# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-26-005870
**Filing Date:** 2026-3
**Character Count:** 113128
**Document Hash:** d9cf5ef54d09b5a40cf0bb8a36d83a2d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005870.hdr.sgml**: 20260319

**ACCESSION NUMBER**: 0002071691-26-005870

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260319

**DATE AS OF CHANGE**: 20260319

**PERIOD START**: 20261031

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 26773203

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

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

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

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

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

## Series and Classes Contracts Data

### Nationwide Bailard Small Cap Value Fund (Series ID: S000041092)

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

## Nport-Ex

<!-- Failed to render or process positioned HTML file '0002071691-26-005870.txt': Page.pdf: Protocol error (Page.printToPDF): Printing failed -->

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

- **a. Name of Series:** Nationwide Bailard Cognitive Value Fund

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $121952083.54

**Total Liabilities:** $8148960.56

**Net Assets:** $113803122.98

**Cash Not Reported:** $687786.72

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127575 | 3.91%                | 0.49%                | 5.76%                |
| Class ID C000127572 | 3.89%                | 0.49%                | 5.67%                |
| Class ID C000127576 | 3.90%                | 0.49%                | 5.73%                |
| Class ID C000127574 | 3.91%                | 0.49%                | 5.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4144047.42              | $188428.63                                 |
| Month 2  | $4252180.17              | $-3759076.42                               |
| Month 3  | $1819694.21              | $4343437.16                                |

### Schedule of Portfolio Investments

| Name                                      | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                        | Radian Group, Inc.                                 | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      8200 | NS      | $269780.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings, Inc.              | Thermon Group Holdings, Inc.                       | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      7800 | NS      | $352950.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                   | COPT Defense Properties                            | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     11100 | NS      | $341991.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene, Inc.                           | Neurogene, Inc.                                    | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Long             | EC               | CORP              | US        |      2825 | NS      | $49889.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                | Wolverine World Wide, Inc.                         | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     13100 | NS      | $232132.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.        | Helix Energy Solutions Group, Inc.                 | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     28500 | NS      | $226290.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp.                     | Gulfport Energy Corp.                              | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      3485 | NS      | $711532.45    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley, Inc.                              | Holley, Inc.                                       | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      5900 | NS      | $22715.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp, Inc.                  | Timberland Bancorp, Inc.                           | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6137 | NS      | $238974.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics, Inc.                    | Douglas Dynamics, Inc.                             | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      8700 | NS      | $327816.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedman Industries, Inc.                 | Friedman Industries, Inc.                          | CUSIP: 358435105<br>LEI: 549300VI5ADYNC8C3G47 | Long             | EC               | CORP              | US        |     14024 | NS      | $275291.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| RF Industries Ltd.                        | RF Industries Ltd.                                 | CUSIP: 749552105<br>LEI: 529900MVE73NJ5FHP926 | Long             | EC               | CORP              | US        |     33525 | NS      | $327204.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                   | ATN International, Inc.                            | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     12000 | NS      | $290280.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                        | Talos Energy, Inc.                                 | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     17600 | NS      | $209792.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA, Inc.                               | TEGNA, Inc.                                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     12468 | NS      | $238886.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                | Resideo Technologies, Inc.                         | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     20942 | NS      | $717472.92    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics, Inc.                          | Daktronics, Inc.                                   | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     12900 | NS      | $298635.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge, Inc.                          | Stoneridge, Inc.                                   | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     47881 | NS      | $315056.98    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| inTEST Corp.                              | inTEST Corp.                                       | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |     35803 | NS      | $327597.45    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.              | Ligand Pharmaceuticals, Inc.                       | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1400 | NS      | $268940.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.           | Great Lakes Dredge & Dock Corp.                    | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     16977 | NS      | $254315.46    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                | New Jersey Resources Corp.                         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      7200 | NS      | $356256.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp.                               | Hut 8 Corp.                                        | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |      1700 | NS      | $94911.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                            | EPR Properties                                     | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      4300 | NS      | $233232.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE, Inc.                            | OPENLANE, Inc.                                     | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     17800 | NS      | $534712.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                     | Bloomin' Brands, Inc.                              | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     29200 | NS      | $175200.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercantile Bank Corp.                     | Mercantile Bank Corp.                              | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     18501 | NS      | $961681.98    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.             | Northwest Natural Holding Co.                      | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     13808 | NS      | $642900.48    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                       | Varex Imaging Corp.                                | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     36500 | NS      | $508810.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                  | Jazz Pharmaceuticals plc                           | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       700 | NS      | $115143.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares, Inc.              | Northpointe Bancshares, Inc.                       | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |     16300 | NS      | $281012.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                          | Proto Labs, Inc.                                   | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     13981 | NS      | $736099.65    | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| Solaris Energy Infrastructure, Inc.       | Solaris Energy Infrastructure, Inc., Class A       | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      6452 | NS      | $356085.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| DiamondRock Hospitality Co.               | DiamondRock Hospitality Co.                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     92100 | NS      | $845478.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Ventures, Inc.                       | Live Ventures, Inc.                                | CUSIP: 538142308<br>LEI: 5493002HQW06QWT6U361 | Long             | EC               | CORP              | US        |     11622 | NS      | $233137.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                               | Centerspace                                        | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      9600 | NS      | $616992.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp.                   | Strattec Security Corp.                            | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |      4200 | NS      | $332304.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Atkore, Inc.                              | Atkore, Inc.                                       | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      3300 | NS      | $229185.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Services of America Corp.          | Energy Services of America Corp.                   | CUSIP: 29271Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $6307.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                            | Constellium SE, Class A                            | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     43400 | NS      | $975198.00    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Zedge, Inc.                               | Zedge, Inc., Class B                               | CUSIP: 98923T104<br>LEI: 549300EDIDRX7NRMGN17 | Long             | EC               | CORP              | US        |     83253 | NS      | $258916.83    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries, Inc.                      | EVI Industries, Inc.                               | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |     11234 | NS      | $288713.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.             | Capital City Bank Group, Inc.                      | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |     15929 | NS      | $665195.04    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                             | Enhabit, Inc.                                      | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     46100 | NS      | $490043.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings, Inc.              | Organogenesis Holdings, Inc., Class A              | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     36812 | NS      | $147248.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy, Inc.                   | Excelerate Energy, Inc., Class A                   | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25500 | NS      | $952425.00    | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Fuels, Inc.                        | Energy Fuels, Inc.                                 | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |     11634 | NS      | $261066.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| American Public Education, Inc.           | American Public Education, Inc.                    | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      7995 | NS      | $334031.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co.                             | SM Energy Co.                                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      8500 | NS      | $165495.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.           | National Health Investors, Inc.                    | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     10500 | NS      | $862260.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares, Inc.                    | Shore Bancshares, Inc.                             | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45725 | NS      | $867403.25    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International, Inc.                   | NPK International, Inc.                            | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      7518 | NS      | $103823.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CF SECURED LLC                            | Treasury Repurchase Agreement                      | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   3047375 | PA      | $3047375.40   | 2.68%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                     | MGIC Investment Corp.                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     20340 | NS      | $547552.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                      | Uranium Energy Corp.                               | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     11731 | NS      | $202242.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Bright Horizons Family Solutions, Inc.    | Bright Horizons Family Solutions, Inc.             | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |      2704 | NS      | $250471.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp, Inc.                     | Colony Bankcorp, Inc.                              | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6284 | NS      | $122286.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                      | Middleby Corp. (The)                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1500 | NS      | $220755.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                | Taylor Morrison Home Corp., Class A                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     12200 | NS      | $743590.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.       | Sun Country Airlines Holdings, Inc.                | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     30100 | NS      | $527954.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Ormat Technologies, Inc.                  | Ormat Technologies, Inc.                           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      4400 | NS      | $549736.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Amalgamated Financial Corp.               | Amalgamated Financial Corp.                        | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6803 | NS      | $264228.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group, Inc.                       | Mistras Group, Inc.                                | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |      8300 | NS      | $117362.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma, Inc.                | Theravance Biopharma, Inc.                         | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |      5966 | NS      | $112996.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Solutions and Support, Inc.    | Innovative Solutions and Support, Inc.             | CUSIP: 45769N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $142373.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                  | Central Garden & Pet Co., Class A                  | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     20800 | NS      | $637936.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics, Inc.                  | iTeos Therapeutics, Inc., CVR                      | CUSIP: 465CVR017<br>LEI: N/A                  | Long             |  | CORP              | US        |     15200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooma, Inc.                                | Ooma, Inc.                                         | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23000 | NS      | $270250.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd.                  | Cushman & Wakefield Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     13400 | NS      | $220296.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                          | Scholastic Corp.                                   | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9800 | NS      | $342706.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimball Electronics, Inc.                 | Kimball Electronics, Inc.                          | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      9920 | NS      | $299683.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCO Brands Corp.                         | ACCO Brands Corp.                                  | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     70289 | NS      | $274829.99    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.              | United Community Banks, Inc.                       | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     14348 | NS      | $494001.64    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences, Inc.                   | Cytek Biosciences, Inc.                            | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     19900 | NS      | $99500.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                           | Interface, Inc., Class A                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      7305 | NS      | $229888.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                              | Bruker Corp.                                       | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      2300 | NS      | $101867.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Gray Media, Inc.                          | Gray Media, Inc.                                   | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     37900 | NS      | $170929.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp.                 | National HealthCare Corp.                          | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      3280 | NS      | $469400.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies, Inc.           | Forum Energy Technologies, Inc.                    | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |     10700 | NS      | $484068.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources, Inc.                       | RGC Resources, Inc.                                | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11534 | NS      | $250403.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamb Weston Holdings, Inc.                | Lamb Weston Holdings, Inc.                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1600 | NS      | $73488.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                        | Cytokinetics, Inc.                                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      1700 | NS      | $107423.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks, Inc.                   | Vistance Networks, Inc.                            | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     12864 | NS      | $231552.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings plc                       | Luxfer Holdings plc                                | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |     14985 | NS      | $226872.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                       | MFA Financial, Inc.                                | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      8400 | NS      | $80976.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                     | Bar Harbor Bankshares                              | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22621 | NS      | $767078.11    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.           | Healthcare Services Group, Inc.                    | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     37500 | NS      | $705750.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings, Inc.                | Orion Group Holdings, Inc.                         | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |     29400 | NS      | $359268.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                               | Terex Corp.                                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      9100 | NS      | $518700.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services, Inc.              | Ranger Energy Services, Inc., Class A              | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |     20100 | NS      | $309942.