# EDGAR Filing Document

**Accession Number:** 0000889284
**File Stem:** 0001752724-23-046758
**Filing Date:** 2023-2
**Character Count:** 113537
**Document Hash:** 2f4bce60d612070c3c33f936a59694d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046758.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046758

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06719
- **FILM NUMBER:** 23683011

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

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

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

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

## Series and Classes Contracts Data

### Sterling Capital Behavioral Small Cap Value Equity Fund (Series ID: S000012930)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000034900 | INSTITUTIONAL SHARES | SPSCX           |
| C000084353 | Class A              | SPSAX           |
| C000084355 | Class C              | SPSDX           |
| C000199534 | Class R6             | STRBX           |

## Nport-Ex

Sterling

Capital

Behavioral

Small

Cap

Value

Equity

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

See

accompanying

Notes

to

the

Schedule

of

Portfolio

Investments.

Shares

Fair

Value

COMMON

STOCKS

—

97.0%

Aerospace

&

Defense

—

0.2%

4,749

Textron,

Inc.

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

$

336,229

Air

Freight

&

Logistics

—

1.2%

22,810

Air

Transport

Services

Group,

Inc.(a)

....

592,604

3,960

Forward

Air

Corp.

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

415,364

9,080

Hub

Group,

Inc.,

Class

A(a)

..........

721,769

1,729,737

Airlines

—

0.9%

10,321

Alaska

Air

Group,

Inc.(a)

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

443,184

5,657

Copa

Holdings

SA,

Class

A(a)

........

470,492

10,820

United

Airlines

Holdings,

Inc.(a)

.......

407,914

1,321,590

Automobiles

—

0.4%

13,315

Harley-Davidson,

Inc.

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

553,904

Banks

—

16.1%

11,193

1st

Source

Corp.

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

594,236

20,072

Amalgamated

Financial

Corp.

.........

462,459

16,990

Ameris

Bancorp

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

800,909

38,161

Associated

Banc-Corp

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

881,137

11,450

Bank

of

NT

Butterfield

&

Son,

Ltd.

(The)

341,325

19,221

Bank

OZK

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

769,993

21,617

BankUnited,

Inc.

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

734,329

42,269

Brookline

Bancorp,

Inc.

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

598,106

20,039

Cathay

General

Bancorp

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

817,391

12,872

Community

Trust

Bancorp,

Inc.

........

591,211

21,091

ConnectOne

Bancorp,

Inc.

...........

510,613

37,289

CrossFirst

Bankshares,

Inc.(a)

.........

462,756

17,117

Dime

Community

Bancshares,

Inc.

.....

544,834

13,081

Enterprise

Financial

Services

Corp.

.....

640,446

14,050

Equity

Bancshares,

Inc.,

Class

A

.......

459,014

62,722

First

BanCorp

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

797,824

16,180

First

Bancshares,

Inc.

(The)

...........

517,922

10,622

First

Financial

Corp.

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

489,462

23,974

Flushing

Financial

Corp.

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

464,616

38,943

FNB

Corp.

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

508,206

47,494

Fulton

Financial

Corp.

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

799,324

8,171

Great

Southern

Bancorp,

Inc.

.........

486,093

19,978

Hancock

Whitney

Corp.

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

966,735

28,767

Hanmi

Financial

Corp.

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

711,983

20,854

Independent

Bank

Corp.

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

498,828

8,368

Mercantile

Bank

Corp.

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

280,161

19,019

Midland

States

Bancorp,

Inc.

.........

506,286

26,781

OFG

Bancorp

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

738,084

14,342

Old

Second

Bancorp,

Inc.

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

230,046

16,057

Peapack-Gladstone

Financial

Corp.

.....

597,642

7,747

Preferred

Bank

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

578,081

20,216

RBB

Bancorp

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

421,504

16,950

S&T

Bancorp,

Inc.

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

579,351

16,036

South

Plains

Financial,

Inc.

...........

441,471

19,182

Synovus

Financial

Corp.

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

720,284

89,440

Valley

National

Bancorp

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

1,011,566

20,828

Washington

Federal,

Inc.

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

698,779

Shares

Fair

Value

COMMON

STOCKS

—

(continued)

Banks

—

(continued)

5,080

Wintrust

Financial

Corp.

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

$

429,362

22,682,369

Building

Products

—

1.3%

9,224

Owens

Corning

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

786,807

21,290

Quanex

Building

Products

Corp.

.......

504,147

7,253

UFP

Industries,

Inc.

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

574,801

1,865,755

Capital

Markets

—

0.7%

11,740

Jefferies

Financial

Group,

Inc.

.........

402,447

6,260

StoneX

Group,

Inc.(a)

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

596,578

999,025

Chemicals

—

0.6%

5,660

CF

Industries

Holdings,

Inc.

..........

482,232

26,342

LSB

Industries,

Inc.(a)

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

350,349

832,581

Commercial

Services

&

Supplies

—

1.3%

81,906

GEO

Group,

Inc.

(The)(a)

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

896,871

16,677

Heritage-Crystal

Clean,

Inc.(a)

........

541,669

12,150

SP

Plus

Corp.(a)

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

421,848

1,860,388

Communications

Equipment

—

0.3%

11,032

NetScout

Systems,

Inc.(a)

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

358,650

Construction

&

Engineering

—

0.4%

17,459

Sterling

Infrastructure,

Inc.(a)

.........

572,655

Construction

Materials

—

0.3%

3,130

Eagle

Materials,

Inc.

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

415,821

Consumer

Finance

—

1.4%

18,284

Enova

International,

Inc.(a)

...........

701,557

39,854

Navient

Corp.

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

655,598

6,350

Nelnet,

Inc.,

Class

A

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

576,263

1,933,418

Diversified

Consumer

Services

—

1.3%

45,660

ADT,

Inc.

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

414,136

12,638

H&R

Block,

Inc.

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

461,414

47,980

Perdoceo

Education

Corp.(a)

..........

666,922

9,362

Stride,

Inc.(a)

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

292,843

1,835,315

Diversified

Financial

Services

—

1.0%

18,079

A-Mark

Precious

Metals,

Inc.

.........

627,884

21,300

Jackson

Financial,

Inc.,

Class

A

........

741,027

1,368,911

Diversified

Telecommunication

Services

—

0.6%

10,400

ATN

International,

Inc.

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

471,224

28,673

EchoStar

Corp.,

Class

A(a)

...........

478,266

949,490

Sterling

Capital

Behavioral

Small

Cap

Value

Equity

Fund

Schedule

of

Portfolio

Investments

—

(continued)

December

31,

2022

(Unaudited)

Continued

Shares

Fair

Value

COMMON

STOCKS

—

(continued)

Electric

Utilities

—

3.0%

14,890

ALLETE,

Inc.

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

$

960,554

12,652

OGE

Energy

Corp.

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

500,387

14,276

Otter

Tail

Corp.

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

838,144

6,680

Pinnacle

West

Capital

Corp.

..........

507,947

10,250

PNM

Resources,

Inc.

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

500,097

19,560

Portland

General

Electric

Co.

.........

958,440

4,265,569

Electrical

Equipment

—

1.4%

4,684

Atkore,

Inc.(a)

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

531,259

6,280

Encore

Wire

Corp.

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

863,877

25,880

Thermon

Group

Holdings,

Inc.(a)

......

519,671

1,914,807

Electronic

Equipment,

Instruments

&

Components

—

2.7%

16,396

CTS

Corp.

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

646,330

6,579

Jabil,

Inc.

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

448,688

18,443

Sanmina

Corp.(a)

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

1,056,599

48,110

TTM

Technologies,

Inc.(a)

...........

725,499

39,854

Vishay

Intertechnology,

Inc.

..........

859,651

3,736,767

Energy

Equipment

&

Services

—

0.5%

4,554

Nabors

Industries,

Ltd.(a)

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

705,278

Entertainment

—

0.3%

31,206

Marcus

Corp.

(The)

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

449,054

Equity

Real

Estate

Investment

Trusts

(REITs)

—

8.5%

30,200

Alexander

&

Baldwin,

Inc.

...........

565,646

54,819

Apple

Hospitality

REIT,

Inc.

..........

865,044

38,050

Chatham

Lodging

Trust

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

466,873

76,303

DiamondRock

Hospitality

Co.

.........

624,922

11,013

EPR

Properties

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

415,410

34,784

Essential

Properties

Realty

Trust,

Inc.

...

816,380

20,108

Getty

Realty

Corp.

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

680,656

26,846

InvenTrust

Properties

Corp.

..........

635,445

10,713

Kilroy

Realty

Corp.

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

414,272

43,494

Kimco

Realty

Corp.

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

921,203

15,940

LTC

Properties,

Inc.

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

566,348

36,038

Medical

Properties

Trust,

Inc.

.........

401,463

14,670

Omega

Healthcare

Investors,

Inc.

.......

410,027

54,967

Piedmont

Office

Realty

Trust,

Inc.,

Class

A

504,047

18,555

PotlatchDeltic

Corp.

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

816,234

59,313

Sabra

Health

Care

REIT,

Inc.

.........

737,261

33,700

SITE

Centers

Corp.

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

460,342

104,789

Uniti

Group,

Inc.

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

579,483

27,210

VICI

Properties,

Inc.

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

881,604

11,762,660

Food

&

Staples

Retailing

—

0.9%

2,017

Casey's

General

Stores,

Inc.

..........

452,514

26,979

Sprouts

Farmers

Market,

Inc.(a)

.......

873,310

1,325,824

Shares

Fair

Value

COMMON

STOCKS

—

(continued)

Food

Products

—

1.2%

12,020

Calavo

Growers,

Inc.

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

$

353,388

7,604

Cal-Maine

Foods,

Inc.

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

414,038

19,440

Fresh

Del

Monte

Produce,

Inc.

........

509,133

18,104

Pilgrim's

Pride

Corp.(a)

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

429,608

1,706,167

Gas

Utilities

—

0.4%

8,860

National

Fuel

Gas

Co.

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

560,838

ONE

Gas,

Inc.

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

35,740

596,578

Health

Care

Equipment

&

Supplies

—

1.4%

22,381

Avanos

Medical,

Inc.(a)

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

605,630

7,840

Lantheus

Holdings,

Inc.(a)

...........

399,526

23,279

Orthofix

Medical,

Inc.(a)

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

477,918

5,718

QuidelOrtho

Corp.(a)

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

489,861

1,972,935

Health

Care

Providers

&

Services

—

3.7%

33,044

AdaptHealth

Corp.(a)

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

635,106

5,333

Addus

HomeCare

Corp.(a)

...........

530,580

4,983

AMN

Healthcare

Services,

Inc.(a)

......

512,352

18,780

Cross

Country

Healthcare,

Inc.(a)

......

498,985

5,740

Ensign

Group,

Inc.

(The)

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

543,061

13,236

Fulgent

Genetics,

Inc.(a)

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

394,168

6,414

Henry

Schein,

Inc.(a)

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

512,286

1,812

Molina

Healthcare,

Inc.(a)

...........

598,359

11,870

Premier,

Inc.,

Class

A

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

415,213

4,025

Universal

Health

Services,

Inc.,

Class

B

..

567,082

5,207,192

Health

Care

Technology

—

1.1%

38,990

Allscripts

Healthcare

Solutions,

Inc.(a)

..

687,784

6,737

Computer

Programs

&

Systems,

Inc.(a)

..

183,381

24,561

HealthStream,

Inc.(a)

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

610,095

1,481,260

Hotels,

Restaurants

&

Leisure

—

0.9%

16,840

Chuy's

Holdings,

Inc.(a)

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

476,572

5,320

Monarch

Casino

&

Resort,

Inc.(a)

......

409,055

26,860

Target

Hospitality

Corp.(a)

...........

406,660

1,292,287

Household

Durables

—

0.4%

21,444

Ethan

Allen

Interiors,

Inc.

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

566,551

Independent

Power

and

Renewable

Electricity

Producers

—

0.3%

18,609

Vistra

Corp.

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

431,729

Insurance

—

4.2%

30,700

Ambac

Financial

Group,

Inc.(a)

........

535,408

19,315

American

Equity

Investment

Life

Holding

Co.

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

881,150

10,205

Assured

Guaranty,

Ltd.

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

635,363

9,214

Axis

Capital

Holdings,

Ltd.

...........

499,122

34,954

CNO

Financial

Group,

Inc.

...........

798,699

Sterling

Capital

Behavioral

Small

Cap

Value

Equity

Fund

Schedule

of

Portfolio

Investments

—

(continued)

December

31,

2022

(Unaudited)

Continued

Shares

Fair

Value

COMMON

STOCKS

—

(continued)

Insurance

—

(continued)

184,280

Genworth

Financial,

Inc.,

Class

A(a)

....

$

974,841

20,158

Old

Republic

International

Corp.

.......

486,816

3,347

RenaissanceRe

Holdings,

Ltd.

.........

616,618

12,814

Unum

Group

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

525,759

5,953,776

Interactive

Media

&

Services

—

0.5%

37,680

Cars.com,

Inc.(a)

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

518,854

3,040

Ziff

Davis,

Inc.(a)

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

240,464

759,318

IT

Services

—

0.3%

21,657

Hackett

Group,

Inc.

(The)

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

441,153

Life

Sciences

Tools

&

Services

—

0.4%

51,241

AbCellera

Biologics,

Inc.(a)

..........

519,071

Machinery

—

1.1%

11,210

Mueller

Industries,

Inc.

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

661,390

30,990

Titan

International,

Inc.(a)

...........

474,767

18,210

Wabash

National

Corp.

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

411,546

1,547,703

Marine

—

0.4%

10,526

Eagle

Bulk

Shipping,

Inc.

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

525,668

Media

—

1.0%

10,650

Liberty

Media

Corp-Liberty

SiriusXM,

Class

A(a)

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

418,652

3,243

Nexstar

Media

Group,

Inc.

...........

567,622

27,920

Sinclair

Broadcast

Group,

Inc.,

Class

A

..

433,039

1,419,313

Metals

&

Mining

—

2.6%

2,850

Alpha

Metallurgical

Resources,

Inc.

.....

417,212

20,570

Commercial

Metals

Co.

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

993,531

1,130

Reliance

Steel

&

Aluminum

Co.

.......

228,757

5,808

Steel

Dynamics,

Inc.

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

567,442

70,761

SunCoke

Energy,

Inc.

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

610,667

24,670

Warrior

Met

Coal,

Inc.

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

854,569

3,672,178

Mortgage

Real

Estate

Investment

Trusts

(REITs)

—

2.0%

36,669

Blackstone

Mortgage

Trust,

Inc.,

Class

A

.

776,283

37,560

Claros

Mortgage

Trust,

Inc.

...........

552,507

38,540

Ellington

Financial,

Inc.

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

476,740

40,170

Franklin

BSP

Realty

Trust,

Inc.

........

518,193

36,975

Ready

Capital

Corp.

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

411,902

2,735,625

Multiline

Retail

—

1.2%

2,432

Dillard's,

Inc.,

Class

A

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

786,022

41,977

Macy's,

Inc.

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

866,825

1,652,847

Shares

Fair

Value

COMMON

STOCKS

—

(continued)

Multi-Utilities

—

1.2%

19,524

Avista

Corp.

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

$

865,694

14,555

NorthWestern

Corp.

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

863,694

1,729,388

Oil,

Gas

&

Consumable

Fuels

—

5.2%

2,960

Arch

Resources,

Inc.

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

422,658

32,790

Ardmore

Shipping

Corp.(a)

...........

472,504

3,999

Chesapeake

Energy

Corp.

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

377,386

5,981

CONSOL

Energy,

Inc.

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

388,765

12,396

CVR

Energy,

Inc.

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

388,491

13,874

Delek

U.S.

Holdings,

Inc.

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

374,598

32,611

Dorian

LPG,

Ltd.

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

617,978

7,540

DT

Midstream,

Inc.

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

416,660

15,950

FLEX

LNG,

Ltd.

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

521,406

7,135

HF

Sinclair

Corp.

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

370,235

19,860

Par

Pacific

Holdings,

Inc.(a)

..........

461,745

19,387

PBF

Energy,

Inc.,

Class

A

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

790,602

18,810

Peabody

Energy

Corp.(a)

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

496,960

13,140

Scorpio

Tankers,

Inc.

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

706,538

15,720

Teekay

Tankers,

Ltd.,

Class

A(a)

.......

484,333

7,290,859

Paper

&

Forest

Products

—

0.7%

12,504

Clearwater

Paper

Corp.(a)

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

472,776

11,027

Sylvamo

Corp.

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

535,802

1,008,578

Personal

Products

—

0.3%

3,600

Medifast,

Inc.

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

415,260

Pharmaceuticals

—

3.4%

28,568

Amphastar

Pharmaceuticals,

Inc.(a)

.....

800,475

22,457

Corcept

Therapeutics,

Inc.(a)

..........

456,102

7,430

Harmony

Biosciences

Holdings,

Inc.(a)

..

409,393

33,700

Innoviva,

Inc.(a)

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

446,525

3,012

Jazz

Pharmaceuticals

PLC(a)

.........

479,842

14,432

Prestige

Consumer

Healthcare,

Inc.(a)

...

903,443

22,605

Supernus

Pharmaceuticals,

Inc.(a)

......

806,320

39,869

Viatris,

Inc.

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

443,742

4,745,842

Professional

Services

—

0.4%

26,702

Resources

Connection,

Inc.

...........

490,783

Real

Estate

Management

&

Development

—

1.9%

59,540

Anywhere

Real

Estate,

Inc.(a)

.........

380,461

33,375

Cushman

&

Wakefield

PLC(a)

........

415,852

24,305

Forestar

Group,

Inc.(a)

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

374,540

6,739

Howard

Hughes

Corp.

(The)(a)

........

514,994

3,113

Jones

Lang

LaSalle,

Inc.(a)

...........

496,119

61,893

Newmark

Group,

Inc.,

Class

A

........

493,287

2,675,253

Road

&

Rail

—

1.3%

3,504

ArcBest

Corp.

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

245,420

21,808

Covenant

Logistics

Group,

Inc.

........

753,903

Sterling

Capital

Behavioral

Small

Cap

Value

Equity

Fund

Schedule

of

Portfolio

Investments

—

(continued)

December

31,

2022

(Unaudited)

Continued

Shares

Fair

Value

COMMON

STOCKS

—

(continued)

Road

&

Rail

—

(continued)

8,094

Knight-Swift

Transportation

Holdings,

Inc.

$

424,206

22,486

Marten

Transport,

Ltd.

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

444,773

1,868,302

Semiconductors

&

Semiconductor

Equipment

—

2.4%

50,621

Amkor

Technology,

Inc.

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

1,213,892

8,022

Axcelis

Technologies,

Inc.(a)

..........

636,626

35,210

Photronics,

Inc.(a)

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

592,584

26,808

Rambus,

Inc.(a)

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

960,262

3,403,364

Specialty

Retail

—

5.6%

19,279

Academy

Sports

&

Outdoors,

Inc.

......

1,012,919

3,084

AutoNation,

Inc.(a)

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

330,913

12,252

Buckle,

Inc.

(The)

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

555,628

88,176

Chico's

FAS,

Inc.(a)

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

433,826

4,540

Group

Automotive,

Inc.

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

818,880

17,765

Haverty

Furniture

Cos.,

Inc.

..........

531,174

6,860

Hibbett,

Inc.

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

467,989

2,432

Murphy

USA,

Inc.

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

679,841

16,648

ODP

Corp.

(The)(a)

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

758,150

3,938

Penske

Automotive

Group,

Inc.

........

452,594

11,950

Signet

Jewelers,

Ltd.

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

812,600

11,928

Sonic

Automotive,

Inc.,

Class

A

.......

587,693

8,685

TravelCenters

of

America,

Inc.(a)

......

388,914

7,831,121

Technology

Hardware,

Storage

&

Peripherals

—

0.0%

1,694

Pure

Storage,

Inc.,

Class

A(a)

.........

45,331

Textiles,

Apparel

&

Luxury

Goods

—

0.4%

5,336

Oxford

Industries,

Inc.

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

497,209

Thrifts

&

Mortgage

Finance

—

2.6%

20,600

Enact

Holdings,

Inc.

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

496,872

1,327

Essent

Group,

Ltd.

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

51,594

4,670

Federal

Agricultural

Mortgage

Corp.,

Class

C

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

526,356

30,478

MGIC

Investment

Corp.

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

396,214

27,999

NMI

Holdings,

Inc.,

Class

A(a)

........

585,179

2,140

PennyMac

Financial

Services,

Inc.

......

121,252

42,449

Radian

Group,

Inc.

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

809,503

16,292

TrustCo

Bank

Corp.

NY

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

612,416

3,599,386

Trading

Companies

&

Distributors

—

3.2%

8,507

BlueLinx

Holdings,

Inc.(a)

...........

604,933

19,876

Boise

Cascade

Co.

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

1,364,885

7,910

GMS,

Inc.(a)

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

393,918

41,260

Hudson

Technologies,

Inc.(a)

.........

417,551

13,150

Triton

International,

Ltd.

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

904,457

Shares

Fair

Value

COMMON

STOCKS

—

(continued)

Trading

Companies

&

Distributors

—

(continued)

6,680

Veritiv

Corp.

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

$

813,023

4,498,767

Total

Common

Stocks

(Cost

$129,471,381)

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

136,356,591

WARRANTS

—

0.0%

Energy

Equipment

&

Services

—

0.0%

911

Nabors

Industries,

Ltd.,

06/11/2026(a)

...

29,972

Total

Warrants

(Cost

$–)

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

29,972

EXCHANGE

TRADED

FUND

—

1.4%

15,000

iShares

Russell

2000

Value

ETF

.......

2,080,050

Total

Exchange

Traded

Fund

(Cost

$2,087,158)

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

2,080,050

MONEY

MARKET

FUND

—

2.8%

3,875,600

Federated

Treasury

Obligations

Fund,

Institutional

Shares,

4.14%(b)

.......

3,875,600

Total

Money

Market

Fund

(Cost

$3,875,600)

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

3,875,600

Total

Investments

—

101.2%

(Cost

$135,434,139)

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

142,342,213

Net

Other

Assets

(Liabilities)

—

(1.2)%

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

(1,742,280)

NET

ASSETS

—

100.0%

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

$

140,599,933

(a) Represents

non-income

producing

security.

(b) Represents

the

current

yield

as

of

report

date.

ETF

Exchange

Traded

Fund

Sterling

Capital

Funds

Notes

to

Schedule

of

Portfolio

Investments

-

Sterling

Capital

Behavioral

Small

Cap

Value

Equity

Fund

December

31,

2022

(Unaudited)

1. Organization:

Sterling

Capital

Funds

(the

"Trust")

commenced

operations

on

October

5,

1992

and

is

registered

under

the

Investment

Company

Act

of

1940,

as

amended

("the

1940

Act"),

as

an

open-end

investment

company

established

as

a

Massachusetts

business

trust.

The

Trust

offers

shares

of

Sterling

Capital

Behavioral

Small

Cap

Value

Equity

Fund

(referred

to

as

a

"Fund").

The

Fund

is

a

"diversified"

fund

as

defined

in

the

1940

Act.

2. Significant

Accounting

Policies:

The

Fund

is

an

investment

company

and

accordingly

follows

the

investment

company

accounting

and

reporting

guidance

of

the

Financial

Accounting

Standards

Board

("FASB")

Accounting

Standard

Codification

Topic

946

Financial

Services-

Investment

Companies.

The

following

is

a

summary

of

significant

accounting

policies

followed

by

the

Fund.

The

policies

are

in

conformity

with

United

States

generally

accepted

accounting

principles

("U.S.

GAAP").The

preparation

of

this

schedule

requires

management

to

make

estimates

and

assumptions

that

affect

the

reported

amounts

of

assets

and

liabilities

and

disclosure

of

contingent

assets

and

liabilities

at

the

date

of

the

schedule

and

the

reported

amount

of

income

and

expense

for

the

reporting

period.

Actual

result

could

differ

from

those

estimates.

Securities

Valuation

—

Investments

of

the

Fund

in

securities

traded

on

a

national

securities

exchange

or

in

the

over-the-

counter

market

are

valued

at

the

closing

price

on

the

principal

exchange

or

market

(including

the

NASDAQ

Closing

Price

for

securities

traded

on

NASDAQ),

typically

4:00

PM

ET

or,

absent

such

a

price,

by

reference

to

the

latest

available

bid

prices

in

the

principal

market

in

which

such

securities

are

normally

traded.

The

Fund

may

also

use

an

independent

pricing

service

approved

by

the

Board

of

Trustees

(the

"Board")

to

value

certain

securities,

including

the

use

of

electronic

and

matrix

techniques.

Investments

in

open-end

investment

companies

are

valued

at

their

respective

net

asset

values

as

reported

by

such

companies.

Investments

in

closed-end

investment

companies

and

exchange-traded

funds

are

valued

at

their

market

values

based

upon

the

latest

available

sale

price

or,

absent

such

a

price,

by

reference

to

the

latest

available

bid

prices

in

the

principal

market

in

which

such

securities

are

normally

traded.

The

differences

between

cost

and

fair

value

of

investments

are

reflected

as

either

unrealized

appreciation

or

depreciation.

Securities

for

which

market

quotations

are

not

readily

available

or

deemed

unreliable

(e.g.,

an

approved

pricing

service

does

not

provide

a

price,

a

furnished

price

is

in

error,

certain

stale

prices,

or

an

event

occurs

that

materially

affects

the

furnished

price)

will

be

fair

valued

in

accordance

with

procedures

established

in

good

faith

under

the

general

supervision

of

the

Board.

Fair

Value

Measurements

—

The

objective

of

a

fair

value

measurement

is

to

determine

the

price

that

would

be

received

to

sell

an

asset

or

paid

to

transfer

a

liability

in

an

orderly

transaction

between

market

participants

at

the

measurement

date

(an

exit

price).

Accordingly,

the

fair

value

hierarchy

gives

the

highest

priority

to

quoted

prices

(unadjusted)

in

active

markets

for

identical

assets

or

liabilities

(Level

1)

and

the

lowest

priority

to

unobservable

inputs

(Level

3).

The

three

levels

of

the

fair

value

hierarchy

are

described

as

follows:

Level

–

quoted

prices

in

active

markets

for

identical

securities

Level

–

based

on

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

prepayment

speeds,

credit

risk,

etc.)

Level

–

based

on

significant

unobservable

inputs

(including

a

Fund's

own

assumptions

in

determining

the

fair

value

of

investments)

The

inputs

or

methodology

used

for

valuing

securities

are

not

necessarily

an

indication

of

the

risk

associated

with

investing

in

those

securities.

During

the

period

ended

December

31,

2022

,

there

were

no

significant

changes

to

the

valuation

policies

and

procedures.

Sterling

Capital

Funds

Notes

to

Schedule

of

Portfolio

Investments

-

Sterling

Capital

Behavioral

Small

Cap

Value

Equity

Fund

—

(continued)

December

31,

2022

(Unaudited)

The

summary

of

inputs

used

to

determine

the

fair

value

of

the

Fund's

investments

as

of

December

31,

2022

is

as

follows:

Cash

and

Cash

Equivalents

—

The

Fund

considers

liquid

assets

deposited

with

a

bank,

and

certain

short

term

debt

instruments

with

original

maturities

of

three

months

or

less

to

be

cash

equivalents.

These

investments

represent

amounts

held

with

financial

institutions

that

are

readily

accessible

to

pay

Fund

expenses

or

investments.

The

Fund

may

invest

its

excess

cash

in

the

Federated

Treasury

Obligations

Fund

or

a

similar

money

market

fund

or

other

short-term

investment.

Forward

Foreign

Currency

Exchange

Contracts

—

The

Fund

may

enter

into

forward

foreign

currency

exchange

contracts

(foreign

currency

exchange

risk)

in

connection

with

planned

purchases

or

sales

of

securities

or

to

hedge

the

U.S.

dollar

value

of

Funds

securities

denominated

in

a

particular

currency.

A

foreign

currency

exchange

contract

is

an

agreement

between

two

parties

to

buy

and

sell

a

currency

at

a

set

exchange

rate

on

a

future

date.

The

Fund

can

be

exposed

to

risks

if

the

counterparties

to

the

contracts

are

unable

to

meet

the

terms

of

their

contracts

and

from

unanticipated

movements

in

the

value

of

a

foreign

currency

relative

to

the

U.S.

dollar.

In

the

event

of

default

by

the

counterparty

to

the

transaction,

the

Fund's

maximum

amount

of

loss,

as

either

the

buyer

or

seller,

is

the

unrealized

gain

of

the

contract.

The

forward

foreign

currency

exchange

contracts

are

adjusted

by

the

daily

exchange

rate

of

the

underlying

currency

and

any

gains

or

losses

are

recorded

for

purposes

of

this

schedule

as

unrealized

gains

or

losses

until

the

contract

settlement

date.

When

the

contract

is

closed,

the

Fund

records

a

realized

gain

(loss)

equal

to

the

difference

between

the

value

at

the

time

it

was

opened

and

the

value

at

the

time

it

was

closed.

Risks

Associated

with

Foreign

Securities

and

Currencies

—

Investments

in

securities

of

foreign

issuers

carry

certain

risks

not

ordinarily

associated

with

investments

in

securities

of

domestic

issuers.

Such

risks

include

future

political

and

economic

developments

and

the

possible

imposition

of

exchange

controls

or

other

foreign

governmental

laws

and

restrictions.

In

addition,

with

respect

to

certain

countries,

there

is

the

possibility

of

expropriation

of

assets,

confiscatory

taxation,

political

or

social

instability

or

diplomatic

developments

which

could

adversely

affect

investments

in

those

countries.

Certain

foreign

investments

may

also

be

subject

to

foreign

withholding

taxes.

When-Issued

and

Forward

Commitments

—

The

Fund

may

purchase

securities

on

a

"when-issued"

basis.

The

Fund

may

also

purchase

or

sell

securities

on

a

forward

commitment

basis.

The

Fund

records

when-issued

securities

on

the

trade

date

and

pledge

assets

with

a

value

at

least

equal

to

the

purchase

commitment

for

payment

of

the

securities

purchased.

The

value

of

the

securities

underlying

when-issued

or

forward

commitments

to

purchase

securities,

and

any

subsequent

fluctuation

in

their

value,

is

taken

into

account

when

determining

the

net

asset

value

of

the

Fund

commencing

with

the

date

the

Fund

agrees

to

purchase

the

securities.

The

Fund

does

not

accrue

interest

or

dividends

on

"when-issued"

securities

until

the

underlying

securities

are

received.

Level

1-

Quoted

Prices

Level

2-

Other

Significant

Observable

Inputs

Level

3-

Significant

Unobservable

Inputs

Total

Assets:

Investments

in

Securities

Sterling

Capital

Behavioral

Small

Cap

Value

Equity

Fund

...

$

142,342,213(a)

$

—

$

—

$

142,342,213

(a) Industries,

countries

or

security

types

are

disclosed

in

the

Schedule

of

Portfolio

Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Raleigh

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 27612

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

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

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

- **b. EDGAR series identifier (if any):** S000012930

- **c. LEI of Series:** 549300PK01KOCOIROV16

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $142763380.00

**Total Liabilities:** $2192178.53

**Net Assets:** $140571201.47

**Cash Not Reported:** $906.57

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000084355 | 13.05%               | 4.88%                | -7.00%               |
| Class ID C000084353 | 13.10%               | 4.91%                | -6.92%               |
| Class ID C000034900 | 13.15%               | 4.97%                | -6.91%               |
| Class ID C000199534 | 13.19%               | 4.96%                | -6.92%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-199881.31              | $10800318.44                               |
| Month 2  | $62369.48                | $6654550.73                                |
| Month 3  | $-622073.50              | $-9901942.58                               |

### Schedule of Portfolio Investments

| Name                                       | Title                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jabil Inc                                  | Jabil Inc                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      6579 | NS      | $448687.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                       | Sonic Automotive Inc                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     11928 | NS      | $587692.56    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     76303 | NS      | $624921.57    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                          | Newmark Group Inc                          | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61893 | NS      | $493287.21    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr             | Essential Properties Realty Trust Inc      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     34784 | NS      | $816380.48    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                               | ODP Corp/The                               | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16648 | NS      | $758149.92    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                 | Amalgamated Financial Corp                 | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20072 | NS      | $462458.88    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co               | Reliance Steel & Aluminum Co               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1130 | NS      | $228757.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      3504 | NS      | $245420.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc              | Franklin BSP Realty Trust Inc              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     40170 | NS      | $518193.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF Energy Inc                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     19387 | NS      | $790601.86    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     16990 | NS      | $800908.60    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                           | Copa Holdings SA                           | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |      5657 | NS      | $470492.69    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     10205 | NS      | $635363.30    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                            | Uniti Group Inc                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    104789 | NS      | $579483.17    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                         | Forestar Group Inc                         | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     24305 | NS      | $374540.05    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I             | Harmony Biosciences Holdings Inc           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7430 | NS      | $409393.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 Value ETF             | iShares Russell 2000 Value ETF             | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |     15000 | NS      | $2080050.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                     | Old Second Bancorp Inc                     | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     14342 | NS      | $230045.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                 | Sabra Health Care REIT Inc                 | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     59313 | NS      | $737260.59    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     70761 | NS      | $610667.43    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                   | Independent Bank Corp/MI                   | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20854 | NS      | $498827.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                         | Teekay Tankers Ltd                         | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |     15720 | NS      | $484333.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif             | American Equity Investment Life Holding Co | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     19315 | NS      | $881150.30    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I             | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14432 | NS      | $903443.20    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                         | Avanos Medical Inc                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     22381 | NS      | $605629.86    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                | FNB Corp/PA                                | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     38943 | NS      | $508206.15    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc              | Universal Health Services Inc              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      4025 | NS      | $567082.25    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                 | Apple Hospitality REIT Inc                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     54819 | NS      | $865043.82    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                    | Hudson Technologies Inc                    | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41260 | NS      | $417551.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                         | Enact Holdings Inc                         | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20600 | NS      | $496872.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                | Hibbett Inc                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      6860 | NS      | $467989.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                              | H&R Block Inc                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     12638 | NS      | $461413.38    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                             | Ziff Davis Inc                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      3040 | NS      | $240464.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                | RBB Bancorp                                | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     20216 | NS      | $421503.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                            | 1st Source Corp                            | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11193 | NS      | $594236.37    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                             | Dorian LPG Ltd                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |     32611 | NS      | $617978.45    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | Owens Corning                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      9224 | NS      | $786807.20    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                           | HealthStream Inc                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     24561 | NS      | $610095.24    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     21617 | NS      | $734329.49    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                 | Atkore Inc                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      4684 | NS      | $531259.28    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                   | Anywhere Real Estate Inc                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     59540 | NS      | $380460.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                     | Chesapeake Energy Corp                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3999 | NS      | $377385.63    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                | Premier Inc                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11870 | NS      | $415212.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc               | Medical Properties Trust Inc               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     36038 | NS      | $401463.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                   | Par Pacific Holdings Inc                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     19860 | NS      | $461745.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                 | RenaissanceRe Holdings Ltd                 | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      3347 | NS      | $616617.81    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                    | Valley National Bancorp                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     89440 | NS      | $1011566.40   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                          | PNM Resources Inc                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     10250 | NS      | $500097.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group Inc                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     34954 | NS      | $798698.90    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                            | Otter Tail Corp                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14276 | NS      | $838143.96    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                      | BlueLinx Holdings Inc                      | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      8507 | NS      | $604932.77    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                       | Ensign Group Inc/The                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      5740 | NS      | $543061.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                               | FLEX LNG Ltd                               | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | NO        |     15950 | NS      | $521405.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                      | Jackson Financial Inc                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     21300 | NS      | $741027.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp/Puerto Rico                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     62722 | NS      | $797823.84    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                         | Calavo Growers Inc                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12020 | NS      | $353388.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                       | Orthofix Medical Inc                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23279 | NS      | $477917.87    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     28767 | NS      | $711983.25    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                        | Scorpio Tankers Inc                        | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |     13140 | NS      | $706537.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                 | Midland States Bancorp Inc                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     19019 | NS      | $506285.78    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                               | Medifast Inc                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      3600 | NS      | $415260.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                     | Mueller Industries Inc                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     11210 | NS      | $661390.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                           | Henry Schein Inc                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      6414 | NS      | $512286.18    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                    | Perdoceo Education Corp                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     47980 | NS      | $666922.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co               | Portland General Electric Co               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     19560 | NS      | $958440.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                | ONE Gas Inc                                | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       472 | NS      | $35739.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                 | Sprouts Farmers Market Inc                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     26979 | NS      | $873310.23    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                         | LTC Properties Inc                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     15940 | NS      | $566348.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4540 | NS      | $818879.80    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                       | Wabash National Corp                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     18210 | NS      | $411546.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Sir             | Liberty Media Corp-Liberty SiriusXM        | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10650 | NS      | $418651.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                           | Boise Cascade Co                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     19876 | NS      | $1364884.92   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                       | TrustCo Bank Corp NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16292 | NS      | $612416.28    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                     | ConnectOne Bancorp Inc                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     21091 | NS      | $510613.11    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc              | Dime Community Bancshares Inc              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17117 | NS      | $544834.11    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                        | PotlatchDeltic Corp                        | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     18555 | NS      | $816234.45    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      7253 | NS      | $574800.25    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals Inc              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     28568 | NS      | $800475.36    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                       | Marten Transport Ltd                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22486 | NS      | $444773.08    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                           | Encore Wire Corp                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6280 | NS      | $863876.80    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                    | Cushman & Wakefield PLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33375 | NS      | $415852.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services              | Enterprise Financial Services Corp         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     13081 | NS      | $640445.76    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                    | AbCellera Biologics Inc                    | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     51241 | NS      | $519071.33    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                   | Jazz Pharmaceuticals PLC                   | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      3012 | NS      | $479841.72    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21444 | NS      | $566550.48    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                    | Nexstar Media Group Inc                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      3243 | NS      | $567622.29    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                        | VICI Properties Inc                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     27210 | NS      | $881604.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc               | United Airlines Holdings Inc               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     10820 | NS      | $407914.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos Inc                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     17765 | NS      | $531173.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                | Penske Automotive Group Inc                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      3938 | NS      | $452594.34    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                       | Hancock Whitney Corp                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     19978 | NS      | $966735.42    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    184280 | NS      | $974841.20    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc               | Covenant Logistics Group Inc               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21808 | NS      | $753902.56    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                  | Axis Capital Holdings Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9214 | NS      | $499122.38    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                 | Pinnacle West Capital Corp                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      6680 | NS      | $507947.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                               | SP Plus Corp                               | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |     12150 | NS      | $421848.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                 | Great Southern Bancorp Inc                 | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      8171 | NS      | $486092.79    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                      | Hackett Group Inc/The                      | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |     21657 | NS      | $441153.09    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                     | Howard Hughes Corp/The                     | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      6739 | NS      | $514994.38    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                 | Macy's Inc                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     41977 | NS      | $866825.05    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I             | Piedmont Office Realty Trust Inc           | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54967 | NS      | $504047.39    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                             | CVR Energy Inc                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     12396 | NS      | $388490.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                   | Triton International Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     13150 | NS      | $904457.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      4983 | NS      | $512352.06    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      5333 | NS      | $530580.17    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                       | Fulgent Genetics Inc                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     13236 | NS      | $394168.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc                    | Eagle Bulk Shipping Inc                    | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | US        |     10526 | NS      | $525668.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                      | ATN International Inc                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     10400 | NS      | $471224.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                         | LSB Industries Inc                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     26342 | NS      | $350348.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                 | ALLETE Inc                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     14890 | NS      | $960553.90    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                 | Casey's General Stores Inc                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      2017 | NS      | $452513.95    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                       | Alaska Air Group Inc                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     10321 | NS      | $443183.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                    | GMS Inc                                    | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      7910 | NS      | $393918.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                              | EchoStar Corp                              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     28673 | NS      | $478265.64    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp                           | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3960 | NS      | $415364.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                       | NetScout Systems Inc                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     11032 | NS      | $358650.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR Properties                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     11013 | NS      | $415410.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                        | Peabody Energy Corp                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     18810 | NS      | $496960.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                         | Arch Resources Inc                         | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      2960 | NS      | $422658.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Mac                                 | Federal Agricultural Mortgage Corp         | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      4670 | NS      | $526355.70    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     20039 | NS      | $817390.81    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                       | Mercantile Bank Corp                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      8368 | NS      | $280160.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                            | OGE Energy Corp                            | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     12652 | NS      | $500386.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                | Sterling Infrastructure Inc                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     17459 | NS      | $572655.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc               | TravelCenters of America Inc               | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      8685 | NS      | $388914.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                    | First Financial Corp/IN                    | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10622 | NS      | $489461.76    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                    | Titan International Inc                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     30990 | NS      | $474766.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                          | Getty Realty Corp                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     20108 | NS      | $680655.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                             | AutoNation Inc                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3084 | NS      | $330913.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                    | Target Hospitality Corp                    | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26860 | NS      | $406660.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                          | GEO Group Inc/The                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     81906 | NS      | $896870.70    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                       | National Fuel Gas Co                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      8860 | NS      | $560838.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                | Vistra Corp                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     18609 | NS      | $431728.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                           | AdaptHealth Corp                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33044 | NS      | $635105.68    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                   | Resources Connection Inc                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26702 | NS      | $490782.76    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     27999 | NS      | $585179.10    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                          | NorthWestern Corp                          | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     14555 | NS      | $863693.70    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                 | South Plains Financial Inc                 | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |     16036 | NS      | $441471.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                        | Eagle Materials Inc                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      3130 | NS      | $415820.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     12252 | NS      | $555628.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp              | Quanex Building Products Corp              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     21290 | NS      | $504147.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      7604 | NS      | $414037.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In             | PennyMac Financial Services Inc            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      2140 | NS      | $121252.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                    | Enova International Inc                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     18284 | NS      | $701557.08    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                 | Stride Inc                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      9362 | NS      | $292843.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                          | CONSOL Energy Inc                          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      5981 | NS      | $388765.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                 | Thermon Group Holdings Inc                 | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     25880 | NS      | $519670.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc               | Sinclair Broadcast Group Inc               | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     27920 | NS      | $433039.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                    | ADT Inc                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45660 | NS      | $414136.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho             | Knight-Swift Transportation Holdings Inc   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8094 | NS      | $424206.54    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                           | DT Midstream Inc                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7540 | NS      | $416660.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                           | Essent Group Ltd                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |      1327 | NS      | $51593.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                            | Marcus Corp/The                            | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     31206 | NS      | $449054.34    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                    | Wintrust Financial Corp                    | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      5080 | NS      | $429361.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc               | Cross Country Healthcare Inc               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     18780 | NS      | $498984.60    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc              | Jefferies Financial Group Inc              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     11740 | NS      | $402447.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems              | Computer Programs and Systems Inc          | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      6737 | NS      | $183381.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                           | HF Sinclair Corp                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7135 | NS      | $370235.15    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Treasury Obligations Fund | Federated Hermes Treasury Obligations Fund | CUSIP: 60934N500<br>LEI: 254900WUIGYHOH89FC60 | Long             | STIV             | RF                | US        |   3875600 | NS      | $3875599.87   | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                 | Vishay Intertechnology Inc                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     39854 | NS      | $859650.78    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                         | Ready Capital Corp                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     36975 | NS      | $411901.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                            | Chico's FAS Inc                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     88176 | NS      | $433825.92    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                             | Murphy USA Inc                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2432 | NS      | $679841.28    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                           | StoneX Group Inc                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      6260 | NS      | $596578.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                 | A-Mark Precious Metals Inc                 | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     18079 | NS      | $627883.67    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                    | Ellington Financial Inc                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     38540 | NS      | $476739.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                         | Steel Dynamics Inc                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      5808 | NS      | $567441.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva Inc                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     33700 | NS      | $446525.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                      | Fulton Financial Corp                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     47494 | NS      | $799324.02    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                      | Ardmore Shipping Corp                      | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | IE        |     32790 | NS      | $472503.90    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                           | Pure Storage Inc                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      1694 | NS      | $45331.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                               | Veritiv Corp                               | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      6680 | NS      | $813022.80    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                 | InvenTrust Properties Corp                 | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     26846 | NS      | $635444.82    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L             | Bank of NT Butterfield & Son Ltd/The       | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     11450 | NS      | $341324.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                | Community Trust Bancorp Inc                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12872 | NS      | $591210.96    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                      | Chatham Lodging Trust                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38050 | NS      | $466873.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                      | Lantheus Holdings Inc                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      7840 | NS      | $399526.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA              | Preferred Bank/Los Angeles CA              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      7747 | NS      | $578081.14    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc             | Omega Healthcare Investors Inc             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     14670 | NS      | $410026.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     12814 | NS      | $525758.42    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                     | Synovus Financial Corp                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     19182 | NS      | $720284.10    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc               | Supernus Pharmaceuticals Inc               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     22605 | NS      | $806320.35    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     26781 | NS      | $738084.36    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                            | S&T Bancorp Inc                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16950 | NS      | $579351.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     19221 | NS      | $769993.26    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                | Monarch Casino & Resort Inc                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      5320 | NS      | $409054.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                     | Washington Federal Inc                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20828 | NS      | $698779.40    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                      | Delek US Holdings Inc                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     13874 | NS      | $374598.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                | Avista Corp                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     19524 | NS      | $865694.16    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     11027 | NS      | $535801.93    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                       | Pilgrim's Pride Corp                       | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     18104 | NS      | $429607.92    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                 | CF Industries Holdings Inc                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      5660 | NS      | $482232.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                     | Jones Lang LaSalle Inc                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3113 | NS      | $496118.81    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co             | Peapack-Gladstone Financial Corp           | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     16057 | NS      | $597641.54    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                 | Heritage-Crystal Clean Inc                 | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16677 | NS      | $541668.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                 | Nelnet Inc                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      6350 | NS      | $576262.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                | Viatris Inc                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     39869 | NS      | $443741.97    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                      | NABORS INDUSTRIES LTD -CW26                | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       911 | NS      | $29971.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     24670 | NS      | $854568.80    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                       | MGIC Investment Corp                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     30478 | NS      | $396214.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     18443 | NS      | $1056599.47   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                           | QuidelOrtho Corp                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      5718 | NS      | $489861.06    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                         | Kilroy Realty Corp                         | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     10713 | NS      | $414271.71    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                          | SITE Centers Corp                          | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     33700 | NS      | $460342.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                      | Molina Healthcare Inc                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1812 | NS      | $598358.64    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                       | Amkor Technology Inc                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     50621 | NS      | $1213891.58   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                       | Associated Banc-Corp                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     38161 | NS      | $881137.49    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                      | Equity Bancshares Inc                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     14050 | NS      | $459013.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                  | Ambac Financial Group Inc                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     30700 | NS      | $535408.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                      | Clearwater Paper Corp                      | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     12504 | NS      | $472776.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce Inc                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     19440 | NS      | $509133.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                      | Brookline Bancorp Inc                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42269 | NS      | $598106.35    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                          | Kimco Realty Corp                          | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     43494 | NS      | $921202.92    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                  | CrossFirst Bankshares Inc                  | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37289 | NS      | $462756.49    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                              | Dillard's Inc                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      2432 | NS      | $786022.40    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                   | First Bancshares Inc/The                   | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |     16180 | NS      | $517921.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                 | Rambus Inc                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     26808 | NS      | $960262.56    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources              | Alpha Metallurgical Resources Inc          | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2850 | NS      | $417211.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                  | Claros Mortgage Trust Inc                  | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |     37560 | NS      | $552507.60    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                | Textron Inc                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      4749 | NS      | $336229.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors Inc              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19279 | NS      | $1012918.66   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com Inc                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     37680 | NS      | $518853.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                       | TTM Technologies Inc                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     48110 | NS      | $725498.80    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                           | Radian Group Inc                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     42449 | NS      | $809502.43    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor             | Old Republic International Corp            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     20158 | NS      | $486815.70    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                      | Oxford Industries Inc                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      5336 | NS      | $497208.48    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                       | Commercial Metals Co                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     20570 | NS      | $993531.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                   | Axcelis Technologies Inc                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      8022 | NS      | $636625.92    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc              | Blackstone Mortgage Trust Inc              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     36669 | NS      | $776282.73    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                      | Nabors Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      4554 | NS      | $705277.98    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                   | CTS Corp                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     16396 | NS      | $646330.32    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                               | Navient Corp                               | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     39854 | NS      | $655598.30    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                        | Chuy's Holdings Inc                        | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16840 | NS      | $476572.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                              | Hub Group Inc                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9080 | NS      | $721769.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     11950 | NS      | $812600.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson Inc                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     13315 | NS      | $553904.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                   | Corcept Therapeutics Inc                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     22457 | NS      | $456101.67    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                             | Photronics Inc                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     35210 | NS      | $592584.30    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group I             | Air Transport Services Group Inc           | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     22810 | NS      | $592603.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                    | Alexander & Baldwin Inc                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30200 | NS      | $565646.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                    | Flushing Financial Corp                    | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23974 | NS      | $464616.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solution             | Allscripts Healthcare Solutions Inc        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     38990 | NS      | $687783.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Sterling Capital Funds

**Signature:** Todd Miller

**Name of Signer:** Todd Miller

**Title:** Treasurer and Secretary