# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0001752724-23-065197
**Filing Date:** 2023-3
**Character Count:** 194450
**Document Hash:** 51565bd1c9ccebee29e3be8270371e95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065197.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065197

**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:** FIRST TRUST EXCHANGE-TRADED ALPHADEX FUND
- **CENTRAL INDEX KEY:** 0001383496
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22019
- **FILM NUMBER:** 23758494

**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 Small Cap Core AlphaDEX Fund (Series ID: S000017339)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000047997 | First Trust Small Cap Core AlphaDEX Fund | FYX             |

## 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 AlphaDEX Fund

- **b. Investment Company Act file number:** 811-22019

- **c. CIK number of Registrant:** 0001383496

- **d. LEI of Registrant:** 549300PGRVU1P76W4537

- **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 Small Cap Core AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000017339

- **c. LEI of Series:** 549300SXYG0HEYYRE655

**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:** $872709220.02

**Total Liabilities:** $8286010.84

**Net Assets:** $864423209.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000047997 | 3.23%                | -6.35%               | 10.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $24776737.94                               |
| Month 2  | $-498659.73              | $-54173015.95                              |
| Month 3  | $-10412788.33            | $94179067.34                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WesBanco Inc                                             | WesBanco Inc                                             | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53484 | NS      | $1988000.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                           | BankUnited Inc                                           | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     58224 | NS      | $2191551.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                          | ImmunityBio Inc                                          | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     97528 | NS      | $370606.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Simmons First National Corp                              | Simmons First National Corp                              | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     68739 | NS      | $1533567.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                        | Prothena Corp PLC                                        | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      8207 | NS      | $464105.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                | SJW Group                                                | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24361 | NS      | $1885785.01   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                           | Brink's Co/The                                           | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     27618 | NS      | $1811740.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                  | Alexander & Baldwin Inc                                  | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52799 | NS      | $1057035.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                              | SkyWest Inc                                              | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    149747 | NS      | $3108747.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                 | Alignment Healthcare Inc                                 | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84092 | NS      | $1038536.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                             | Texas Capital Bancshares Inc                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     16398 | NS      | $1083415.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                           | Proto Labs Inc                                           | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     77472 | NS      | $2370643.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                     | TTM Technologies Inc                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    163946 | NS      | $2577231.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                                  | Herbalife Nutrition Ltd                                  | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |     99690 | NS      | $1751553.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                        | Vista Outdoor Inc                                        | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |    101449 | NS      | $2977528.15   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                               | Xencor Inc                                               | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     18989 | NS      | $625117.88    | 0.07%             |  |  |  | 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        |   6405266 | NS      | $6405266.31   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                               | GrafTech International Ltd                               | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    415516 | NS      | $2717474.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                                    | Alkami Technology Inc                                    | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33891 | NS      | $554795.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                              | Tootsie Roll Industries Inc                              | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     46462 | NS      | $2078245.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                             | Arconic Corp                                             | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     70104 | NS      | $1648145.04   | 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        |     65644 | NS      | $2029056.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                      | ADTRAN Holdings Inc                                      | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     78945 | NS      | $1489692.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                               | Independent Bank Group Inc                               | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24691 | NS      | $1513558.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                 | Southside Bancshares Inc                                 | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     27478 | NS      | $1040866.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                        | ACI Worldwide Inc                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     64496 | NS      | $1801373.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr                           | Corporate Office Properties Trust                        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     38123 | NS      | $1070112.61   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                        | RLJ Lodging Trust                                        | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186766 | NS      | $2347648.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                                    | CommVault Systems Inc                                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     15738 | NS      | $979375.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In                           | Installed Building Products Inc                          | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     17330 | NS      | $1907859.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                        | Getty Realty Corp                                        | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     43823 | NS      | $1596471.89   | 0.18%             |  |  |  | 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        |    235683 | NS      | $3151081.71   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                                | Carpenter Technology Corp                                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     13386 | NS      | $646409.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                         | First Busey Corp                                         | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     60007 | NS      | $1432367.09   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                                           | NV5 Global Inc                                           | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11211 | NS      | $1494314.19   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                       | Graham Holdings Co                                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      3274 | NS      | $2138936.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                        | Overstock.com Inc                                        | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     51081 | NS      | $1236671.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertai                           | Madison Square Garden Entertainment Corp                 | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21991 | NS      | $1149909.39   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                              | Pacific Premier Bancorp Inc                              | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     15667 | NS      | $506670.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                         | TriCo Bancshares                                         | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19395 | NS      | $980417.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                              | Samsara Inc                                              | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39780 | NS      | $542599.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                  | Pebblebrook Hotel Trust                                  | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    110784 | NS      | $1816857.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                      | Myriad Genetics Inc                                      | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     34077 | NS      | $671998.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                           | elf Beauty Inc                                           | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     44707 | NS      | $2572887.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                             | Agilysys Inc                                             | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     24991 | NS      | $2088247.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                      | Gray Television Inc                                      | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    220940 | NS      | $2863382.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                          | Alamo Group Inc                                          | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     10476 | NS      | $1639179.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                           | Trustmark Corp                                           | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     28328 | NS      | $824911.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                      | Paramount Group Inc                                      | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |    332972 | NS      | $2147669.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                               | Stride Inc                                               | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     15808 | NS      | $678637.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                                 | PowerSchool Holdings Inc                                 | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107120 | NS      | $2412342.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc                                      | Franchise Group Inc                                      | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |     41516 | NS      | $1282429.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Freshworks Inc                                           | Freshworks Inc                                           | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     33614 | NS      | $543874.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                               | Worthington Industries Inc                               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     39788 | NS      | $2262743.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                            | B&G Foods Inc                                            | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     88693 | NS      | $1243475.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Stewart Information Services C                           | Stewart Information Services Corp                        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     57858 | NS      | $2763876.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                 | Super Micro Computer Inc                                 | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     30114 | NS      | $2178145.62   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                         | NMI Holdings Inc                                         | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    118293 | NS      | $2747946.39   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                    | Cinemark Holdings Inc                                    | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     57097 | NS      | $681738.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                           | CVR Energy Inc                                           | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     78888 | NS      | $2619081.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                               | Insmed Inc                                               | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     24748 | NS      | $532824.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                                     | Kyndryl Holdings Inc                                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    133399 | NS      | $1786212.61   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                | Sally Beauty Holdings Inc                                | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    118482 | NS      | $1845949.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                             | Carter's Inc                                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     19882 | NS      | $1657562.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                             | Cargurus Inc                                             | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     35294 | NS      | $622939.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                               | Vishay Intertechnology Inc                               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    114619 | NS      | $2623628.91   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                                        | Levi Strauss & Co                                        | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     95580 | NS      | $1758672.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                        | Bloom Energy Corp                                        | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     51722 | NS      | $1289429.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                              | OFG Bancorp                                              | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     53824 | NS      | $1523757.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                        | AeroVironment Inc                                        | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      5772 | NS      | $513534.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                            | Infinera Corp                                            | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |    293450 | NS      | $2148054.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                            | Materion Corp                                            | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     22601 | NS      | $2039740.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                             | Ironwood Pharmaceuticals Inc                             | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    119725 | NS      | $1379232.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                          | MillerKnoll Inc                                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     94139 | NS      | $2248039.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                            | Blackbaud Inc                                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     16802 | NS      | $1045252.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                        | Universal Corp/VA                                        | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     37453 | NS      | $2036319.61   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                            | International Bancshares Corp                            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     32417 | NS      | $1519384.79   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                        | Steven Madden Ltd                                        | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     61885 | NS      | $2218577.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                         | Enstar Group Ltd                                         | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      2140 | NS      | $518522.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                      | Signet Jewelers Ltd                                      | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     29086 | NS      | $2234095.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                      | Federal Signal Corp                                      | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     21281 | NS      | $1133213.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                          | 1st Source Corp                                          | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27941 | NS      | $1374417.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                              | Nutanix Inc                                              | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     56944 | NS      | $1587029.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources                            | Alpha Metallurgical Resources Inc                        | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16888 | NS      | $2717785.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                            | PagerDuty Inc                                            | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     37234 | NS      | $1109200.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                   | Cathay General Bancorp                                   | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     48488 | NS      | $2131532.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                     | Hilltop Holdings Inc                                     | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     49430 | NS      | $1616361.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                   | Trinity Industries Inc                                   | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     33444 | NS      | $962183.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                  | Chimera Investment Corp                                  | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     89902 | NS      | $655385.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                            | St Joe Co/The                                            | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     25586 | NS      | $1205100.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                               | Safety Insurance Group Inc                               | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     11737 | NS      | $990485.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                          | Foot Locker Inc                                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     65422 | NS      | $2846511.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                          | PacWest Bancorp                                          | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    107727 | NS      | $2979728.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                  | Century Communities Inc                                  | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     49437 | NS      | $3025544.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                             | National Vision Holdings Inc                             | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     12757 | NS      | $524312.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                 | Dana Inc                                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     98043 | NS      | $1778500.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                                | OceanFirst Financial Corp                                | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93075 | NS      | $2226354.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                 | Cohu Inc                                                 | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     61711 | NS      | $2226532.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                     | Summit Materials Inc                                     | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     69667 | NS      | $2289257.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                        | NorthWestern Corp                                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     24998 | NS      | $1419886.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                               | Impinj Inc                                               | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     22644 | NS      | $2938738.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                             | BioCryst Pharmaceuticals Inc                             | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     86143 | NS      | $908808.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                       | CNX Resources Corp                                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    146812 | NS      | $2456164.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                           | Transocean Ltd                                           | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |    542175 | NS      | $3654259.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                  | Methode Electronics Inc                                  | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     33432 | NS      | $1596043.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                      | Addus HomeCare Corp                                      | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      4970 | NS      | $534374.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                   | Montauk Renewables Inc                                   | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89657 | NS      | $996089.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                       | First Hawaiian Inc                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     37977 | NS      | $1042088.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                          | Hecla Mining Co                                          | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     88932 | NS      | $548710.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate                            | Apollo Commercial Real Estate Finance Inc                | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    183815 | NS      | $2237028.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                          | Hillenbrand Inc                                          | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     34764 | NS      | $1629041.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                              | Berkshire Hills Bancorp Inc                              | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     33075 | NS      | $1026978.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                             | Sunstone Hotel Investors Inc                             | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    255934 | NS      | $2812714.66   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                 | CTS Corp                                                 | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     37631 | NS      | $1674955.81   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                     | NetScout Systems Inc                                     | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     30419 | NS      | $976449.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                            | BRP Group Inc                                            | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39337 | NS      | $1127005.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                           | NexTier Oilfield Solutions Inc                           | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    267567 | NS      | $2520481.14   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                            | Ingevity Corp                                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     21059 | NS      | $1736103.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                               | Cactus Inc                                               | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     49191 | NS      | $2661725.01   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                   | Werner Enterprises Inc                                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     61409 | NS      | $2884380.73   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                                      | Verra Mobility Corp                                      | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     71506 | NS      | $1103337.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Manag                           | Apartment Investment and Management Co                   | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |    347235 | NS      | $2607734.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                     | SL Green Realty Corp                                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     29328 | NS      | $1206847.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| MFA Financial Inc                                        | MFA Financial Inc                                        | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |    150598 | NS      | $1790610.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                      | BellRing Brands Inc                                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     38570 | NS      | $1093845.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                                  | Target Hospitality Corp                                  | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163297 | NS      | $2507425.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                              | Plexus Corp                                              | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      9608 | NS      | $922271.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                                     | Kinetik Holdings Inc                                     | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29895 | NS      | $935414.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Photronics Inc                                           | Photronics Inc                                           | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     88140 | NS      | $1597096.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                      | MGP Ingredients Inc                                      | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     13944 | NS      | $1360097.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                     | First Merchants Corp                                     | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     36084 | NS      | $1538621.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                  | EnerSys                                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     13393 | NS      | $1111886.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                              | TriMas Corp                                              | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     53475 | NS      | $1646495.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                      | Xerox Holdings Corp                                      | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     33868 | NS      | $554757.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                                     | Roivant Sciences Ltd                                     | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |    123771 | NS      | $1027299.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp                                             | Navient Corp                                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    120235 | NS      | $2280857.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                    | Nabors Industries Ltd                                    | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |     15964 | NS      | $2834248.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                             | Bread Financial Holdings Inc                             | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     65648 | NS      | $2693537.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                               | ACADIA Pharmaceuticals Inc                               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     31059 | NS      | $591052.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                              | Neogen Corp                                              | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     32467 | NS      | $695118.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital BDC Inc                                    | Golub Capital BDC Inc                                    | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |     37573 | NS      | $514750.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Outfitters Inc                                     | Urban Outfitters Inc                                     | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    103661 | NS      | $2839274.79   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                      | Mr Cooper Group Inc                                      | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     61607 | NS      | $2833305.93   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                   | Primoris Services Corp                                   | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    112686 | NS      | $2997447.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                              | Monarch Casino & Resort Inc                              | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     32154 | NS      | $2463639.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                       | ABM Industries Inc                                       | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     44526 | NS      | $2088714.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                          | NBT Bancorp Inc                                          | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22777 | NS      | $895363.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In                           | PennyMac Financial Services Inc                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     43635 | NS      | $2941871.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                        | Patterson Cos Inc                                        | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     52921 | NS      | $1597684.99   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                                 | World Fuel Services Corp                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     72369 | NS      | $2048042.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                 | Granite Construction Inc                                 | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     42297 | NS      | $1801006.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteryx Inc                                              | Alteryx Inc                                              | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |      9759 | NS      | $541526.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                           | NewMarket Corp                                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      3179 | NS      | $1095197.29   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                         | Hope Bancorp Inc                                         | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    154399 | NS      | $1990203.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                                 | AvidXchange Holdings Inc                                 | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149234 | NS      | $1659482.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                                  | Stock Yards Bancorp Inc                                  | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     15219 | NS      | $912531.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                           | Prestige Consumer Healthcare Inc                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23697 | NS      | $1558314.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                               | Huron Consulting Group Inc                               | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     34054 | NS      | $2317034.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                                      | Callon Petroleum Co                                      | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     39994 | NS      | $1701744.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                         | Malibu Boats Inc                                         | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46385 | NS      | $2810467.15   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                             | Spectrum Brands Holdings Inc                             | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      8116 | NS      | $550914.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28 Inc                                           | Paragon 28 Inc                                           | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |     77624 | NS      | $1307964.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                                          | Squarespace Inc                                          | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |     22304 | NS      | $529050.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                   | Patrick Industries Inc                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     40797 | NS      | $2895363.09   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                              | Apollo Medical Holdings Inc                              | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     33421 | NS      | $1191124.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                            | MYR Group Inc                                            | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     10741 | NS      | $1064003.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                                    | Silk Road Medical Inc                                    | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     37424 | NS      | $2034368.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                         | Clear Secure Inc                                         | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72106 | NS      | $2263407.34   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                  | First Financial Bancorp                                  | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     61221 | NS      | $1550727.93   | 0.18%             |  |  |  | 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        |    106260 | NS      | $1692721.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International I                           | Sunnova Energy International Inc                         | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     27455 | NS      | $534823.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                 | Gogo Inc                                                 | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     67001 | NS      | $1123606.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                            | National Health Investors Inc                            | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     18938 | NS      | $1114122.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                                  | HireRight Holdings Corp                                  | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41692 | NS      | $476956.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                         | Elme Communities                                         | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     27779 | NS      | $533356.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                    | Oxford Industries Inc                                    | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     21226 | NS      | $2488111.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                     | Red Rock Resorts Inc                                     | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49434 | NS      | $2225024.34   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                         | Shutterstock Inc                                         | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     18759 | NS      | $1411989.93   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                       | Avanos Medical Inc                                       | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     54819 | NS      | $1679654.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                          | OSI Systems Inc                                          | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     24873 | NS      | $2355721.83   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                     | First Foundation Inc                                     | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |    138021 | NS      | $2143466.13   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                 | Resideo Technologies Inc                                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    150293 | NS      | $2890134.39   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                             | Ameresco Inc                                             | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     25961 | NS      | $1673705.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                              | Custom Truck One Source Inc                              | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    312952 | NS      | $2215700.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                                  | Amicus Therapeutics Inc                                  | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    121489 | NS      | $1584216.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                 | Corcept Therapeutics Inc                                 | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     24346 | NS      | $556549.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                            | O-I Glass Inc                                            | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149204 | NS      | $2872177.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                                | Dynavax Technologies Corp                                | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     92944 | NS      | $1057702.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                   | Permian Resources Corp                                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    263013 | NS      | $2858951.31   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                            | REGENXBIO Inc                                            | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     43603 | NS      | $1012025.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc                               | E2open Parent Holdings Inc                               | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84236 | NS      | $581228.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                      | Dorman Products Inc                                      | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6114 | NS      | $593424.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                               | Sprouts Farmers Market Inc                               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     45826 | NS      | $1464140.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                                 | Anywhere Real Estate Inc                                 | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    386905 | NS      | $3280954.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                    | ESCO Technologies Inc                                    | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     11297 | NS      | $1112076.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                              | Avista Corp                                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     33455 | NS      | $1334854.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                    | Heartland Express Inc                                    | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    161168 | NS      | $2710845.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                | Brighthouse Financial Inc                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     38577 | NS      | $2170727.79   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                    | Veris Residential Inc                                    | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31040 | NS      | $536992.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                                  | Expro Group Holdings NV                                  | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |    136366 | NS      | $2575953.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                      | Ladder Capital Corp                                      | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    196997 | NS      | $2206366.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings I                           | AssetMark Financial Holdings Inc                         | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     64496 | NS      | $1711723.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                   | Hims & Hers Health Inc                                   | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |    385697 | NS      | $3193571.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                       | Outfront Media Inc                                       | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     59646 | NS      | $1186955.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                             | Phreesia Inc                                             | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     61120 | NS      | $2291388.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                             | Supernus Pharmaceuticals Inc                             | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     13862 | NS      | $568480.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                                        | Inter Parfums Inc                                        | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20492 | NS      | $2422564.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                                     | Pactiv Evergreen Inc                                     | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |    217634 | NS      | $2504967.34   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                         | Talos Energy Inc                                         | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    130949 | NS      | $2594099.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                        | Helen of Troy Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13375 | NS      | $1512846.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers                            | Tanger Factory Outlet Centers Inc                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     82686 | NS      | $1580129.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                             | ODP Corp/The                                             | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10857 | NS      | $560221.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                 | United Natural Foods Inc                                 | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     51094 | NS      | $2126532.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                             | Medifast Inc                                             | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      4286 | NS      | $477674.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                     | Veritex Holdings Inc                                     | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     70437 | NS      | $1982801.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                    | Jackson Financial Inc                                    | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     71064 | NS      | $3129658.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                | Monro Inc                                                | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21879 | NS      | $1113641.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                      | Virtu Financial Inc                                      | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     72680 | NS      | $1403450.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                            | Dillard's Inc                                            | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      6119 | NS      | $2406663.89   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                                     | Momentive Global Inc                                     | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     70638 | NS      | $544618.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                               | Cheesecake Factory Inc/The                               | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     15594 | NS      | $612064.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                   | Group 1 Automotive Inc                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     13707 | NS      | $2931241.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                    | Delek US Holdings Inc                                    | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     91568 | NS      | $2450359.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                           | MGE Energy Inc                                           | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7024 | NS      | $513524.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                     | First Advantage Corp                                     | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |    114107 | NS      | $1583805.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                             | Northwest Natural Holding Co                             | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     41560 | NS      | $2083818.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto                           | Cracker Barrel Old Country Store Inc                     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     15657 | NS      | $1747008.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                            | Shoals Technologies Group Inc                            | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80172 | NS      | $2235997.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                   | Laureate Education Inc                                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    102799 | NS      | $1128733.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                               | Adient PLC                                               | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     14254 | NS      | $641715.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                                               | N-able Inc                                               | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96199 | NS      | $987963.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                                     | EnPro Industries Inc                                     | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     18197 | NS      | $2203110.79   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp                                      | Sterling Check Corp                                      | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31962 | NS      | $445869.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                       | LSB Industries Inc                                       | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |    148712 | NS      | $1890129.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                            | Capitol Federal Financial Inc                            | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171490 | NS      | $1435371.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc                                 | REVOLUTION Medicines Inc                                 | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     41516 | NS      | $1110137.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                      | Cal-Maine Foods Inc                                      | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     36323 | NS      | $2078402.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                      | Westamerica BanCorp                                      | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8380 | NS      | $465592.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                 | Northwest Bancshares Inc                                 | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70739 | NS      | $1000249.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                               | Brady Corp                                               | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     31495 | NS      | $1684037.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                           | Globalstar Inc                                           | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |    371778 | NS      | $524206.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                  | Advantage Solutions Inc                                  | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1188615 | NS      | $3078512.85   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                              | New York Mortgage Trust Inc                              | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    193150 | NS      | $602628.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                                | Emergent BioSolutions Inc                                | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    209341 | NS      | $2761207.79   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                                 | KAR Auction Services Inc                                 | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     37890 | NS      | $551678.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                 | Golden Entertainment Inc                                 | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     26442 | NS      | $1044459.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                       | Mativ Holdings Inc                                       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     94634 | NS      | $2608113.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                               | Ligand Pharmaceuticals Inc                               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      7403 | NS      | $515989.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                         | MDC Holdings Inc                                         | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     78238 | NS      | $2954266.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                              | Pediatrix Medical Group Inc                              | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99824 | NS      | $1532298.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                         | WideOpenWest Inc                                         | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |    271385 | NS      | $3118213.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                              | Banner Corp                                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15647 | NS      | $1014395.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                               | Mueller Water Products Inc                               | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     91908 | NS      | $1162636.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C                           | First Commonwealth Financial Corp                        | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    106184 | NS      | $1561966.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                 | Simply Good Foods Co/The                                 | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26004 | NS      | $943945.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                 | HNI Corp                                                 | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     69569 | NS      | $2210207.13   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                              | Heartland Financial USA Inc                              | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     31819 | NS      | $1574085.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                       | Kontoor Brands Inc                                       | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     49458 | NS      | $2362114.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                               | Nelnet Inc                                               | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |     21794 | NS      | $2081109.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                | Minerals Technologies Inc                                | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     32573 | NS      | $2262194.85   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                  | Insight Enterprises Inc                                  | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     14794 | NS      | $1667579.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                             | Archrock Inc                                             | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    220251 | NS      | $2182687.41   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                     | Associated Banc-Corp                                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     85659 | NS      | $1919618.19   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                      | Jack in the Box Inc                                      | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     21741 | NS      | $1651881.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                    | ICF International Inc                                    | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      9984 | NS      | $1020264.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                   | Arbor Realty Trust Inc                                   | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     74975 | NS      | $1119376.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                        | Andersons Inc/The                                        | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     70658 | NS      | $2598801.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                             | Sanmina Corp                                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     34524 | NS      | $2103547.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                                         | Sovos Brands Inc                                         | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34410 | NS      | $466599.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                     | Federated Hermes Inc                                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     27235 | NS      | $1070335.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                           | PriceSmart Inc                                           | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     24406 | NS      | $1813609.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                              | Trinseo PLC                                              | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |     87091 | NS      | $2416775.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                  | Mirion Technologies Inc                                  | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     74806 | NS      | $594707.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                  | CNO Financial Group Inc                                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     86558 | NS      | $2229734.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                   | Dine Brands Global Inc                                   | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     15308 | NS      | $1183461.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                  | Lakeland Financial Corp                                  | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6776 | NS      | $479130.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                           | California Water Service Group                           | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      8154 | NS      | $498780.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                   | Progress Software Corp                                   | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     29403 | NS      | $1559535.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                | Liberty Latin America Ltd                                | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     65061 | NS      | $640850.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                           | Provident Financial Services Inc                         | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     92597 | NS      | $2172325.62   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                         | Encore Wire Corp                                         | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17973 | NS      | $2901381.39   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                                | Chesapeake Utilities Corp                                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      4184 | NS      | $527518.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                             | Focus Financial Partners Inc                             | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     39801 | NS      | $1797015.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                  | ATI Inc                                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     82797 | NS      | $3012982.83   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services                            | Enterprise Financial Services Corp                       | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     30298 | NS      | $1615489.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                 | Ultra Clean Holdings Inc                                 | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     29832 | NS      | $1003846.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                               | Sabre Corp                                               | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    320042 | NS      | $2179486.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                        | FB Financial Corp                                        | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     27364 | NS      | $1027791.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                           | Green Dot Corp                                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125023 | NS      | $2260415.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                               | Viasat Inc                                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     62492 | NS      | $2152849.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                           | Seacoast Banking Corp of Florida                         | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     31707 | NS      | $1018111.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                                | Merit Medical Systems Inc                                | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     28007 | NS      | $1998299.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                            | MaxLinear Inc                                            | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     14565 | NS      | $600078.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                            | Amphastar Pharmaceuticals Inc                            | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     17647 | NS      | $533998.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                 | Moog Inc                                                 | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     16903 | NS      | $1611193.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                   | Hillman Solutions Corp                                   | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137161 | NS      | $1316745.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                      | Bloomin' Brands Inc                                      | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     49151 | NS      | $1191911.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                               | H&E Equipment Services Inc                               | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     32674 | NS      | $1662779.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                              | Progyny Inc                                              | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15874 | NS      | $545906.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                           | Kennametal Inc                                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     82205 | NS      | $2342842.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                          | Bancorp Inc/The                                          | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17422 | NS      | $591128.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                                      | Avid Technology Inc                                      | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     37191 | NS      | $1127259.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                            | M/I Homes Inc                                            | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     53537 | NS      | $3201512.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                               | Arcosa Inc                                               | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     36398 | NS      | $2157309.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                     | LXP Industrial Trust                                     | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    246739 | NS      | $2849835.45   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                              | Workiva Inc                                              | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     11778 | NS      | $1019150.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N                           | First Bancorp/Southern Pines NC                          | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23084 | NS      | $919897.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                               | Kadant Inc                                               | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      5567 | NS      | $1134387.59   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                      | Meritage Homes Corp                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     26815 | NS      | $2887707.35   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                     | Dycom Industries Inc                                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     15848 | NS      | $1511423.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                              | LifeStance Health Group Inc                              | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100094 | NS      | $528496.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| KB Home                                                  | KB Home                                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     77624 | NS      | $2984642.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                  | US Physical Therapy Inc                                  | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      6102 | NS      | $605013.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                             | FibroGen Inc                                             | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     92597 | NS      | $2185289.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                | Stepan Co                                                | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     13934 | NS      | $1530510.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                           | Artisan Partners Asset Management Inc                    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     33298 | NS      | $1226032.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                     | JELD-WEN Holding Inc                                     | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    204959 | NS      | $2592731.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                                      | Bank of Hawaii Corp                                      | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      6375 | NS      | $487623.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                          | Scholastic Corp                                          | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50123 | NS      | $2217441.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                              | United States Cellular Corp                              | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |    118576 | NS      | $2900368.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                  | RPC Inc                                                  | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    278101 | NS      | $2758761.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                           | Atlantic Union Bankshares Corp                           | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42214 | NS      | $1633259.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                              | Agiliti Inc                                              | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30317 | NS      | $559348.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                                | Albany International Corp                                | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      5016 | NS      | $562544.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                     | Rush Enterprises Inc                                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     47290 | NS      | $2544674.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                      | TreeHouse Foods Inc                                      | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     10014 | NS      | $484978.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                    | John Wiley & Sons Inc                                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     37030 | NS      | $1695974.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                | American Assets Trust Inc                                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55977 | NS      | $1593105.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                             | Adtalem Global Education Inc                             | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     27857 | NS      | $1063580.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                            | Frontdoor Inc                                            | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     23773 | NS      | $646150.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                         | McGrath RentCorp                                         | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     10015 | NS      | $996893.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                          | Otter Tail Corp                                          | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16844 | NS      | $1080542.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                  | Central Garden & Pet Co                                  | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     55247 | NS      | $2189438.61   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                           | Harmony Biosciences Holdings Inc                         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35896 | NS      | $1729110.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                        | Hamilton Lane Inc                                        | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      7740 | NS      | $602636.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                                 | AAON Inc                                                 | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32824 | NS      | $2505127.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                       | Park National Corp                                       | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      3513 | NS      | $440003.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                               | Xenia Hotels & Resorts Inc                               | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     75032 | NS      | $1117976.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                 | Gibraltar Industries Inc                                 | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32332 | NS      | $1732025.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                        | ProAssurance Corp                                        | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     56608 | NS      | $1097629.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                          | OPKO Health Inc                                          | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    395571 | NS      | $510286.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group I                           | Montrose Environmental Group Inc                         | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     33417 | NS      | $1809864.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                            | Dime Community Bancshares Inc                            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62138 | NS      | $1852955.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                | ePlus Inc                                                | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     44667 | NS      | $2223523.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                 | Axcelis Technologies Inc                                 | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     31153 | NS      | $3425272.35   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                | Sonos Inc                                                | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     29258 | NS      | $539517.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                      | Viavi Solutions Inc                                      | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     94094 | NS      | $1063262.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                           | Buckle Inc/The                                           | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     32710 | NS      | $1439240.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                              | National Bank Holdings Corp                              | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11753 | NS      | $496329.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                  | BrightView Holdings Inc                                  | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    287061 | NS      | $2282134.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                 | Encore Capital Group Inc                                 | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     51571 | NS      | $2873536.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                    | Fulton Financial Corp                                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     88140 | NS      | $1474582.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc                                         | Vital Energy Inc                                         | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     19232 | NS      | $1082376.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Treasury Portfolio                                 | MSILF Treasury Portfolio                                 | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |    726259 | NS      | $726258.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                    | LiveRamp Holdings Inc                                    | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     42190 | NS      | $1129004.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                 | Chefs' Warehouse Inc/The                                 | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     59431 | NS      | $2272047.13   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                              | Moelis & Co                                              | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     12886 | NS      | $602420.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                        | CONSOL Energy Inc                                        | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     38036 | NS      | $2199621.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                            | CSG Systems International Inc                            | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      8645 | NS      | $515847.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                          | Macerich Co/The                                          | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     43913 | NS      | $603364.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                         | Barnes Group Inc                                         | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     24208 | NS      | $1071446.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                             | AtriCure Inc                                             | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11141 | NS      | $482182.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                           | Virtus Investment Partners Inc                           | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     10331 | NS      | $2219925.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                             | Flywire Corp                                             | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     40414 | NS      | $1089965.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                                   | Washington Federal Inc                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58952 | NS      | $2090437.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                       | Hostess Brands Inc                                       | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66105 | NS      | $1529008.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                                | Udemy Inc                                                | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     46868 | NS      | $587724.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                         | Forward Air Corp                                         | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18856 | NS      | $2033619.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                     | Kaiser Aluminum Corp                                     | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6510 | NS      | $569755.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                               | DiamondRock Hospitality Co                               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    241496 | NS      | $2325606.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                     | Warrior Met Coal Inc                                     | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     71372 | NS      | $2703571.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                     | Extreme Networks Inc                                     | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    135025 | NS      | $2434500.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                       | Liberty Energy Inc                                       | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154424 | NS      | $2444531.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                  | Enerpac Tool Group Corp                                  | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     97144 | NS      | $2578201.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                                | International Seaways Inc                                | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     66783 | NS      | $2593851.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                               | Kforce Inc                                               | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     18036 | NS      | $1012360.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Securities Corp                              | BNP Paribas Securities Corp                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |   1218615 | PA      | $1218615.19   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Marten Transport Ltd                                     | Marten Transport Ltd                                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99993 | NS      | $2208845.37   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                              | Axonics Inc                                              | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     15816 | NS      | $971102.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                             | Life Time Group Holdings Inc                             | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41343 | NS      | $776834.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                         | Boise Cascade Co                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     36003 | NS      | $2699144.91   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                          | AZEK Co Inc/The                                          | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     48667 | NS      | $1174334.71   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                    | Integer Holdings Corp                                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     14445 | NS      | $950625.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                             | Innospec Inc                                             | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      9614 | NS      | $1086574.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                    | Customers Bancorp Inc                                    | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     87238 | NS      | $2649418.06   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                                 | Northern Oil and Gas Inc                                 | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     80218 | NS      | $2688907.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                               | InvenTrust Properties Corp                               | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     20890 | NS      | $519534.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                  | GMS Inc                                                  | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     49645 | NS      | $2944941.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                        | Owens & Minor Inc                                        | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    101273 | NS      | $1999129.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                            | Empire State Realty Trust Inc                            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     73362 | NS      | $611839.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                   | Array Technologies Inc                                   | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |    127900 | NS      | $2843217.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                           | Ameris Bancorp                                           | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     41957 | NS      | $1978692.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                               | Prometheus Biosciences Inc                               | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22476 | NS      | $2554622.16   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                                             | Veradigm Inc                                             | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     56061 | NS      | $1004052.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                               | Tennant Co                                               | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     16061 | NS      | $1126357.93   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                            | Janus International Group Inc                            | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207758 | NS      | $2285338.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                                     | JetBlue Airways Corp                                     | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    152612 | NS      | $1220896.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                              | CorVel Corp                                              | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3403 | NS      | $606278.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                   | Boot Barn Holdings Inc                                   | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     15818 | NS      | $1320644.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                 | American States Water Co                                 | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     10685 | NS      | $1006206.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                     | Quaker Chemical Corp                                     | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      2962 | NS      | $583128.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu                           | Kratos Defense & Security Solutions Inc                  | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     47913 | NS      | $548603.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                             | La-Z-Boy Inc                                             | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    108340 | NS      | $3080106.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                         | ZipRecruiter Inc                                         | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     60227 | NS      | $1182858.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                                | iStar Inc                                                | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |    324027 | NS      | $3006970.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                         | BGC Partners Inc                                         | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    393473 | NS      | $1711607.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                        | Kosmos Energy Ltd                                        | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    388729 | NS      | $3074846.39   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                              | Ecovyst Inc                                              | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    223234 | NS      | $2341724.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                          | NeoGenomics Inc                                          | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53513 | NS      | $635734.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C                           | Madison Square Garden Sports Corp                        | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8091 | NS      | $1471267.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                            | Ambarella Inc                                            | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |     12027 | NS      | $1080505.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                             | Victory Capital Holdings Inc                             | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     92148 | NS      | $2731266.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                     | Cavco Industries Inc                                     | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8742 | NS      | $2326246.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                              | EVERTEC Inc                                              | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     15270 | NS      | $564073.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                 | PROCEPT BioRobotics Corp                                 | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47613 | NS      | $1851669.57   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                                   | Columbia Financial Inc                                   | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     22870 | NS      | $453969.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                                      | Digital Turbine Inc                                      | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     32445 | NS      | $563245.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                                   | Victoria's Secret & Co                                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     41459 | NS      | $1747496.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                        | Piper Sandler Cos                                        | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     11395 | NS      | $1619229.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                                | USANA Health Sciences Inc                                | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     37177 | NS      | $2172623.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                       | Fluence Energy Inc                                       | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57663 | NS      | $1391984.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                            | PRA Group Inc                                            | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     58551 | NS      | $2356092.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                           | Essential Properties Realty Trust Inc                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     42136 | NS      | $1073625.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                                      | Shift4 Payments Inc                                      | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44204 | NS      | $2830824.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                 | Sandy Spring Bancorp Inc                                 | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56142 | NS      | $1897599.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                         | Badger Meter Inc                                         | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     18140 | NS      | $2102426.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                    | SIGA Technologies Inc                                    | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67182 | NS      | $492444.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                             | ArcBest Corp                                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     21179 | NS      | $1767387.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                                 | CommScope Holding Co Inc                                 | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    134548 | NS      | $1130203.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                                    | Earthstone Energy Inc                                    | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |    173740 | NS      | $2414986.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                                     | Rent-A-Center Inc/TX                                     | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     43855 | NS      | $1179260.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                               | Grand Canyon Education Inc                               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     23398 | NS      | $2727270.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group I                           | Air Transport Services Group Inc                         | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     95162 | NS      | $2694036.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                       | Axos Financial Inc                                       | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     38812 | NS      | $1867633.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                     | SPX Technologies Inc                                     | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      7531 | NS      | $564900.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                            | LGI Homes Inc                                            | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     26699 | NS      | $3039681.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                         | AdaptHealth Corp                                         | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77179 | NS      | $1653945.97   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                                 | Celldex Therapeutics Inc                                 | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     33282 | NS      | $1466404.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                       | Arch Resources Inc                                       | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |     17315 | NS      | $2562966.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                          | S&T Bancorp Inc                                          | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43399 | NS      | $1578855.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                     | Gulfport Energy Corp                                     | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     26859 | NS      | $1830440.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                               | Terex Corp                                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     34724 | NS      | $1769882.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                   | Marcus & Millichap Inc                                   | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     71765 | NS      | $2600763.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment                            | Dave & Buster's Entertainment Inc                        | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     55809 | NS      | $2419320.15   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                  | Nu Skin Enterprises Inc                                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     11728 | NS      | $502896.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                   | Genworth Financial Inc                                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    467357 | NS      | $2579810.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                    | Urban Edge Properties                                    | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105279 | NS      | $1658144.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                      | Acadia Realty Trust                                      | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68915 | NS      | $1070249.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                            | Renasant Corp                                            | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     39463 | NS      | $1404093.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                         | Weis Markets Inc                                         | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24035 | NS      | $2075181.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                      | Peabody Energy Corp                                      | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     93578 | NS      | $2609890.42   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                             | Sylvamo Corp                                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     10176 | NS      | $483665.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                              | Enovis Corp                                              | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     27717 | NS      | $1744785.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                  | Helios Technologies Inc                                  | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      9083 | NS      | $599478.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                                | Claros Mortgage Trust Inc                                | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |    134456 | NS      | $2250793.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                               | Horace Mann Educators Corp                               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     13232 | NS      | $471191.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                             | Gentherm Inc                                             | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      7574 | NS      | $563732.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                           | Clearfield Inc                                           | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     21010 | NS      | $1501374.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                         | LendingClub Corp                                         | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    280945 | NS      | $2722357.05   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                 | XPEL Inc                                                 | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     24698 | NS      | $1878776.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                      | WSFS Financial Corp                                      | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     21811 | NS      | $1053689.41   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                                      | Energy Recovery Inc                                      | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     24132 | NS      | $534041.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                                             | Bowlero Corp                                             | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183406 | NS      | $2521832.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Altice USA Inc                                           | Altice USA Inc                                           | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    214984 | NS      | $1053421.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                          | City Holding Co                                          | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5312 | NS      | $503524.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                             | Lindsay Corp                                             | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     12145 | NS      | $1902149.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                       | Ingles Markets Inc                                       | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     25630 | NS      | $2434850.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                 | Winnebago Industries Inc                                 | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     46913 | NS      | $2987419.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                | Edgewell Personal Care Co                                | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     38490 | NS      | $1649681.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T                           | PennyMac Mortgage Investment Trust                       | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     39908 | NS      | $608597.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                             | Coursera Inc                                             | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     41797 | NS      | $666662.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                         | StoneX Group Inc                                         | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     10377 | NS      | $911930.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                               | Rambus Inc                                               | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     69021 | NS      | $2793279.87   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                     | PTC Therapeutics Inc                                     | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     12954 | NS      | $594459.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                            | CoreCivic Inc                                            | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    213868 | NS      | $2275555.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                             | Six Flags Entertainment Corp                             | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     63801 | NS      | $1713056.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                      | CSW Industrials Inc                                      | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     12796 | NS      | $1730147.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                         | InterDigital Inc                                         | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9994 | NS      | $699080.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                     | Tri Pointe Homes Inc                                     | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132992 | NS      | $2937793.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                         | Warby Parker Inc                                         | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36654 | NS      | $591962.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Vericel Corp                                             | Vericel Corp                                             | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     18773 | NS      | $515694.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                             | Hain Celestial Group Inc/The                             | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     91680 | NS      | $1881273.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                       | Remitly Global Inc                                       | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129554 | NS      | $1562421.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                | First BanCorp/Puerto Rico                                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     77745 | NS      | $1045670.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                                | Chegg Inc                                                | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     58701 | NS      | $1218632.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                           | Utz Brands Inc                                           | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124707 | NS      | $2077618.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                               | uniQure NV                                               | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |     43623 | NS      | $926988.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                                | Adeia Inc                                                | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208635 | NS      | $2284553.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                        | Newmark Group Inc                                        | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    310203 | NS      | $2658439.71   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                                   | J & J Snack Foods Corp                                   | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3302 | NS      | $473176.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                        | Eagle Bancorp Inc                                        | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     33660 | NS      | $1598513.40   | 0.18%             |  |  |  | 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        |    269609 | NS      | $2857855.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                         | UniFirst Corp/MA                                         | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      5124 | NS      | $1016806.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                            | Hub Group Inc                                            | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31102 | NS      | $2652067.54   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Co                           | Integral Ad Science Holding Corp                         | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56253 | NS      | $578280.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                            | Franklin BSP Realty Trust Inc                            | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     38330 | NS      | $555785.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                            | American Eagle Outfitters Inc                            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    106260 | NS      | $1715036.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                 | Green Brick Partners Inc                                 | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |    102036 | NS      | $3183523.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                       | Evolent Health Inc                                       | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     17609 | NS      | $567361.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                         | Vector Group Ltd                                         | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    166766 | NS      | $2159619.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                              | Fresh Del Monte Produce Inc                              | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     75520 | NS      | $2159872.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                        | SITE Centers Corp                                        | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     36198 | NS      | $494102.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                            | Weatherford International PLC                            | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     48553 | NS      | $2761694.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                               | Belden Inc                                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     34385 | NS      | $2788279.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                | Brinker International Inc                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     77478 | NS      | $3057281.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                     | JBG SMITH Properties                                     | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78155 | NS      | $1574041.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                             | Appfolio Inc                                             | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      9384 | NS      | $1054104.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                       | Everi Holdings Inc                                       | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     34457 | NS      | $598518.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                           | Advanced Energy Industries Inc                           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     23057 | NS      | $2138306.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                             | Veritiv Corp                                             | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     16250 | NS      | $2031900.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                     | Global Net Lease Inc                                     | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    157347 | NS      | $2352337.65   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                  | NOW Inc                                                  | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    155736 | NS      | $2186533.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                            | Hudson Pacific Properties Inc                            | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203275 | NS      | $2315302.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                 | Yelp Inc                                                 | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     36171 | NS      | $1139748.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                 | Wolverine World Wide Inc                                 | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    226196 | NS      | $3648541.48   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                  | Brandywine Realty Trust                                  | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    321603 | NS      | $2109715.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                           | NexPoint Residential Trust Inc                           | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     22723 | NS      | $1147511.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                   | eXp World Holdings Inc                                   | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     89253 | NS      | $1391454.27   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR Corp                                                 | AAR Corp                                                 | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     44051 | NS      | $2265983.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                 | Towne Bank/Portsmouth VA                                 | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     48100 | NS      | $1465607.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                                 | CBIZ Inc                                                 | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     42217 | NS      | $2009107.03   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                         | PJT Partners Inc                                         | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     20130 | NS      | $1611003.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                                      | PGT Innovations Inc                                      | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    110126 | NS      | $2389734.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                                                      | World Wrestling Entertainment Inc                        | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     21649 | NS      | $1831938.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                                   | Schneider National Inc                                   | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |    105655 | NS      | $2799857.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                      | Equity Commonwealth                                      | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     39605 | NS      | $1010719.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                  | Strategic Education Inc                                  | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     18940 | NS      | $1768049.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                      | Allegiant Travel Co                                      | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     21817 | NS      | $1876916.51   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Donald P. Swade

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

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