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands, Inc.                     | Designer Brands, Inc., Class A                     | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     27300 | NS      | $173082.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                             | Popular, Inc.                                      | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2595 | NS      | $346510.35    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems, Inc.                       | Mitek Systems, Inc.                                | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     26600 | NS      | $266532.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Janux Therapeutics, Inc.                  | Janux Therapeutics, Inc.                           | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $89115.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp. plc                | Caledonia Mining Corp. plc                         | CUSIP: N/A<br>LEI: 21380093ZBI4BFM75Y51       | Long             | EC               | CORP              | JE        |      4300 | NS      | $117992.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| REV Group, Inc.                           | REV Group, Inc.                                    | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     11338 | NS      | $724498.20    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                    | PTC Therapeutics, Inc.                             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1600 | NS      | $120848.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.           | Northwestern Energy Group, Inc.                    | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      9326 | NS      | $632862.36    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                  | Sphere Entertainment Co.                           | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |      2600 | NS      | $248326.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| NewMarket Corp.                           | NewMarket Corp.                                    | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1015 | NS      | $680851.85    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                        | Hope Bancorp, Inc.                                 | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     73152 | NS      | $876360.96    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp.                             | Winmark Corp.                                      | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $302412.99    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                    | Independent Bank Corp.                             | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25460 | NS      | $894919.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp.                               | Telos Corp.                                        | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54100 | NS      | $295386.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                 | Nu Skin Enterprises, Inc., Class A                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     29012 | NS      | $307817.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                | Ultra Clean Holdings, Inc.                         | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      4900 | NS      | $214032.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                    | Johnson Outdoors, Inc., Class A                    | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $295035.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies, Inc.                   | ESCO Technologies, Inc.                            | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       500 | NS      | $114085.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Horace Mann Educators Corp.               | Horace Mann Educators Corp.                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      3500 | NS      | $156835.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                               | Tennant Co.                                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      9417 | NS      | $716539.53    | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| CS Disco, Inc.                            | CS Disco, Inc.                                     | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44600 | NS      | $278750.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                            | Celanese Corp., Class A                            | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      6600 | NS      | $293304.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Bandwidth, Inc.                           | Bandwidth, Inc., Class A                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     17200 | NS      | $240284.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx, Inc.                              | CareDx, Inc.                                       | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      8700 | NS      | $178785.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                 | Darling Ingredients, Inc.                          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      6400 | NS      | $292224.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                        | Seneca Foods Corp., Class A                        | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2496 | NS      | $297847.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology, Inc.          | Tactile Systems Technology, Inc.                   | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      3881 | NS      | $112005.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient, Inc.                             | Allient, Inc.                                      | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      5300 | NS      | $323353.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Cousins Properties, Inc.                  | Cousins Properties, Inc.                           | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      4600 | NS      | $116104.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings, Inc.        | Universal Insurance Holdings, Inc.                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     11209 | NS      | $341314.05    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| L B Foster Co.                            | L B Foster Co., Class A                            | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      4400 | NS      | $132220.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                        | Ryder System, Inc.                                 | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      2442 | NS      | $467105.76    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                              | Zumiez, Inc.                                       | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     11257 | NS      | $277034.77    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Laureate Education, Inc.                  | Laureate Education, Inc.                           | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     20629 | NS      | $707574.70    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                 | APA Corp.                                          | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      9294 | NS      | $245454.54    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial, Inc.                   | Jackson Financial, Inc., Class A                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      5477 | NS      | $651324.84    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.             | Fresh Del Monte Produce, Inc.                      | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     13700 | NS      | $543342.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group, Inc. (The)                 | Pennant Group, Inc. (The)                          | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      5847 | NS      | $161494.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                 | ADT, Inc.                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28000 | NS      | $224000.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                           | Gap, Inc. (The)                                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     20200 | NS      | $565196.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                       | Kilroy Realty Corp.                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      7056 | NS      | $243290.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                 | CNO Financial Group, Inc.                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     19800 | NS      | $832590.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo, Inc.                                | Oklo, Inc., Class A                                | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3293 | NS      | $262188.66    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Alaska Air Group, Inc.                    | Alaska Air Group, Inc.                             | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      4600 | NS      | $233818.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                     | Hanmi Financial Corp.                              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      2000 | NS      | $53140.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.            | Collegium Pharmaceutical, Inc.                     | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      2488 | NS      | $114248.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Protara Therapeutics, Inc.                | Protara Therapeutics, Inc.                         | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |     18617 | NS      | $131808.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute, Inc.       | Universal Technical Institute, Inc.                | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      9184 | NS      | $255590.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center, Inc.                 | European Wax Center, Inc., Class A                 | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56900 | NS      | $223617.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                              | LivaNova plc                                       | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      5000 | NS      | $328550.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                     | Associated Banc-Corp.                              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     31383 | NS      | $855500.58    | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| Vaxcyte, Inc.                             | Vaxcyte, Inc.                                      | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      3300 | NS      | $176781.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Coeur Mining, Inc.                        | Coeur Mining, Inc.                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     22800 | NS      | $466032.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                      | Signet Jewelers Ltd.                               | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      2000 | NS      | $184540.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                             | SkyWest, Inc.                                      | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      6500 | NS      | $627380.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| First Merchants Corp.                     | First Merchants Corp.                              | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     22500 | NS      | $894600.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                              | Avista Corp.                                       | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     17800 | NS      | $734962.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                      | LXP Industrial Trust                               | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     17600 | NS      | $872080.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co.                         | Callaway Golf Co.                                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     18500 | NS      | $265475.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                  | Dole plc                                           | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |     28727 | NS      | $457621.11    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals, Inc.              | Amneal Pharmaceuticals, Inc.                       | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $123120.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Edge Properties                     | Urban Edge Properties                              | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $163212.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                              | Cadence Bank                                       | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      5350 | NS      | $225288.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp.                             | AerSale Corp.                                      | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21800 | NS      | $163282.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                | Dana, Inc.                                         | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     25600 | NS      | $739840.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd.              | Bowman Consulting Group Ltd., Class A              | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8012 | NS      | $279057.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                | Celldex Therapeutics, Inc.                         | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      4500 | NS      | $110700.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                  | Insteel Industries, Inc.                           | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      8624 | NS      | $285799.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                | Par Pacific Holdings, Inc.                         | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     17300 | NS      | $652902.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries, Inc.                | Flexsteel Industries, Inc.                         | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |      5718 | NS      | $228891.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                    | Cleveland-Cliffs, Inc.                             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     16199 | NS      | $222898.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                       | Newmark Group, Inc., Class A                       | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43101 | NS      | $768490.83    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                       | Olympic Steel, Inc.                                | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      8100 | NS      | $389529.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.             | Worthington Enterprises, Inc.                      | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     13700 | NS      | $761309.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                      | SmartFinancial, Inc.                               | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21200 | NS      | $846304.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media, Inc.                      | Outfront Media, Inc.                               | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     35252 | NS      | $857328.64    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Services, Inc.         | Citizens Financial Services, Inc.                  | CUSIP: 174615104<br>LEI: 5493005JSTWQNVUE0825 | Long             | EC               | CORP              | US        |      5945 | NS      | $376021.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals, Inc.               | Vanda Pharmaceuticals, Inc.                        | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     15000 | NS      | $113100.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)       | Hanover Insurance Group, Inc. (The)                | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      2200 | NS      | $383108.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.            | Catalyst Pharmaceuticals, Inc.                     | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      5300 | NS      | $128790.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.            | Covenant Logistics Group, Inc., Class A            | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12707 | NS      | $312592.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source, Inc.             | Custom Truck One Source, Inc.                      | CUSIP: 23204X103<br>LEI: 2549008QOVAS9KBZ4E50 | Long             | EC               | CORP              | US        |     71000 | NS      | $448720.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Information Services Group, Inc.          | Information Services Group, Inc.                   | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     49763 | NS      | $277179.91    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group, Inc.                         | Onity Group, Inc.                                  | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      6000 | NS      | $271320.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp.                   | Norwood Financial Corp.                            | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6774 | NS      | $206132.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                             | Sanmina Corp.                                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4779 | NS      | $677088.72    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                        | Safe Bulkers, Inc.                                 | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |     13900 | NS      | $79369.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                              | Kohl's Corp.                                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     12883 | NS      | $225066.01    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Deluxe Corp.                              | Deluxe Corp.                                       | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     19900 | NS      | $525360.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Actinium Pharmaceuticals, Inc.            | Actinium Pharmaceuticals, Inc.                     | CUSIP: 00507W206<br>LEI: 549300LCY1NZSXCQDT45 | Long             | EC               | CORP              | US        |     52916 | NS      | $61382.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.            | BioCryst Pharmaceuticals, Inc.                     | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      3234 | NS      | $21279.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MAREX CAPITAL MARKETS INC                 | Treasury Repurchase Agreement                      | CUSIP: N/A<br>LEI: 5493006BWPDUCYG6EQ34       | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 4.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.              | Sabra Health Care REIT, Inc.                       | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     42800 | NS      | $801644.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim Bancorp, Inc.                    | Northrim Bancorp, Inc.                             | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |     30136 | NS      | $710004.16    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Drilling Tools International Corp.        | Drilling Tools International Corp.                 | CUSIP: 26205E107<br>LEI: 5493000EQOTBVWM31L08 | Long             | EC               | CORP              | US        |     77646 | NS      | $295054.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                      | WSFS Financial Corp.                               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     11800 | NS      | $763814.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                            | Tredegar Corp.                                     | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     36956 | NS      | $315973.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.            | International Bancshares Corp.                     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      3200 | NS      | $222848.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.               | Sally Beauty Holdings, Inc.                        | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     46900 | NS      | $713818.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                | Encore Capital Group, Inc.                         | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      8200 | NS      | $452640.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Xeris Biopharma Holdings, Inc.            | Xeris Biopharma Holdings, Inc.                     | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15300 | NS      | $112608.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                     | First Financial Corp.                              | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13603 | NS      | $886371.48    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                              | Banner Corp.                                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13900 | NS      | $859576.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                        | DHT Holdings, Inc.                                 | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |     48700 | NS      | $697871.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI Holdings, Inc.                        | NMI Holdings, Inc., Class A                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      5700 | NS      | $220704.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings, Inc.                     | RE/MAX Holdings, Inc., Class A                     | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      7900 | NS      | $61462.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta, Inc.                             | SunOpta, Inc.                                      | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |     60114 | NS      | $275322.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                    | Myers Industries, Inc.                             | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     17618 | NS      | $364164.06    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                               | Itron, Inc.                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      5100 | NS      | $505308.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust, Inc.                 | Postal Realty Trust, Inc., Class A                 | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |     46300 | NS      | $844049.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America, Inc.           | Motorcar Parts of America, Inc.                    | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     22600 | NS      | $280918.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Commercial Metals Co.                     | Commercial Metals Co.                              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      7400 | NS      | $568838.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                | Chinook Therapeutics, Inc., CVR                    | CUSIP: 169CVR016<br>LEI: N/A                  | Long             |  | CORP              | US        |      1992 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ameresco, Inc.                            | Ameresco, Inc., Class A                            | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      7200 | NS      | $225648.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                           | M/I Homes, Inc.                                    | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      5500 | NS      | $735350.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.           | Amphastar Pharmaceuticals, Inc.                    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      4700 | NS      | $124503.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL, Inc.                               | GRAIL, Inc.                                        | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |      1470 | NS      | $143795.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                          | QuinStreet, Inc.                                   | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     19266 | NS      | $256045.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd.                        | IBEX Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |      6102 | NS      | $226994.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.         | CBL & Associates Properties, Inc.                  | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |     21900 | NS      | $784020.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries, Inc.                      | LSI Industries, Inc.                               | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      3200 | NS      | $70752.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties, Inc.                  | Stratus Properties, Inc.                           | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       300 | NS      | $8901.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                | California Resources Corp.                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      6260 | NS      | $334910.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                         | AdaptHealth Corp., Class A                         | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21058 | NS      | $211632.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.            | Supernus Pharmaceuticals, Inc.                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      3700 | NS      | $178192.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                    | Kearny Financial Corp.                             | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95925 | NS      | $747255.75    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                 | Millrose Properties, Inc.                          | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24900 | NS      | $742020.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                  | Digi International, Inc.                           | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      7000 | NS      | $301490.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends, Inc.                         | Citi Trends, Inc.                                  | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      6300 | NS      | $271845.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| NL Industries, Inc.                       | NL Industries, Inc.                                | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $32832.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com, Inc.                            | Gold.com, Inc.                                     | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      7500 | NS      | $388875.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Tompkins Financial Corp.                  | Tompkins Financial Corp.                           | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     12300 | NS      | $985476.00    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                 | ANI Pharmaceuticals, Inc.                          | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      2000 | NS      | $163700.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Costamare, Inc.                           | Costamare, Inc.                                    | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |     23847 | NS      | $400152.66    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.                 | PMV Pharmaceuticals, Inc.                          | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61500 | NS      | $66420.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                     | Digital Turbine, Inc.                              | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     45829 | NS      | $239227.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                              | Belden, Inc.                                       | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2400 | NS      | $282024.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd.                  | Pagaya Technologies Ltd., Class A                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     13700 | NS      | $265643.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Corcept Therapeutics, Inc.                | Corcept Therapeutics, Inc.                         | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      1560 | NS      | $62197.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ambarella, Inc.                           | Ambarella, Inc.                                    | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |     10900 | NS      | $698036.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                    | ProPetro Holding Corp.                             | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11000 | NS      | $126390.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| CareCloud, Inc.                           | CareCloud, Inc.                                    | CUSIP: 14167R100<br>LEI: 549300GEO5Y45G5I3070 | Long             | EC               | CORP              | US        |     98251 | NS      | $266260.21    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf, Inc.                     | Diebold Nixdorf, Inc.                              | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     11800 | NS      | $814318.00    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics, Inc.                       | Quad/Graphics, Inc.                                | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |     41386 | NS      | $253282.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology, Inc.                    | Viant Technology, Inc., Class A                    | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4366 | NS      | $51606.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Micro-Cap ETF                     | iShares Micro-Cap ETF                              | CUSIP: 464288869<br>LEI: 549300RWAE45TBJ0XD47 | Long             |  | RF                | US        |      3200 | NS      | $534016.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Adaptive Biotechnologies Corp.            | Adaptive Biotechnologies Corp.                     | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      3800 | NS      | $70300.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd.             | Hamilton Insurance Group Ltd., Class B             | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     13882 | NS      | $385225.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals International plc | Kiniksa Pharmaceuticals International plc, Class A | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2976 | NS      | $130705.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight, Inc.                              | nLight, Inc.                                       | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7100 | NS      | $323831.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                           | O-I Glass, Inc.                                    | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47700 | NS      | $728856.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Talkspace, Inc.                           | Talkspace, Inc.                                    | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60600 | NS      | $244824.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| NCS Multistage Holdings, Inc.             | NCS Multistage Holdings, Inc.                      | CUSIP: 628877201<br>LEI: 5493003WLG5T6MNJ7292 | Long             | EC               | CORP              | US        |      8687 | NS      | $346437.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)   | Bank of NT Butterfield & Son Ltd. (The)            | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |      9981 | NS      | $517015.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.             | Select Medical Holdings Corp.                      | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33300 | NS      | $501165.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group, Inc.                 | Privia Health Group, Inc.                          | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15881 | NS      | $368756.82    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.       | Enterprise Financial Services Corp.                | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     15300 | NS      | $877455.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining, Inc.                          | SSR Mining, Inc.                                   | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |      1000 | NS      | $22830.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                          | ScanSource, Inc.                                   | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      7100 | NS      | $305229.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                   | Powell Industries, Inc.                            | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       661 | NS      | $293212.99    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                    | NetScout Systems, Inc.                             | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     22200 | NS      | $617382.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries, Inc.        | Bassett Furniture Industries, Inc.                 | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3341 | NS      | $52787.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix, Inc.                          | Stitch Fix, Inc., Class A                          | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     54415 | NS      | $261192.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                  | Alarm.com Holdings, Inc.                           | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      9649 | NS      | $470678.22    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                            | Harmonic, Inc.                                     | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     27400 | NS      | $266328.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard Small-Cap Value ETF              | Vanguard Small-Cap Value ETF                       | CUSIP: 922908611<br>LEI: N/A                  | Long             |  | RF                | US        |      2900 | NS      | $646961.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| LiveRamp Holdings, Inc.                   | LiveRamp Holdings, Inc.                            | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     30100 | NS      | $732935.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.             | Monte Rosa Therapeutics, Inc.                      | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4687 | NS      | $96177.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                            | Innoviva, Inc.                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      6300 | NS      | $126000.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                   | United Fire Group, Inc.                            | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9500 | NS      | $341430.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                | Village Super Market, Inc., Class A                | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      3300 | NS      | $117678.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics, Inc.                | Fulcrum Therapeutics, Inc.                         | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11781 | NS      | $126410.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                 | WESCO International, Inc.                          | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2435 | NS      | $704762.05    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.           | Affiliated Managers Group, Inc.                    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1476 | NS      | $462120.84    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                  | Perdoceo Education Corp.                           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      9800 | NS      | $313894.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.           | Central Pacific Financial Corp.                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     27836 | NS      | $906618.52    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                               | Qorvo, Inc.                                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      8900 | NS      | $695179.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                 | FNB Corp.                                          | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      9700 | NS      | $170235.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                   | EnerSys                                            | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      2744 | NS      | $494441.36    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust, Inc.                | TPG RE Finance Trust, Inc.                         | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54222 | NS      | $489624.66    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                   | First Financial Bancorp                            | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      9100 | NS      | $261534.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW, Inc.                                | DNOW, Inc.                                         | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     16400 | NS      | $249116.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 Value ETF            | iShares Russell 2000 Value ETF                     | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             |  | RF                | US        |      2709 | NS      | $525220.92    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.            | Bread Financial Holdings, Inc.                     | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      6500 | NS      | $471510.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.       | Alpha Metallurgical Resources, Inc.                | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      1204 | NS      | $252599.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Genie Energy Ltd.                         | Genie Energy Ltd., Class B                         | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |     19139 | NS      | $263544.03    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                | Patterson-UTI Energy, Inc.                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     16100 | NS      | $121233.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc             | Weatherford International plc                      | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |       700 | NS      | $65856.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitehawk Therapeutics, Inc.              | Whitehawk Therapeutics, Inc.                       | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |     40298 | NS      | $108804.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.             | Portland General Electric Co.                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      6900 | NS      | $346725.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                    | Astec Industries, Inc.                             | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     11300 | NS      | $550536.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience, Inc.                   | Niagen Bioscience, Inc.                            | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |     18400 | NS      | $110216.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                    | TTM Technologies, Inc.                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      3300 | NS      | $324060.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Mortgage Investment Trust, Inc.       | TPG Mortgage Investment Trust, Inc.                | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               | CORP              | US        |     48100 | NS      | $413660.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp. Ltd.                         | Teekay Corp. Ltd.                                  | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |     27000 | NS      | $276210.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Zevra Therapeutics, Inc.                  | Zevra Therapeutics, Inc.                           | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |     12900 | NS      | $116100.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                          | BorgWarner, Inc.                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     14800 | NS      | $701668.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                        | Tutor Perini Corp.                                 | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      4300 | NS      | $339227.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta, Inc.                              | Nkarta, Inc.                                       | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63400 | NS      | $140748.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings, Inc.                       | Spok Holdings, Inc.                                | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      8900 | NS      | $122553.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmony Biosciences Holdings, Inc.        | Harmony Biosciences Holdings, Inc.                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $109560.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Acrivon Therapeutics, Inc.                | Acrivon Therapeutics, Inc.                         | CUSIP: 004890109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29799 | NS      | $53340.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca, Inc.                              | Erasca, Inc.                                       | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13146 | NS      | $138164.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics, Inc.                  | Verve Therapeutics, Inc., CVR                      | CUSIP: 925CVR011<br>LEI: N/A                  | Long             |  | CORP              | US        |     22800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                          | Mosaic Co. (The)                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      3800 | NS      | $104500.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Co.         | Hamilton Beach Brands Holding Co., Class A         | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17257 | NS      | $329436.13    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research, Inc.                        | ACM Research, Inc., Class A                        | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     14169 | NS      | $823502.28    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group, Inc.                       | Willdan Group, Inc.                                | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      2140 | NS      | $270068.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.            | Oil States International, Inc.                     | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     45000 | NS      | $381150.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                           | Dorian LPG Ltd.                                    | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     17400 | NS      | $513822.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                   | Valley National Bancorp                            | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     14200 | NS      | $176932.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.         | Heritage Insurance Holdings, Inc.                  | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     18679 | NS      | $486961.53    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Definium Therapeutics, Inc.               | Definium Therapeutics, Inc.                        | CUSIP: 24477V105<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | CA        |      5000 | NS      | $84400.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.              | Brixmor Property Group, Inc.                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     30800 | NS      | $825132.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                    | Tri Pointe Homes, Inc.                             | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14540 | NS      | $484909.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.             | Pediatrix Medical Group, Inc.                      | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31900 | NS      | $682022.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| American Integrity Insurance Group, Inc.  | American Integrity Insurance Group, Inc.           | CUSIP: 026948109<br>LEI: 529900Y2VOV2LYV4OK68 | Long             | EC               | CORP              | US        |      6000 | NS      | $112140.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                              | Alkermes plc                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      5100 | NS      | $172839.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                            | Veracyte, Inc.                                     | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      2688 | NS      | $102359.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                     | National Fuel Gas Co.                              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      7789 | NS      | $652328.75    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc          | Sensata Technologies Holding plc                   | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |     11710 | NS      | $405048.90    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                  | Valmont Industries, Inc.                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       800 | NS      | $356448.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.              | Iridium Communications, Inc.                       | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      6100 | NS      | $121512.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Akouos, Inc.                              | Akouos, Inc., CVR                                  | CUSIP: 009CVR036<br>LEI: N/A                  | Long             |  | CORP              | US        |     21302 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Rocky Brands, Inc.                        | Rocky Brands, Inc.                                 | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      9300 | NS      | $299367.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| CareTrust REIT, Inc.                      | CareTrust REIT, Inc.                               | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     10900 | NS      | $407006.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                 | BrightView Holdings, Inc.                          | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      8900 | NS      | $118904.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                              | Sunrun, Inc.                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      8056 | NS      | $153064.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                     | Virtu Financial, Inc., Class A                     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      6500 | NS      | $269815.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer