# EDGAR Filing Document

**Accession Number:** 0001605941
**File Stem:** 0001752724-25-153150
**Filing Date:** 2025-6
**Character Count:** 66473
**Document Hash:** e28b7c8a79cb62968a05e5199e0e0767
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-153150.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-153150

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20251031

**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:** 251068022

**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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $149212361.20

**Total Liabilities:** $4687577.83

**Net Assets:** $144524783.37

**Cash Not Reported:** $331000.32

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000143077 | -2.65%               | -4.85%               | -3.60%               |
| Class ID C000143080 | -2.62%               | -4.84%               | -3.70%               |
| Class ID C000143079 | -2.64%               | -4.78%               | -3.66%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $207610.35               | $-4685745.54                               |
| Month 2  | $2971.61                 | $-7720928.02                               |
| Month 3  | $-36771.72               | $-5480150.27                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Trinity Industries, Inc.                  | Trinity Industries, Inc.                                | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     65400 | NS      | $1641540.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.            | Lions Gate Entertainment Corp., Class B                 | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     22000 | NS      | $175560.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                 | Mirion Technologies, Inc., Class A                      | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      5000 | NS      | $78900.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                              | Viasat, Inc.                                            | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     14000 | NS      | $129780.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa SAB                        | Grupo Televisa SAB                                      | CUSIP: 40049J206<br>LEI: 549300O4AF0C816ILN62 | Long             | EC               | CORP              | MX        |    685000 | NS      | $1246700.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA, Inc.                               | TEGNA, Inc.                                             | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     66000 | NS      | $1071180.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion, Inc.                      | Garrett Motion, Inc.                                    | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     20000 | NS      | $184400.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Landis+Gyr Group AG                       | Landis+Gyr Group AG                                     | CUSIP: N/A<br>LEI: 529900PZYVAKCYSLFL19       | Long             | EC               | CORP              | CH        |      9500 | NS      | $608893.20    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| John B Sanfilippo & Son, Inc.             | John B Sanfilippo & Son, Inc.                           | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      5000 | NS      | $331350.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                    | Kyndryl Holdings, Inc.                                  | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     64000 | NS      | $2074880.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                       | Triumph Group, Inc.                                     | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     14500 | NS      | $368300.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                              | Gentex Corp.                                            | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     27000 | NS      | $588060.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                          | Timken Co. (The)                                        | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1000 | NS      | $64250.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE, Inc.                            | OPENLANE, Inc.                                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     20000 | NS      | $370200.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest, Inc.                        | WideOpenWest, Inc.                                      | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     32500 | NS      | $142350.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                      | Ingles Markets, Inc., Class A                           | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      2000 | NS      | $123380.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                  | Option Care Health, Inc.                                | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     17500 | NS      | $565425.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co. (The)                     | J M Smucker Co. (The)                                   | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     12500 | NS      | $1453375.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                | Winnebago Industries, Inc.                              | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3000 | NS      | $95460.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End, Inc.                          | Lands' End, Inc.                                        | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     10000 | NS      | $88800.00     | 0.06%             |  |  |  | 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        |     14700 | NS      | $2830779.00   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Live          | Liberty Media Corp.-Liberty Live, Class A               | CUSIP: 531229748<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $69980.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp.                  | Park-Ohio Holdings Corp.                                | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72000 | NS      | $1433520.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                             | Crane NXT Co.                                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       500 | NS      | $23460.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                | Moog, Inc., Class B                                     | CUSIP: 615394301<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     12900 | NS      | $2157525.00   | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Strattec Security Corp.                   | Strattec Security Corp.                                 | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |     42800 | NS      | $1426096.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                       | Option Care Health, Inc.                                | CUSIP: 68404L110<br>LEI: N/A                  | N/A              | DO               |  | US        |        11 | NS      | $4.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer SA                                | Embraer SA                                              | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      2000 | NS      | $91880.00     | 0.06%             |  |  |  | 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        |     40500 | NS      | $1759725.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp.                           | NCR Voyix Corp.                                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     13200 | NS      | $113124.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                             | Snap-on, Inc.                                           | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1300 | NS      | $407953.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings, Inc.            | Spectrum Brands Holdings, Inc.                          | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     34000 | NS      | $2145400.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.              | Mueller Water Products, Inc., Class A                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     13700 | NS      | $359488.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co. (The)                          | St Joe Co. (The)                                        | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     11000 | NS      | $465520.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure LP                    | XPLR Infrastructure LP                                  | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     21000 | NS      | $173040.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                | Seritage Growth Properties, Class A                     | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |     13500 | NS      | $39960.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Remy Cointreau SA                         | Remy Cointreau SA                                       | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |     10100 | NS      | $541654.10    | 0.37%             |  |  |  | No            |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings, Inc.      | Clear Channel Outdoor Holdings, Inc.                    | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |    560000 | NS      | $551152.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                  | Mueller Industries, Inc.                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     50200 | NS      | $3692712.00   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group, Inc.            | Commercial Vehicle Group, Inc.                          | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |     80000 | NS      | $76824.00     | 0.05%             |  |  |  | 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      | $934875.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale, Inc.                         | Hyster-Yale, Inc.                                       | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35600 | NS      | $1368108.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                              | ALLETE, Inc.                                            | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      9500 | NS      | $622155.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                 | Nexstar Media Group, Inc., Class A                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     10200 | NS      | $1526532.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                         | QuidelOrtho Corp.                                       | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     12500 | NS      | $347375.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                      | EW Scripps Co. (The), Class A                           | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     60000 | NS      | $120600.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                | GATX Corp.                                              | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     12900 | NS      | $1882884.00   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.            | Lions Gate Entertainment Corp., Class A                 | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     37000 | NS      | $328560.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                             | Griffon Corp.                                           | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      9100 | NS      | $619801.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                               | Terex Corp.                                             | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     13000 | NS      | $457600.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                  | Advance Auto Parts, Inc.                                | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     60000 | NS      | $1963200.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Greif, Inc.                               | Greif, Inc., Class A                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     19000 | NS      | $997120.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                            | Gentherm, Inc.                                          | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      6000 | NS      | $156060.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                     | Dentsply Sirona, Inc.                                   | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      7500 | NS      | $104250.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                   | National Beverage Corp.                                 | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     20000 | NS      | $888000.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Corus Entertainment, Inc.                 | Corus Entertainment, Inc., Class B                      | CUSIP: 220874101<br>LEI: 549300DVZFTUMM4M2O84 | Long             | EC               | CORP              | CA        |     85000 | NS      | $5857.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ollamani SAB                              | Ollamani SAB                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    130000 | NS      | $312098.11    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme, Inc.                        | Krispy Kreme, Inc.                                      | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14500 | NS      | $59450.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Algonquin Power & Utilities Corp.         | Algonquin Power & Utilities Corp.                       | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |    323000 | NS      | $1737740.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp.                  | Flushing Financial Corp.                                | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27000 | NS      | $323190.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                  | Sphere Entertainment Co.                                | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |     30000 | NS      | $817500.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Bio-Rad Laboratories, Inc.                | Bio-Rad Laboratories, Inc., Class A                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       300 | NS      | $73224.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                            | Huntsman Corp.                                          | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     17000 | NS      | $226270.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                    | Johnson Outdoors, Inc., Class A                         | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $1027350.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co. (The)                     | Gorman-Rupp Co. (The)                                   | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     13000 | NS      | $466180.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                               | Tennant Co.                                             | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      9300 | NS      | $671088.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                    | Freeport-McMoRan, Inc.                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     20000 | NS      | $720600.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                              | Mattel, Inc.                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     12900 | NS      | $204981.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                               | Monro, Inc.                                             | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62000 | NS      | $864280.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                           | Brunswick Corp.                                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     14000 | NS      | $644700.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co., Inc. (The)                 | Manitowoc Co., Inc. (The)                               | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     24000 | NS      | $189120.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                | Moog, Inc., Class A                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      9500 | NS      | $1588875.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| L B Foster Co.                            | L B Foster Co., Class A                                 | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |     42000 | NS      | $838740.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                   | Element Solutions, Inc.                                 | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     65900 | NS      | $1345019.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings, Inc.             | Atlanta Braves Holdings, Inc., Class C                  | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33000 | NS      | $1315380.00   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                           | Valvoline, Inc.                                         | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      7500 | NS      | $256950.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                       | Herc Holdings, Inc.                                     | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     18000 | NS      | $1969920.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                 | Fox Corp., Class B                                      | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     12000 | NS      | $554880.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.          | Telephone and Data Systems, Inc.                        | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $1124700.00   | 0.78%             |  |  |  | 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      | $41136.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.       | Teva Pharmaceutical Industries Ltd.                     | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     40000 | NS      | $620400.00    | 0.43%             |  |  |  | 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      | $222600.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR Corp.                                 | AAR Corp.                                               | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     21500 | NS      | $1149390.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                | Gogo, Inc.                                              | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     12900 | NS      | $97653.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)          | Hain Celestial Group, Inc. (The)                        | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     37200 | NS      | $113088.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telesat Corp.                             | Telesat Corp.                                           | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    114000 | NS      | $1763580.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair, Inc.                            | Sinclair, Inc.                                          | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170000 | NS      | $2448000.00   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                          | SouthState Corp.                                        | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      6000 | NS      | $520680.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                         | Knife River Corp.                                       | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $56028.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                | News Corp., Class B                                     | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     20000 | NS      | $628400.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                 | RPC, Inc.                                               | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104000 | NS      | $491920.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings, Inc.         | Spirit AeroSystems Holdings, Inc., Class A              | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $432000.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun, Inc.                            | Ducommun, Inc.                                          | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      4000 | NS      | $229280.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                   | Synovus Financial Corp.                                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     36000 | NS      | $1559520.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                           | Perrigo Co. plc                                         | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     40000 | NS      | $1028800.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix, Inc.                             | Anterix, Inc.                                           | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      2000 | NS      | $59700.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                              | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     10000 | NS      | $292600.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                | Dana, Inc.                                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    117000 | NS      | $1607580.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN PRIME VAR 12/50                 | JPMorgan Prime Money Market Fund, IM Shares             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   4006015 | NS      | $4006816.55   | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)          | Goodyear Tire & Rubber Co. (The)                        | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    140000 | NS      | $1523200.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Bros Co.                           | Farmer Bros Co.                                         | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |    100000 | NS      | $187000.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.               | Axalta Coating Systems Ltd.                             | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     22000 | NS      | $715000.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                  | Enerpac Tool Group Corp., Class A                       | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     21400 | NS      | $863918.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp.              | United States Cellular Corp.                            | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     30000 | NS      | $2059800.00   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                            | Tredegar Corp.                                          | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |    130000 | NS      | $1010100.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                        | Henry Schein, Inc.                                      | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      5000 | NS      | $324850.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co. (The)                         | Eastern Co. (The)                                       | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |     27000 | NS      | $566730.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Vivendi SE                                | Vivendi SE                                              | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |     50000 | NS      | $154860.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Matthews International Corp.              | Matthews International Corp., Class A                   | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     55000 | NS      | $1124750.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                        | A10 Networks, Inc.                                      | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     12000 | NS      | $197760.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                    | Myers Industries, Inc.                                  | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     60000 | NS      | $630000.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                           | Bunge Global SA                                         | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |      3500 | NS      | $275520.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                          | Paramount Global, Class B                               | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     11200 | NS      | $131488.00    | 0.09%             |  |  |  | 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      | $76480.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                         | Wynn Resorts Ltd.                                       | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      6800 | NS      | $546108.00    | 0.38%             |  |  |  | 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      | $168700.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                      | Ingersoll Rand, Inc.                                    | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     15200 | NS      | $1146536.00   | 0.79%             |  |  |  | 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      | $332100.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA, Inc.                          | Altice USA, Inc., Class A                               | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      3000 | NS      | $7440.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pineapple Energy, Inc.                    | Pineapple Energy, Inc., CVR                             | CUSIP: 203CVR014<br>LEI: N/A                  | Long             |  | CORP              | US        |      6250 | NS      | $4945.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                       | Option Care Health, Inc.                                | CUSIP: 68404L128<br>LEI: N/A                  | N/A              | DO               |  | US        |        11 | NS      | $3.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HB Fuller Co.                             | HB Fuller Co.                                           | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     10000 | NS      | $540400.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                 | Millrose Properties, Inc.                               | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4350 | NS      | $108924.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                       | Ampco-Pittsburgh Corp.                                  | CUSIP: 032037111<br>LEI: N/A                  | N/A              | DO               |  | US        |     30000 | NS      | $552.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                      | Calavo Growers, Inc.                                    | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36000 | NS      | $994320.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                            | EchoStar Corp., Class A                                 | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     35500 | NS      | $798040.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| INVESCO GOVT AND AGCY LEX                 | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |   4275199 | PA      | $4275199.25   | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                         | CNH Industrial NV                                       | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     31000 | NS      | $358670.00    | 0.25%             |  |  |  | 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        |      2800 | NS      | $688240.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc. (The)                   | Shyft Group, Inc. (The)                                 | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      1500 | NS      | $12690.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                          | AutoNation, Inc.                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $1131975.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                          | Paramount Global, Class A                               | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    124500 | NS      | $2821170.00   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                | Edgewell Personal Care Co.                              | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     27800 | NS      | $849290.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                             | Textron, Inc.                                           | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     28000 | NS      | $1970360.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.               | Caesars Entertainment, Inc.                             | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     55500 | NS      | $1501830.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                  | Modine Manufacturing Co.                                | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     24200 | NS      | $1975688.00   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                          | NCR Atleos Corp.                                        | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      6000 | NS      | $167520.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.        | Ryman Hospitality Properties, Inc.                      | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      3000 | NS      | $263850.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group plc                         | Ashtead Group plc                                       | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |      2300 | NS      | $122301.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND              | BLACKROCK LIQUIDITY FEDFUND OPEN-END FUND USD           | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    200000 | PA      | $200000.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                               | Graco, Inc.                                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2500 | NS      | $204025.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                              | Hexcel Corp.                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      9000 | NS      | $436230.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Maple Leaf Foods, Inc.                    | Maple Leaf Foods, Inc.                                  | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |     55000 | NS      | $1006564.63   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                 | ITT, Inc.                                               | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     12000 | NS      | $1644240.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                            | Iveco Group NV                                          | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | NL        |    150000 | NS      | $2379834.64   | 1.65%             |  |  |  | No            |                  2 | On Loan: —       |
| Madison Square Garden Entertainment Corp. | Madison Square Garden Entertainment Corp., Class A      | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19000 | NS      | $616360.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                        | AMC Networks, Inc., Class A                             | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     24050 | NS      | $153920.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                      | Evolent Health, Inc., Class A                           | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     35000 | NS      | $345100.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                | Golden Entertainment, Inc.                              | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     26000 | NS      | $668200.00    | 0.46%             |  |  |  | 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      | $423600.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                              | Arcosa, Inc.                                            | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      9500 | NS      | $760665.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous, Inc.                     | Nathan's Famous, Inc.                                   | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |     19500 | NS      | $1906125.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA        | Millicom International Cellular SA                      | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |     37500 | NS      | $1295250.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies, Inc.           | Core Molding Technologies, Inc.                         | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |     66000 | NS      | $1015080.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                | Village Super Market, Inc., Class A                     | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      8400 | NS      | $309540.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                       | Donaldson Co., Inc.                                     | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1000 | NS      | $65730.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.           | Affiliated Managers Group, Inc.                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1200 | NS      | $198756.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.              | Southwest Gas Holdings, Inc.                            | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     25000 | NS      | $1805250.00   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.           | Everus Construction Group, Inc.                         | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $24144.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc, Inc.                           | Twin Disc, Inc.                                         | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |    113000 | NS      | $829420.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                      | Park Aerospace Corp.                                    | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      3000 | NS      | $39210.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                     | Churchill Downs, Inc.                                   | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      4000 | NS      | $361640.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                          | Kennametal, Inc.                                        | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     19000 | NS      | $370120.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                            | Toro Co. (The)                                          | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      7500 | NS      | $512100.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                    | Astec Industries, Inc.                                  | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     66000 | NS      | $2391180.00   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                 | Crane Co.                                               | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     18500 | NS      | $2978130.00   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corp.                    | Ampco-Pittsburgh Corp.                                  | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90000 | NS      | $186300.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                              | Lennar Corp., Class B                                   | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      8700 | NS      | $899319.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                 | AZZ, Inc.                                               | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     27200 | NS      | $2359872.00   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| JCDecaux SE                               | JCDecaux SE                                             | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | EC               | CORP              | FR        |     38500 | NS      | $667741.44    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings, Inc.                  | Sirius XM Holdings, Inc.                                | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $642600.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| AES Corp. (The)                           | AES Corp. (The)                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     54000 | NS      | $540000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro, Inc.                               | Enpro, Inc.                                             | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      7200 | NS      | $1075680.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International, Inc.               | Innovex International, Inc.                             | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     59500 | NS      | $898450.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)              | Scotts Miracle-Gro Co. (The)                            | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     44000 | NS      | $2216720.00   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                           | Flowserve Corp.                                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     42000 | NS      | $1899660.00   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                  | Energizer Holdings, Inc.                                | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     67000 | NS      | $1811680.00   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                     | McCormick & Co., Inc. (Non-Voting)                      | CUSIP: 579780107<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2900 | NS      | $222401.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                     | National Fuel Gas Co.                                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     41000 | NS      | $3147980.00   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                       | Graham Holdings Co., Class B                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       800 | NS      | $736040.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                  | Valmont Industries, Inc.                                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      3600 | NS      | $1055592.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** 1290 Funds

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer