# EDGAR Filing Document

**Accession Number:** 0000890339
**File Stem:** 0001752724-23-065214
**Filing Date:** 2023-3
**Character Count:** 110479
**Document Hash:** 2d045bbd5e187b12f22dbc85d73b55b7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065214.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065214

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TARGET PORTFOLIO TRUST
- **CENTRAL INDEX KEY:** 0000890339
- **IRS NUMBER:** 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:** 23758528

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH 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:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $553599136.68

**Total Liabilities:** $100914357.94

**Net Assets:** $452684778.74

**Cash Not Reported:** $308991.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035404 | 3.51%                | -6.22%               | 10.70%               |
| Class ID C000198545 | 3.59%                | -6.19%               | 10.75%               |
| Class ID C000146241 | 3.59%                | -6.15%               | 10.76%               |
| Class ID C000012754 | 3.59%                | -6.19%               | 10.77%               |
| Class ID C000153496 | 3.48%                | -6.33%               | 10.61%               |
| Class ID C000198544 | 3.55%                | -6.23%               | 10.77%               |
| Class ID C000137298 | 3.60%                | -6.20%               | 10.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4678266.94              | $9383205.97                                |
| Month 2  | $5269321.01              | $-34714244.03                              |
| Month 3  | $2898772.66              | $41945326.56                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Community Trust Bancorp Inc              | Community Trust Bancorp Inc                   | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33566 | NS      | $1446023.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif           | American Equity Investment Life Holding Co    | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     66600 | NS      | $3173490.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc               | Financial Institutions Inc                    | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76827 | NS      | $1898395.17   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                  | BrightSpire Capital Inc                       | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     55200 | NS      | $420624.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                             | WesBanco Inc                                  | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62648 | NS      | $2328626.16   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp              | United States Cellular Corp                   | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     84500 | NS      | $2066870.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Oppenheimer Holdings Inc                 | Oppenheimer Holdings Inc                      | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49500 | NS      | $2356695.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc             | Adtalem Global Education Inc                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     36400 | NS      | $1389752.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                        | GEO Group Inc/The                             | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    249400 | NS      | $2868100.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                     | Manitowoc Co Inc/The                          | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     60300 | NS      | $826110.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                   | Employers Holdings Inc                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17998 | NS      | $789572.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                           | Cleanspark Inc                                | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     23800 | NS      | $75446.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc                    | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    263800 | NS      | $3561300.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                      | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     18300 | NS      | $735660.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorian LPG Ltd                           | Dorian LPG Ltd                                | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |     96000 | NS      | $1905600.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc             | Bread Financial Holdings Inc                  | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     65200 | NS      | $2675156.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                    | Earthstone Energy Inc                         | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     78900 | NS      | $1096710.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Easterly Government Properties           | Easterly Government Properties Inc            | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |    118700 | NS      | $1927688.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Aaron's Co Inc/The                       | Aaron's Co Inc/The                            | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141400 | NS      | $2071510.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     36000 | NS      | $1582560.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Civista Bancshares Inc                   | Civista Bancshares Inc                        | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      4500 | NS      | $97650.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                             | SFL Corp Ltd                                  | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |    145500 | NS      | $1481190.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                         | Essent Group Ltd                              | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     96100 | NS      | $4231283.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                | Adeia Inc                                     | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106800 | NS      | $1169460.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Cor           | Franklin Street Properties Corp               | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |    555200 | NS      | $1710016.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                        | Vista Outdoor Inc                             | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |    103900 | NS      | $3049465.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc               | Independent Bank Group Inc                    | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21100 | NS      | $1293430.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Provident Financial Services I           | Provident Financial Services Inc              | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    125720 | NS      | $2949391.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| Metropolitan Bank Holding Corp           | Metropolitan Bank Holding Corp                | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $71256.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc              | Summit Hotel Properties Inc                   | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    113800 | NS      | $969576.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                              | Deluxe Corp                                   | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      8400 | NS      | $167916.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                         | Boise Cascade Co                              | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1800 | NS      | $134946.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc                                | Eneti Inc                                     | CUSIP: 000000000<br>LEI: 549300MHZ4YKRPGBH616 | Long             | EC               | CORP              | US        |     20600 | NS      | $218154.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc               | Midland States Bancorp Inc                    | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     32800 | NS      | $835744.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc                   | Stratus Properties Inc                        | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      2400 | NS      | $52848.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                    | BlueLinx Holdings Inc                         | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      5600 | NS      | $486192.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc                  | SilverBow Resources Inc                       | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |     21100 | NS      | $554297.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Simmons First National Corp              | Simmons First National Corp                   | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    112300 | NS      | $2505413.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Cue Health Inc                           | Cue Health Inc                                | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110300 | NS      | $288986.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ARMOUR Residential REIT Inc              | ARMOUR Residential REIT Inc                   | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    138800 | NS      | $871664.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                           | ScanSource Inc                                | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     34700 | NS      | $1142671.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                            | Bioventus Inc                                 | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49300 | NS      | $96628.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                             | Navient Corp                                  | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    166200 | NS      | $3152814.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                   | Premier Financial Corp                        | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62482 | NS      | $1563299.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc              | Fresh Del Monte Produce Inc                   | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     51200 | NS      | $1464320.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc           | Telephone and Data Systems Inc                | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182400 | NS      | $2438688.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                     | Alto Ingredients Inc                          | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |    109600 | NS      | $371544.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                       | Kelly Services Inc                            | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66700 | NS      | $1207270.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                      | Callon Petroleum Co                           | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     38700 | NS      | $1646685.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameris Bancorp                           | Ameris Bancorp                                | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     60600 | NS      | $2857896.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                 | Waterstone Financial Inc                      | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     22300 | NS      | $359030.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                | OceanFirst Financial Corp                     | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72700 | NS      | $1738984.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                         | DT Midstream Inc                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $202242.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                | Liberty Latin America Ltd                     | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |    148900 | NS      | $1465176.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                     | Ryerson Holding Corp                          | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     21600 | NS      | $824472.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                 | United States Steel Corp                      | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     42600 | NS      | $1213674.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Kearny Financial Corp/MD                 | Kearny Financial Corp/MD                      | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9400 | NS      | $88172.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                            | Renasant Corp                                 | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     33900 | NS      | $1206162.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                             | Conduent Inc                                  | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    177000 | NS      | $844290.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc              | Columbia Banking System Inc                   | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82700 | NS      | $2556257.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bulk Shipping Inc                  | Eagle Bulk Shipping Inc                       | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | US        |     50200 | NS      | $2875456.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Scorpio Tankers Inc                      | Scorpio Tankers Inc                           | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |     50900 | NS      | $2436583.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                               | Berry Corp                                    | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188800 | NS      | $1736960.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                 | National HealthCare Corp                      | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23300 | NS      | $1387282.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                    | Fulton Financial Corp                         | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    140400 | NS      | $2348892.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                  | Chimera Investment Corp                       | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |    245200 | NS      | $1787508.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| United Fire Group Inc                    | United Fire Group Inc                         | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $255069.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                  | Kite Realty Group Trust                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    184000 | NS      | $3992800.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc            | Dime Community Bancshares Inc                 | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20300 | NS      | $605346.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C           | Stewart Information Services Corp             | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     36800 | NS      | $1757936.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Nelnet Inc                               | Nelnet Inc                                    | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |     29953 | NS      | $2860211.97   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                   | Lumen Technologies Inc                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    209000 | NS      | $1097250.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                         | Radian Group Inc                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    168466 | NS      | $3723098.60   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                     | First Foundation Inc                          | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     59300 | NS      | $920929.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                      | Meritage Homes Corp                           | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     14400 | NS      | $1550736.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                        | EW Scripps Co/The                             | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    175100 | NS      | $2617745.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| Harsco Corp                              | Harsco Corp                                   | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    105600 | NS      | $838464.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I           | Piedmont Office Realty Trust Inc              | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    259900 | NS      | $2754940.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                       | Byline Bancorp Inc                            | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     42100 | NS      | $1044080.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                           | Multiplan Corp                                | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    841300 | NS      | $1110516.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Mr Cooper Group Inc                      | Mr Cooper Group Inc                           | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     41100 | NS      | $1890189.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Transport Services Group I           | Air Transport Services Group Inc              | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      7700 | NS      | $217987.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                             | Innoviva Inc                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     53500 | NS      | $676775.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                            | PRA Group Inc                                 | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     43600 | NS      | $1754464.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                   | Horizon Bancorp Inc/IN                        | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     43931 | NS      | $687080.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc            | Blackstone Mortgage Trust Inc                 | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    139200 | NS      | $3318528.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| Bristow Group Inc                        | Bristow Group Inc                             | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     30800 | NS      | $940632.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                    | Brookline Bancorp Inc                         | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95800 | NS      | $1253064.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management       | Dreyfus Government Cash Management            | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    774120 | NS      | $774119.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                     | Merchants Bancorp/IN                          | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      3200 | NS      | $92064.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                            | EchoStar Corp                                 | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |    132200 | NS      | $2473462.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp                    | Independent Bank Corp                         | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       900 | NS      | $71721.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp           | Atlantic Union Bankshares Corp                | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55800 | NS      | $2158902.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co           | Peapack-Gladstone Financial Corp              | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     38179 | NS      | $1416059.11   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust I           | Granite Point Mortgage Trust Inc              | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     82300 | NS      | $549764.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                    | HarborOne Bancorp Inc                         | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     11100 | NS      | $151404.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                    | Clearwater Paper Corp                         | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     64600 | NS      | $2494206.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust           | Office Properties Income Trust                | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141318 | NS      | $2425016.88   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt           | Alpha & Omega Semiconductor Ltd               | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     55800 | NS      | $1839168.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulgent Genetics Inc                     | Fulgent Genetics Inc                          | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     77900 | NS      | $2631462.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                    | Jackson Financial Inc                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     83000 | NS      | $3655320.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| KB Home                                  | KB Home                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     81200 | NS      | $3122140.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Amneal Pharmaceuticals Inc               | Amneal Pharmaceuticals Inc                    | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    361500 | NS      | $795300.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                           | Green Dot Corp                                | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58400 | NS      | $1055872.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                        | Chord Energy Corp                             | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     16200 | NS      | $2321946.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                        | RLJ Lodging Trust                             | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242300 | NS      | $3045711.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                         | AMC Networks Inc                              | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     50100 | NS      | $927351.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Co           | Ares Commercial Real Estate Corp              | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |     33200 | NS      | $407696.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                             | La-Z-Boy Inc                                  | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     41500 | NS      | $1179845.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                       | Ready Capital Corp                            | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |    118972 | NS      | $1573999.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                       | Forestar Group Inc                            | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |    108300 | NS      | $1611504.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                  | AZZ Inc                                       | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      9400 | NS      | $399312.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                | Liberty Latin America Ltd                     | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |    171700 | NS      | $1691245.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                 | Towne Bank/Portsmouth VA                      | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     46800 | NS      | $1425996.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                        | Seneca Foods Corp                             | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28100 | NS      | $1756250.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                           | Photronics Inc                                | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     96500 | NS      | $1748580.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                      | Tronox Holdings PLC                           | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |    189000 | NS      | $3241350.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                   | Permian Resources Corp                        | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    211100 | NS      | $2294657.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexpoint Real Estate Finance I           | Nexpoint Real Estate Finance Inc              | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $53340.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                        | NorthWestern Corp                             | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      6000 | NS      | $340800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                              | OFG Bancorp                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     32600 | NS      | $922906.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                        | Olympic Steel Inc                             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      6200 | NS      | $274288.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp              | Two Harbors Investment Corp                   | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     64450 | NS      | $1156233.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                                   | Banco Latinoamericano de Comercio Exterior SA | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | NUSS              | PA        |     51700 | NS      | $890791.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                           | BankUnited Inc                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     82500 | NS      | $3105300.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingles Markets Inc                       | Ingles Markets Inc                            | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      6105 | NS      | $579975.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc                         | Vital Energy Inc                              | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     21700 | NS      | $1221276.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Industrial Logistics Propertie           | Industrial Logistics Properties Trust         | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |    182600 | NS      | $805266.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                   | Northfield Bancorp Inc                        | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34300 | NS      | $512785.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                    | Customers Bancorp Inc                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     42200 | NS      | $1281614.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                      | Intrepid Potash Inc                           | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |     48600 | NS      | $1590678.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Enterprise Financial Services            | Enterprise Financial Services Corp            | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     14700 | NS      | $783804.00    | 0.17%             |  |  |  | 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        |     44900 | NS      | $391079.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                    | Civitas Resources Inc                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     49500 | NS      | $3294225.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                | Minerals Technologies Inc                     | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      5000 | NS      | $347250.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                          | S&T Bancorp Inc                               | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23963 | NS      | $871773.94    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    126600 | NS      | $2837106.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc               | El Pollo Loco Holdings Inc                    | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     18100 | NS      | $222087.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                 | Northwest Bancshares Inc                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $424200.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                 | Molson Coors Beverage Co                      | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     19500 | NS      | $1025310.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                  | V2X Inc                                       | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16000 | NS      | $706560.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                   | Univest Financial Corp                        | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     29200 | NS      | $792780.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                  | Global Medical REIT Inc                       | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     60000 | NS      | $673800.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc             | Broadmark Realty Capital Inc                  | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143400 | NS      | $628092.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                    | Chatham Lodging Trust                         | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5500 | NS      | $78155.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp              | REX American Resources Corp                   | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32000 | NS      | $1047040.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd             | Genco Shipping & Trading Ltd                  | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |    156300 | NS      | $2835282.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                         | QCR Holdings Inc                              | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     14200 | NS      | $746352.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                    | CTO Realty Growth Inc                         | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98383 | NS      | $1932242.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Xerox Holdings Corp                      | Xerox Holdings Corp                           | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     89300 | NS      | $1462734.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunstone Hotel Investors Inc             | Sunstone Hotel Investors Inc                  | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     29400 | NS      | $323106.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate F           | Chicago Atlantic Real Estate Finance Inc      | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $44805.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                  | Silvergate Capital Corp                       | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |     39500 | NS      | $562480.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Knight-Swift Transportation Ho           | Knight-Swift Transportation Holdings Inc      | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21200 | NS      | $1252920.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust            | KKR Real Estate Finance Trust Inc             | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     72800 | NS      | $1159704.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                 | World Fuel Services Corp                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     47000 | NS      | $1330100.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc           | MidWestOne Financial Group Inc                | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5062 | NS      | $157681.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc            | Empire State Realty Trust Inc                 | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    242600 | NS      | $2023284.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Russell 2000 Value ETF           | iShares Russell 2000 Value ETF                | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |      8900 | NS      | $1353423.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Enact Holdings Inc                       | Enact Holdings Inc                            | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52100 | NS      | $1310315.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                              | Enovis Corp                                   | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      4466 | NS      | $281134.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                  | Perdoceo Education Corp                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    133000 | NS      | $1991010.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                    | CNB Financial Corp/PA                         | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     35199 | NS      | $848999.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                        | Dynex Capital Inc                             | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     75835 | NS      | $1092782.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                  | G-III Apparel Group Ltd                       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     24000 | NS      | $406080.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                               | Conn's Inc                                    | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |    141600 | NS      | $1332456.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                   | First Internet Bancorp                        | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      1800 | NS      | $47322.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc              | Pacific Premier Bancorp Inc                   | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     79000 | NS      | $2554860.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                     | Hanmi Financial Corp                          | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     41178 | NS      | $959035.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                   | American Woodmark Corp                        | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     24500 | NS      | $1403605.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                   | Arbor Realty Trust Inc                        | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    131500 | NS      | $1963295.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Pediatrix Medical Group Inc              | Pediatrix Medical Group Inc                   | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36500 | NS      | $560275.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc               | Apple Hospitality REIT Inc                    | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    168700 | NS      | $2991051.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                 | Service Properties Trust                      | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    300900 | NS      | $2681019.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Container Store Group Inc/The            | Container Store Group Inc/The                 | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |    213000 | NS      | $1109730.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate            | Apollo Commercial Real Estate Finance Inc     | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    234283 | NS      | $2851224.11   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Pipe Co                        | Northwest Pipe Co                             | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |     30200 | NS      | $1129480.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                     | Beazer Homes USA Inc                          | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |    101400 | NS      | $1659918.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                          | OPKO Health Inc                               | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    157800 | NS      | $203562.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SunCoke Energy Inc                       | SunCoke Energy Inc                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    235800 | NS      | $2148138.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                      | Paramount Group Inc                           | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |    381700 | NS      | $2461965.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                            | CoreCivic Inc                                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    231900 | NS      | $2467416.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                   | Group 1 Automotive Inc                        | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     12400 | NS      | $2651740.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                               | Matson Inc                                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     48900 | NS      | $3233268.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                  | Kimball Electronics Inc                       | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      4000 | NS      | $102080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                  | Brandywine Realty Trust                       | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    321800 | NS      | $2111008.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co               | DiamondRock Hospitality Co                    | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    224500 | NS      | $2161935.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                   | Peoples Bancorp Inc/OH                        | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12900 | NS      | $382743.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                | Vanda Pharmaceuticals Inc                     | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    158100 | NS      | $1214208.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                  | Valley National Bancorp                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    298000 | NS      | $3540240.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| Necessity Retail REIT Inc/The            | Necessity Retail REIT Inc/The                 | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |    213800 | NS      | $1460254.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                         | ACCO Brands Corp                              | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    372441 | NS      | $2365000.35   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc            | Motorcar Parts of America Inc                 | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     19500 | NS      | $283920.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| LendingClub Corp                         | LendingClub Corp                              | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    123600 | NS      | $1197684.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In           | PennyMac Financial Services Inc               | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     47115 | NS      | $3176493.30   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                | Orchid Island Capital Inc                     | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |     39900 | NS      | $486381.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                     | Hilltop Holdings Inc                          | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     36203 | NS      | $1183838.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                           | Gannett Co Inc                                | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     25700 | NS      | $58082.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                   | Primoris Services Corp                        | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     44200 | NS      | $1175720.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                     | Tri Pointe Homes Inc                          | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135400 | NS      | $2990986.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                 | Anywhere Real Estate Inc                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    261500 | NS      | $2217520.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens & Minor Inc                        | Owens & Minor Inc                             | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     60500 | NS      | $1194270.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                   | iTeos Therapeutics Inc                        | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115200 | NS      | $2407680.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc             | Invesco Mortgage Capital Inc                  | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     64700 | NS      | $950443.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                  | Ellington Financial Inc                       | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     94300 | NS      | $1294739.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Resideo Technologies Inc                 | Resideo Technologies Inc                      | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     80400 | NS      | $1546092.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                      | RE/MAX Holdings Inc                           | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     85300 | NS      | $1945693.00   | 0.43%             |  |  |  | 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        | 100101675 | NS      | $100081655.03 | 22.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                 | Village Super Market Inc                      | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |     53300 | NS      | $1239758.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc           | Schnitzer Steel Industries Inc                | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     67700 | NS      | $2290968.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                       | Graham Holdings Co                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      2800 | NS      | $1829268.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                 | United Natural Foods Inc                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     35500 | NS      | $1477510.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Xenia Hotels & Resorts Inc               | Xenia Hotels & Resorts Inc                    | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    151600 | NS      | $2258840.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                        | Syneos Health Inc                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     32500 | NS      | $1167400.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                            | MarineMax Inc                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     62900 | NS      | $1965625.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Ladder Capital Corp                      | Ladder Capital Corp                           | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     47800 | NS      | $535360.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                 | First Bancshares Inc/The                      | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      9400 | NS      | $288110.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                    | Vir Biotechnology Inc                         | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43400 | NS      | $1282470.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Safehold Inc                             | Safehold Inc                                  | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     12791 | NS      | $447173.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    304900 | NS      | $3430125.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                           | HomeStreet Inc                                | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24800 | NS      | $683736.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                       | Avanos Medical Inc                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     96300 | NS      | $2950632.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc               | Great Southern Bancorp Inc                    | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      2263 | NS      | $132249.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                        | Tutor Perini Corp                             | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     31500 | NS      | $288855.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                 | Encore Capital Group Inc                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     41591 | NS      | $2317450.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Textainer Group Holdings Ltd             | Textainer Group Holdings Ltd                  | CUSIP: 000000000<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | US        |     83700 | NS      | $2837430.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandy Spring Bancorp Inc                 | Sandy Spring Bancorp Inc                      | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55300 | NS      | $1869140.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Federal Inc                   | Washington Federal Inc                        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69000 | NS      | $2446740.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     19200 | NS      | $491136.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                   | Golden Ocean Group Ltd                        | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | NO        |    289200 | NS      | $2770536.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy Oil Corp                          | Murphy Oil Corp                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     15000 | NS      | $654150.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                 | Green Brick Partners Inc                      | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     50800 | NS      | $1584960.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc                            | AFC Gamma Inc                                 | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |     20000 | NS      | $314000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                      | Acadia Realty Trust                           | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99500 | NS      | $1545235.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc             | Covenant Logistics Group Inc                  | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $1492200.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc            | American Public Education Inc                 | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     15100 | NS      | $182861.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                | iStar Inc                                     | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |    174300 | NS      | $1617504.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                           | PBF Energy Inc                                | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     62100 | NS      | $2607579.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                  | First Financial Bancorp                       | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    115151 | NS      | $2916774.83   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                              | Genesco Inc                                   | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     15100 | NS      | $729179.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                            | M/I Homes Inc                                 | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     14400 | NS      | $861120.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                 | HomeTrust Bancshares Inc                      | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $70200.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent           | Frontier Communications Parent Inc            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20100 | NS      | $595161.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| BrightView Holdings Inc                  | BrightView Holdings Inc                       | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    202200 | NS      | $1607490.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                         | MDC Holdings Inc                              | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     78900 | NS      | $2979264.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                 | First Mid Bancshares Inc                      | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $41769.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                   | ConnectOne Bancorp Inc                        | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     70800 | NS      | $1682916.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp                | Big 5 Sporting Goods Corp                     | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |     75000 | NS      | $749250.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Seaboard Corp                            | Seaboard Corp                                 | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       200 | NS      | $784100.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                   | Banc of California Inc                        | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     47100 | NS      | $820482.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                     | TTM Technologies Inc                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    180500 | NS      | $2837460.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reuni           | National Energy Services Reunited Corp        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126400 | NS      | $955584.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                 | Atea Pharmaceuticals Inc                      | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    234200 | NS      | $1084346.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Physicians Realty Trust                  | Physicians Realty Trust                       | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     53200 | NS      | $843752.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                          | Whitestone REIT                               | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71600 | NS      | $745356.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                       | Crescent Energy Co                            | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $41004.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                        | Eagle Bancorp Inc                             | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     39300 | NS      | $1866357.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                 | Ebix Inc                                      | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     66000 | NS      | $1257960.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest Inc                              | SkyWest Inc                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    131468 | NS      | $2729275.68   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                         | AdaptHealth Corp                              | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103700 | NS      | $2222291.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Biglari Holdings Inc                     | Biglari Holdings Inc                          | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |      6690 | NS      | $1090938.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc            | Independence Realty Trust Inc                 | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     24200 | NS      | $455686.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                 | Hersha Hospitality Trust                      | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     55500 | NS      | $510600.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                | CrossFirst Bankshares Inc                     | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $114750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                         | QuidelOrtho Corp                              | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     13300 | NS      | $1138613.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                  | Old National Bancorp/IN                       | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    191043 | NS      | $3343252.50   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                         | Hope Bancorp Inc                              | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    177716 | NS      | $2290759.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                  | Pebblebrook Hotel Trust                       | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    199400 | NS      | $3270160.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| Claros Mortgage Trust Inc                | Claros Mortgage Trust Inc                     | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |     40100 | NS      | $671274.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                     | Warrior Met Coal Inc                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     31100 | NS      | $1178068.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                | Emergent BioSolutions Inc                     | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    194100 | NS      | $2560179.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| SSR Mining Inc                           | SSR Mining Inc                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     31000 | NS      | $525140.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                  | Flushing Financial Corp                       | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38100 | NS      | $731139.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                      | Gray Television Inc                           | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    167000 | NS      | $2164320.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc             | TravelCenters of America Inc                  | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     45100 | NS      | $2052952.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                               | Zumiez Inc                                    | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     21500 | NS      | $555345.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| RPT Realty                               | RPT Realty                                    | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |    153300 | NS      | $1606584.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                        | Universal Corp/VA                             | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      6300 | NS      | $342531.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                  | Advantage Solutions Inc                       | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124200 | NS      | $321678.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                     | Veritex Holdings Inc                          | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     52300 | NS      | $1472245.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                    | Helmerich & Payne Inc                         | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      5700 | NS      | $276108.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                          | Scholastic Corp                               | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13400 | NS      | $592816.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                          | Macerich Co/The                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    262894 | NS      | $3612163.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| National Western Life Group In           | National Western Life Group Inc               | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      9400 | NS      | $2601920.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Hancock Whitney Corp                     | Hancock Whitney Corp                          | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     35400 | NS      | $1822392.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                                | PetIQ Inc                                     | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |     18700 | NS      | $221408.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                   | Genworth Financial Inc                        | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    197100 | NS      | $1087992.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                  | Enova International Inc                       | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     60200 | NS      | $2748130.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                | Gates Industrial Corp PLC                     | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |     93100 | NS      | $1229851.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                     | Global Net Lease Inc                          | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    207100 | NS      | $3096145.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                          | Foot Locker Inc                               | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     75700 | NS      | $3293707.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| First of Long Island Corp/The            | First of Long Island Corp/The                 | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $150110.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                     | TrustCo Bank Corp NY                          | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21700 | NS      | $779247.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                      | OneWater Marine Inc                           | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $72028.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                        | DISH Network Corp                             | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     68900 | NS      | $991471.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                  | First Financial Corp/IN                       | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27259 | NS      | $1224474.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc              | Heartland Financial USA Inc                   | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     50204 | NS      | $2483591.88   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                          | SouthState Corp                               | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     21485 | NS      | $1710206.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc            | Business First Bancshares Inc                 | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      2300 | NS      | $47702.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    103400 | NS      | $3701720.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                         | NMI Holdings Inc                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     97400 | NS      | $2262602.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                              | Trinseo PLC                                   | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |     77200 | NS      | $2142300.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Costamare Inc                            | Costamare Inc                                 | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MC        |    235700 | NS      | $2392355.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Newmark Group Inc                        | Newmark Group Inc                             | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119300 | NS      | $1022401.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                         | First Busey Corp                              | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     57200 | NS      | $1365364.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C           | First Commonwealth Financial Corp             | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     84700 | NS      | $1245937.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| NetScout Systems Inc                     | NetScout Systems Inc                          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1400 | NS      | $44940.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc             | Bankwell Financial Group Inc                  | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1400 | NS      | $41398.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                              | RBB Bancorp                                   | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      2000 | NS      | $40280.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                       | Mativ Holdings Inc                            | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     49500 | NS      | $1364220.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Capstar Financial Holdings Inc           | Capstar Financial Holdings Inc                | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $47007.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                         | TimkenSteel Corp                              | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    125100 | NS      | $2460717.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                  | Century Communities Inc                       | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     19400 | NS      | $1187280.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                 | Broadstone Net Lease Inc                      | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |    139900 | NS      | $2533589.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc             | Braemar Hotels & Resorts Inc                  | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     81400 | NS      | $431420.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                     | First Merchants Corp                          | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     22800 | NS      | $972192.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                     | City Office REIT Inc                          | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |    122600 | NS      | $1206384.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** Target Portfolio Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer