# EDGAR Filing Document

**Accession Number:** 0000889284
**File Stem:** 0001752724-23-046761
**Filing Date:** 2023-2
**Character Count:** 59108
**Document Hash:** b3e6af3ecb651f1047380b0e734fe543
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046761.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046761

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STERLING CAPITAL FUNDS
- **CENTRAL INDEX KEY:** 0000889284
- **IRS NUMBER:** 043331055
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06719
- **FILM NUMBER:** 23683015

**BUSINESS ADDRESS:**
- **STREET 1:** 3605 GLENWOOD AVENUE
- **STREET 2:** SUITE 100
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27612
- **BUSINESS PHONE:** 8002281872

**MAIL ADDRESS:**
- **STREET 1:** 3605 GLENWOOD AVENUE
- **STREET 2:** SUITE 100
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27612

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BB&T FUNDS /
- **DATE OF NAME CHANGE:** 20010419

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BB&T MUTUAL FUNDS GROUP
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### STERLING CAPITAL BEHAVIORAL LARGE CAP VALUE EQUITY FUND (Series ID: S000003536)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000009819 | INSTITUTIONAL CLASS | BBISX           |
| C000009820 | A CLASS             | BBTGX           |
| C000009822 | C CLASS             | BCVCX           |
| C000199529 | Class R6            | STRAX           |

## Nport-Ex

Sterling

Capital

Behavioral

Large

Cap

Value

Equity

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

See

accompanying

Notes

to

the

Schedule

of

Portfolio

Investments.

Shares

Fair

Value

COMMON

STOCKS

—

99.5%

Aerospace

&

Defense

—

3.1%

2,200

General

Dynamics

Corp.

.............

$

545,842

900

Lockheed

Martin

Corp.

.............

437,841

983,683

Air

Freight

&

Logistics

—

0.4%

1,300

Expeditors

International

of

Washington,

Inc.

..........................

135,096

Airlines

—

0.9%

1,800

Copa

Holdings

SA,

Class

A(a)

........

149,706

3,300

United

Airlines

Holdings,

Inc.(a)

.......

124,410

274,116

Automobiles

—

0.5%

3,650

Harley-Davidson,

Inc.

...............

151,840

Banks

—

8.1%

3,703

Bank

OZK

.......................

148,342

5,350

First

Hawaiian,

Inc.

................

139,314

12,450

FNB

Corp.

......................

162,473

10,150

Huntington

Bancshares,

Inc.

..........

143,115

8,100

JPMorgan

Chase

&

Co.

.............

1,086,210

6,400

Regions

Financial

Corp.

.............

137,984

11,550

U.S.

Bancorp

.....................

503,696

7,350

Umpqua

Holdings

Corp.

.............

131,197

1,800

Webster

Financial

Corp.

.............

85,212

2,537,543

Biotechnology

—

7.0%

2,650

AbbVie,

Inc.

.....................

428,266

1,250

Amgen,

Inc.

......................

328,300

7,050

Gilead

Sciences,

Inc.

...............

605,243

700

Regeneron

Pharmaceuticals,

Inc.(a)

.....

505,043

1,150

Vertex

Pharmaceuticals,

Inc.(a)

........

332,097

2,198,949

Capital

Markets

—

5.8%

1,150

Affiliated

Managers

Group,

Inc.

.......

182,194

1,350

Ameriprise

Financial,

Inc.

............

420,349

4,500

Bank

of

New

York

Mellon

Corp.

(The)

...

204,840

1,100

Cboe

Global

Markets,

Inc.

...........

138,017

2,400

Interactive

Brokers

Group,

Inc.,

Class

A

..

173,640

650

LPL

Financial

Holdings,

Inc.

..........

140,511

4,700

Morgan

Stanley

...................

399,594

1,600

Raymond

James

Financial,

Inc.

........

170,960

1,830,105

Chemicals

—

0.5%

1,800

CF

Industries

Holdings,

Inc.

..........

153,360

Communications

Equipment

—

0.9%

5,800

Cisco

Systems,

Inc.

................

276,312

Construction

Materials

—

0.4%

1,050

Eagle

Materials,

Inc.

................

139,493

Shares

Fair

Value

COMMON

STOCKS

—

(continued)

Consumer

Finance

—

0.5%

1,500

Discover

Financial

Services

..........

$

146,745

Diversified

Consumer

Services

—

0.6%

Grand

Canyon

Education,

Inc.(a)

.......

42,264

3,700

H&R

Block,

Inc.

..................

135,087

177,351

Diversified

Financial

Services

—

1.4%

6,700

Apollo

Global

Management,

Inc.

.......

427,393

Diversified

Telecommunication

Services

—

2.0%

34,800

AT&T,

Inc.

......................

640,668

Electric

Utilities

—

2.6%

4,800

American

Electric

Power

Co.,

Inc.

......

455,760

4,450

NRG

Energy,

Inc.

..................

141,599

3,000

Southern

Co.

(The)

.................

214,230

811,589

Electronic

Equipment,

Instruments

&

Components

—

0.5%

2,350

Jabil,

Inc.

.......................

160,270

Entertainment

—

1.3%

2,900

Electronic

Arts,

Inc.

................

354,322

7,300

Playtika

Holding

Corp.(a)

............

62,123

416,445

Equity

Real

Estate

Investment

Trusts

(REITs)

—

5.5%

3,150

EPR

Properties

...................

118,818

2,450

Gaming

&

Leisure

Properties,

Inc.

......

127,621

2,500

Omega

Healthcare

Investors,

Inc.

.......

69,875

6,900

Realty

Income

Corp.

...............

437,667

3,750

Simon

Property

Group,

Inc.

..........

440,550

3,000

Spirit

Realty

Capital,

Inc.

............

119,790

12,750

VICI

Properties,

Inc.

...............

413,100

1,727,421

Food

&

Staples

Retailing

—

0.6%

3,950

Kroger

Co.

(The)

..................

176,091

Food

Products

—

4.0%

5,800

Archer-Daniels-Midland

Co.

..........

538,530

2,550

General

Mills,

Inc.

.................

213,817

12,250

Kraft

Heinz

Co.

(The)

...............

498,698

1,251,045

Health

Care

Providers

&

Services

—

7.5%

5,400

Centene

Corp.(a)

..................

442,854

1,200

Cigna

Corp.

......................

397,608

6,300

CVS

Health

Corp.

.................

587,097

924

Elevance

Health,

Inc.

...............

473,984

1,274

McKesson

Corp.

..................

477,903

2,379,446

Sterling

Capital

Behavioral

Large

Cap

Value

Equity

Fund

Schedule

of

Portfolio

Investments

—

(continued)

December

31,

2022

(Unaudited)

Continued

Shares

Fair

Value

COMMON

STOCKS

—

(continued)

Hotels,

Restaurants

&

Leisure

—

0.4%

2,600

Boyd

Gaming

Corp.

................

$

141,778

Independent

Power

and

Renewable

Electricity

Producers

—

0.5%

6,350

Vistra

Corp.

......................

147,320

Insurance

—

4.3%

2,150

Aflac,

Inc.

.......................

154,671

6,500

MetLife,

Inc.

.....................

470,405

4,400

Prudential

Financial,

Inc.

............

437,624

950

Reinsurance

Group

of

America,

Inc.

....

134,986

4,100

Unum

Group

.....................

168,223

1,365,909

IT

Services

—

3.0%

4,700

Fiserv,

Inc.(a)

.....................

475,029

3,350

International

Business

Machines

Corp.

..

471,982

947,011

Machinery

—

6.1%

1,000

Allison

Transmission

Holdings,

Inc.

.....

41,600

1,850

Cummins,

Inc.

....................

448,236

1,000

Deere

&

Co.

.....................

428,760

4,650

PACCAR,

Inc.

....................

460,210

1,450

Parker-Hannifin

Corp.

..............

421,950

550

Snap-on,

Inc.

.....................

125,670

1,926,426

Media

—

2.9%

5,900

Comcast

Corp.,

Class

A

.............

206,323

550

Fox

Corp.,

Class

A

.................

16,704

4,250

Fox

Corp.,

Class

B

.................

120,912

3,300

Liberty

Media

Corp-Liberty

SiriusXM,

Class

C(a)

.....................

129,129

894

Nexstar

Media

Group,

Inc.

...........

156,477

2,000

Omnicom

Group,

Inc.

...............

163,140

23,300

Sirius

XM

Holdings,

Inc.

............

136,072

928,757

Metals

&

Mining

—

2.4%

3,450

Nucor

Corp.

.....................

454,744

750

Reliance

Steel

&

Aluminum

Co.

.......

151,830

1,650

Steel

Dynamics,

Inc.

................

161,205

767,779

Mortgage

Real

Estate

Investment

Trusts

(REITs)

—

0.4%

11,400

AGNC

Investment

Corp.

.............

117,990

Multi-Utilities

—

1.7%

2,000

Consolidated

Edison,

Inc.

............

190,620

2,150

Sempra

Energy

...................

332,261

522,881

Oil,

Gas

&

Consumable

Fuels

—

9.6%

5,400

ConocoPhillips

...................

637,200

10,800

Exxon

Mobil

Corp.

................

1,191,240

Shares

Fair

Value

COMMON

STOCKS

—

(continued)

Oil,

Gas

&

Consumable

Fuels

—

(continued)

4,450

Marathon

Petroleum

Corp.

...........

$

517,935

600

Occidental

Petroleum

Corp.

..........

37,794

4,800

Phillips

.......................

499,584

1,100

Valero

Energy

Corp.

................

139,546

3,023,299

Personal

Products

—

0.5%

17,700

Coty,

Inc.,

Class

A(a)

...............

151,512

Pharmaceuticals

—

4.6%

9,300

Bristol-Myers

Squibb

Co.

............

669,135

6,400

Merck

&

Co.,

Inc.

.................

710,080

2,100

Royalty

Pharma

PLC,

Class

A

.........

82,992

1,462,207

Professional

Services

—

1.0%

1,400

Leidos

Holdings,

Inc.

...............

147,266

1,400

Science

Applications

International

Corp.

.

155,302

302,568

Semiconductors

&

Semiconductor

Equipment

—

2.7%

776

Broadcom,

Inc.

...................

433,885

5,950

Microchip

Technology,

Inc.

...........

417,987

851,872

Software

—

0.4%

6,100

Dropbox,

Inc.,

Class

A(a)

............

136,518

Specialty

Retail

—

3.2%

1,200

AutoNation,

Inc.(a)

................

128,760

AutoZone,

Inc.(a)

..................

431,582

1,250

Dick's

Sporting

Goods,

Inc.

...........

150,362

O'Reilly

Automotive,

Inc.(a)

..........

168,806

1,200

Penske

Automotive

Group,

Inc.

........

137,916

1,017,426

Thrifts

&

Mortgage

Finance

—

0.2%

5,700

MGIC

Investment

Corp.

.............

74,100

Tobacco

—

1.5%

10,600

Altria

Group,

Inc.

..................

484,526

Total

Common

Stocks

(Cost

$28,241,684)

...............

31,364,840

Sterling

Capital

Behavioral

Large

Cap

Value

Equity

Fund

Schedule

of

Portfolio

Investments

—

(continued)

December

31,

2022

(Unaudited)

Continued

Shares

Fair

Value

MONEY

MARKET

FUND

—

0.2%

64,595

Federated

Treasury

Obligations

Fund,

Institutional

Shares,

4.14%(b)

.......

$

64,595

Total

Money

Market

Fund

(Cost

$64,595)

..................

64,595

Total

Investments

—

99.7%

(Cost

$28,306,279)

............................

31,429,435

Net

Other

Assets

(Liabilities)

—

0.3%

...............

92,731

NET

ASSETS

—

100.0%

.......................

$

31,522,166

(a) Represents

non-income

producing

security.

(b) Represents

the

current

yield

as

of

report

date.

Sterling

Capital

Funds

Notes

to

Schedule

of

Portfolio

Investments

-

Sterling

Capital

Behavioral

Large

Cap

Value

Equity

Fund

December

31,

2022

(Unaudited)

1. Organization:

Sterling

Capital

Funds

(the

"Trust")

commenced

operations

on

October

5,

1992

and

is

registered

under

the

Investment

Company

Act

of

1940,

as

amended

("the

1940

Act"),

as

an

open-end

investment

company

established

as

a

Massachusetts

business

trust.

The

Trust

offers

shares

of

Sterling

Capital

Behavioral

Large

Cap

Value

Equity

Fund

(referred

to

as

a

"Fund").

The

Fund

is

a

"diversified"

fund

as

defined

in

the

1940

Act.

2. Significant

Accounting

Policies:

The

Fund

is

an

investment

company

and

accordingly

follows

the

investment

company

accounting

and

reporting

guidance

of

the

Financial

Accounting

Standards

Board

("FASB")

Accounting

Standard

Codification

Topic

946

Financial

Services-

Investment

Companies.

The

following

is

a

summary

of

significant

accounting

policies

followed

by

the

Fund.

The

policies

are

in

conformity

with

United

States

generally

accepted

accounting

principles

("U.S.

GAAP").

The

preparation

of

this

schedule

requires

management

to

make

estimates

and

assumptions

that

affect

the

reported

amounts

of

assets

and

liabilities

and

disclosure

of

contingent

assets

and

liabilities

at

the

date

of

the

schedule

and

the

reported

amount

of

income

and

expense

for

the

reporting

period.

Actual

result

could

differ

from

those

estimates.

Securities

Valuation

—

Investments

of

the

Fund

in

securities

traded

on

a

national

securities

exchange

or

in

the

over-the-

counter

market

are

valued

at

the

closing

price

on

the

principal

exchange

or

market

(including

the

NASDAQ

Closing

Price

for

securities

traded

on

NASDAQ),

typically

4:00

PM

ET

or,

absent

such

a

price,

by

reference

to

the

latest

available

bid

prices

in

the

principal

market

in

which

such

securities

are

normally

traded.

The

Fund

may

also

use

an

independent

pricing

service

approved

by

the

Board

of

Trustees

(the

"Board")

to

value

certain

securities,

including

the

use

of

electronic

and

matrix

techniques.

Investments

in

open-end

investment

companies

are

valued

at

their

respective

net

asset

values

as

reported

by

such

companies.

Investments

in

closed-end

investment

companies

and

exchange-traded

funds

are

valued

at

their

market

values

based

upon

the

latest

available

sale

price

or,

absent

such

a

price,

by

reference

to

the

latest

available

bid

prices

in

the

principal

market

in

which

such

securities

are

normally

traded.

The

differences

between

cost

and

fair

value

of

investments

are

reflected

as

either

unrealized

appreciation

or

depreciation.

Securities

for

which

market

quotations

are

not

readily

available

or

deemed

unreliable

(e.g.,

an

approved

pricing

service

does

not

provide

a

price,

a

furnished

price

is

in

error,

certain

stale

prices,

or

an

event

occurs

that

materially

affects

the

furnished

price)

will

be

fair

valued

in

accordance

with

procedures

established

in

good

faith

under

the

general

supervision

of

the

Board.

Fair

Value

Measurements

—

The

objective

of

a

fair

value

measurement

is

to

determine

the

price

that

would

be

received

to

sell

an

asset

or

paid

to

transfer

a

liability

in

an

orderly

transaction

between

market

participants

at

the

measurement

date

(an

exit

price).

Accordingly,

the

fair

value

hierarchy

gives

the

highest

priority

to

quoted

prices

(unadjusted)

in

active

markets

for

identical

assets

or

liabilities

(Level

1)

and

the

lowest

priority

to

unobservable

inputs

(Level

3).

The

three

levels

of

the

fair

value

hierarchy

are

described

as

follows:

Level

–

quoted

prices

in

active

markets

for

identical

securities

Level

–

based

on

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

prepayment

speeds,

credit

risk,

etc.)

Level

–

based

on

significant

unobservable

inputs

(including

a

Fund's

own

assumptions

in

determining

the

fair

value

of

investments)

Sterling

Capital

Funds

Notes

to

Schedule

of

Portfolio

Investments

-

Sterling

Capital

Behavioral

Large

Cap

Value

Equity

Fund

—

(continued)

December

31,

2022

(Unaudited)

The

inputs

or

methodology

used

for

valuing

securities

are

not

necessarily

an

indication

of

the

risk

associated

with

investing

in

those

securities.

During

the

period

ended

December

31,

2022

,

there

were

no

significant

changes

to

the

valuation

policies

and

procedures.

The

summary

of

inputs

used

to

determine

the

fair

value

of

the

Fund's

investments

as

of

December

31,

2022

is

as

follows:

Cash

and

Cash

Equivalents

—

The

Fund

considers

liquid

assets

deposited

with

a

bank,

and

certain

short

term

debt

instruments

with

original

maturities

of

three

months

or

less

to

be

cash

equivalents.

These

investments

represent

amounts

held

with

financial

institutions

that

are

readily

accessible

to

pay

Fund

expenses

or

investments.

The

Fund

may

invest

its

excess

cash

in

the

Federated

Treasury

Obligations

Fund

or

a

similar

money

market

fund

or

other

short-term

investment.

Forward

Foreign

Currency

Exchange

Contracts

—

The

Fund

may

enter

into

forward

foreign

currency

exchange

contracts

(foreign

currency

exchange

risk)

in

connection

with

planned

purchases

or

sales

of

securities

or

to

hedge

the

U.S.

dollar

value

of

Funds

securities

denominated

in

a

particular

currency.

A

foreign

currency

exchange

contract

is

an

agreement

between

two

parties

to

buy

and

sell

a

currency

at

a

set

exchange

rate

on

a

future

date.

The

Fund

can

be

exposed

to

risks

if

the

counterparties

to

the

contracts

are

unable

to

meet

the

terms

of

their

contracts

and

from

unanticipated

movements

in

the

value

of

a

foreign

currency

relative

to

the

U.S.

dollar.

In

the

event

of

default

by

the

counterparty

to

the

transaction,

the

Fund's

maximum

amount

of

loss,

as

either

the

buyer

or

seller,

is

the

unrealized

gain

of

the

contract.

The

forward

foreign

currency

exchange

contracts

are

adjusted

by

the

daily

exchange

rate

of

the

underlying

currency

and

any

gains

or

losses

are

recorded

for

purposes

of

this

schedule

as

unrealized

gains

or

losses

until

the

contract

settlement

date.

When

the

contract

is

closed,

the

Fund

records

a

realized

gain

(loss)

equal

to

the

difference

between

the

value

at

the

time

it

was

opened

and

the

value

at

the

time

it

was

closed.

Risks

Associated

with

Foreign

Securities

and

Currencies

—

Investments

in

securities

of

foreign

issuers

carry

certain

risks

not

ordinarily

associated

with

investments

in

securities

of

domestic

issuers.

Such

risks

include

future

political

and

economic

developments

and

the

possible

imposition

of

exchange

controls

or

other

foreign

governmental

laws

and

restrictions.

In

addition,

with

respect

to

certain

countries,

there

is

the

possibility

of

expropriation

of

assets,

confiscatory

taxation,

political

or

social

instability

or

diplomatic

developments

which

could

adversely

affect

investments

in

those

countries.

Certain

foreign

investments

may

also

be

subject

to

foreign

withholding

taxes.

When-Issued

and

Forward

Commitments

—

The

Fund

may

purchase

securities

on

a

"when-issued"

basis.

The

Fund

may

also

purchase

or

sell

securities

on

a

forward

commitment

basis.

The

Fund

records

when-issued

securities

on

the

trade

date

and

pledge

assets

with

a

value

at

least

equal

to

the

purchase

commitment

for

payment

of

the

securities

purchased.

The

value

of

the

securities

underlying

when-issued

or

forward

commitments

to

purchase

securities,

and

any

subsequent

fluctuation

in

their

value,

is

taken

into

account

when

determining

the

net

asset

value

of

the

Fund

commencing

with

the

date

the

Fund

agrees

to

purchase

the

securities.

The

Fund

does

not

accrue

interest

or

dividends

on

"when-issued"

securities

until

the

underlying

securities

are

received.

Level

1-

Quoted

Prices

Level

2-

Other

Significant

Observable

Inputs

Level

3-

Significant

Unobservable

Inputs

Total

Assets:

Investments

in

Securities

Sterling

Capital

Behavioral

Large

Cap

Value

Equity

Fund

...

$

31,429,435(a)

$

—

$

—

$

31,429,435

(a) Industries,

countries

or

security

types

are

disclosed

in

the

Schedule

of

Portfolio

Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Sterling Capital Funds

- **b. Investment Company Act file number:** 811-06719

- **c. CIK number of Registrant:** 0000889284

- **d. LEI of Registrant:** 54930017VPAACVI5ZX74

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

  - **Street Address 1:** 3605 Glenwood Avenue

  - **City:** Raleigh

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 27612

  - **Telephone number:** 800-228-1872

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

- **a. Name of Series:** Sterling Capital Behavioral Large Cap Value Equity Fund

- **b. EDGAR series identifier (if any):** S000003536

- **c. LEI of Series:** 5493008GELKJAG3YEH65

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-30

**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:** $31554284.99

**Total Liabilities:** $31975.48

**Net Assets:** $31522309.51

**Cash Not Reported:** $3.99

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009822 | 12.57%               | 5.45%                | -4.62%               |
| Class ID C000009819 | 12.73%               | 5.50%                | -4.57%               |
| Class ID C000199529 | 12.75%               | 5.52%                | -4.55%               |
| Class ID C000009820 | 12.68%               | 5.49%                | -4.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-632993.19              | $4152680.42                                |
| Month 2  | $67256.92                | $1618380.55                                |
| Month 3  | $367937.42               | $-1955886.58                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8100 | NS      | $1086210.00   | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                             | AutoNation Inc                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $128760.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                              | McKesson Corp                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1274 | NS      | $477902.88    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                  | Aflac Inc                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      2150 | NS      | $154671.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson Inc                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      3650 | NS      | $151840.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                     | Regions Financial Corp                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      6400 | NS      | $137984.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                        | VICI Properties Inc                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     12750 | NS      | $413100.00    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian Inc                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      5350 | NS      | $139314.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                  | Archer-Daniels-Midland Co                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      5800 | NS      | $538530.00    | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                    | Consolidated Edison Inc                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2000 | NS      | $190620.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                  | Jabil Inc                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2350 | NS      | $160270.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                         | Royalty Pharma PLC                         | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |      2100 | NS      | $82992.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati             | Science Applications International Corp    | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      1400 | NS      | $155302.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                 | Cigna Corp                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1200 | NS      | $397608.00    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties              | Gaming and Leisure Properties Inc          | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      2450 | NS      | $127620.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                 | Nucor Corp                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3450 | NS      | $454744.50    | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                | Penske Automotive Group Inc                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      1200 | NS      | $137916.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                  | Amgen Inc                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1250 | NS      | $328300.00    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                | Cummins Inc                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1850 | NS      | $448236.50    | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                 | Grand Canyon Education Inc                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       400 | NS      | $42264.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                       | Lockheed Martin Corp                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       900 | NS      | $437841.00    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                              | H&R Block Inc                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      3700 | NS      | $135087.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                      | General Dynamics Corp                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2200 | NS      | $545842.00    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                  | Dick's Sporting Goods Inc                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1250 | NS      | $150362.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc               | Apollo Global Management Inc               | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6700 | NS      | $427393.00    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      5800 | NS      | $276312.00    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                | Discover Financial Services                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1500 | NS      | $146745.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                 | AbbVie Inc                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2650 | NS      | $428266.50    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                               | Centene Corp                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      5400 | NS      | $442854.00    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                 | LPL Financial Holdings Inc                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       650 | NS      | $140510.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      6300 | NS      | $587097.00    | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                   | Fox Corp                                   | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      4250 | NS      | $120912.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                 | Vertex Pharmaceuticals Inc                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1150 | NS      | $332097.00    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR Properties                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      3150 | NS      | $118818.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                         | Kraft Heinz Co/The                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     12250 | NS      | $498697.50    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Sir             | Liberty Media Corp-Liberty SiriusXM        | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $129129.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                   | AT&T Inc                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     34800 | NS      | $640668.00    | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                 | Deere & Co                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1000 | NS      | $428760.00    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                | Snap-on Inc                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       550 | NS      | $125669.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa             | Expeditors International of Washington Inc | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1300 | NS      | $135096.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc              | Interactive Brokers Group Inc              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      2400 | NS      | $173640.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                           | Exxon Mobil Corp                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     10800 | NS      | $1191240.00   | 3.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                     | Webster Financial Corp                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      1800 | NS      | $85212.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                   | Simon Property Group Inc                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      3750 | NS      | $440550.00    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                 | CF Industries Holdings Inc                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1800 | NS      | $153360.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                       | MGIC Investment Corp                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      5700 | NS      | $74100.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc              | Affiliated Managers Group Inc              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1150 | NS      | $182194.50    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                             | NRG Energy Inc                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      4450 | NS      | $141599.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc              | Regeneron Pharmaceuticals Inc              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       700 | NS      | $505043.00    | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                       | AGNC Investment Corp                       | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     11400 | NS      | $117990.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                         | Realty Income Corp                         | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      6900 | NS      | $437667.00    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                | Dropbox Inc                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      6100 | NS      | $136518.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6400 | NS      | $710080.00    | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                            | Southern Co/The                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      3000 | NS      | $214230.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                | Raymond James Financial Inc                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1600 | NS      | $170960.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                         | Valero Energy Corp                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1100 | NS      | $139546.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                  | Occidental Petroleum Corp                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       600 | NS      | $37794.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings              | Allison Transmission Holdings Inc          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1000 | NS      | $41600.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                               | Comcast Corp                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      5900 | NS      | $206323.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                   | Ameriprise Financial Inc                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1350 | NS      | $420349.50    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                        | Gilead Sciences Inc                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      7050 | NS      | $605242.50    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co               | Reliance Steel & Aluminum Co               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       750 | NS      | $151830.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      4100 | NS      | $168223.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                              | Sempra Energy                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2150 | NS      | $332261.00    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                    | Marathon Petroleum Corp                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4450 | NS      | $517935.50    | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                        | International Business Machines Corp       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3350 | NS      | $471981.50    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH               | Huntington Bancshares Inc/OH               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     10150 | NS      | $143115.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc               | United Airlines Holdings Inc               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      3300 | NS      | $124410.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                          | General Mills Inc                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      2550 | NS      | $213817.50    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4700 | NS      | $399594.00    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                           | Boyd Gaming Corp                           | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2600 | NS      | $141778.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                   | Prudential Financial Inc                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      4400 | NS      | $437624.00    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      3703 | NS      | $148342.18    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                 | US Bancorp                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     11550 | NS      | $503695.50    | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                        | Elevance Health Inc                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       924 | NS      | $473984.28    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                 | Fiserv Inc                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      4700 | NS      | $475029.00    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                              | Kroger Co/The                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3950 | NS      | $176091.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                     | Sirius XM Holdings Inc                     | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     23300 | NS      | $136072.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1450 | NS      | $421950.00    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc             | American Electric Power Co Inc             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      4800 | NS      | $455760.00    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                          | Omnicom Group Inc                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2000 | NS      | $163140.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America I             | Reinsurance Group of America Inc           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       950 | NS      | $134985.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                  | Spirit Realty Capital Inc                  | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      3000 | NS      | $119790.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                               | Broadcom Inc                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       776 | NS      | $433884.88    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                   | Fox Corp                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       550 | NS      | $16703.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      5400 | NS      | $637200.00    | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                | Vistra Corp                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      6350 | NS      | $147320.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                         | Steel Dynamics Inc                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1650 | NS      | $161205.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                        | Eagle Materials Inc                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1050 | NS      | $139492.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Treasury Obligations Fund | Federated Hermes Treasury Obligations Fund | CUSIP: 60934N500<br>LEI: 254900WUIGYHOH89FC60 | Long             | STIV             | RF                | US        |     64595 | NS      | $64594.51     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                | Phillips 66                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      4800 | NS      | $499584.00    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                   | Microchip Technology Inc                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      5950 | NS      | $417987.50    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                | MetLife Inc                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      6500 | NS      | $470405.00    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc             | Omega Healthcare Investors Inc             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      2500 | NS      | $69875.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                           | Copa Holdings SA                           | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |      1800 | NS      | $149706.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T             | Bank of New York Mellon Corp/The           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4500 | NS      | $204840.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                    | Cboe Global Markets Inc                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1100 | NS      | $138017.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                | FNB Corp/PA                                | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     12450 | NS      | $162472.50    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                        | Leidos Holdings Inc                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1400 | NS      | $147266.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                    | Bristol-Myers Squibb Co                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9300 | NS      | $669135.00    | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                    | Nexstar Media Group Inc                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       894 | NS      | $156476.82    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                        | Electronic Arts Inc                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      2900 | NS      | $354322.00    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                      | Playtika Holding Corp                      | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | IL        |      7300 | NS      | $62123.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                           | Altria Group Inc                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     10600 | NS      | $484526.00    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                 | PACCAR Inc                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      4650 | NS      | $460210.50    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                   | Coty Inc                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     17700 | NS      | $151512.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                       | Umpqua Holdings Corp                       | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |      7350 | NS      | $131197.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                               | AutoZone Inc                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       175 | NS      | $431581.50    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                    | O'Reilly Automotive Inc                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       200 | NS      | $168806.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Sterling Capital Funds

**Signature:** Todd Miller

**Name of Signer:** Todd Miller

**Title:** Treasurer and Secretary