# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0001752724-23-063272
**Filing Date:** 2023-3
**Character Count:** 137055
**Document Hash:** 9f0fcfcdd9b63dd53a7c1fdff608d93f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-063272.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001752724-23-063272

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230322

**DATE AS OF CHANGE**: 20230322

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 23752179

**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 Cognitive Value Fund (Series ID: S000041092)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000127572 | Class A                     | NWHDX           |
| C000127573 | Class C                     | NWHEX           |
| C000127574 | Class M                     | NWHFX           |
| C000127575 | Class R6                    | NWHGX           |
| C000127576 | Institutional Service Class | NWHHX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

- **a. Name of Series:** Nationwide 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:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $99264185.00

**Total Liabilities:** $2235554.10

**Net Assets:** $97028630.90

**Cash Not Reported:** $494559.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127575 | 2.93%                | -5.51%               | 6.99%                |
| Class ID C000127572 | 2.95%                | -5.57%               | 7.03%                |
| Class ID C000127576 | 2.99%                | -5.57%               | 7.05%                |
| Class ID C000127573 | 2.85%                | -5.59%               | 6.94%                |
| Class ID C000127574 | 3.00%                | -5.57%               | 7.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2907796.60              | $-109922.96                                |
| Month 2  | $667800.13               | $-6271848.74                               |
| Month 3  | $916910.45               | $5477164.44                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Group 1 Automotive, Inc.                                  | Group 1 Automotive, Inc.                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      2900 | NS      | $620165.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Corporate Office Properties Trust                         | Corporate Office Properties Trust                         | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      8900 | NS      | $249823.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                               | Crocs, Inc.                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2400 | NS      | $292248.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                                  | Wintrust Financial Corp.                                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      2199 | NS      | $201142.53    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                        | Helix Energy Solutions Group, Inc.                        | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     30100 | NS      | $238693.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express, Inc.                         | International Money Express, Inc.                         | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $141112.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                     | Hancock Whitney Corp.                                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      6600 | NS      | $339768.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Passage Bio, Inc.                                         | Passage Bio, Inc.                                         | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156900 | NS      | $229074.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                                        | Talos Energy, Inc.                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     20600 | NS      | $408086.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma, Inc.                                       | Athira Pharma, Inc.                                       | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53694 | NS      | $216923.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                          | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      8410 | NS      | $447075.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                           | Ingredion, Inc.                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      6100 | NS      | $627080.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings, Inc.                        | Universal Logistics Holdings, Inc.                        | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $251440.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                               | TEGNA, Inc.                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     13214 | NS      | $263355.02    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion, Inc.                                      | Garrett Motion, Inc.                                      | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     30800 | NS      | $246400.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                | Resideo Technologies, Inc.                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     17800 | NS      | $342294.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                          | OGE Energy Corp.                                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      2300 | NS      | $90436.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ethan Allen Interiors, Inc.                               | Ethan Allen Interiors, Inc.                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5705 | NS      | $163961.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                             | John B Sanfilippo & Son, Inc.                             | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      6741 | NS      | $569681.91    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CF SECURED LLC                                            | Treasury Repurchase Agreement                             | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   1181760 | PA      | $1181759.55   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| 4D Molecular Therapeutics, Inc.                           | 4D Molecular Therapeutics, Inc.                           | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $29470.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                                    | Kyndryl Holdings, Inc.                                    | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     18400 | NS      | $246376.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions, Inc.                              | Climb Global Solutions, Inc.                              | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |      1500 | NS      | $56820.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      2895 | NS      | $311762.55    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                                           | SpartanNash Co.                                           | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      5755 | NS      | $182318.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                                         | Haemonetics Corp.                                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      1835 | NS      | $155241.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                                     | Bloomin' Brands, Inc.                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      3900 | NS      | $94575.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                                     | Mercantile Bank Corp.                                     | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     12400 | NS      | $425692.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co.                                        | Northwest Pipe Co.                                        | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      6600 | NS      | $246840.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                                 | Kymera Therapeutics, Inc.                                 | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $65415.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett, Inc.                                             | Hibbett, Inc.                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      4400 | NS      | $291984.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                                | Axcelis Technologies, Inc.                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      2200 | NS      | $241890.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings, Inc.                                | Oppenheimer Holdings, Inc., Class A                       | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2988 | NS      | $142258.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                                       | Bancorp, Inc. (The)                                       | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11018 | NS      | $373840.74    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com, Inc.                                       | Overstock.com, Inc.                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      2300 | NS      | $55683.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                                  | Option Care Health, Inc.                                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     13461 | NS      | $388619.07    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                              | Financial Institutions, Inc.                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $617750.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| 89bio, Inc.                                               | 89bio, Inc.                                               | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28892 | NS      | $337458.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| American Axle & Manufacturing Holdings, Inc.              | American Axle & Manufacturing Holdings, Inc.              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27100 | NS      | $240377.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                | United Natural Foods, Inc.                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1900 | NS      | $79078.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                                     | ADTRAN Holdings, Inc.                                     | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      9500 | NS      | $179265.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Harpoon Therapeutics, Inc.                                | Harpoon Therapeutics, Inc.                                | CUSIP: 41358P106<br>LEI: 549300VFZL0TEVXILA36 | Long             | EC               | CORP              | US        |    122800 | NS      | $132624.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                             | Premier, Inc., Class A                                    | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6784 | NS      | $226314.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics, Inc.                                   | Dyne Therapeutics, Inc.                                   | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4512 | NS      | $65875.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers, Inc.                                     | Scorpio Tankers, Inc.                                     | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     11100 | NS      | $531357.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                               | DiamondRock Hospitality Co.                               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     71700 | NS      | $690471.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantica Sustainable Infrastructure plc                  | Atlantica Sustainable Infrastructure plc                  | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | EC               | CORP              | GB        |     12300 | NS      | $337266.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp.                                  | Park-Ohio Holdings Corp.                                  | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11485 | NS      | $152176.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                   | Abercrombie & Fitch Co., Class A                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      2500 | NS      | $72400.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Self Storage, Inc.                                 | Global Self Storage, Inc.                                 | CUSIP: 37955N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51602 | NS      | $263686.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                                       | Kura Oncology, Inc.                                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      3500 | NS      | $48370.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                                  | Employers Holdings, Inc.                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11900 | NS      | $522053.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                              | Atkore, Inc.                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      7000 | NS      | $911750.00    | 0.94%             |  |  |  | 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        |     19100 | NS      | $49564.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                                 | Titan International, Inc.                                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     16100 | NS      | $268709.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                              | Apple Hospitality REIT, Inc.                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     17300 | NS      | $306729.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearside Biomedical, Inc.                                | Clearside Biomedical, Inc.                                | CUSIP: 185063104<br>LEI: 529900GQSUZO5HQ9DS29 | Long             | EC               | CORP              | US        |     54600 | NS      | $76986.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences, Inc.                                 | Caribou Biosciences, Inc.                                 | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14216 | NS      | $102497.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media, Inc.                                      | Outfront Media, Inc.                                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     17600 | NS      | $350240.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                               | Merit Medical Systems, Inc.                               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      6200 | NS      | $442370.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                                 | Hudson Technologies, Inc.                                 | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30332 | NS      | $309689.72    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                              | Kiniksa Pharmaceuticals Ltd., Class A                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      7054 | NS      | $102000.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                             | Capital City Bank Group, Inc.                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |       300 | NS      | $9741.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                                | Cohu, Inc.                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      5600 | NS      | $202048.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy, Inc.                                   | Excelerate Energy, Inc., Class A                          | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $104850.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings, Inc.                         | Evolv Technologies Holdings, Inc.                         | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18800 | NS      | $57528.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education, Inc.                           | American Public Education, Inc.                           | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     20232 | NS      | $245009.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                             | Dropbox, Inc., Class A                                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     20060 | NS      | $465993.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co.                                             | SM Energy Co.                                             | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     15400 | NS      | $506198.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                   | Lantheus Holdings, Inc.                                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      6200 | NS      | $356500.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Starwood Property Trust, Inc.                             | Starwood Property Trust, Inc.                             | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      7000 | NS      | $146230.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                                    | Univar Solutions, Inc.                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     17694 | NS      | $610089.12    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                                 | NCR Corp.                                                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      3700 | NS      | $101454.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.                           | National Health Investors, Inc.                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      1600 | NS      | $94128.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                                 | UGI Corp.                                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      6100 | NS      | $242963.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp, Inc.                                  | Old Second Bancorp, Inc.                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     36700 | NS      | $623533.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals, Inc.                               | Olema Pharmaceuticals, Inc.                               | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15400 | NS      | $74382.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp. (The)                                 | Howard Hughes Corp. (The)                                 | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      4100 | NS      | $350509.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                     | MGIC Investment Corp.                                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     16700 | NS      | $235804.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging, Inc.                                     | Karat Packaging, Inc.                                     | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      6162 | NS      | $92614.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.                               | Atara Biotherapeutics, Inc.                               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     13900 | NS      | $70473.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp, Inc.                                     | Colony Bankcorp, Inc.                                     | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40300 | NS      | $519467.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp., Class A                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     13980 | NS      | $500484.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd.                               | Richardson Electronics Ltd.                               | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7900 | NS      | $176565.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Ormat Technologies, Inc.                                  | Ormat Technologies, Inc.                                  | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2300 | NS      | $212865.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Macatawa Bank Corp.                                       | Macatawa Bank Corp.                                       | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $16530.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      8900 | NS      | $342205.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                     | Range Resources Corp.                                     | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      7600 | NS      | $190152.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                                   | Carter Bankshares, Inc.                                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31700 | NS      | $526854.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                             | Heartland Financial USA, Inc.                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     10925 | NS      | $540459.75    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                     | Assured Guaranty Ltd.                                     | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     12800 | NS      | $801280.00    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services, Inc.                           | Barrett Business Services, Inc.                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      2900 | NS      | $288202.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                   | Essential Properties Realty Trust, Inc.                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      6300 | NS      | $160524.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                          | Omega Healthcare Investors, Inc.                          | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     21000 | NS      | $618240.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3375 | NS      | $253023.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1400 | NS      | $200662.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences, Inc.                                  | Ideaya Biosciences, Inc.                                  | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      1600 | NS      | $27248.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold, Inc.                                            | Safehold, Inc.                                            | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     18300 | NS      | $639768.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic, Inc.                                          | Sumo Logic, Inc.                                          | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |      6500 | NS      | $76895.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                         | Essent Group Ltd.                                         | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      7865 | NS      | $346295.95    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp.                                         | LendingClub Corp.                                         | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     15574 | NS      | $150912.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co., Inc.                               | CommScope Holding Co., Inc.                               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     12700 | NS      | $106680.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings plc                                       | Luxfer Holdings plc                                       | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |      3123 | NS      | $51685.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                                 | Nexstar Media Group, Inc.                                 | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1000 | NS      | $204770.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp.                                               | eGain Corp.                                               | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14240 | NS      | $138412.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling, Inc.                           | Diamond Offshore Drilling, Inc.                           | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |      8400 | NS      | $96264.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Document Solutions, Inc.                              | ARC Document Solutions, Inc.                              | CUSIP: 00191G103<br>LEI: 529900E4UQREZKXE7O60 | Long             | EC               | CORP              | US        |     30700 | NS      | $107143.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp.                                    | Skyline Champion Corp.                                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5531 | NS      | $326052.45    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                                     | Sutro Biopharma, Inc.                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     20300 | NS      | $146972.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BGSF, Inc.                                                | BGSF, Inc.                                                | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |     13421 | NS      | $194336.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                                       | MFA Financial, Inc.                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     41300 | NS      | $491057.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc., Class A                            | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     19150 | NS      | $613757.50    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                               | Brady Corp., Class A                                      | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      5928 | NS      | $316970.16    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                             | Griffon Corp.                                             | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     15517 | NS      | $634334.96    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                                  | Power Integrations, Inc.                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      2600 | NS      | $223834.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PCTEL, Inc.                                               | PCTEL, Inc.                                               | CUSIP: 69325Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22047 | NS      | $102077.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                               | Terex Corp.                                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      3245 | NS      | $165397.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class A                                      | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     10200 | NS      | $728586.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                             | Popular, Inc.                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     10000 | NS      | $686400.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares, Inc. (The)                              | First Bancshares, Inc. (The)                              | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      3690 | NS      | $113098.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group, Inc.                                     | Replimune Group, Inc.                                     | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      4600 | NS      | $128110.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                                     | Wabash National Corp.                                     | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      9200 | NS      | $236992.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Investors Title Co.                                       | Investors Title Co.                                       | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $48600.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology, Inc.                                   | Cullinan Oncology, Inc.                                   | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $67512.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                                  | Clean Energy Fuels Corp.                                  | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     15200 | NS      | $86032.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                                        | HealthStream, Inc.                                        | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      9694 | NS      | $234400.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp.                         | Bluegreen Vacations Holding Corp.                         | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      7813 | NS      | $253453.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp.                                         | First Busey Corp.                                         | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     31841 | NS      | $760044.67    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                                        | NorthWestern Corp.                                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      3400 | NS      | $193120.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Harte Hanks, Inc.                                         | Harte Hanks, Inc.                                         | CUSIP: 416196202<br>LEI: 549300J5W5N8Q3OYMS84 | Long             | EC               | CORP              | US        |      2367 | NS      | $29516.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Co., Inc.                            | Mayville Engineering Co., Inc.                            | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15709 | NS      | $251344.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent, Inc.                                            | Nuvalent, Inc., Class A                                   | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8982 | NS      | $271705.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Winmark Corp.                                             | Winmark Corp.                                             | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $168480.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions, Inc.                          | NexTier Oilfield Solutions, Inc.                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     25900 | NS      | $243978.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp.                                              | Livent Corp.                                              | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      8500 | NS      | $220320.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp.                                    | Independent Bank Corp.                                    | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25600 | NS      | $567552.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                            | Cross Country Healthcare, Inc.                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     11640 | NS      | $323010.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                                | Ultra Clean Holdings, Inc.                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      7375 | NS      | $248168.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                       | UMB Financial Corp.                                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      9616 | NS      | $867267.04    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                                | Axis Capital Holdings Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      4400 | NS      | $275308.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                                         | NBT Bancorp, Inc.                                         | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $43241.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp.                                       | CNB Financial Corp.                                       | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     12700 | NS      | $306324.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                      | UFP Industries, Inc.                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      3836 | NS      | $358857.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Assertio Holdings, Inc.                                   | Assertio Holdings, Inc.                                   | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75585 | NS      | $310654.35    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Seneca Foods Corp.                                        | Seneca Foods Corp., Class A                               | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4601 | NS      | $287562.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                                  | Cousins Properties, Inc.                                  | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      9400 | NS      | $257748.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Adams Resources & Energy, Inc.                            | Adams Resources & Energy, Inc.                            | CUSIP: 006351308<br>LEI: UP28TXL7K8XSRNNC7V02 | Long             | EC               | CORP              | US        |      1950 | NS      | $93600.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                        | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      2900 | NS      | $273789.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                                  | Heritage Financial Corp.                                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24664 | NS      | $703663.92    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                                | Towne Bank                                                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      9030 | NS      | $275144.10    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp.                                     | Ryerson Holding Corp.                                     | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      7800 | NS      | $297726.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                                         | Uniti Group, Inc.                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     30000 | NS      | $197700.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                      | LXP Industrial Trust                                      | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     14300 | NS      | $165165.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co.                   | Apartment Investment and Management Co., Class A          | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |     54695 | NS      | $410759.45    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                    | First Internet Bancorp                                    | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      2000 | NS      | $52580.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                                  | Apogee Enterprises, Inc.                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     10764 | NS      | $504185.76    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                                 | Equitrans Midstream Corp.                                 | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     24100 | NS      | $174725.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                              | Xencor, Inc.                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      5241 | NS      | $172533.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradata Corp.                                            | Teradata Corp.                                            | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      5600 | NS      | $195328.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                 | CNO Financial Group, Inc.                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     18300 | NS      | $471408.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies, Inc.                                   | SoFi Technologies, Inc.                                   | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      9400 | NS      | $65142.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| MDU Resources Group, Inc.                                 | MDU Resources Group, Inc.                                 | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16600 | NS      | $513106.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp.                                   | American Woodmark Corp.                                   | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      3634 | NS      | $208191.86    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                                     | Hanmi Financial Corp.                                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     35623 | NS      | $829659.67    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals, Inc.                              | Corvus Pharmaceuticals, Inc.                              | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |     12000 | NS      | $9840.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals, Inc.                                | Atea Pharmaceuticals, Inc.                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29800 | NS      | $137974.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                             | Graphic Packaging Holding Co.                             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7987 | NS      | $192406.83    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                            | Collegium Pharmaceutical, Inc.                            | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      9600 | NS      | $269568.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings, Inc.                           | MasterCraft Boat Holdings, Inc.                           | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      4600 | NS      | $132296.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners, Inc.                            | Focus Financial Partners, Inc., Class A                   | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |      9171 | NS      | $414070.65    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                                          | Concentrix Corp.                                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $666507.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp.                                             | SP Plus Corp.                                             | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      7700 | NS      | $290367.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon, Inc.                                             | Annexon, Inc.                                             | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9450 | NS      | $67473.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Health Catalyst, Inc.                                     | Health Catalyst, Inc.                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      5000 | NS      | $69500.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                              | Syndax Pharmaceuticals, Inc.                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      5883 | NS      | $168842.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Pactiv Evergreen, Inc.                                    | Pactiv Evergreen, Inc.                                    | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     55600 | NS      | $639956.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerplus Corp.                                            | Enerplus Corp.                                            | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |      6188 | NS      | $109837.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                                     | Associated Banc-Corp.                                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     31000 | NS      | $694710.00    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners, Inc.                                   | Farmland Partners, Inc.                                   | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |     47209 | NS      | $608051.92    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                                      | Signet Jewelers Ltd.                                      | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      2500 | NS      | $192025.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp.                          | Entravision Communications Corp., Class A                 | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     44400 | NS      | $288600.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                          | Murphy Oil Corp.                                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      7487 | NS      | $326508.07    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                        | Sleep Number Corp.                                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      1700 | NS      | $58446.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd.                                              | Paysafe Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      9400 | NS      | $197776.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                              | Avista Corp.                                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      5300 | NS      | $211470.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp                                             | First Bancorp                                             | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11189 | NS      | $445881.65    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                       | Teekay Tankers Ltd., Class A                              | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | MH        |      3400 | NS      | $104346.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings, Inc.                                  | Tile Shop Holdings, Inc.                                  | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |     52602 | NS      | $263010.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings, Inc.                               | ALX Oncology Holdings, Inc.                               | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7810 | NS      | $72633.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd.                                            | Golar LNG Ltd.                                            | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |      8500 | NS      | $199240.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford, Inc.                                             | Ashford, Inc.                                             | CUSIP: 044104107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6800 | NS      | $91936.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                               | International Seaways, Inc.                               | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |      2600 | NS      | $100984.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                             | Topgolf Callaway Brands Corp.                             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      9056 | NS      | $221781.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Direct Digital Holdings, Inc.                             | Direct Digital Holdings, Inc., Class A                    | CUSIP: 25461T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21600 | NS      | $124200.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global, Inc.                                          | MRC Global, Inc.                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     49810 | NS      | $677416.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                              | Macy's, Inc.                                              | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     11700 | NS      | $276471.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                                | Dana, Inc.                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      6200 | NS      | $112468.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares, Inc.                                  | Civista Bancshares, Inc.                                  | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     26066 | NS      | $565632.20    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     10000 | NS      | $477700.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                                | Celldex Therapeutics, Inc.                                | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      2100 | NS      | $92526.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                                       | Newmark Group, Inc., Class A                              | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35938 | NS      | $307988.66    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial, Inc.                                  | Velocity Financial, Inc.                                  | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9388 | NS      | $94724.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                                       | Olympic Steel, Inc.                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     11900 | NS      | $526456.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| SmartFinancial, Inc.                                      | SmartFinancial, Inc.                                      | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22126 | NS      | $596738.22    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class A                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      3500 | NS      | $188335.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group, Inc.                          | Information Services Group, Inc.                          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     53888 | NS      | $282373.12    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group, Inc.                              | Vishay Precision Group, Inc.                              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $189992.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                           | James River Group Holdings Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       700 | NS      | $15862.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                             | Sanmina Corp.                                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4200 | NS      | $255906.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group, Inc.                                           | Hub Group, Inc., Class A                                  | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $196121.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                                           | REGENXBIO, Inc.                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      5700 | NS      | $132297.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      4027 | NS      | $189913.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                              | Sabra Health Care REIT, Inc.                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      4000 | NS      | $54000.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim Bancorp, Inc.                                    | Northrim Bancorp, Inc.                                    | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      8398 | NS      | $449544.94    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy, Inc.                                 | US Physical Therapy, Inc.                                 | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      1100 | NS      | $109065.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| World Fuel Services Corp.                                 | World Fuel Services Corp.                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     12371 | NS      | $350099.30    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services, Inc.                         | Orrstown Financial Services, Inc.                         | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      9595 | NS      | $237476.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                              | Matthews International Corp., Class A                     | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     20600 | NS      | $763024.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                                        | A10 Networks, Inc.                                        | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     15513 | NS      | $240141.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corp.                                     | First Financial Corp.                                     | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13100 | NS      | $588452.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties, Inc.                                      | UMH Properties, Inc.                                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |      3000 | NS      | $53760.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                      | BRT Apartments Corp.                                      | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17487 | NS      | $366352.65    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                              | Banner Corp.                                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9900 | NS      | $641817.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| DecisionPoint Systems, Inc.                               | DecisionPoint Systems, Inc.                               | CUSIP: 24345A507<br>LEI: 549300XZNVHD0RE4XN43 | Long             | EC               | CORP              | US        |     11700 | NS      | $106587.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software, Inc.                                      | Asure Software, Inc.                                      | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22830 | NS      | $242682.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                                    | Myers Industries, Inc.                                    | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     10087 | NS      | $242894.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                                          | Ziff Davis, Inc.                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      2832 | NS      | $253407.36    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                     | Commercial Metals Co.                                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      8300 | NS      | $450441.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                                     | PGT Innovations, Inc.                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     20100 | NS      | $436170.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo, Inc.                                                | Gevo, Inc.                                                | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     26300 | NS      | $55756.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Immunovant, Inc.                                          | Immunovant, Inc.                                          | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12200 | NS      | $216794.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                           | Amphastar Pharmaceuticals, Inc.                           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      6400 | NS      | $193664.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                    | Nabors Industries Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1300 | NS      | $230802.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries, Inc.                                      | LSI Industries, Inc.                                      | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      3600 | NS      | $49428.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                                  | CECO Environmental Corp.                                  | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      9600 | NS      | $138144.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology, Inc.                                   | Vir Biotechnology, Inc.                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7183 | NS      | $212257.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop, Inc.                               | Build-A-Bear Workshop, Inc.                               | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |     10200 | NS      | $250512.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovid therapeutics, Inc.                                   | Ovid therapeutics, Inc.                                   | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Long             | EC               | CORP              | US        |     12600 | NS      | $31500.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                  | Akero Therapeutics, Inc.                                  | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      7227 | NS      | $357736.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                                | California Resources Corp.                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      7436 | NS      | $317740.28    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                                       | Ready Capital Corp.                                       | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     21800 | NS      | $288414.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust, Inc.                        | Granite Point Mortgage Trust, Inc.                        | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     54136 | NS      | $361628.48    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                  | Arbor Realty Trust, Inc.                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     16378 | NS      | $244523.54    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                             | South Jersey Industries, Inc.                             | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      4900 | NS      | $176841.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                                | HomeTrust Bancshares, Inc.                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22976 | NS      | $620352.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                                  | Boot Barn Holdings, Inc.                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      2600 | NS      | $217074.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group, Inc.                                | Destination XL Group, Inc.                                | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32900 | NS      | $234577.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY Biotechnology, Inc.                                 | UNITY Biotechnology, Inc.                                 | CUSIP: 91381U200<br>LEI: 549300WDOM0RU3CUO763 | Long             | EC               | CORP              | US        |     17700 | NS      | $81774.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals, Inc.                              | A-Mark Precious Metals, Inc.                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      7994 | NS      | $307769.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                                 | ANI Pharmaceuticals, Inc.                                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1200 | NS      | $53676.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Health, Inc.                                       | Harrow Health, Inc.                                       | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11237 | NS      | $168779.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| ACI Worldwide, Inc.                                       | ACI Worldwide, Inc.                                       | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      2700 | NS      | $75411.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential, Inc.                                  | Tricon Residential, Inc.                                  | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |     24000 | NS      | $208080.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                              | Belden, Inc.                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      7300 | NS      | $591957.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc., Class C                            | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      6600 | NS      | $223014.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Issuer Direct Corp.                                       | Issuer Direct Corp.                                       | CUSIP: 46520M204<br>LEI: 894500M5FGGV3CFQ8F15 | Long             | EC               | CORP              | US        |      3497 | NS      | $96901.87     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ, Inc.                                                | IonQ, Inc.                                                | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12600 | NS      | $55944.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Braemar Hotels & Resorts, Inc.                            | Braemar Hotels & Resorts, Inc.                            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     63700 | NS      | $337610.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Modiv, Inc.                                               | Modiv, Inc., Class C                                      | CUSIP: 60784B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $92928.27     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                                      | Terreno Realty Corp.                                      | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3948 | NS      | $254369.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                          | National Retail Properties, Inc.                          | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      1500 | NS      | $71025.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc. (The)                                   | Shyft Group, Inc. (The)                                   | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     10523 | NS      | $350310.67    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Kite Realty Group Trust                                   | Kite Realty Group Trust                                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33700 | NS      | $731290.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst, Inc.                                             | Ecovyst, Inc.                                             | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45800 | NS      | $480442.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Avrobio, Inc.                                             | Avrobio, Inc.                                             | CUSIP: 05455M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25792 | NS      | $23470.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| OFG Bancorp                                               | OFG Bancorp                                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     17500 | NS      | $495425.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social, Inc.                                       | Sprout Social, Inc., Class A                              | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $230292.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocket Pharmaceuticals, Inc.                              | Rocket Pharmaceuticals, Inc.                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      4600 | NS      | $99958.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software, Inc.                                   | American Software, Inc., Class A                          | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16200 | NS      | $246402.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse, Inc.                                            | Bel Fuse, Inc., Class B                                   | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      8953 | NS      | $353106.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                               | Benchmark Electronics, Inc.                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     21800 | NS      | $610182.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure, Inc.                        | Radius Global Infrastructure, Inc.                        | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |     36200 | NS      | $487614.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                               | Avnet, Inc.                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      2800 | NS      | $128464.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext, Inc.                                                | Yext, Inc.                                                | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |     15890 | NS      | $110435.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                        | Ryman Hospitality Properties, Inc.                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      5598 | NS      | $519998.22    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                                   | BlueLinx Holdings, Inc.                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      3000 | NS      | $260460.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Lipocine, Inc.                                            | Lipocine, Inc.                                            | CUSIP: 53630X104<br>LEI: 549300RXPEQXOJXVBI10 | Long             | EC               | CORP              | US        |     82957 | NS      | $43336.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                              | Hilton Grand Vacations, Inc.                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      4100 | NS      | $194176.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ark Restaurants Corp.                                     | Ark Restaurants Corp.                                     | CUSIP: 040712101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2469 | NS      | $45923.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International, Inc.                                   | CRA International, Inc.                                   | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $178260.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                       | First Horizon Corp.                                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      2000 | NS      | $49460.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                        | Prestige Consumer Healthcare, Inc.                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $184128.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti, Inc.                                               | Eneti, Inc.                                               | CUSIP: N/A<br>LEI: 549300MHZ4YKRPGBH616       | Long             | EC               | CORP              | MH        |     14058 | NS      | $148874.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                       | Enterprise Financial Services Corp.                       | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      7483 | NS      | $398993.56    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining, Inc.                                          | SSR Mining, Inc.                                          | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |      2900 | NS      | $49126.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                      | Centrus Energy Corp., Class A                             | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      2900 | NS      | $119045.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                          | ScanSource, Inc.                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      7900 | NS      | $260147.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies, Inc.                                   | SIGA Technologies, Inc.                                   | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18500 | NS      | $135605.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Jounce Therapeutics, Inc.                                 | Jounce Therapeutics, Inc.                                 | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     79100 | NS      | $92547.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp.                                    | Ardmore Shipping Corp.                                    | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |     10000 | NS      | $146500.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings, Inc.                               | SMART Global Holdings, Inc.                               | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |     14300 | NS      | $245817.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                         | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $161430.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Genworth Financial, Inc.                                  | Genworth Financial, Inc., Class A                         | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     31600 | NS      | $174432.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Allakos, Inc.                                             | Allakos, Inc.                                             | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |      6200 | NS      | $46066.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                                     | Krystal Biotech, Inc.                                     | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      1200 | NS      | $99744.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantax, Inc.                                             | Avantax, Inc.                                             | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      8577 | NS      | $249933.78    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Small-Cap Value ETF                              | Vanguard Small-Cap Value ETF                              | CUSIP: 922908611<br>LEI: N/A                  | Long             |  | RF                | US        |      1978 | NS      | $342609.38    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Eton Pharmaceuticals, Inc.                                | Eton Pharmaceuticals, Inc.                                | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $4872.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                   | LiveRamp Holdings, Inc.                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      9100 | NS      | $243516.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                        | Getty Realty Corp.                                        | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      4526 | NS      | $164882.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                             | Sterling Infrastructure, Inc.                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      8400 | NS      | $305676.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                        | Reinsurance Group of America, Inc.                        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      4000 | NS      | $607080.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corp.                                                 | NVE Corp.                                                 | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |      2483 | NS      | $180936.21    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenhill & Co., Inc.                                     | Greenhill & Co., Inc.                                     | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |      5300 | NS      | $73246.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                 | WESCO International, Inc.                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      6435 | NS      | $958879.35    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                           | Central Pacific Financial Corp.                           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     10300 | NS      | $232780.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                             | IDACORP, Inc.                                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      2700 | NS      | $285687.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne, Inc.                                   | Helmerich & Payne, Inc.                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      5900 | NS      | $285796.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp.                                                 | CTS Corp.                                                 | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      1200 | NS      | $53412.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology, Inc.                                  | Puma Biotechnology, Inc.                                  | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53500 | NS      | $230050.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                         | First Interstate BancSystem, Inc., Class A                | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      5554 | NS      | $199277.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                   | First Financial Bancorp                                   | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      8763 | NS      | $221966.79    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                                 | NOW, Inc.                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     14077 | NS      | $197641.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific, Inc.                                       | JAKKS Pacific, Inc.                                       | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     11500 | NS      | $239775.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                 | PVH Corp.                                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1600 | NS      | $143840.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                | Patterson-UTI Energy, Inc.                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      5400 | NS      | $90720.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                              | Chefs' Warehouse, Inc. (The)                              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      7300 | NS      | $279079.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co.                             | Portland General Electric Co.                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     13100 | NS      | $623298.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                                  | NextGen Healthcare, Inc.                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30700 | NS      | $583914.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE Gas, Inc.                                             | ONE Gas, Inc.                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      3000 | NS      | $247080.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                                    | TTM Technologies, Inc.                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     11300 | NS      | $177636.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| PubMatic, Inc.                                            | PubMatic, Inc., Class A                                   | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $50589.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd.                                 | OneSpaWorld Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |     13500 | NS      | $141885.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                   | Bath & Body Works, Inc.                                   | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2300 | NS      | $105823.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                                            | Archrock, Inc.                                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     10400 | NS      | $103064.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                                | Chinook Therapeutics, Inc.                                | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      2192 | NS      | $55391.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics, Inc.                                  | Trevi Therapeutics, Inc.                                  | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21200 | NS      | $49396.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co.                               | Preformed Line Products Co.                               | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      1400 | NS      | $123662.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings, Inc.                                       | Spok Holdings, Inc.                                       | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |     27079 | NS      | $226109.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services, Inc.                              | Select Energy Services, Inc., Class A                     | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     15800 | NS      | $138724.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                            | Quanex Building Products Corp.                            | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      9899 | NS      | $256285.11    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                             | Progyny, Inc.                                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $185706.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia, Inc.                                            | Phreesia, Inc.                                            | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      1900 | NS      | $71231.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill, Inc.                                              | J Jill, Inc.                                              | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |      5046 | NS      | $138613.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                           | Dorian LPG Ltd.                                           | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     14000 | NS      | $277900.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                           | MaxLinear, Inc.                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      7100 | NS      | $292520.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                        | Buckle, Inc. (The)                                        | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1122 | NS      | $49368.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                                  | Berry Global Group, Inc.                                  | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      3900 | NS      | $240747.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd.                                               | Inmode Ltd.                                               | CUSIP: N/A<br>LEI: 984500DD95A35E9BD358       | Long             | EC               | CORP              | IL        |      6649 | NS      | $233047.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp, Inc.                                  | Enterprise Bancorp, Inc.                                  | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $42648.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                              | Brixmor Property Group, Inc.                              | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     16500 | NS      | $388245.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                        | StoneX Group, Inc.                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      6500 | NS      | $571220.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                              | South Plains Financial, Inc.                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |     16127 | NS      | $453168.70    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                         | EMCOR Group, Inc.                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2800 | NS      | $415100.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                    | Tri Pointe Homes, Inc.                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30133 | NS      | $665637.97    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                          | Copa Holdings SA, Class A                                 | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |      2400 | NS      | $220992.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Bancorp, Inc.                                        | Home Bancorp, Inc.                                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $122880.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncternal Therapeutics, Inc.                              | Oncternal Therapeutics, Inc.                              | CUSIP: 68236P107<br>LEI: 549300QZ85LIXQ8O7P72 | Long             | EC               | CORP              | US        |     74319 | NS      | $83237.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                        | SITE Centers Corp.                                        | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     50200 | NS      | $685230.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                                | Dynavax Technologies Corp.                                | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     10800 | NS      | $122904.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                              | Alkermes plc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      7662 | NS      | $219439.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                            | Veracyte, Inc.                                            | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      6800 | NS      | $170884.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| National Fuel Gas Co.                                     | National Fuel Gas Co.                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      6300 | NS      | $365778.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Industries International, Inc.                   | Superior Industries International, Inc.                   | CUSIP: 868168105<br>LEI: 54930065O5ZIQD1F8U04 | Long             | EC               | CORP              | US        |     28289 | NS      | $159832.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                                       | Graham Holdings Co., Class B                              | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1053 | NS      | $687935.43    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                          | PDC Energy, Inc.                                          | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      9095 | NS      | $616004.35    | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| Akouos, Inc.                                              | Akouos, Inc., CVR                                         | CUSIP: 009CVR036<br>LEI: N/A                  | Long             |  | CORP              | US        |     21302 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocky Brands, Inc.                                        | Rocky Brands, Inc.                                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      4539 | NS      | $142887.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                                      | CareTrust REIT, Inc.                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     10000 | NS      | $207200.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12300 | NS      | $453993.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      5400 | NS      | $264330.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                     | Applied Industrial Technologies, Inc.                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1900 | NS      | $272099.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifevantage Corp.                                         | Lifevantage Corp.                                         | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |     23877 | NS      | $95508.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                         | Hillenbrand, Inc.                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      8600 | NS      | $402996.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer