# EDGAR Filing Document

**Accession Number:** 0000889284
**File Stem:** 0000910472-26-007805
**Filing Date:** 2026-5
**Character Count:** 89994
**Document Hash:** d1d2df0794d2a6b8e0e618892d0a2da0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-007805.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000910472-26-007805

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STERLING CAPITAL FUNDS
- **CENTRAL INDEX KEY:** 0000889284

**ORGANIZATION NAME:**
- **EIN:** 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:** 261030668

**BUSINESS ADDRESS:**
- **STREET 1:** 434 FAYETTEVILLE ST
- **STREET 2:** SUITE 500
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27601
- **BUSINESS PHONE:** 8002281872

**MAIL ADDRESS:**
- **STREET 1:** 434 FAYETTEVILLE ST
- **STREET 2:** SUITE 500
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27601

**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           |

## 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:** 434 Fayetteville St

  - **City:** Raleigh

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 27601

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $69563102.51

**Total Liabilities:** $79045.26

**Net Assets:** $69484057.25

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034900 | 5.06%                | 2.65%                | -2.97%               |
| Class ID C000084353 | -0.99%               | -3.24%               | -8.56%               |
| Class ID C000084355 | 3.91%                | 1.58%                | -3.96%               |
| Class ID C000199534 | 5.05%                | 2.70%                | -2.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6804456.08              | $-2181696.12                               |
| Month 2  | $0.00                    | $1803459.64                                |
| Month 3  | $3413823.44              | $-5654734.01                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Agco Corporation                              | AGCO Corporation                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1853 | NS      | $214707.11    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                   | AMN Healthcare Services, Inc.                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     13460 | NS      | $246856.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc.                                 | Gold.com, Inc.                                  | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      5880 | NS      | $235670.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                      | ANI Pharmaceuticals, Inc.                       | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      2468 | NS      | $189789.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                       | AZZ, Inc.                                       | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      1897 | NS      | $237371.61    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                        | Abercrombie & Fitch Company                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      2330 | NS      | $212892.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corporation                       | AdaptHealth Corporation                         | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25464 | NS      | $303021.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                             | Alcoa Corporation                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      4244 | NS      | $281504.52    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                      | Allegiant Travel Company                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      2640 | NS      | $213945.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                  | Bread Financial Holdings, Inc.                  | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      7249 | NS      | $542877.61    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                           | Ally Financial, Inc.                            | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      4732 | NS      | $185636.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc              | Alpine Income Property Trust, Inc.              | CUSIP: 02083X103<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EC               | CORP              | US        |     13119 | NS      | $236142.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc.                    | American Assets Trust, Inc.                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13271 | NS      | $244319.11    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corp.                                   | Dauch Corporation                               | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     44591 | NS      | $264424.63    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                | American Eagle Outfitters, Inc.                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     21180 | NS      | $353706.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                        | Amkor Technology, Inc.                          | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      8739 | NS      | $393517.17    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                    | Amneal Pharmaceuticals, Inc.                    | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     21138 | NS      | $262745.34    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                 | Amphastar Pharmaceuticals, Inc.                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      9261 | NS      | $181422.99    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.               | Annaly Capital Management, Inc.                 | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      9840 | NS      | $208116.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                     | APA Corporation                                 | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      8135 | NS      | $345249.40    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality Reit Inc                    | Apple Hospitality REIT, Inc.                    | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     27875 | NS      | $320841.25    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                 | ARMOUR Residential REIT, Inc.                   | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     19890 | NS      | $331765.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                          | Associated Banc-Corporation                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      1960 | NS      | $50685.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                   | Aurinia Pharmaceuticals, Inc.                   | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      2144 | NS      | $31774.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                            | Avanos Medical, Inc.                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     19444 | NS      | $272410.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                            | Axos Financial, Inc.                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      6042 | NS      | $514113.78    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                               | B&G Foods, Inc.                                 | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     47630 | NS      | $229100.30    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                               | BankUnited, Inc.                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     10195 | NS      | $460406.20    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                               | Blue Bird Corporation                           | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      3971 | NS      | $225513.09    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                               | BorgWarner, Inc.                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      4580 | NS      | $248510.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinks Company                                | Brink's Company (The)                           | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      2040 | NS      | $211405.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc                                    | Buckle, Inc. (The)                              | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      4218 | NS      | $212418.48    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke & Herbert Financial Services Corp.      | Burke & Herbert Financial Services Corporation  | CUSIP: 12135Y108<br>LEI: 549300OS8C7J7ZWMNL70 | Long             | EC               | CORP              | US        |      3616 | NS      | $225240.64    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc.                | Business First Bancshares, Inc.                 | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      8741 | NS      | $236356.64    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                            | Byline Bancorp, Inc.                            | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      8653 | NS      | $273175.21    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                  | CF Industries Holdings, Inc.                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2614 | NS      | $339401.76    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                     | CNA Financial Corporation                       | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      4530 | NS      | $208017.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp (Pennsylvania)             | CNB Financial Corp                              | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      9186 | NS      | $266026.56    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                     | CNO Financial Group, Inc.                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     10550 | NS      | $433183.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                     | CNX Resources Corporation                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     10250 | NS      | $395137.50    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                             | Cabot Corporation                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2144 | NS      | $161464.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation              | California Resources Corporation                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      6030 | NS      | $417396.60    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co.                             | Callaway Golf Company                           | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     21240 | NS      | $294811.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Fed Fin In                            | Capitol Federal Financial, Inc.                 | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37188 | NS      | $265150.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                 | Catalyst Pharmaceuticals, Inc.                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      1440 | NS      | $35654.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                        | Cathay General Bancorp                          | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      7355 | NS      | $366720.30    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                 | Centene Corporation                             | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6290 | NS      | $205934.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                  | Central Garden & Pet Company                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      7600 | NS      | $246392.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                            | Cirrus Logic, Inc.                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1707 | NS      | $246866.34    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                       | Civista Bancshares, Inc.                        | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      9319 | NS      | $212380.01    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                              | Coeur Mining, Inc.                              | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     11330 | NS      | $212664.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                 | Collegium Pharmaceutical, Inc.                  | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      5652 | NS      | $186911.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                  | Columbia Banking System, Inc.                   | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     19930 | NS      | $546679.90    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                     | Commercial Metals Company                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      6500 | NS      | $399295.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                   | Community Trust Bancorp, Inc.                   | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4605 | NS      | $279615.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.           | Compass Minerals International, Inc.            | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     10772 | NS      | $251526.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge, Inc.                               | TruBridge, Inc.                                 | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      7847 | NS      | $114880.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                 | Consensus Cloud Solutions, Inc.                 | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9198 | NS      | $218360.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc.                 | Cross Country Healthcare, Inc.                  | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     23400 | NS      | $219960.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                       | Customers Bancorp, Inc.                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      4771 | NS      | $331155.11    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                        | DXC Technology Company                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     19388 | NS      | $243707.16    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc.                                     | Dana, Inc.                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     17883 | NS      | $601762.95    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc                      | Darling Ingredients, Inc.                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      3570 | NS      | $220804.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc                                    | DaVita, Inc.                                    | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1554 | NS      | $238834.26    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                            | Deluxe Corporation                              | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     10240 | NS      | $282009.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                   | DiamondRock Hospitality Company                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     31495 | NS      | $295108.15    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                  | Diebold Nixdorf, Inc. 19                        | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      3140 | NS      | $236881.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                  | Diversified Healthcare Trust                    | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51202 | NS      | $339981.28    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                            | Donegal Group, Inc.                             | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13223 | NS      | $227171.14    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                         | DuPont de Nemours, Inc.                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      4580 | NS      | $209764.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                | EPR Properties                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      3980 | NS      | $198840.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                   | Ecovyst, Inc.                                   | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31275 | NS      | $402196.50    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                          | Edison International                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      3641 | NS      | $266448.38    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                            | Enact Holdings, Inc.                            | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      4749 | NS      | $193806.69    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                     | Encore Capital Group, Inc.                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      4190 | NS      | $293802.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                  | Encompass Health Corporation                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      2811 | NS      | $271908.03    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                       | EnerSys                                         | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      1396 | NS      | $242513.12    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.           | Enterprise Financial Services Corporation       | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      5405 | NS      | $292464.55    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                             | Eversource Energy                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1229 | NS      | $85145.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Everquote Inc                                 | EverQuote, Inc.                                 | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7511 | NS      | $115819.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                | Exelixis, Inc.                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      1700 | NS      | $72913.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Money Market Obligations Trust                | Federated Hermes Treasury Oligations Fund       | CUSIP: 31423R500<br>LEI: 25490005VWJDWX717014 | Long             | STIV             | RF                | US        |    424073 | PA      | $424072.64    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation          | First American Financial Corporation            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      3570 | NS      | $215235.30    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                         | First Financial Corporation                     | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3839 | NS      | $242624.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                   | First Merchants Corporation                     | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      9100 | NS      | $352443.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc.                     | First Mid Bancshares, Inc.                      | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6109 | NS      | $251629.71    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                        | 1st Source Corporation                          | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4028 | NS      | $278777.88    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsun Cap Bancorp                          | Firstsun Capital Bancorp                        | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6280 | NS      | $228968.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                           | Forestar Group, Inc.                            | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      9598 | NS      | $234575.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                               | Fox Corporation                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      3838 | NS      | $224139.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                               | Fox Corporation                                 | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      4079 | NS      | $216594.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                  | Fulton Financial Corporation                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     21070 | NS      | $428563.80    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                  | Gap, Inc. (The)                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      7498 | NS      | $181451.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                            | Graham Holdings Company                         | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       400 | NS      | $422904.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                      | Granite Construction, Inc.                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      2690 | NS      | $322477.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                             | HF Sinclair Corporation                         | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      4364 | NS      | $272269.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                               | HCI Group, Inc.                                 | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1380 | NS      | $213361.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                   | Hancock Whitney Corporation                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      7384 | NS      | $469548.56    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                         | Hanmi Financial Corp.                           | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      9236 | NS      | $243460.96    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc              | Harmony Biosciences Holdings, Inc.              | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5455 | NS      | $152794.55    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                | Healthcare Services Group, Inc.                 | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     14534 | NS      | $269605.70    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc               | Heritage Insurance Holdings, Inc.               | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     16284 | NS      | $427455.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc.                             | Home Bancorp, Inc.                              | CUSIP: 43689E107<br>LEI: 5493008ATL42O3U2YM84 | Long             | EC               | CORP              | US        |      3666 | NS      | $222086.28    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hometrust Bancshares Inc.                     | HomeTrust Bancshares, Inc.                      | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1941 | NS      | $82783.65     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                     | Host Hotels & Resorts, Inc.                     | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     11438 | NS      | $219152.08    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises, Inc.                   | Hovnanian Enterprises, Inc.                     | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      2130 | NS      | $236238.30    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                           | Incyte Corporation                              | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       349 | NS      | $32847.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp Michigan                | Independent Bank Corp                           | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7590 | NS      | $252747.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                          | Ingevity Corporation                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      3432 | NS      | $244461.36    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                  | Innoviva, Inc.                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     13512 | NS      | $314829.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Propertes Inc           | Innovative Industrial Properties, Inc.          | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      5081 | NS      | $254862.96    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                               | Interface, Inc.                                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     17977 | NS      | $447986.84    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                          | Intrepid Potash, Inc.                           | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      6807 | NS      | $291135.39    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                  | Iridium Communications, Inc.                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      7730 | NS      | $214430.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                         | Jackson Financial, Inc.                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      7867 | NS      | $831699.24    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                  | OPENLANE, Inc.                                  | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     12174 | NS      | $354872.10    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                | Kennametal, Inc.                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     11032 | NS      | $398586.16    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc.                       | Keros Therapeutics, Inc.                        | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3387 | NS      | $37392.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                     | Kilroy Realty Corporation                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      5524 | NS      | $155832.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                      | Kimball Electronics, Inc.                       | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     10670 | NS      | $252772.30    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                  | Kohl's Corporation                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     23510 | NS      | $303279.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                | LCI Industries                                  | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      3091 | NS      | $380131.18    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                              | Lear Corporation                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1954 | NS      | $236590.32    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                        | Lincoln National Corporation                    | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      5902 | NS      | $209521.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                        | Lumen Technologies, Inc.                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     87560 | NS      | $608542.00    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                      | Lyft, Inc.                                      | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     14400 | NS      | $191520.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                            | MFA Financial Inc                               | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     27170 | NS      | $260288.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                  | Macy's, Inc.                                    | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     11431 | NS      | $206786.79    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp.                                 | Magnera Corporation                             | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     25240 | NS      | $240032.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                    | Matson, Inc.                                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      3010 | NS      | $493459.40    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                   | Pediatrix Medical Group, Inc.                   | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22686 | NS      | $485253.54    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                         | Mercantile Bank Corporation                     | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      5074 | NS      | $256237.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc.                      | Millrose Properties, Inc.                       | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16350 | NS      | $457800.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                     | National Fuel Gas Company                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      3207 | NS      | $301329.72    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                  | NNN REIT, Inc.                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      4732 | NS      | $198885.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NB Bancorp Inc.                               | NB Bancorp, Inc.                                | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12010 | NS      | $253050.70    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                   | Nelnet, Inc.                                    | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2080 | NS      | $268236.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT Systems Inc.                         | NetScout Systems, Inc.                          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     10867 | NS      | $345461.93    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                    | New Jersey Resources Corporation                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      3440 | NS      | $188924.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                           | Rithm Capital Corporation                       | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     18260 | NS      | $173104.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                       | Nexstar Media Group, Inc.                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       870 | NS      | $157322.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure LP                        | NextEra Energy Partners LP                      | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     25550 | NS      | $271341.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                | Northeast Bank                                  | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      2130 | NS      | $239348.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                       | Northfield Bancorp, Inc.                        | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17960 | NS      | $243178.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares Inc.                   | Northpointe Bancshares, Inc.                    | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |     13630 | NS      | $235253.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc.                      | NWPX Infrastructure, Inc.                       | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      3673 | NS      | $285979.78    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                              | Nutex Health, Inc.                              | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Long             | EC               | CORP              | US        |      1225 | NS      | $116424.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                            | Chord Energy Corporation                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1510 | NS      | $214691.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                 | ONE Gas, Inc.                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      5406 | NS      | $465618.78    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                  | Organon & Company                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     49782 | NS      | $298194.18    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc.              | Orrstown Financial Services, Inc.               | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      6337 | NS      | $228638.96    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                        | Otter Tail Corporation                          | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5113 | NS      | $448768.01    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv, Inc.                                   | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      3520 | NS      | $208947.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                        | PTC Therapeutics, Inc.                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1076 | NS      | $73307.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc.                               | PACS Group, Inc.                                | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5969 | NS      | $191724.28    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                        | Pacira BioSciences, Inc.                        | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     10010 | NS      | $226226.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                    | Par Pacific Holdings, Inc.                      | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      7200 | NS      | $451008.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc.                    | Park Hotels & Resorts, Inc.                     | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     31210 | NS      | $328641.30    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                     | Patterson-UTI Energy, Inc.                      | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     34910 | NS      | $378075.30    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                         | Penguin Solutions, Inc.                         | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |      9776 | NS      | $172057.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                      | Perdoceo Education Corporation                  | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     13741 | NS      | $511302.61    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                        | Permian Resources Corporation                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     10030 | NS      | $213839.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc.                                   | Phinia, Inc.                                    | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      5849 | NS      | $400305.56    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                               | Photronics, Inc.                                | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     12776 | NS      | $516278.16    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                             | Pitney Bowes, Inc.                              | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     28536 | NS      | $315322.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                  | Polaris, Inc.                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      6829 | NS      | $372180.50    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                 | Popular, Inc.                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1561 | NS      | $209439.37    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                       | Postal Realty Trust, Inc.                       | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |     13785 | NS      | $255849.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                | Preferred Bank                                  | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2812 | NS      | $255020.28    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                   | Progyny, Inc.                                   | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12637 | NS      | $214576.26    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.             | Provident Financial Services, Inc.              | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     16088 | NS      | $340422.08    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                            | RMR Group, Inc. (The)                           | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     10568 | NS      | $163486.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                             | Radian Group, Inc.                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     11988 | NS      | $396563.04    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated    | Reinsurance Group of America, Inc.              | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1003 | NS      | $204772.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                    | Rigel Pharmaceuticals, Inc.                     | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       818 | NS      | $22118.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ringcentral Inc                               | RingCentral, Inc.                               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      8478 | NS      | $315296.82    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                         | Rush Enterprises, Inc.                          | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      6140 | NS      | $405915.40    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                | SSR Mining, Inc.                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     19120 | NS      | $562128.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                 | Safehold, Inc.                                  | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     18362 | NS      | $248437.86    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                    | Sally Beauty Holdings, Inc.                     | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     22590 | NS      | $312871.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                  | Sanmina Corporation                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      2824 | NS      | $366103.36    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                               | ScanSource, Inc.                                | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      5728 | NS      | $207926.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                        | Scholastic Corporation                          | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6400 | NS      | $249984.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc.                         | Shore Bancshares, Inc.                          | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14089 | NS      | $263182.52    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Skywest Inc                                   | SkyWest, Inc.                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      5624 | NS      | $516451.92    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                      | Skyworks Solutions, Inc.                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      3171 | NS      | $169807.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc.                 | Slide Insurance Holdings, Inc.                  | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |     15970 | NS      | $287460.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                     | Smith & Wesson Brands, Inc.                     | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     16790 | NS      | $240600.70    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods Inc                          | Smithfield Foods Inc                            | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |     11300 | NS      | $316061.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc.                   | South Plains Financial, Inc.                    | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      5787 | NS      | $242475.30    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                            | California BanCorporation                       | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |     11374 | NS      | $201547.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                           | Synchrony Financial                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      5075 | NS      | $345201.50    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                              | Talos Energy, Inc.                              | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     25134 | NS      | $396111.84    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                            | Teladoc Health, Inc.                            | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      6083 | NS      | $33152.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                  | Tenet Healthcare Corporation                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1918 | NS      | $361945.78    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                 | Teradata Corporation                            | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     10851 | NS      | $278111.13    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc.                   | Third Coast Bancshares, Inc.                    | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |      5658 | NS      | $214042.14    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                          | Titan Machinery, Inc.                           | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     12732 | NS      | $212879.04    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                      | Tompkins Financial Corporation                  | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      3540 | NS      | $279093.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel Plus Leisure Co                        | Travel + Leisure Company                        | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      3685 | NS      | $254965.15    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                      | Tutor Perini Corporation                        | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     10391 | NS      | $802081.29    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                  | United Airlines Holdings, Inc.                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2291 | NS      | $210932.37    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                         | United Fire Group, Inc.                         | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7942 | NS      | $294330.52    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corp.              | American Coastal Insurance Corporation          | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |     19580 | NS      | $220275.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                    | United Natural Foods, Inc.                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      9243 | NS      | $416489.58    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                   | Unitil Corporation                              | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4960 | NS      | $259110.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                             | Unity Bancorp, Inc.                             | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      4500 | NS      | $233235.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc              | Universal Insurance Holdings, Inc.              | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      8932 | NS      | $305117.12    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.               | Universal Health Services, Inc.                 | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1489 | NS      | $266486.33    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                       | Univest Financial Corporation                   | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     10010 | NS      | $342942.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                    | Upwork, Inc.                                    | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     13569 | NS      | $148716.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp.                      | Valley National Bancorp                         | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      9090 | NS      | $111625.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                        | Velocity Financial, Inc.                        | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10727 | NS      | $194051.43    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                  | Viasat, Inc.                                    | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      9346 | NS      | $428046.80    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                   | Viatris, Inc.                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     17129 | NS      | $231412.79    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                           | VICI Properties, Inc.                           | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      9864 | NS      | $269484.48    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                       | Victoria's Secret & Company                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      8100 | NS      | $375516.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                          | Vornado Realty Trust                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7936 | NS      | $206256.64    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                     | Winnebago Industries, Inc.                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      7490 | NS      | $232115.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank    | Zions Bancorp NA                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      4288 | NS      | $247074.56    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                | Constellium SE                                  | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     14580 | NS      | $358376.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                  | Alkermes plc                                    | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3184 | NS      | $112586.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                         | Assured Guaranty Ltd.                           | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      2221 | NS      | $180967.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                 | Axis Capital Holdings Ltd.                      | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      3360 | NS      | $340737.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield & Son Limited    | Bank of NT Butterfield & Son Ltd. (The)         | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      7631 | NS      | $400474.88    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                  | Cimpress plc                                    | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      3223 | NS      | $235279.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman And Wakefield Ltd.                    | Cushman & Wakefield Ltd.                        | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23891 | NS      | $292903.66    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                     | Aptiv plc                                       | CUSIP: G3265R107<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | IE        |      2684 | NS      | $186376.96    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                  | Fresh Del Monte Produce, Inc.                   | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |      6876 | NS      | $276827.76    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc.                     | GigaCloud Technology, Inc.                      | CUSIP: G38644103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7784 | NS      | $353237.92    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd.                                | Herbalife Ltd.                                  | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |     15834 | NS      | $233076.48    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibex Ltd.                                     | IBEX Holdings Ltd.                              | CUSIP: G4690M101<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | US        |      7346 | NS      | $197019.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                      | Jazz Pharmaceuticals plc                        | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      1736 | NS      | $328190.80    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                           | Luxfer Holdings plc                             | CUSIP: G5698W116<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | US        |     16545 | NS      | $201518.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                         | Pagseguro Digital Ltd.                          | CUSIP: G68707101<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | BR        |     21791 | NS      | $218345.82    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                   | RenaissanceRe Holdings Ltd.                     | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       743 | NS      | $220841.89    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                            | Royalty Pharma plc                              | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |      6553 | NS      | $314347.41    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                       | Signet Jewelers Ltd.                            | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      8216 | NS      | $695402.24    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                               | SiriusPoint Ltd.                                | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     13607 | NS      | $293094.78    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                           | Teekay Tankers Ltd.                             | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      4935 | NS      | $361834.20    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                      | Theravance Biopharma, Inc.                      | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     14610 | NS      | $237120.30    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                | Transocean Ltd.                                 | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     39495 | NS      | $261851.85    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging S A                    | Ardagh Metal Packaging S.A.                     | CUSIP: L02235106<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     55744 | NS      | $225763.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA            | Millicom International Cellular SA              | CUSIP: L6388F110<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      2426 | NS      | $181804.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Limited                                | Inmode Ltd.                                     | CUSIP: M5425M103<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |      4548 | NS      | $62216.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd.                      | Pagaya Technologies Ltd.                        | CUSIP: M7S64L123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8919 | NS      | $103906.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings N.V.                          | AerCap Holdings N.V.                            | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |      1520 | NS      | $208513.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano De Comercio Exterior SA | Banco Latinoamericano de Comercio Exterior S.A. | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |      7891 | NS      | $403072.28    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                              | Copa Holdings S.A.                              | CUSIP: P31076105<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |      1842 | NS      | $209269.62    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                     | Flex Ltd.                                       | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |      3774 | NS      | $247046.04    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                           | Scorpio Tankers, Inc.                           | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |      5589 | NS      | $417274.74    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Sterling Capital Funds

**Signature:** Todd Miller

**Name of Signer:** Todd Miller

**Title:** Treasurer