | Pinnacle West Capital Corp.                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     44612 | NS      | $3325824.60   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -211033 | PA      | $42206.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                         | HCA Healthcare, Inc.                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     26430 | NS      | $6741500.10   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                        | Elevance Health, Inc.                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1133 | NS      | $566488.67    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     15473 | PA      | $-17793.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                       | ON Semiconductor Corp.                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6244 | NS      | $458621.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                             | Sealed Air Corp.                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     31957 | NS      | $1749965.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.           | Reinsurance Group of America, Inc.           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     25686 | NS      | $3898364.22   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                        | Western Digital Corp.                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     96631 | NS      | $4246932.45   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -605 | PA      | $-4936.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                 | NetApp, Inc.                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     29609 | NS      | $1961004.07   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                  | Qorvo, Inc.                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     38238 | NS      | $4154941.08   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.          | Allison Transmission Holdings, Inc.          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     27619 | NS      | $1245064.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     14583 | PA      | $-2187.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -85204 | PA      | $-86056.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    292415 | PA      | $78952.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                          | EOG Resources, Inc.                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     15701 | NS      | $2076457.25   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                           | General Motors Co.                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    168088 | NS      | $6609220.16   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       444 | PA      | $-1110.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     22100 | PA      | $47294.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                  | FedEx Corp.                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     14568 | NS      | $2824152.48   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2994 | PA      | $-1227.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -36593 | PA      | $-30878.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                    | O'Reilly Automotive, Inc.                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      8045 | NS      | $6374455.75   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                  | Brighthouse Financial, Inc.                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     27108 | NS      | $1525367.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                 | Incyte Corp.                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     41084 | NS      | $3497891.76   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -25196 | PA      | $-9322.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -16305 | PA      | $-2934.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp.                              | Albemarle Corp.                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     19896 | NS      | $5599729.20   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2250 | PA      | $-1057.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -12690 | PA      | $26649.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -5173 | PA      | $-10035.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3975 | PA      | $20988.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     73981 | PA      | $-11836.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6322 | PA      | $-50576.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     13819 | PA      | $-16168.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2393 | PA      | $19814.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                 | DaVita, Inc.                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     35360 | NS      | $2913310.40   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                      | Dell Technologies, Inc., Class C             | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     92575 | NS      | $3760396.50   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     17456 | PA      | $42418.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                    | FMC Corp.                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     18894 | NS      | $2515358.22   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -75821 | PA      | $22746.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     17855 | PA      | $11427.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                             | NRG Energy, Inc.                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     90939 | NS      | $3111932.58   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                               | Ford Motor Co.                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     92636 | NS      | $1251512.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -24683 | PA      | $-2468.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                        | Lockheed Martin Corp.                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      5906 | NS      | $2736013.56   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                         | Eastman Chemical Co.                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     20353 | NS      | $1794524.01   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     26413 | PA      | $5018.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -20124 | PA      | $-19922.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                    | SLM Corp.                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56109 | NS      | $985835.13    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     86049 | NS      | $6457116.96   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     25119 | PA      | $52247.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     25546 | PA      | $30399.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10197 | PA      | $15193.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -18894 | PA      | $26073.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                   | Snap, Inc., Class A                          | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     97219 | NS      | $1123851.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                     | Palo Alto Networks, Inc.                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     30384 | NS      | $4820117.76   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     16511 | PA      | $8915.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     20142 | PA      | $75180.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1562 | PA      | $-3920.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer