# EDGAR Filing Document

**Accession Number:** 0000890339
**File Stem:** 0000940400-26-012203
**Filing Date:** 2026-3
**Character Count:** 145039
**Document Hash:** cd2d5fc4c796b681899539a5c359ddde
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012203.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012203

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TARGET PORTFOLIO TRUST
- **CENTRAL INDEX KEY:** 0000890339

**ORGANIZATION NAME:**
- **EIN:** 137000899
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07064
- **FILM NUMBER:** 26817683

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 802-5032

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

## Series and Classes Contracts Data

### PGIM QUANT SOLUTIONS SMALL-CAP VALUE FUND (Series ID: S000004689)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012754 | Class Z      | TASVX           |
| C000035404 | Class R      | TSVRX           |
| C000137298 | Class A      | TSVAX           |
| C000146241 | Class R6     | TSVQX           |
| C000153496 | Class C      | TRACX           |
| C000198544 | Class R2     | PSVDX           |
| C000198545 | Class R4     | PSVKX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Target Portfolio Trust

- **b. Investment Company Act file number:** 811-07064

- **c. CIK number of Registrant:** 0000890339

- **d. LEI of Registrant:** 5493004ZFCC5JN462S65

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-800-225-1852

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

- **a. Name of Series:** PGIM Quant Solutions Small-Cap Value Fund

- **b. EDGAR series identifier (if any):** S000004689

- **c. LEI of Series:** LVHKKHXKN2Y3LBGYPN19

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-30

**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:** $402399043.75

**Total Liabilities:** $4819093.40

**Net Assets:** $397579950.35

**Cash Not Reported:** $47022.70

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012754 | 4.34%                | 1.10%                | 5.85%                |
| Class ID C000035404 | 4.33%                | 1.05%                | 5.81%                |
| Class ID C000137298 | 4.34%                | 1.06%                | 5.84%                |
| Class ID C000146241 | 4.38%                | 1.09%                | 5.89%                |
| Class ID C000153496 | 4.20%                | 0.89%                | 5.61%                |
| Class ID C000198544 | 4.30%                | 1.08%                | 5.80%                |
| Class ID C000198545 | 4.33%                | 1.11%                | 5.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1924619.14              | $13469562.68                               |
| Month 2  | $1439386.05              | $2005691.95                                |
| Month 3  | $6865857.24              | $16531296.43                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LifeStance Health Group Inc                      | LifeStance Health Group Inc                      | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40400 | NS      | $285628.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                          | Cushman & Wakefield Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160100 | NS      | $2632044.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                   | Photronics Inc                                   | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     70600 | NS      | $2440642.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                              | Scorpio Tankers Inc                              | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |     10300 | NS      | $655286.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                       | Sunrun Inc                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     17200 | NS      | $326800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                 | Radian Group Inc                                 | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     83466 | NS      | $2746031.40   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                            | Playtika Holding Corp                            | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | IL        |     11500 | NS      | $41630.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                    | Academy Sports & Outdoors Inc                    | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     23500 | NS      | $1292735.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                           | Oportun Financial Corp                           | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |     64000 | NS      | $346880.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                     | AerSale Corp                                     | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74700 | NS      | $559503.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                  | Alamo Group Inc                                  | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       800 | NS      | $156248.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                          | EnerSys                                          | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     23600 | NS      | $4252484.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties In                   | CBL & Associates Properties Inc                  | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |     63200 | NS      | $2262560.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                             | PTC Therapeutics Inc                             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     16900 | NS      | $1276457.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                                | Parke Bancorp Inc                                | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |     43200 | NS      | $1179792.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                       | Enanta Pharmaceuticals Inc                       | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     33700 | NS      | $434730.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                      | Vaxcyte Inc                                      | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     19300 | NS      | $1033901.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                 | TriCo Bancshares                                 | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8300 | NS      | $413506.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp In                   | Northeast Community Bancorp Inc                  | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |     48800 | NS      | $1151680.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                        | American Assets Trust Inc                        | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110100 | NS      | $1988406.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                | Universal Corp/VA                                | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      7100 | NS      | $401789.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                     | AES Corp/The                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     52700 | NS      | $772055.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                  | 1st Source Corp                                  | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13800 | NS      | $929154.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                     | La-Z-Boy Inc                                     | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      1200 | NS      | $43692.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc                            | Niagen Bioscience Inc                            | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |     26800 | NS      | $160532.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services                    | Enterprise Financial Services Corp               | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     25000 | NS      | $1433750.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                 | MiMedx Group Inc                                 | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38900 | NS      | $198779.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                             | TTM Technologies Inc                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     27000 | NS      | $2651400.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                                   | Gray Media Inc                                   | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    327000 | NS      | $1474770.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                     | Innoviva Inc                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     69800 | NS      | $1396000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                       | Preformed Line Products Co                       | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      6900 | NS      | $1731486.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                         | ASGN Inc                                         | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     34700 | NS      | $1807523.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| L B Foster Co                                    | L B Foster Co                                    | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      2000 | NS      | $60100.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                         | Par Pacific Holdings Inc                         | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     30100 | NS      | $1135974.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                     | Sylvamo Corp                                     | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      8700 | NS      | $425778.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                            | Worthington Steel Inc                            | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     12600 | NS      | $506898.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                 | Pitney Bowes Inc                                 | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     55500 | NS      | $578865.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                               | Byline Bancorp Inc                               | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     13200 | NS      | $421476.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                         | APA Corp                                         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     10800 | NS      | $285228.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                                 | Home Bancorp Inc                                 | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $53721.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                               | Enact Holdings Inc                               | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     40800 | NS      | $1622616.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY Co Inc                                 | USA TODAY Co Inc                                 | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     73800 | NS      | $436896.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                     | Exelixis Inc                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     21600 | NS      | $893376.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                      | BayCom Corp                                      | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      3800 | NS      | $110884.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                 | LendingClub Corp                                 | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     23200 | NS      | $392312.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                        | Adeia Inc                                        | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32000 | NS      | $578880.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                         | DNOW Inc                                         | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    133600 | NS      | $2029384.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                            | SIGA Technologies Inc                            | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93600 | NS      | $627120.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                    | Interface Inc                                    | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     93500 | NS      | $2942445.00   | 0.74%             |  |  |  | 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        |     51200 | NS      | $2652160.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                                  | Teekay Corp Ltd                                  | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |    184200 | NS      | $1884366.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                           | Cathay General Bancorp                           | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     47400 | NS      | $2425932.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                   | Provident Financial Services Inc                 | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    108100 | NS      | $2393334.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                     | Ironwood Pharmaceuticals Inc                     | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    123800 | NS      | $605382.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                         | United Therapeutics Corp                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1900 | NS      | $892031.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                           | Cogent Biosciences Inc                           | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23200 | NS      | $833112.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                      | Kennedy-Wilson Holdings Inc                      | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    111100 | NS      | $1094335.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                    | Consensus Cloud Solutions Inc                    | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73500 | NS      | $1569960.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                       | Brixmor Property Group Inc                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     19400 | NS      | $519726.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                              | Diebold Nixdorf Inc                              | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     11200 | NS      | $772912.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                      | Fresh Del Monte Produce Inc                      | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     37000 | NS      | $1467420.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                     | Safehold Inc                                     | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |    136795 | NS      | $1930177.45   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                               | Graham Holdings Co                               | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1880 | NS      | $2193264.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                       | Farmers National Banc Corp                       | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35900 | NS      | $465982.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                          | First Financial Bancorp                          | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     79651 | NS      | $2289169.74   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                     | CryoPort Inc                                     | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     79500 | NS      | $756045.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                          | Kimball Electronics Inc                          | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     74400 | NS      | $2247624.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                           | Valmont Industries Inc                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2000 | NS      | $891120.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                             | Wabash National Corp                             | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     68800 | NS      | $696944.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc                       | Mineralys Therapeutics Inc                       | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6300 | NS      | $194607.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                                | Unity Bancorp Inc                                | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      6700 | NS      | $361532.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                               | UFP Industries Inc                               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2600 | NS      | $268528.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                              | Luxfer Holdings PLC                              | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | US        |     38600 | NS      | $584404.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                          | Perimeter Solutions Inc                          | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13400 | NS      | $350410.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                           | Greenbrier Cos Inc/The                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     50800 | NS      | $2561336.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                  | MillerKnoll Inc                                  | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      2100 | NS      | $42168.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reuni                   | National Energy Services Reunited Corp           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12500 | NS      | $246000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc                   | Natural Gas Services Group Inc                   | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $103920.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                             | LXP Industrial Trust                             | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     17700 | NS      | $877035.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                          | G-III Apparel Group Ltd                          | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     76400 | NS      | $2242340.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                     | Oil States International Inc                     | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    120100 | NS      | $1017247.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                     | Portland General Electric Co                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     64700 | NS      | $3251175.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                             | Northrim BanCorp Inc                             | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |     38800 | NS      | $914128.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                            | United Fire Group Inc                            | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29500 | NS      | $1060230.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                        | ePlus Inc                                        | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      8200 | NS      | $703642.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi                   | First Business Financial Services Inc            | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      6000 | NS      | $343920.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                   | Brookfield Infrastructure Corp                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | US        |      7100 | NS      | $339735.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| First United Corp                                | First United Corp                                | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |      6100 | NS      | $233813.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                   | Prestige Consumer Healthcare Inc                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21300 | NS      | $1373211.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage REIT Inc                      | Angel Oak Mortgage REIT Inc                      | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |      9300 | NS      | $83421.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                   | Proto Labs Inc                                   | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      9600 | NS      | $505440.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                         | United Natural Foods Inc                         | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     28100 | NS      | $1046163.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding                    | Hamilton Beach Brands Holding Co                 | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5300 | NS      | $101177.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                      | Avista Corp                                      | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     72600 | NS      | $2997654.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Bancgroup Inc                         | Commercial Bancgroup Inc                         | CUSIP: 20112C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $52680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp                                       | Bank7 Corp                                       | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $48884.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                          | ATI Inc                                          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      3400 | NS      | $409020.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                      | EVERTEC Inc                                      | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      4900 | NS      | $147049.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                       | Amneal Pharmaceuticals Inc                       | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90000 | NS      | $1231200.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                | Tutor Perini Corp                                | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     34200 | NS      | $2698038.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                       | Fluor Corp                                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     40500 | NS      | $1870695.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                      | Aurinia Pharmaceuticals Inc                      | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |     67300 | NS      | $977869.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                      | SkyWest Inc                                      | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     24268 | NS      | $2342347.36   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                    | Amphastar Pharmaceuticals Inc                    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     13200 | NS      | $349668.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                             | Hancock Whitney Corp                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      2400 | NS      | $165120.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                   | Harmony Biosciences Holdings Inc                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24200 | NS      | $883784.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                       | Matson Inc                                       | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     15100 | NS      | $2420530.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                               | CNX Resources Corp                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     26600 | NS      | $1032080.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                       | Thermon Group Holdings Inc                       | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      5900 | NS      | $266975.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                   | Information Services Group Inc                   | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |    134700 | NS      | $750279.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                   | Cleanspark Inc                                   | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     17800 | NS      | $210752.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                     | Celcuity Inc                                     | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |      2500 | NS      | $273550.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                      | Pediatrix Medical Group Inc                      | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112800 | NS      | $2411664.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D         | PGIM Institutional Money Market Fund - D         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4400075 | NS      | $4397434.52   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                             | Commercial Metals Co                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     55000 | NS      | $4227850.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                       | Apple Hospitality REIT Inc                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    221200 | NS      | $2574768.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                           | Pacira BioSciences Inc                           | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30700 | NS      | $630578.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Community Bancorp Inc                   | Citizens Community Bancorp Inc/WI                | CUSIP: 174903104<br>LEI: 549300VKLJAF4WABEF16 | Long             | EC               | CORP              | US        |     12500 | NS      | $226750.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                               | Axos Financial Inc                               | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     34300 | NS      | $3395357.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Lt                   | Pangaea Logistics Solutions Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71700 | NS      | $608016.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                     | Carter's Inc                                     | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      4400 | NS      | $152284.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                               | Teekay Tankers Ltd                               | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |     16200 | NS      | $1045224.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                                | Cipher Mining Inc                                | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |     31500 | NS      | $502740.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| HBT Financial Inc                                | HBT Financial Inc                                | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      8300 | NS      | $223934.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                           | Primoris Services Corp                           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      7700 | NS      | $1141525.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                   | Artisan Partners Asset Management Inc            | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     39900 | NS      | $1776348.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                        | Haverty Furniture Cos Inc                        | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      8500 | NS      | $215220.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                        | Emergent BioSolutions Inc                        | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     60200 | NS      | $682668.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                        | Rigel Pharmaceuticals Inc                        | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     13700 | NS      | $477582.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                       | El Pollo Loco Holdings Inc                       | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |    111900 | NS      | $1133547.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                      | PCB Bancorp                                      | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     12100 | NS      | $271524.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                          | SkyWater Technology Inc                          | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $231118.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                | Newmark Group Inc                                | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130000 | NS      | $2317900.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                             | SandRidge Energy Inc                             | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |    101200 | NS      | $1604020.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                   | Metropolitan Bank Holding Corp                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10800 | NS      | $1000080.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                     | Braemar Hotels & Resorts Inc                     | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     88700 | NS      | $236829.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                           | Jones Lang LaSalle Inc                           | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2440 | NS      | $873300.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                                 | Sotera Health Co                                 | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35600 | NS      | $645072.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance I                   | Nexpoint Real Estate Finance Inc                 | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $103390.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                   | Transocean Ltd                                   | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     17100 | NS      | $84987.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Mortgage Investment Trust                    | TPG Mortgage Investment Trust Inc                | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               | CORP              | US        |    141900 | NS      | $1220340.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                      | CONMED Corp                                      | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      4200 | NS      | $161238.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                             | Manitowoc Co Inc/The                             | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     20400 | NS      | $263568.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                            | ProPetro Holding Corp                            | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47600 | NS      | $546924.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                   | ScanSource Inc                                   | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     50400 | NS      | $2166696.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                | IBEX Holdings Ltd                                | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | US        |     34000 | NS      | $1264800.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings In                   | Heritage Insurance Holdings Inc                  | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     60000 | NS      | $1564200.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                   | EPR Properties                                   | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     16600 | NS      | $900384.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                        | First BanCorp/Puerto Rico                        | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     22400 | NS      | $495488.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp                                       | Hut 8 Corp                                       | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |      4400 | NS      | $245652.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                               | Garrett Motion Inc                               | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | CH        |     78700 | NS      | $1419748.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                       | Ranger Energy Services Inc                       | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |     90800 | NS      | $1400136.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                      | Gap Inc/The                                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      3500 | NS      | $97930.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                                    | N-able Inc/US                                    | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51500 | NS      | $312605.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                             | Mercantile Bank Corp                             | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      4400 | NS      | $228712.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                       | CareDx Inc                                       | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     20200 | NS      | $415110.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                      | Avient Corp                                      | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     78000 | NS      | $2819700.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                          | Denali Therapeutics Inc                          | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      3700 | NS      | $80438.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Corp                                    | Meridian Corp                                    | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45200 | NS      | $855636.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                 | Coeur Mining Inc                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     92200 | NS      | $1884568.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                    | Synaptics Inc                                    | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      6200 | NS      | $511562.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                     | Cimpress PLC                                     | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |     25800 | NS      | $2040522.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior Pharmaceuticals Inc                     | Indivior Pharmaceuticals Inc                     | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66200 | NS      | $2342156.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources                    | Alpha Metallurgical Resources Inc                | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      2900 | NS      | $608420.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc                        | Olema Pharmaceuticals Inc                        | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15900 | NS      | $408948.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                            | Carter Bankshares Inc                            | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $89922.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc                        | Terns Pharmaceuticals Inc                        | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |     29900 | NS      | $1034540.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                     | Select Medical Holdings Corp                     | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28800 | NS      | $433440.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                            | Tenet Healthcare Corp                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       800 | NS      | $151424.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Bankshares Inc                                | CF Bankshares Inc                                | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |      8700 | NS      | $253257.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                                | World Kinect Corp                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      6900 | NS      | $185679.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                           | Puma Biotechnology Inc                           | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164900 | NS      | $1068552.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                         | Elanco Animal Health Inc                         | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     23300 | NS      | $561064.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                        | Agios Pharmaceuticals Inc                        | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     14600 | NS      | $400624.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I                   | Universal Insurance Holdings Inc                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     31800 | NS      | $968310.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                      | Valaris Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $150098.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                       | OP Bancorp                                       | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |     51000 | NS      | $712980.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                    | Zymeworks Inc                                    | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |     14200 | NS      | $319926.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International                    | Power Solutions International Inc                | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      6600 | NS      | $472956.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings                    | Allison Transmission Holdings Inc                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2800 | NS      | $304360.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                    | Business First Bancshares Inc                    | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     46100 | NS      | $1298637.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                | Andersons Inc/The                                | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      5800 | NS      | $359542.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                    | American Axle & Manufacturing Holdings Inc       | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     86100 | NS      | $686217.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                | SITE Centers Corp                                | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    268000 | NS      | $1640160.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc                     | Cooper-Standard Holdings Inc                     | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |     11700 | NS      | $367029.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                                      | Allient Inc                                      | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     12500 | NS      | $762625.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                 | NMI Holdings Inc                                 | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      8300 | NS      | $321376.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                  | SiriusPoint Ltd                                  | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     11200 | NS      | $228592.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                       | Diodes Inc                                       | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      9500 | NS      | $562305.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc                         | Rapport Therapeutics Inc                         | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $37254.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                    | Teradata Corp                                    | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     33700 | NS      | $961124.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                     | Collegium Pharmaceutical Inc                     | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     20200 | NS      | $927584.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co/The                                   | Eastern Co/The                                   | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |      1500 | NS      | $28050.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                      | Enhabit Inc                                      | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     21100 | NS      | $224293.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                     | Alkermes PLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     40300 | NS      | $1365767.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                         | Travere Therapeutics Inc                         | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18100 | NS      | $562729.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                       | Fastly Inc                                       | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     27000 | NS      | $249750.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                             | Rush Enterprises Inc                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      9100 | NS      | $584129.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                 | Talos Energy Inc                                 | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     46400 | NS      | $553088.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                          | Expro Group Holdings NV                          | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |     13300 | NS      | $212933.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                            | Veris Residential Inc                            | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |     17400 | NS      | $264306.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                       | DiamondRock Hospitality Co                       | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    278900 | NS      | $2560302.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                        | Ardagh Metal Packaging SA                        | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     32900 | NS      | $144431.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                    | Janus International Group Inc                    | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71300 | NS      | $489118.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti                   | Innovative Industrial Properties Inc             | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     21100 | NS      | $1019552.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                             | NetScout Systems Inc                             | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     82500 | NS      | $2294325.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                     | OPENLANE Inc                                     | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      9900 | NS      | $297396.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                             | Douglas Dynamics Inc                             | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     38200 | NS      | $1439376.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                                   | NCR Voyix Corp                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     34000 | NS      | $337280.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                              | Colony Bankcorp Inc                              | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $126490.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                       | ACADIA Pharmaceuticals Inc                       | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     35800 | NS      | $899654.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                               | Outfront Media Inc                               | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     41700 | NS      | $1014144.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                       | Xenia Hotels & Resorts Inc                       | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    109600 | NS      | $1616600.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                 | Cytokinetics Inc                                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     18300 | NS      | $1156377.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                   | NewMarket Corp                                   | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       420 | NS      | $281731.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                           | First Bank/Hamilton NJ                           | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |     11700 | NS      | $195156.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                   | Constellium SE                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     84600 | NS      | $1900962.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                         | Atlanticus Holdings Corp                         | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7400 | NS      | $382062.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                        | Enpro Inc                                        | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      4500 | NS      | $1074510.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T                   | PennyMac Mortgage Investment Trust               | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     15500 | NS      | $183365.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                            | Fulton Financial Corp                            | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    122900 | NS      | $2537885.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Education Partners Inc                   | Phoenix Education Partners Inc                   | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6000 | NS      | $183060.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                  | Masterbrand Inc                                  | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     90300 | NS      | $1094436.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                              | Signet Jewelers Ltd                              | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     22200 | NS      | $2048394.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services In                   | Orrstown Financial Services Inc                  | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      1200 | NS      | $43224.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                        | Jabil Inc                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1300 | NS      | $308347.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                                   | FS Bancorp Inc                                   | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $100752.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                      | Monte Rosa Therapeutics Inc                      | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23500 | NS      | $482220.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                     | Hamilton Insurance Group Ltd                     | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |    114500 | NS      | $3177375.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                                   | PACS Group Inc                                   | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28700 | NS      | $968912.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                | Bristow Group Inc                                | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     42500 | NS      | $1868300.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                              | RE/MAX Holdings Inc                              | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |    110800 | NS      | $862024.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                               | Hallador Energy Co                               | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |      7100 | NS      | $131279.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                 | Cirrus Logic Inc                                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2400 | NS      | $312816.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                     | Visteon Corp                                     | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      7300 | NS      | $663278.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                          | CNO Financial Group Inc                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     71900 | NS      | $3023395.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                         | Village Super Market Inc                         | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |     40400 | NS      | $1440664.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                       | Viasat Inc                                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     24900 | NS      | $1124733.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                        | Crocs Inc                                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      8700 | NS      | $730104.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                           | Array Technologies Inc                           | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     32800 | NS      | $371460.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                           | Digi International Inc                           | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     21500 | NS      | $926005.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                   | Praxis Precision Medicines Inc                   | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $1632800.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                             | Sonic Automotive Inc                             | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      3600 | NS      | $215856.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares Inc                       | Northpointe Bancshares Inc                       | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |     46900 | NS      | $808556.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                          | Valley National Bancorp                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     78800 | NS      | $981848.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                | EW Scripps Co/The                                | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     84600 | NS      | $283410.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                       | Third Coast Bancshares Inc                       | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |     57900 | NS      | $2348424.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire Inc                                        | Spire Inc                                        | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      8300 | NS      | $701267.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                            | Nabors Industries Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5300 | NS      | $354252.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                      | Cerence Inc                                      | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     25400 | NS      | $287782.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                         | HNI Corp                                         | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     10400 | NS      | $497016.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                    | Shoals Technologies Group Inc                    | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78500 | NS      | $741040.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                         | Patterson-UTI Energy Inc                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    300700 | NS      | $2264271.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                       | Arcosa Inc                                       | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      8500 | NS      | $972995.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                           | Univest Financial Corp                           | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     65300 | NS      | $2164042.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                        | Sally Beauty Holdings Inc                        | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     90800 | NS      | $1381976.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                             | Myers Industries Inc                             | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     15000 | NS      | $310050.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                      | RBB Bancorp                                      | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     15100 | NS      | $313174.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                    | Nextpower Inc                                    | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $281016.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                    | Healthcare Services Group Inc                    | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     54900 | NS      | $1033218.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                   | Telephone and Data Systems Inc                   | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     14600 | NS      | $658898.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                                   | Daktronics Inc                                   | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     47400 | NS      | $1097310.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                         | Dana Inc                                         | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     24300 | NS      | $702270.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                         | Oklo Inc                                         | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11700 | NS      | $931554.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                             | BJ's Restaurants Inc                             | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     13300 | NS      | $556206.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Azenta Inc                                       | Azenta Inc                                       | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     13700 | NS      | $532656.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                       | Terex Corp                                       | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      9400 | NS      | $535800.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                       | Zumiez Inc                                       | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     26400 | NS      | $649704.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                        | California Resources Corp                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     46400 | NS      | $2482400.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks Inc                            | Vistance Networks Inc                            | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     75000 | NS      | $1350000.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                         | Broadstone Net Lease Inc                         | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     55900 | NS      | $1034709.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                | MFA Financial Inc                                | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     60200 | NS      | $580328.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                             | Hanmi Financial Corp                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     86778 | NS      | $2305691.46   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                       | Phinia Inc                                       | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      3900 | NS      | $277563.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                         | National HealthCare Corp                         | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |     15700 | NS      | $2246827.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                  | Hecla Mining Co                                  | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    111700 | NS      | $2515484.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                   | Buckle Inc/The                                   | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       700 | NS      | $33110.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                  | Whitestone REIT                                  | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42700 | NS      | $608048.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                     | Veracyte Inc                                     | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     17000 | NS      | $647360.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                          | Design Therapeutics Inc                          | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41100 | NS      | $419631.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                    | Universal Health Services Inc                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      5300 | NS      | $1066678.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                    | Oceaneering International Inc                    | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     32900 | NS      | $990290.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                         | CTS Corp                                         | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      5300 | NS      | $272473.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                       | Erasca Inc                                       | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $60958.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                             | National Fuel Gas Co                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     11800 | NS      | $988250.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                           | Group 1 Automotive Inc                           | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1300 | NS      | $460538.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc                         | Flexsteel Industries Inc                         | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |      2400 | NS      | $96072.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                         | AAR Corp                                         | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      5400 | NS      | $571914.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                               | Mativ Holdings Inc                               | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     71400 | NS      | $860370.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                 | AdaptHealth Corp                                 | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63000 | NS      | $633150.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                       | Ligand Pharmaceuticals Inc                       | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      5500 | NS      | $1056550.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings In                   | Aveanna Healthcare Holdings Inc                  | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147600 | NS      | $1239840.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                              | WSFS Financial Corp                              | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     36100 | NS      | $2336753.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                        | Phibro Animal Health Corp                        | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     13500 | NS      | $542025.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                   | Ziff Davis Inc                                   | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     19600 | NS      | $749112.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                             | Mercury General Corp                             | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     16500 | NS      | $1445235.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                         | Theravance Biopharma Inc                         | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     10500 | NS      | $198870.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                         | First Mid Bancshares Inc                         | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28200 | NS      | $1187220.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                                        | GRAIL Inc                                        | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |      8000 | NS      | $782560.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                             | Medpace Holdings Inc                             | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1800 | NS      | $1048464.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                               | Forestar Group Inc                               | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      7600 | NS      | $197752.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 Value ETF                   | iShares Russell 2000 Value ETF                   | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |      6100 | NS      | $1182668.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Realty Trust Inc                         | Sunrise Realty Trust Inc                         | CUSIP: 867981102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10800 | NS      | $101520.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                        | Caledonia Mining Corp PLC                        | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | ZA        |      6200 | NS      | $170128.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                               | UMB Financial Corp                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1500 | NS      | $190710.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                            | NPK International Inc                            | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    116600 | NS      | $1610246.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                            | Jackson Financial Inc                            | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     28900 | NS      | $3436788.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                       | Alcoa Corp                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      3700 | NS      | $210197.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                    | Riley Exploration Permian Inc                    | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |     24400 | NS      | $684420.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                                | Ardent Health Inc                                | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $50654.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                      | Ovintiv Inc                                      | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     25200 | NS      | $1095444.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                              | Leggett & Platt Inc                              | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    110200 | NS      | $1286034.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                              | Digital Turbine Inc                              | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    119300 | NS      | $622746.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                | VAALCO Energy Inc                                | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     42600 | NS      | $218964.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                    | Costamare Inc                                    | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MC        |    158300 | NS      | $2656274.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Montana Inc                        | Eagle Bancorp Montana Inc                        | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |     16400 | NS      | $356044.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                             | Shore Bancshares Inc                             | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123300 | NS      | $2339001.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                   | Sierra Bancorp                                   | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $70820.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corp                            | Investar Holding Corp                            | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |     15900 | NS      | $452355.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                          | V2X Inc                                          | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35700 | NS      | $2457231.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                     | LivaNova PLC                                     | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     13600 | NS      | $893656.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                         | Regional Management Corp                         | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      3000 | NS      | $111150.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                          | Hudson Technologies Inc                          | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103200 | NS      | $739944.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                | PROG Holdings Inc                                | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     68800 | NS      | $2231872.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund | (PIPA070) PGIM Core Government Money Market Fund | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    658832 | NS      | $658831.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                     | Embecta Corp                                     | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    137500 | NS      | $1458875.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                    | M/I Homes Inc                                    | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       900 | NS      | $120330.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                        | Host Hotels & Resorts Inc                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     50300 | NS      | $932059.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                       | Amalgamated Financial Corp                       | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21400 | NS      | $831176.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                              | Peabody Energy Corp                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     41200 | NS      | $1452712.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                        | Benchmark Electronics Inc                        | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     15900 | NS      | $829026.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                  | S&T Bancorp Inc                                  | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26463 | NS      | $1128382.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                    | Southern Missouri Bancorp Inc                    | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $50056.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                  | RingCentral Inc                                  | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     11000 | NS      | $284680.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                           | Laureate Education Inc                           | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     39900 | NS      | $1368570.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                          | Helios Technologies Inc                          | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      8900 | NS      | $576542.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc                    | Concrete Pumping Holdings Inc                    | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16800 | NS      | $97104.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                          | MKS Inc                                          | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      3500 | NS      | $823935.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                 | DHT Holdings Inc                                 | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     74400 | NS      | $1066152.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc                     | Slide Insurance Holdings Inc                     | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |    127700 | NS      | $2200271.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                      | Compass Inc                                      | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     13300 | NS      | $166516.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                            | Pagseguro Digital Ltd                            | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | BR        |     15600 | NS      | $175500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                             | Astec Industries Inc                             | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     41800 | NS      | $2036496.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                          | Central Garden & Pet Co                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     19200 | NS      | $588864.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                   | Virtus Investment Partners Inc                   | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1700 | NS      | $277525.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                      | OFG Bancorp                                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     48200 | NS      | $1942460.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                         | GigaCloud Technology Inc                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37300 | NS      | $1489389.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                           | Ideaya Biosciences Inc                           | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      4000 | NS      | $128760.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                     | Bankwell Financial Group Inc                     | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      3900 | NS      | $187941.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                       | Atkore Inc                                       | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     13400 | NS      | $930630.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                            | Lincoln National Corp                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     13200 | NS      | $549252.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                          | Perdoceo Education Corp                          | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     37500 | NS      | $1201125.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                     | Supernus Pharmaceuticals Inc                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      4700 | NS      | $226352.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                    | EchoStar Corp                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     21500 | NS      | $2434230.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal Inc                                   | Kennametal Inc                                   | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     52100 | NS      | $1791719.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                      | Kohl's Corp                                      | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    109200 | NS      | $1907724.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                      | Deluxe Corp                                      | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    113300 | NS      | $2991120.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                      | Asbury Automotive Group Inc                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     13600 | NS      | $3189336.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                             | Kaiser Aluminum Corp                             | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12200 | NS      | $1495964.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                       | Kforce Inc                                       | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      4500 | NS      | $158985.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                    | Preferred Bank/Los Angeles CA                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     19100 | NS      | $1638207.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                         | Winnebago Industries Inc                         | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     14600 | NS      | $670286.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                         | IDT Corp                                         | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      5300 | NS      | $257739.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                  | Murphy Oil Corp                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     72600 | NS      | $2184534.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                   | PBF Energy Inc                                   | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     17800 | NS      | $595588.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd                           | Navigator Holdings Ltd                           | CUSIP: 000000000<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               | CORP              | US        |     27100 | NS      | $502163.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                   | Tactile Systems Technology Inc                   | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     32500 | NS      | $937950.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                     | Bread Financial Holdings Inc                     | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     48500 | NS      | $3518190.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                         | TPG RE Finance Trust Inc                         | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8700 | NS      | $78561.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                   | Charles River Laboratories International Inc     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1700 | NS      | $357816.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                             | First Financial Corp                             | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25359 | NS      | $1652392.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp                                   | Immersion Corp                                   | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |    198400 | NS      | $1333248.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                             | Urban Outfitters Inc                             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     33700 | NS      | $2387645.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                       | Southwest Gas Holdings Inc                       | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     29000 | NS      | $2401780.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                           | Northern Oil & Gas Inc                           | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     39600 | NS      | $990000.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                               | California BanCorp                               | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |     80300 | NS      | $1444597.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                                 | Rocky Brands Inc                                 | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |     26900 | NS      | $865911.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc                    | Core Molding Technologies Inc                    | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |     26100 | NS      | $509472.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                    | Materion Corp                                    | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1700 | NS      | $235076.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                             | TrustCo Bank Corp NY                             | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $104160.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                         | Axcelis Technologies Inc                         | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     10700 | NS      | $942349.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                | Seneca Foods Corp                                | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5700 | NS      | $680181.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                          | NWPX Infrastructure Inc                          | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |     33200 | NS      | $2239340.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                         | Southside Bancshares Inc                         | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     15000 | NS      | $482850.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                   | SSR Mining Inc                                   | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |    104700 | NS      | $2390301.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                     | Spectrum Brands Holdings Inc                     | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      3200 | NS      | $203872.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                              | Allegiant Travel Co                              | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     15200 | NS      | $1347176.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                               | Riot Platforms Inc                               | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     32300 | NS      | $499681.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                    | American Eagle Outfitters Inc                    | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     85500 | NS      | $1993005.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp                          | Park-Ohio Holdings Corp                          | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $56400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                | Mitek Systems Inc                                | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     43600 | NS      | $436872.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                           | CRISPR Therapeutics AG                           | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |     12500 | NS      | $624500.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                           | Peoples Bancorp Inc/OH                           | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60300 | NS      | $1960956.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                           | Civista Bancshares Inc                           | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     57300 | NS      | $1382649.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                  | Porch Group Inc                                  | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     36100 | NS      | $284829.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P                   | Sensata Technologies Holding PLC                 | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |     10000 | NS      | $345900.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                      | Community Trust Bancorp Inc                      | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11066 | NS      | $682772.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                     | Sanmina Corp                                     | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     15500 | NS      | $2196040.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                   | Petco Health & Wellness Co Inc                   | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |    175500 | NS      | $472095.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                           | Mueller Industries Inc                           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     10000 | NS      | $1361400.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                          | European Wax Center Inc                          | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138200 | NS      | $543126.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                  | Otter Tail Corp                                  | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27300 | NS      | $2434068.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                   | Trustmark Corp                                   | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     37400 | NS      | $1590248.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                      | Worthington Enterprises Inc                      | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     27500 | NS      | $1528175.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Aebi Schmidt Holding AG                          | Aebi Schmidt Holding AG                          | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Long             | EC               | CORP              | CH        |     23900 | NS      | $349896.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                        | Greif Inc                                        | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     32400 | NS      | $2288088.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                   | BankUnited Inc                                   | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      2300 | NS      | $109181.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Target Portfolio Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer