# EDGAR Filing Document

**Accession Number:** 0001605941
**File Stem:** 0002071691-26-014635
**Filing Date:** 2026-6
**Character Count:** 70273
**Document Hash:** e1de258bba8d206d46b3f97a600b6b64
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014635.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002071691-26-014635

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 1290 Funds
- **CENTRAL INDEX KEY:** 0001605941

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22959
- **FILM NUMBER:** 261118347

**BUSINESS ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 1290 Funds Trust
- **DATE OF NAME CHANGE:** 20140418

## Series and Classes Contracts Data

### 1290 GAMCO Small/Mid Cap Value Fund (Series ID: S000045910)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143077 | Class A      | TNVAX           |
| C000143079 | Class I      | TNVIX           |
| C000143080 | Class R      | TNVRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** 1290 Funds

- **b. Investment Company Act file number:** 811-22959

- **c. CIK number of Registrant:** 0001605941

- **d. LEI of Registrant:** 5493000PXD0IQID6H351

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

  - **Street Address 1:** 1345 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** 1290 GAMCO Small/Mid Cap Value Fund

- **b. EDGAR series identifier (if any):** S000045910

- **c. LEI of Series:** 549300L5BA1YY9XR6U41

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $230530992.66

**Total Liabilities:** $2201760.95

**Net Assets:** $228329231.71

**Cash Not Reported:** $330996.43

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000143077 | 6.97%                | -6.65%               | 9.24%                |
| Class ID C000143079 | 7.00%                | -6.64%               | 9.26%                |
| Class ID C000143080 | 6.94%                | -6.68%               | 9.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1848249.54              | $12417320.53                               |
| Month 2  | $520257.47               | $-15300647.49                              |
| Month 3  | $103216.66               | $19196694.99                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAR Corp.                                 | AAR Corp.                                               | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     19500 | NS      | $2152215.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                           | AES Corp. (The)                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     70000 | NS      | $1011500.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Global Media, Inc.                    | AMC Global Media, Inc.                                  | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     35000 | NS      | $297150.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                        | A10 Networks, Inc.                                      | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     12000 | NS      | $320160.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                 | AZZ, Inc.                                               | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     18300 | NS      | $2617632.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                  | Advance Auto Parts, Inc.                                | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |    100000 | NS      | $5951000.00   | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.           | Affiliated Managers Group, Inc.                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1000 | NS      | $294670.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                | Albany International Corp., Class A                     | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     17500 | NS      | $1015700.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                     | Albertsons Cos., Inc., Class A                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      8000 | NS      | $134800.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Algonquin Power & Utilities Corp.         | Algonquin Power & Utilities Corp.                       | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |    340000 | NS      | $2135200.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                    | Align Technology, Inc.                                  | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       100 | NS      | $17601.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Optimum Communications, Inc.              | Optimum Communications, Inc., Class A                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      3000 | NS      | $4740.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corp.                    | Ampco-Pittsburgh Corp.                                  | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120000 | NS      | $1310400.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix, Inc.                             | Anterix, Inc.                                           | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      6000 | NS      | $289920.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                              | Arcosa, Inc.                                            | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      9000 | NS      | $1138230.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                    | Astec Industries, Inc.                                  | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     63000 | NS      | $4096260.00   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings, Inc.             | Atlanta Braves Holdings, Inc., Class A                  | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48000 | NS      | $2540160.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlanta Braves Holdings, Inc.             | Atlanta Braves Holdings, Inc., Class C                  | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33000 | NS      | $1630530.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                          | AutoNation, Inc.                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $1380470.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                              | Avista Corp.                                            | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      8000 | NS      | $328800.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                        | Badger Meter, Inc.                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      4500 | NS      | $544095.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries, Inc.        | Bassett Furniture Industries, Inc.                      | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24000 | NS      | $349920.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                       | Bausch + Lomb Corp.                                     | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |     15000 | NS      | $238500.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                     | BellRing Brands, Inc.                                   | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     22000 | NS      | $391600.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                | Bio-Rad Laboratories, Inc., Class A                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       300 | NS      | $84036.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                          | Boeing Co. (The)                                        | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2346 | NS      | $537304.38    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)               | Boston Beer Co., Inc. (The), Class A                    | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      3300 | NS      | $782232.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                           | Brunswick Corp.                                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     20000 | NS      | $1589000.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.               | Caesars Entertainment, Inc.                             | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |    125000 | NS      | $3475000.00   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                      | Calavo Growers, Inc.                                    | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49000 | NS      | $1379840.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                    | Chart Industries, Inc.                                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      3500 | NS      | $727650.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                     | Churchill Downs, Inc.                                   | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      4000 | NS      | $403960.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.      | Clear Channel Outdoor Holdings, Inc.                    | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |    510000 | NS      | $1224000.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group, Inc.            | Commercial Vehicle Group, Inc.                          | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |     78000 | NS      | $326040.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies, Inc.           | Core Molding Technologies, Inc.                         | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |     64500 | NS      | $1738275.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                         | QuidelOrtho Corp.                                       | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     16000 | NS      | $196800.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                 | Crane Co.                                               | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     17500 | NS      | $3110275.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                             | Crane NXT Co.                                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       500 | NS      | $22340.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                | Dana, Inc.                                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     31000 | NS      | $1129950.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Corus Entertainment, Inc.                 | Corus Entertainment, Inc., Class B                      | CUSIP: 220874101<br>LEI: 549300DVZFTUMM4M2O84 | Long             | EC               | CORP              | CA        |     72000 | NS      | $1590.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                     | Dentsply Sirona, Inc.                                   | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     22000 | NS      | $258500.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group, Inc.                 | DigitalBridge Group, Inc.                               | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      1000 | NS      | $15560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maple Leaf Foods, Inc.                    | Maple Leaf Foods, Inc.                                  | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |     53000 | NS      | $1119814.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                       | Donaldson Co., Inc.                                     | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1000 | NS      | $88170.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun, Inc.                            | Ducommun, Inc.                                          | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      3600 | NS      | $510948.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co. (The)                         | Eastern Co. (The)                                       | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |     27000 | NS      | $590220.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                            | EchoStar Corp., Class A                                 | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     12400 | NS      | $1526936.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewell Personal Care Co.                | Edgewell Personal Care Co.                              | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     46000 | NS      | $1037300.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                   | Element Solutions, Inc.                                 | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     65900 | NS      | $2806681.00   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                                | Embraer SA                                              | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      2000 | NS      | $125400.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                  | Energizer Holdings, Inc.                                | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    108000 | NS      | $2114640.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                  | Enerpac Tool Group Corp., Class A                       | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     32000 | NS      | $1123200.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro, Inc.                               | Enpro, Inc.                                             | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      3700 | NS      | $1078735.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.           | Everus Construction Group, Inc.                         | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |       600 | NS      | $88458.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                      | Evolent Health, Inc., Class A                           | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     35000 | NS      | $131250.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                 | FMC Corp.                                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     15000 | NS      | $230700.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Bros Co.                           | Farmer Bros Co.                                         | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |     95000 | NS      | $121600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                           | Flowserve Corp.                                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     40900 | NS      | $3011876.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp.                  | Flushing Financial Corp.                                | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27000 | NS      | $435240.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| L B Foster Co.                            | L B Foster Co., Class A                                 | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |     41500 | NS      | $1270315.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                 | Fox Corp., Class B                                      | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     12000 | NS      | $684240.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.               | Franklin Electric Co., Inc.                             | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      2000 | NS      | $200380.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                    | Freeport-McMoRan, Inc.                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     19100 | NS      | $1103598.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                             | HB Fuller Co.                                           | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     16500 | NS      | $998580.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                | GATX Corp.                                              | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     12500 | NS      | $2449000.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion, Inc.                      | Garrett Motion, Inc.                                    | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     20000 | NS      | $512200.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                              | Gentex Corp.                                            | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     35000 | NS      | $808850.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                            | Gentherm, Inc.                                          | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     13500 | NS      | $406350.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                | Gogo, Inc.                                              | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     12900 | NS      | $53922.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                | Golden Entertainment, Inc.                              | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     30000 | NS      | $872652.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: —       |
| Goodyear Tire & Rubber Co. (The)          | Goodyear Tire & Rubber Co. (The)                        | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    210000 | NS      | $1486800.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co. (The)                     | Gorman-Rupp Co. (The)                                   | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     15000 | NS      | $1136100.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                               | Graco, Inc.                                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2500 | NS      | $200675.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                       | Graham Holdings Co., Class B                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       800 | NS      | $898008.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                               | Greif, Inc., Class A                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     19000 | NS      | $1239560.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                             | Griffon Corp.                                           | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      9500 | NS      | $866115.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa SAB                        | Grupo Televisa SAB                                      | CUSIP: 40049J206<br>LEI: 549300O4AF0C816ILN62 | Long             | EC               | CORP              | MX        |    850000 | NS      | $2422500.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)          | Hain Celestial Group, Inc. (The)                        | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     15000 | NS      | $9798.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Herc Holdings, Inc.                       | Herc Holdings, Inc.                                     | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     19000 | NS      | $2411480.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                              | Hexcel Corp.                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     14500 | NS      | $1361115.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.               | Huntington Bancshares, Inc.                             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     24750 | NS      | $414810.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                            | Huntsman Corp.                                          | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     60000 | NS      | $862200.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale, Inc.                         | Hyster-Yale, Inc.                                       | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36500 | NS      | $1440655.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                 | ITT, Inc.                                               | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     12000 | NS      | $2572080.00   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                      | Ingersoll Rand, Inc.                                    | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     15200 | NS      | $1213872.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                      | Ingles Markets, Inc., Class A                           | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      2000 | NS      | $182940.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International, Inc.               | Innovex International, Inc.                             | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     59500 | NS      | $1652315.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund          | JPMorgan Prime Money Market Fund, IM Shares             | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  10414967 | NS      | $10416008.67  | 4.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau SA                         | Remy Cointreau SA                                       | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |     15500 | NS      | $729552.34    | 0.32%             |  |  |  | No            |                  2 | On Loan: —       |
| Johnson Outdoors, Inc.                    | Johnson Outdoors, Inc., Class A                         | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47000 | NS      | $2473610.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE, Inc.                            | OPENLANE, Inc.                                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     20000 | NS      | $628800.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                | Vivendi SE                                              | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |     70000 | NS      | $163536.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennametal, Inc.                          | Kennametal, Inc.                                        | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     30000 | NS      | $1161300.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                         | Knife River Corp.                                       | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $647850.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme, Inc.                        | Krispy Kreme, Inc.                                      | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $98500.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kyndryl Holdings, Inc.                    | Kyndryl Holdings, Inc.                                  | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     65000 | NS      | $898300.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                 | LKQ Corp.                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     22000 | NS      | $694760.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End, Inc.                          | Lands' End, Inc.                                        | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     11088 | NS      | $125183.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennar Corp.                              | Lennar Corp., Class B                                   | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      9000 | NS      | $795420.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Live Holdings, Inc.               | Liberty Live Holdings, Inc., Class A                    | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $91210.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp.                   | Lionsgate Studios Corp.                                 | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     72000 | NS      | $895680.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                 | MDU Resources Group, Inc.                               | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $54072.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.           | MSC Industrial Direct Co., Inc., Class A                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      1000 | NS      | $102270.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp. | Madison Square Garden Entertainment Corp., Class A      | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19000 | NS      | $1271480.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.        | Madison Square Garden Sports Corp.                      | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16000 | NS      | $5479360.00   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                  | Sphere Entertainment Co.                                | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |     30000 | NS      | $4273500.00   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co., Inc. (The)                 | Manitowoc Co., Inc. (The)                               | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     23500 | NS      | $319365.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                              | Mattel, Inc.                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     12900 | NS      | $194532.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.              | Matthews International Corp., Class A                   | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     80000 | NS      | $2283200.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                     | McCormick & Co., Inc. (Non-Voting)                      | CUSIP: 579780107<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      3000 | NS      | $151860.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                 | Millrose Properties, Inc.                               | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4350 | NS      | $133414.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                 | Mirion Technologies, Inc., Class A                      | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      6000 | NS      | $118500.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                  | Modine Manufacturing Co.                                | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     16400 | NS      | $4175932.00   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                               | Monro, Inc.                                             | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150000 | NS      | $2634000.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                | Moog, Inc., Class A                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      9500 | NS      | $2862445.00   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                | Moog, Inc., Class B                                     | CUSIP: 615394301<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     12800 | NS      | $3856768.00   | 1.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries, Inc.                  | Mueller Industries, Inc.                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     37000 | NS      | $5010910.00   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.              | Mueller Water Products, Inc., Class A                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     19000 | NS      | $529910.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                    | Myers Industries, Inc.                                  | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     60000 | NS      | $1236600.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp.                           | NCR Voyix Corp.                                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     10000 | NS      | $68900.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                          | NCR Atleos Corp.                                        | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      4000 | NS      | $177520.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous, Inc.                     | Nathan's Famous, Inc.                                   | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |     20000 | NS      | $2007600.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                   | National Beverage Corp.                                 | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     26000 | NS      | $889720.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                     | National Fuel Gas Co.                                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     48500 | NS      | $4092430.00   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.          | National Presto Industries, Inc.                        | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $279680.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                              | Neogen Corp.                                            | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     35000 | NS      | $329000.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                | News Corp., Class B                                     | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     20000 | NS      | $609600.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                 | Nexstar Media Group, Inc., Class A                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     11000 | NS      | $2289540.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure LP                    | XPLR Infrastructure LP                                  | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     33000 | NS      | $341550.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                | Olin Corp.                                              | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     22000 | NS      | $626560.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                  | Option Care Health, Inc.                                | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     20000 | NS      | $406600.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp.                  | Paramount Skydance Corp., Class B                       | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      2500 | NS      | $25600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Aerospace Corp.                      | Park Aerospace Corp.                                    | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      3000 | NS      | $101580.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp.                  | Park-Ohio Holdings Corp.                                | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85000 | NS      | $2460750.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JCDecaux SE                               | JCDecaux SE                                             | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | EC               | CORP              | FR        |     40000 | NS      | $889673.28    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners, Inc.         | Pinnacle Financial Partners, Inc.                       | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18853 | NS      | $1865315.82   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                 | RPC, Inc.                                               | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104000 | NS      | $819520.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.        | Ryman Hospitality Properties, Inc.                      | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      5000 | NS      | $525450.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co. (The)                          | St Joe Co. (The)                                        | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      8000 | NS      | $516560.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.             | John B Sanfilippo & Son, Inc.                           | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     11000 | NS      | $899690.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                        | Henry Schein, Inc.                                      | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     10000 | NS      | $745900.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)              | Scotts Miracle-Gro Co. (The)                            | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     60000 | NS      | $3762000.00   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                      | EW Scripps Co. (The), Class A                           | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     70000 | NS      | $335300.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                | Seritage Growth Properties, Class A                     | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |     12000 | NS      | $30960.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Silgan Holdings, Inc.                     | Silgan Holdings, Inc.                                   | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      5000 | NS      | $202750.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair, Inc.                            | Sinclair, Inc.                                          | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204000 | NS      | $3172200.00   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                  | Sirius XM Holdings, Inc.                                | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $1077600.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co. (The)                     | J M Smucker Co. (The)                                   | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     20000 | NS      | $1960600.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                             | Snap-on, Inc.                                           | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1300 | NS      | $498420.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Bank Corp.                     | SouthState Bank Corp.                                   | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      6000 | NS      | $586020.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.              | Southwest Gas Holdings, Inc.                            | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     24000 | NS      | $2257200.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings, Inc.            | Spectrum Brands Holdings, Inc.                          | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     45000 | NS      | $3717000.00   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp.                 | Starz Entertainment Corp.                               | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      4228 | NS      | $77541.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp.                   | Strattec Security Corp.                                 | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |     40000 | NS      | $3010400.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                   | Sturm Ruger & Co., Inc.                                 | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      3000 | NS      | $130140.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.          | Telephone and Data Systems, Inc.                        | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     30000 | NS      | $1351800.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Telesat Corp.                             | Telesat Corp.                                           | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    113200 | NS      | $5554724.00   | 2.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Tennant Co.                               | Tennant Co.                                             | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     11000 | NS      | $913440.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                               | Terex Corp.                                             | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     13000 | NS      | $808600.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.       | Teva Pharmaceutical Industries Ltd.                     | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     32500 | NS      | $1139775.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                             | Textron, Inc.                                           | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     30000 | NS      | $2878800.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                          | Timken Co. (The)                                        | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1000 | NS      | $110890.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                            | Toro Co. (The)                                          | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      7500 | NS      | $713775.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                            | Tredegar Corp.                                          | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |    169500 | NS      | $1627200.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                  | Trinity Industries, Inc.                                | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     64000 | NS      | $2087040.00   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc, Inc.                           | Twin Disc, Inc.                                         | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |    117000 | NS      | $1932840.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                            | UniFirst Corp.                                          | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1000 | NS      | $255510.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure, Inc.        | Array Digital Infrastructure, Inc.                      | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     30000 | NS      | $1490700.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                  | Valmont Industries, Inc.                                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      3600 | NS      | $1828944.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                           | Valvoline, Inc.                                         | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      8000 | NS      | $265840.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group, Inc.                 | Versant Media Group, Inc.                               | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     85000 | NS      | $3416150.00   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                              | Viasat, Inc.                                            | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     14000 | NS      | $922740.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                | Village Super Market, Inc., Class A                     | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      8000 | NS      | $344720.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.            | Watts Water Technologies, Inc., Class A                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      4500 | NS      | $1350720.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                | Winnebago Industries, Inc.                              | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      9500 | NS      | $309795.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                         | Wynn Resorts Ltd.                                       | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      6800 | NS      | $728348.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Landis+Gyr Group AG                       | Landis+Gyr Group AG                                     | CUSIP: N/A<br>LEI: 529900PZYVAKCYSLFL19       | Long             | EC               | CORP              | CH        |     10000 | NS      | $671725.28    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollamani SAB                              | Ollamani SAB                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    130000 | NS      | $573031.46    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunbelt Rentals Holdings, Inc.            | Sunbelt Rentals Holdings, Inc.                          | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |      2300 | NS      | $174043.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Packers, Inc.                      | Canada Packers, Inc.                                    | CUSIP: 135180107<br>LEI: 894500HMD2RU8EFIQ237 | Long             | EC               | CORP              | CA        |     11000 | NS      | $149004.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                      | EURO                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |         3 | OU      | $3.69         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.               | Axalta Coating Systems Ltd.                             | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     23000 | NS      | $654120.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                 | Janus Henderson Group plc                               | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     10000 | NS      | $516100.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Manchester United plc                     | Manchester United plc, Class A                          | CUSIP: N/A<br>LEI: 529900GWGZPE83MJOV59       | Long             | EC               | CORP              | KY        |     26000 | NS      | $490880.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                       | Liberty Global Ltd., Class A                            | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | BM        |     40000 | NS      | $463200.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                           | Perrigo Co. plc                                         | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     80000 | NS      | $947200.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                             | British Pound                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | GB        |        -0 | OU      | $-0.03        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                           | Bunge Global SA                                         | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |      3000 | NS      | $381210.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                 | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |   1949280 | PA      | $1949280.30   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                 | Ardagh Metal Packaging SA                               | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |     60000 | NS      | $231000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA        | Millicom International Cellular SA                      | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |     35000 | NS      | $2970800.00   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                         | CNH Industrial NV                                       | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     31000 | NS      | $332010.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** 1290 Funds

**Signature:** James Kelly

**Name of Signer:** James Kelly

**Title:** Treasurer