# EDGAR Filing Document

**Accession Number:** 0000802716
**File Stem:** 0001752724-23-041029
**Filing Date:** 2023-2
**Character Count:** 52803
**Document Hash:** 5acc3b5bbf60581f7fc864630f687e16
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041029.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041029

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VICTORY PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000802716
- **IRS NUMBER:** 316364605
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04852
- **FILM NUMBER:** 23670817

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 6144708000

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SOCIETY FUNDS
- **DATE OF NAME CHANGE:** 19940906

## Series and Classes Contracts Data

### Victory Integrity Small-Cap Value Fund (Series ID: S000046393)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000144977 | Class A      | VSCVX           |
| C000144978 | Class C      | MCVSX           |
| C000144979 | Class R      | MRVSX           |
| C000144980 | Class R6     | MVSSX           |
| C000144981 | Class Y      | VSVIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios

- **b. Investment Company Act file number:** 811-04852

- **c. CIK number of Registrant:** 0000802716

- **d. LEI of Registrant:** 549300V07N3HJP1EW330

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

  - **Street Address 1:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

  - **Telephone number:** 800-539-3863

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

- **a. Name of Series:** Victory Integrity Small-Cap Value Fund

- **b. EDGAR series identifier (if any):** S000046393

- **c. LEI of Series:** 5493000LV00VJ8XBPX24

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1484886584.69

**Total Liabilities:** $14250916.66

**Net Assets:** $1470635668.03

**Cash Not Reported:** $14684340.96

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144980 | 13.14%               | 6.02%                | -5.38%               |
| Class ID C000144977 | 13.12%               | 5.96%                | -5.41%               |
| Class ID C000144981 | 13.12%               | 6.02%                | -5.38%               |
| Class ID C000144978 | 13.01%               | 5.93%                | -5.52%               |
| Class ID C000144979 | 13.09%               | 5.95%                | -5.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6082999.75              | $170323487.29                              |
| Month 2  | $8150572.37              | $79435064.74                               |
| Month 3  | $12435053.33             | $-100473812.27                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LADDER CAPITAL CORP                            | LADDER CAPITAL CORP                   | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    788000 | NS      | $7911520.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                | O I GLASS INC                         | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    680200 | NS      | $11270914.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                        | PHYSICIANS REALTY TRUST               | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    705000 | NS      | $10201350.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                     | CURTISS WRIGHT CORP                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     69066 | NS      | $11533331.34  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                     | NORTHWEST BANCSHARES INC              | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    731000 | NS      | $10219380.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                 | GREENBRIER COS INC THE                | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    233153 | NS      | $7817620.09   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                         | BWX TECHNOLOGIES INC                  | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |    192100 | NS      | $11157168.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORPORATION                         | SOUTHSTATE CORP                       | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    258400 | NS      | $19731424.00  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION       | STEWART INFORMATION SERVICES          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     90600 | NS      | $3871338.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                    | CROCS INC                             | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     84900 | NS      | $9205707.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                        | SIGNET JEWELERS LTD                   | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |    177300 | NS      | $12056400.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                       | NORTHWESTERN CORP                     | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |    187700 | NS      | $11138118.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                          | BRUNSWICK CORP                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     95133 | NS      | $6857186.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                          | BLOOMIN BRANDS INC                    | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    584169 | NS      | $11753480.28  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COMPANIES, INC.                      | PATTERSON COS INC                     | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    353000 | NS      | $9894590.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                   | UNITED COMMUNITY BANKS INC GA         | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    536000 | NS      | $18116800.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                       | FB FINANCIAL CORP                     | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    305000 | NS      | $11022700.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINERA CORPORATION                           | INFINERA CORP                         | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |   1770089 | NS      | $11930399.86  | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF HAWAII CORPORATION                     | BANK OF HAWAII CORP                   | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |    166900 | NS      | $12944764.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                   | ALLETE INC                            | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |    193800 | NS      | $12502038.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR, INC.                               | FORMFACTOR INC                        | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    370000 | NS      | $8225100.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                   | LIVANOVA PLC                          | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |    215400 | NS      | $11963316.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                 | AMERIS BANCORP                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    350000 | NS      | $16499000.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORPORATION                               | ESAB CORP                             | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |    195700 | NS      | $9182244.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND           | HSBC US GOVT MMKT-I                   | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2861694 | NS      | $2861694.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE, INC.                                  | MAGNITE INC                           | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |    567700 | NS      | $6011943.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                  | ASBURY AUTOMOTIVE GROUP INC           | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     64100 | NS      | $11489925.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION, INC.                          | GRAY TELEVISION INC                   | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    613065 | NS      | $6860197.35   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC.                            | THE ANDERSONS INC                     | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    246000 | NS      | $8607540.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING, INC.                           | FTI CONSULTING INC                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     67700 | NS      | $10750760.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD.                          | ASSURED GUARANTY LTD                  | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    163700 | NS      | $10191962.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.        | ESSENTIAL PROPERTIES REALTY TRUST INC | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    515800 | NS      | $12105826.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                        | HAEMONETICS CORP                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |    111800 | NS      | $8793070.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                        | BLACK HILLS CORP                      | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    208500 | NS      | $14665890.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS, INC.               | VIRTUS INVESTMENT PARTNERS INC        | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     46100 | NS      | $8825384.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.            | DAVE N BUSTERS                        | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |    190080 | NS      | $6736435.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                         | ESCO TECHNOLOGIES INC                 | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |    109200 | NS      | $9559368.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                   | MACY S INC                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    483700 | NS      | $9988405.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, INC.                | HUDSON PACIFIC PROPERTIES INC         | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    573545 | NS      | $5580592.85   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                | HUB GROUP INC CL A                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151450 | NS      | $12038760.50  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                           | SCORPIO TANKERS INC                   | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |    144300 | NS      | $7759011.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST, INC.                | BLACKSTONE MORTGAGE TRUST INC         | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    490000 | NS      | $10373300.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                  | PROGRESS SOFTWARE CORPORATION         | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |    193600 | NS      | $9767120.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER, INC.                           | LIGHT WONDER INC                      | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |    181200 | NS      | $10618320.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE, INC.                                 | NUVASIVE INC                          | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |    244300 | NS      | $10074932.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.              | PRESTIGE CONSUMER HEALTHCARE INC      | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145100 | NS      | $9083260.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION          | ATLANTIC UNION BANKSHARES             | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    380000 | NS      | $13353200.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                              | EMCOR GROUP INC                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     83400 | NS      | $12352374.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                   | TENET HEALTHCARE CORP                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    263153 | NS      | $12839234.87  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TIMKEN COMPANY                             | TIMKEN CO                             | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |    124400 | NS      | $8791348.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                     | UNITED NATURAL FOODS INC              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    206600 | NS      | $7997486.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY              | PORTLAND GENERAL ELECTRIC CO          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    255000 | NS      | $12495000.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA, INC.                                     | SAIA INC                              | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     55950 | NS      | $11731596.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORPORATION       | MARRIOTT VACATIONS WORLDWIDE CORP     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     76046 | NS      | $10235031.14  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                      | PVH CORP                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    164200 | NS      | $11590878.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP, INC.                  | PACIFIC PREMIER BANCORP INC           | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    460000 | NS      | $14517600.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, INC.                                      | IAA INC                               | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    238700 | NS      | $9548000.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                     | ATKORE INC                            | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     63000 | NS      | $7145460.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                     | MERITAGE CORPORATION                  | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    172800 | NS      | $15932160.00  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                             | SITE CENTERS CORP                     | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |   1041400 | NS      | $14225524.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                    | MGIC INVESTMENT CORP                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    805399 | NS      | $10470187.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                    | BELDEN INC                            | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |    167200 | NS      | $12021680.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARCUS CORPORATION                         | MARCUS CORP                           | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |    373000 | NS      | $5367470.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                      | COMMERCIAL METALS COMPANY             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    242200 | NS      | $11698260.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND | GLDMN SCHS FIN SQ GV-FST              | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2861694 | NS      | $2861694.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA, INC.                                   | ARCOSA INC                            | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     20470 | NS      | $1112339.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                    | KINSALE CAPITAL GROUP INC             | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     42200 | NS      | $11036144.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                        | SYNOVUS FINANCIAL CORP                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    480500 | NS      | $18042775.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC.                   | BROOKDALE SENIOR LIVING INC           | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |   1545840 | NS      | $4220143.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION                 | HERITAGE FINANCIAL CORP WA            | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143500 | NS      | $4396840.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                      | AAR CORP                              | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |    247000 | NS      | $11090300.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                      | CENTURY COMMUNITIES INC               | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |    162000 | NS      | $8101620.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                            | SANMINA CORP                          | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    181800 | NS      | $10415322.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC.                             | CONSOL ENERGY INC                     | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |    223000 | NS      | $14495000.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING, INC.                | DIAMOND OFFSHORE DRILLING INC         | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |    844600 | NS      | $8783840.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                           | UFP INDUSTRIES INC                    | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    133400 | NS      | $10571950.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORPORATION                              | KIRBY CORP                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |    141587 | NS      | $9111123.45   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORPORATION                             | AVIENT CORP                           | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    370400 | NS      | $12504704.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                          | MGP INGREDIENTS INC                   | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     64200 | NS      | $6829596.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC.                        | CACI INTERNATIONAL INC CLASS A        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     42500 | NS      | $12775075.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS, CO.                            | CRANE HOLDINGS CO                     | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    131320 | NS      | $13191094.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.              | HANOVER INSURANCE GROUP INC           | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     54400 | NS      | $7351072.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                       | WERNER ENTERPRISES INC                | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    236565 | NS      | $9524106.90   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                    | WABASH NATIONAL CORP                  | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    455300 | NS      | $10289780.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF GOVERNMENT-INST                 | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2861694 | NS      | $2861694.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC.                              | GREEN PLAINS INC                      | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    373800 | NS      | $11400900.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                            | STEVEN MADDEN LTD                     | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    293300 | NS      | $9373868.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                       | BANC OF CALIFORNIA INC                | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    607000 | NS      | $9669510.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                           | LXP INDUSTRIAL TRUST                  | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |   1307700 | NS      | $13103154.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS, INC.                        | CINEMARK HOLDINGS INC                 | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    646778 | NS      | $5601097.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL, INC.                          | STAG INDUSTRIAL INC                   | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    472500 | NS      | $15266475.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS, INC.                 | SUNSTONE HOTEL INVESTORS INC          | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    628700 | NS      | $6073242.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA, INC.                                | PRIMERICA INC                         | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     55900 | NS      | $7927738.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                   | CACTUS INC                            | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |    301400 | NS      | $15148364.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                 | IRONWOOD PHARMACEUTICALS INC          | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    897950 | NS      | $11125600.50  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC.                            | VERINT SYSTEMS INC                    | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |    291400 | NS      | $10571992.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS, INC.                            | CLEAN HARBORS INC                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     93000 | NS      | $10613160.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                  | THE SIMPLY GOOD FOODS CO              | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257678 | NS      | $9799494.34   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC.                        | MAXAR TECHNOLOGIES INC                | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |    275000 | NS      | $14228500.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                      | ALEXANDER BALDWIN INC                 | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    401400 | NS      | $7518222.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                    | INTERNATIONAL SEAWAYS INC             | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |    180500 | NS      | $6682110.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO          | INVESCO GVT & AGNCY-INST              | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2861694 | NS      | $2861694.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                     | AXCELIS TECHNOLOGIES INC              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    111400 | NS      | $8840704.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                   | ENCOMPASS HEALTH CORP                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    173300 | NS      | $10365073.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION              | HORACE MANN EDUCATORS                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    206500 | NS      | $7716905.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                        | CIVITAS RESOURCES INC                 | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |    204300 | NS      | $11835099.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                        | VALLEY NATIONAL BANCORP               | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |   1713200 | NS      | $19376292.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                    | BRINKER INTERNATIONAL INC             | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    249124 | NS      | $7949546.84   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                 | SUPERNUS PHARMACEUTICALS INC          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    343235 | NS      | $12243192.45  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                            | SYLVAMO CORP                          | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    242200 | NS      | $11768498.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                     | FEDERAL SIGNAL CORP                   | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    237700 | NS      | $11045919.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                   | SABRA HEALTH CARE REIT INC            | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    848000 | NS      | $10540640.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER, INC.                              | FOOT LOCKER INC                       | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    300800 | NS      | $11367232.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP.                                      | RLI CORP                              | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     68100 | NS      | $8939487.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES, INC.                    | PROSPERITY BANCSHARES INC             | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198500 | NS      | $14426980.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                         | ENPRO INDUSTRIES INC                  | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |    103738 | NS      | $11275283.22  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN HOLDINGS, INC.                        | HAWAIIAN HOLDINGS INC                 | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |    608700 | NS      | $6245262.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.         | ARTISAN PARTNERS ASSET MA A           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    324000 | NS      | $9622800.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                   | PLEXUS CORP                           | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |    117400 | NS      | $12083982.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                            | DIODES INC                            | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    106400 | NS      | $8101296.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDY SPRING BANCORP, INC.                     | SANDY SPRING BANCORP                  | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    289800 | NS      | $10209654.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                         | FEDERATED HERMES INC                  | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    212800 | NS      | $7726768.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION            | SELECT MEDICAL HOLDINGS CORP          | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    310500 | NS      | $7709715.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC.                          | UNIVAR SOLUTIONS INC                  | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    285500 | NS      | $9078900.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                         | VEECO INSTRUMENTS INC                 | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    439000 | NS      | $8156620.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                    | FIRST MERCHANTS CORP                  | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    357200 | NS      | $14684492.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                 | LIONS GATE ENTERTAINMENT              | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |    805869 | NS      | $4375868.67   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP.                         | STIFEL FINANCIAL CORP                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    120500 | NS      | $7033585.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                           | CARETRUST REIT INC                    | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    510400 | NS      | $9483232.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                 | WINTRUST FINANCIAL CORP               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    120500 | NS      | $10184660.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                  | ADVANSIX INC                          | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |    253300 | NS      | $9630466.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                  | FIRST BANCORP                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219120 | NS      | $9387100.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                        | Veris Residential Inc                 | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    474300 | NS      | $7555599.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY         | PERRIGO CO PLC                        | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |    258400 | NS      | $8808856.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.           | EASTERLY GOVERNMENT PROPERTIES INC    | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |    551000 | NS      | $7862770.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                    | BRIGHTHOUSE FINANCIAL INC             | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    134029 | NS      | $6871666.83   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                       | ATI INC                               | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    304000 | NS      | $9077440.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES, INC.                  | SUMMIT HOTEL PROPERTIES INC           | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |   1120000 | NS      | $8086400.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                | DIAMONDROCK HOSPITALITY CO            | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |   1100000 | NS      | $9009000.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                            | VISTEON CORP                          | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |    105700 | NS      | $13828731.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS, INC.                                  | ONE GAS INC                           | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |    167300 | NS      | $12667956.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO.                        | VICTORIA S SECRET CO                  | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    226000 | NS      | $8086280.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC.                                      | COTY INC CL A                         | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |   1649500 | NS      | $14119720.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORPORATION                       | CHORD ENERGY CORP                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     69000 | NS      | $9439890.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                  | HARMONIC INC                          | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    745800 | NS      | $9769980.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                      | WESCO INTERNATIONAL                   | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     78000 | NS      | $9765600.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Victory Portfolios

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer