# EDGAR Filing Document

**Accession Number:** 0001329377
**File Stem:** 0001752724-23-035256
**Filing Date:** 2023-2
**Character Count:** 61608
**Document Hash:** e2305116bcc25cbf4e91b7e6616432d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035256.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035256

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND
- **CENTRAL INDEX KEY:** 0001329377
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21774
- **FILM NUMBER:** 23657216

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Dow Jones Select MicroCap Index Fund (Series ID: S000010772)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000029773 | First Trust Dow Jones Select MicroCap Index Fund | FDM             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Exchange-Traded Fund

- **b. Investment Company Act file number:** 811-21774

- **c. CIK number of Registrant:** 0001329377

- **d. LEI of Registrant:** 549300MZB4XDLRWOC672

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

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Dow Jones Select MicroCap Index Fund

- **b. EDGAR series identifier (if any):** S000010772

- **c. LEI of Series:** 549300J0OKGDPF2LO339

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $152131531.31

**Total Liabilities:** $7694370.92

**Net Assets:** $144437160.39

**Cash Not Reported:** $74563.82

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029773 | 13.75%               | 4.22%                | -5.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-192893.42              | $18536792.01                               |
| Month 2  | $487340.55               | $4966712.57                                |
| Month 3  | $-866337.02              | $-8109284.65                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SandRidge Energy Inc                                     | SandRidge Energy Inc                                     | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     77977 | NS      | $1327948.31   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                                | Zynex Inc                                                | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53423 | NS      | $743113.93    | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Urstadt Biddle Properties Inc                            | Urstadt Biddle Properties Inc                            | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     73421 | NS      | $1391327.95   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                                   | Old Second Bancorp Inc                                   | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     96467 | NS      | $1547330.68   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                       | SunCoke Energy Inc                                       | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    205113 | NS      | $1770125.19   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                        | Tutor Perini Corp                                        | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |    103827 | NS      | $783893.85    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                                | Unifi Inc                                                | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |     31050 | NS      | $267340.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                                    | CTO Realty Growth Inc                                    | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40687 | NS      | $743758.36    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                                                 | AMMO Inc                                                 | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |    215734 | NS      | $373219.82    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Shore Bancshares Inc                                     | Shore Bancshares Inc                                     | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42977 | NS      | $749089.11    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                             | RCI Hospitality Holdings Inc                             | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |     20915 | NS      | $1949068.85   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                                        | GCM Grosvenor Inc                                        | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103880 | NS      | $790526.80    | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| National Presto Industries Inc                           | National Presto Industries Inc                           | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12496 | NS      | $855476.16    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The                            | First of Long Island Corp/The                            | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52940 | NS      | $952920.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Co-Diagnostics Inc                                       | Co-Diagnostics Inc                                       | CUSIP: 189763105<br>LEI: 549300Z1JPESYWFM1R93 | Long             | EC               | CORP              | US        |     76037 | NS      | $191613.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Metrocity Bankshares Inc                                 | Metrocity Bankshares Inc                                 | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |     44815 | NS      | $969348.45    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                                        | Northwest Pipe Co                                        | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |     24414 | NS      | $822751.80    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Lt                           | Pangaea Logistics Solutions Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88093 | NS      | $453678.95    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                          | Chico's FAS Inc                                          | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    307645 | NS      | $1513613.40   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                    | Bank of Marin Bancorp                                    | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35084 | NS      | $1153561.92   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                                     | Sitio Royalties Corp                                     | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182202 | NS      | $5256527.70   | 3.64%             |  |  |  | No            |                  1 | On Loan: —       |
| VSE Corp                                                 | VSE Corp                                                 | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     25813 | NS      | $1210113.44   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                                    | Hackett Group Inc/The                                    | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |     56712 | NS      | $1155223.44   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                        | UWM Holdings Corp                                        | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    227675 | NS      | $753604.25    | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Build-A-Bear Workshop Inc                                | Build-A-Bear Workshop Inc                                | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |     31624 | NS      | $753916.16    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc/TX                                          | Citizens Inc/TX                                          | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |    111911 | NS      | $238370.43    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Tredegar Corp                                            | Tredegar Corp                                            | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     61879 | NS      | $632403.38    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp In                           | Farmers & Merchants Bancorp Inc/Archbold OH              | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30787 | NS      | $836790.66    | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| TrustCo Bank Corp NY                                     | TrustCo Bank Corp NY                                     | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46855 | NS      | $1761279.45   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc                                | Trean Insurance Group Inc                                | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44088 | NS      | $264528.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                   | Heritage Commerce Corp                                   | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    149328 | NS      | $1941264.00   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                               | A-Mark Precious Metals Inc                               | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     44413 | NS      | $1542463.49   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                      | Douglas Elliman Inc                                      | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    165847 | NS      | $674997.29    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                      | Intrepid Potash Inc                                      | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |     23885 | NS      | $689559.95    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                                      | Chuy's Holdings Inc                                      | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44258 | NS      | $1252501.40   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                                | Coastal Financial Corp/WA                                | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |     26140 | NS      | $1242172.80   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp                                  | Artesian Resources Corp                                  | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18846 | NS      | $1103998.68   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Obligations Fund | Goldman Sachs Financial Square Treasury Obligations Fund | CUSIP: 38141W323<br>LEI: 549300C0TCI4VJPGCS21 | Long             | STIV             | RF                | US        |   7533156 | NS      | $7533156.25   | 5.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                             | Eagle Pharmaceuticals Inc/DE                             | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     25608 | NS      | $748521.84    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                             | Collegium Pharmaceutical Inc                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     82565 | NS      | $1915508.00   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp                                           | Immersion Corp                                           | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |     82419 | NS      | $579405.57    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RCM Technologies Inc                                     | RCM Technologies Inc                                     | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16701 | NS      | $206090.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management G                           | Silvercrest Asset Management Group Inc                   | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21545 | NS      | $404399.65    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati                           | Heidrick & Struggles International Inc                   | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     48845 | NS      | $1366194.65   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                             | TrueBlue Inc                                             | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80467 | NS      | $1575543.86   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                         | ACCO Brands Corp                                         | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    231819 | NS      | $1295868.21   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises I                           | Babcock & Wilcox Enterprises Inc                         | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |    180923 | NS      | $1043925.71   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                                | John Marshall Bancorp Inc                                | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28386 | NS      | $816949.08    | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynex Capital Inc                                        | Dynex Capital Inc                                        | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |    113990 | NS      | $1449952.80   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                  | Flushing Financial Corp                                  | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69635 | NS      | $1349526.30   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                               | Vishay Precision Group Inc                               | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30867 | NS      | $1193009.55   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                                     | Johnson Outdoors Inc                                     | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13540 | NS      | $895264.80    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                                | CrossFirst Bankshares Inc                                | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104024 | NS      | $1290937.84   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                                 | Haynes International Inc                                 | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     30648 | NS      | $1400307.12   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                                       | Aviat Networks Inc                                       | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |     26448 | NS      | $824913.12    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services In                           | Orrstown Financial Services Inc                          | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     26261 | NS      | $608204.76    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc                             | Ruth's Hospitality Group Inc                             | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     74543 | NS      | $1153925.64   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                                 | First Bancshares Inc/The                                 | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |     59093 | NS      | $1891566.93   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                                  | AXT Inc                                                  | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |     99613 | NS      | $436304.94    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc                                            | AFC Gamma Inc                                            | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |     39565 | NS      | $622357.45    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp                                             | Sciplay Corp                                             | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |     55817 | NS      | $897537.36    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPhase Labs Inc                                        | ProPhase Labs Inc                                        | CUSIP: 74345W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32427 | NS      | $312272.01    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| MasterCraft Boat Holdings Inc                            | MasterCraft Boat Holdings Inc                            | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     43786 | NS      | $1132743.82   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                           | Lands' End Inc                                           | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     32576 | NS      | $247251.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Ajax Corp                                          | Great Ajax Corp                                          | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |     56301 | NS      | $408182.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd/Uni                           | Richardson Electronics Ltd/United States                 | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26807 | NS      | $571793.31    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                                        | Unity Bancorp Inc                                        | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |     14782 | NS      | $403992.06    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity D&D Bancorp Inc                                 | Fidelity D&D Bancorp Inc                                 | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11356 | NS      | $535321.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc                                          | FVCBankcorp Inc                                          | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |     28905 | NS      | $551218.35    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                              | RBB Bancorp                                              | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     35068 | NS      | $731167.80    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                           | Esquire Financial Holdings Inc                           | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16834 | NS      | $728238.84    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                               | El Pollo Loco Holdings Inc                               | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     48291 | NS      | $480978.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                                     | Manitowoc Co Inc/The                                     | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     86531 | NS      | $792623.96    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sachem Capital Corp                                      | Sachem Capital Corp                                      | CUSIP: 78590A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91301 | NS      | $301293.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Seneca Foods Corp                                        | Seneca Foods Corp                                        | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13013 | NS      | $793142.35    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocwen Financial Corp                                     | Ocwen Financial Corp                                     | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |     16053 | NS      | $490900.74    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                       | Forestar Group Inc                                       | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     44056 | NS      | $678902.96    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust I                           | Granite Point Mortgage Trust Inc                         | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |    128748 | NS      | $690089.28    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group In                           | National Western Life Group Inc                          | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      5915 | NS      | $1662115.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corp                                      | PCSB Financial Corp                                      | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35449 | NS      | $674948.96    | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corp/IN                                  | First Financial Corp/IN                                  | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26905 | NS      | $1239782.40   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc                                 | Destination XL Group Inc                                 | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133653 | NS      | $902157.75    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                                     | Ramaco Resources Inc                                     | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     59681 | NS      | $524595.99    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                             | Bel Fuse Inc                                             | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |     25425 | NS      | $836991.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                     | Rush Enterprises Inc                                     | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     18140 | NS      | $1020737.80   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                        | VAALCO Energy Inc                                        | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |    258534 | NS      | $1178915.04   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                                | Phibro Animal Health Corp                                | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     50018 | NS      | $670741.38    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                             | PubMatic Inc                                             | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106174 | NS      | $1360088.94   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                               | Midland States Bancorp Inc                               | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     54472 | NS      | $1450044.64   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp                                 | Evolution Petroleum Corp                                 | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |     75456 | NS      | $569692.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co                           | Peapack-Gladstone Financial Corp                         | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     39226 | NS      | $1459991.72   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                             | TravelCenters of America Inc                             | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     30686 | NS      | $1374119.08   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                                     | Alto Ingredients Inc                                     | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |    163694 | NS      | $471438.72    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                            | American Public Education Inc                            | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     46462 | NS      | $571017.98    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares Inc                            | First Guaranty Bancshares Inc                            | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |     13442 | NS      | $315214.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreCard Corp                                            | CoreCard Corp                                            | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15074 | NS      | $436693.78    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                      | Titan Machinery Inc                                      | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     49397 | NS      | $1962542.81   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc                                               | Arhaus Inc                                               | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52087 | NS      | $507848.25    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                             | Covenant Logistics Group Inc                             | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20555 | NS      | $710586.35    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                             | Denny's Corp                                             | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |    140755 | NS      | $1296353.55   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                               | Preformed Line Products Co                               | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      7260 | NS      | $604685.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries I                           | Bassett Furniture Industries Inc                         | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20716 | NS      | $360044.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                               | Thermon Group Holdings Inc                               | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     82370 | NS      | $1653989.60   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                               | Amalgamated Financial Corp                               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43751 | NS      | $1008023.04   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                      | OneWater Marine Inc                                      | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26763 | NS      | $765421.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp                                | Professional Holding Corp                                | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |     31935 | NS      | $885876.90    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridge Investment Group Holdin                           | Bridge Investment Group Holdings Inc                     | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66174 | NS      | $797396.70    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                                      | Reservoir Media Inc                                      | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |     83908 | NS      | $500930.76    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Carriage Services Inc                                    | Carriage Services Inc                                    | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32208 | NS      | $887008.32    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                            | Southern Missouri Bancorp Inc                            | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18839 | NS      | $863391.37    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                                        | Olympic Steel Inc                                        | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     23540 | NS      | $790473.20    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                               | EZCORP Inc                                               | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    132029 | NS      | $1076036.35   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                   | DXP Enterprises Inc/TX                                   | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38765 | NS      | $1067975.75   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensus Healthcare Inc                                    | Sensus Healthcare Inc                                    | CUSIP: 81728J109<br>LEI: 549300F3JF8NCDJJZW04 | Long             | EC               | CORP              | US        |     32275 | NS      | $239480.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cot                           | Natural Grocers by Vitamin Cottage Inc                   | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |     20088 | NS      | $183604.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                              | John B Sanfilippo & Son Inc                              | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     21959 | NS      | $1785705.88   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                                     | Beazer Homes USA Inc                                     | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     71387 | NS      | $910898.12    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                      | Centrus Energy Corp                                      | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |     29232 | NS      | $949455.36    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                           | Information Services Group Inc                           | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     83814 | NS      | $385544.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                                          | Weyco Group Inc                                          | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |     16565 | NS      | $350515.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group Inc                             | Commercial Vehicle Group Inc                             | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |     73049 | NS      | $497463.69    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Resource Corp                                       | Gold Resource Corp                                       | CUSIP: 38068T105<br>LEI: 5299006MQBYLDAOI2D32 | Long             | EC               | CORP              | US        |    217400 | NS      | $332622.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Selecta Biosciences Inc                                  | Selecta Biosciences Inc                                  | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |    282265 | NS      | $318959.45    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute                            | Universal Technical Institute Inc                        | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     83044 | NS      | $558055.68    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                                | ACNB Corp                                                | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20929 | NS      | $833183.49    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                                  | Hudson Technologies Inc                                  | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95337 | NS      | $964810.44    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                 | Atea Pharmaceuticals Inc                                 | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186398 | NS      | $896574.38    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc                                      | Nathan's Famous Inc                                      | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |      6923 | NS      | $465294.83    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                           | Dorian LPG Ltd                                           | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |     78397 | NS      | $1485623.15   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                                          | BCB Bancorp Inc                                          | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |     36558 | NS      | $657678.42    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi                           | First Business Financial Services Inc                    | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |     18039 | NS      | $659325.45    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                   | Insteel Industries Inc                                   | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     47903 | NS      | $1318290.56   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                 | HomeTrust Bancshares Inc                                 | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34207 | NS      | $826783.19    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                 | Independent Bank Corp/MI                                 | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51806 | NS      | $1239199.52   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                             | Cass Information Systems Inc                             | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |     29901 | NS      | $1370063.82   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                    | Carter Bankshares Inc                                    | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59294 | NS      | $983687.46    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsilon Energy Ltd                                       | Epsilon Energy Ltd                                       | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42473 | NS      | $281595.99    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc                               | Republic First Bancorp Inc                               | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |    112949 | NS      | $242840.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                                | Ethan Allen Interiors Inc                                | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56103 | NS      | $1482241.26   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Cor                           | Entravision Communications Corp                          | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |    151165 | NS      | $725592.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                                        | JAKKS Pacific Inc                                        | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     17458 | NS      | $305340.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                             | Bankwell Financial Group Inc                             | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |     15928 | NS      | $468761.04    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                  | Modine Manufacturing Co                                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |    128129 | NS      | $2544641.94   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazydays Holdings Inc                                    | Lazydays Holdings Inc                                    | CUSIP: 52110H100<br>LEI: 5493006PPWVM3TDVJH23 | Long             | EC               | CORP              | US        |     19695 | NS      | $235158.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| FutureFuel Corp                                          | FutureFuel Corp                                          | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     63500 | NS      | $516255.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                            | Barrett Business Services Inc                            | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     17122 | NS      | $1597140.16   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                                   | Whole Earth Brands Inc                                   | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84665 | NS      | $344586.55    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                                          | Ring Energy Inc                                          | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |    231624 | NS      | $569795.04    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Consumer Portfolio Services In                           | Consumer Portfolio Services Inc                          | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23599 | NS      | $208851.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Acacia Research Corp                                     | Acacia Research Corp                                     | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |     94782 | NS      | $399032.22    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                         | Movado Group Inc                                         | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     39076 | NS      | $1260201.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                                    | Radiant Logistics Inc                                    | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     92175 | NS      | $469170.75    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                                | Ennis Inc                                                | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63539 | NS      | $1408024.24   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                   | Liquidity Services Inc                                   | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     66510 | NS      | $935130.60    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                                  | Kimball Electronics Inc                                  | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     60770 | NS      | $1372794.30   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                                | Haverty Furniture Cos Inc                                | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     32534 | NS      | $972766.60    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                        | RMR Group Inc/The                                        | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     35072 | NS      | $990784.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                                    | Cambium Networks Corp                                    | CUSIP: 000000000<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | US        |     27925 | NS      | $605134.75    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                                     | City Office REIT Inc                                     | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |     97682 | NS      | $818575.16    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                  | Dream Finders Homes Inc                                  | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51761 | NS      | $448250.26    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

**Name of Applicant:** First Trust Exchange-Traded Fund

**Signature:** Donald P. Swade

**Name of Signer:** Donald P. Swade

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer