# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0001752724-23-065202
**Filing Date:** 2023-3
**Character Count:** 76057
**Document Hash:** 02e71b25f6008bab94ed90fe77f8f475
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065202.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065202

**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:** 23758499

**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 Mid Cap Value AlphaDEX Fund (Series ID: S000031805)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000099060 | First Trust Mid Cap Value AlphaDEX Fund | FNK             |

## 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 Mid Cap Value AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031805

- **c. LEI of Series:** 549300E5JZJMI707IP13

**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:** $256985742.61

**Total Liabilities:** $143931.03

**Net Assets:** $256841811.58

**Cash Not Reported:** $403598.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099060 | 8.01%                | -5.30%               | 12.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1451615.38              | $15505272.03                               |
| Month 2  | $1397201.30              | $-14627401.40                              |
| Month 3  | $1083089.99              | $27085277.37                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Columbia Sportswear Co         | Columbia Sportswear Co                     | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      7731 | NS      | $741402.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                        | ITT Inc                                    | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      4173 | NS      | $382205.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc            | Thor Industries Inc                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     22417 | NS      | $2137012.61   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc              | Post Holdings Inc                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     15001 | NS      | $1424344.95   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                     | Alight Inc                                 | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     80984 | NS      | $760439.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc         | Cousins Properties Inc                     | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     13385 | NS      | $367016.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc    | Starwood Property Trust Inc                | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     73871 | NS      | $1543165.19   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp           | Hancock Whitney Corp                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     20986 | NS      | $1080359.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                   | Comerica Inc                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     10129 | NS      | $742556.99    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                  | Owens Corning                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     19842 | NS      | $1917729.30   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                   | Amedisys Inc                               | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      4052 | NS      | $391666.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                        | ADT Inc                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37322 | NS      | $328060.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                     | Matson Inc                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     27076 | NS      | $1790265.12   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc         | Lumen Technologies Inc                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    324244 | NS      | $1702281.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The              | Middleby Corp/The                          | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2528 | NS      | $392977.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp             | IPG Photonics Corp                         | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     10727 | NS      | $1202496.70   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                    | Toro Co/The                                | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      2990 | NS      | $333444.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                 | LCI Industries                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     18308 | NS      | $2054523.76   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc  | Academy Sports & Outdoors Inc              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25772 | NS      | $1505600.24   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc         | Berry Global Group Inc                     | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     22406 | NS      | $1383122.38   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp         | Synovus Financial Corp                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     27045 | NS      | $1134537.75   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp          | US Foods Holding Corp                      | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      9951 | NS      | $379431.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc  | Jefferies Financial Group Inc              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     41345 | NS      | $1624031.60   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                  | Huntsman Corp                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     61592 | NS      | $1951850.48   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp               | HF Sinclair Corp                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32619 | NS      | $1856021.10   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                  | TopBuild Corp                              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      8653 | NS      | $1731119.18   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                    | Gap Inc/The                                | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     60019 | NS      | $814457.83    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc           | Alaska Air Group Inc                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      7883 | NS      | $404713.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                   | Tapestry Inc                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     17780 | NS      | $810234.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp    | John Bean Technologies Corp                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      3706 | NS      | $414071.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                   | Organon & Co                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     24241 | NS      | $730381.33    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc              | GXO Logistics Inc                          | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     15860 | NS      | $829953.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc          | Bath & Body Works Inc                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     24099 | NS      | $1108794.99   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                     | ALLETE Inc                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     15744 | NS      | $973923.84    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                | Chemours Co/The                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     44221 | NS      | $1609202.19   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co             | Sonoco Products Co                         | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     16728 | NS      | $1022248.08   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc              | Syneos Health Inc                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     36915 | NS      | $1325986.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc        | WESCO International Inc                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     10815 | NS      | $1611543.15   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     53192 | NS      | $1820230.24   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                     | Diodes Inc                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     17784 | NS      | $1586154.96   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp             | BOK Financial Corp                         | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      3262 | NS      | $327831.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc     | Southwest Gas Holdings Inc                 | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16412 | NS      | $1098455.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                    | Hubbell Inc                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1443 | NS      | $330317.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                      | Lear Corp                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      5461 | NS      | $796104.58    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                   | Cadence Bank                               | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     27454 | NS      | $702273.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc    | Penske Automotive Group Inc                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     11781 | NS      | $1505847.42   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc              | Lithia Motors Inc                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      8267 | NS      | $2175874.40   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                             | RH                                         | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      2534 | NS      | $790582.66    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T | Interpublic Group of Cos Inc/The           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     10163 | NS      | $370542.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     11098 | NS      | $656668.66    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                       | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       848 | NS      | $362503.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp           | MGIC Investment Corp                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    130197 | NS      | $1838381.64   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc      | Beacon Roofing Supply Inc                  | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     25650 | NS      | $1458972.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                    | Kohl's Corp                                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     67031 | NS      | $2169793.47   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      3139 | NS      | $332137.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc      | Prosperity Bancshares Inc                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9315 | NS      | $706635.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co   | Reliance Steel & Aluminum Co               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      8361 | NS      | $1901709.45   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc               | Skechers USA Inc                           | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     32280 | NS      | $1554282.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc   | SiteOne Landscape Supply Inc               | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      2885 | NS      | $437106.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                 | BorgWarner Inc                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     33640 | NS      | $1590499.20   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                 | PBF Energy Inc                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     41504 | NS      | $1742752.96   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings  | Allison Transmission Holdings Inc          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     24411 | NS      | $1100447.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co   | Portland General Electric Co               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     20721 | NS      | $985905.18    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp      | California Resources Corp                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     38901 | NS      | $1662239.73   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc             | Voya Financial Inc                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     11011 | NS      | $768237.47    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The  | Goodyear Tire & Rubber Co/The              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    166754 | NS      | $1875982.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp     | Apartment Income REIT Corp                 | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49331 | NS      | $1887404.06   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co              | U-Haul Holding Co                          | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     22496 | NS      | $1507906.88   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                   | HB Fuller Co                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      9453 | NS      | $653202.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc            | MKS Instruments Inc                        | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     15981 | NS      | $1635175.92   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc         | Penn Entertainment Inc                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45591 | NS      | $1616200.95   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc   | Watts Water Technologies Inc               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2315 | NS      | $378548.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    121656 | NS      | $1479336.96   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                       | Bank OZK                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     25350 | NS      | $1157734.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc           | Juniper Networks Inc                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     10592 | NS      | $342121.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                  | Synaptics Inc                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     10673 | NS      | $1334445.19   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc              | ManpowerGroup Inc                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     12204 | NS      | $1063700.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp              | DISH Network Corp                          | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |    120552 | NS      | $1734743.28   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc               | Ryder System Inc                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     20253 | NS      | $1912085.73   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc               | Radian Group Inc                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     88754 | NS      | $1961463.40   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA  | United Community Banks Inc/GA              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     10014 | NS      | $325855.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                      | GATX Corp                                  | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      6366 | NS      | $728588.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc          | Element Solutions Inc                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     37219 | NS      | $762245.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The         | Howard Hughes Corp/The                     | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |     17718 | NS      | $1514711.82   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp        | Valley National Bancorp                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     89791 | NS      | $1066717.08   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc    | Asbury Automotive Group Inc                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      9442 | NS      | $2077240.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho | Knight-Swift Transportation Holdings Inc   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32295 | NS      | $1908634.50   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc               | TriNet Group Inc                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      9985 | NS      | $753368.25    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp               | Black Hills Corp                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     14437 | NS      | $1044950.06   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc              | Newell Brands Inc                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    103519 | NS      | $1652163.24   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                 | Whirlpool Corp                             | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      4786 | NS      | $744653.74    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/ | First Citizens BancShares Inc/NC           | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1340 | NS      | $1042091.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent | Frontier Communications Parent Inc         | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53141 | NS      | $1573505.01   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc     | Sabra Health Care REIT Inc                 | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     27234 | NS      | $367659.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                | Hanesbrands Inc                            | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    159675 | NS      | $1347657.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                      | Olin Corp                                  | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     31972 | NS      | $2065071.48   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc         | Eastern Bankshares Inc                     | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     19624 | NS      | $317320.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                     | DaVita Inc                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      9068 | NS      | $747112.52    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc         | Advance Auto Parts Inc                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      2303 | NS      | $350700.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc           | Amkor Technology Inc                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     70582 | NS      | $2065229.32   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp             | Kilroy Realty Corp                         | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      8755 | NS      | $359305.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                       | ASGN Inc                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     12464 | NS      | $1133600.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc   | Medical Properties Trust Inc               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    151935 | NS      | $1967558.25   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                     | Sunrun Inc                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     28186 | NS      | $740728.08    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C | Marriott Vacations Worldwide Corp          | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      5029 | NS      | $804841.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc           | BWX Technologies Inc                       | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      5828 | NS      | $354692.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc         | FirstCash Holdings Inc                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11684 | NS      | $1077031.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holding | Ollie's Bargain Outlet Holdings Inc        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      7227 | NS      | $395750.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc | Fortune Brands Innovations Inc             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     23710 | NS      | $1529532.10   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc       | Highwoods Properties Inc                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     24196 | NS      | $734832.52    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp      | Taylor Morrison Home Corp                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     55768 | NS      | $1996494.40   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                     | Unum Group                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     33001 | NS      | $1387032.03   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust        | Physicians Realty Trust                    | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     70182 | NS      | $1113086.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc        | Comfort Systems USA Inc                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      2942 | NS      | $356099.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc | Omega Healthcare Investors Inc             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     36334 | NS      | $1069672.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                      | Crocs Inc                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      6244 | NS      | $760331.88    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc       | Lennox International Inc                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1414 | NS      | $368516.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc           | OneMain Holdings Inc                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     50812 | NS      | $2192029.68   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc   | MSC Industrial Direct Co Inc               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     12430 | NS      | $1027961.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc  | Annaly Capital Management Inc              | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     80291 | NS      | $1884429.77   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc          | Vir Biotechnology Inc                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66873 | NS      | $1976097.15   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor | Old Republic International Corp            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     56068 | NS      | $1479634.52   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                 | Air Lease Corp                             | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     35242 | NS      | $1584832.74   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd           | Assured Guaranty Ltd                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     16311 | NS      | $1021068.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O | American Financial Group Inc/OH            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      2465 | NS      | $351484.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                   | Evercore Inc                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     12413 | NS      | $1611331.53   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV       | United Bankshares Inc/WV                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      8361 | NS      | $336112.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd       | Triton International Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     24608 | NS      | $1738309.12   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp             | Regal Rexnord Corp                         | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      8464 | NS      | $1178188.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                       | PVH Corp                                   | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     19182 | NS      | $1724461.80   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                        | XPO Inc                                    | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     50842 | NS      | $2026562.12   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      9611 | NS      | $1424446.31   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc               | Donaldson Co Inc                           | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      5750 | NS      | $358512.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc            | Walker & Dunlop Inc                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17254 | NS      | $1645686.52   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc            | Williams-Sonoma Inc                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     11782 | NS      | $1589863.08   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc | New York Community Bancorp Inc             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    118086 | NS      | $1179679.14   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                    | Gentex Corp                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     24826 | NS      | $732615.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co           | Commercial Metals Co                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     35041 | NS      | $1901675.07   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In | Pinnacle Financial Partners Inc            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     13835 | NS      | $1089229.55   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                  | Timken Co/The                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     14371 | NS      | $1183451.85   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                      | Qorvo Inc                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     11205 | NS      | $1217535.30   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                    | Invesco Ltd                                | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     94082 | NS      | $1741457.82   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                  | Seaboard Corp                              | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       448 | NS      | $1756384.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc              | Acuity Brands Inc                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6132 | NS      | $1156004.64   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                       | SLM Corp                                   | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61177 | NS      | $1074879.89   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc       | Elanco Animal Health Inc                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     55404 | NS      | $760696.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc          | Dell Technologies Inc                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      8416 | NS      | $341857.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                  | Coherent Corp                              | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     28933 | NS      | $1255692.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp       | United States Steel Corp                   | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     67566 | NS      | $1924955.34   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc             | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     17085 | NS      | $1598301.75   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                    | Polaris Inc                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      6703 | NS      | $769772.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp              | Ralph Lauren Corp                          | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      6406 | NS      | $793383.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc            | Leggett & Platt Inc                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     31509 | NS      | $1151969.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                    | Maximus Inc                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      4617 | NS      | $345582.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                      | Avnet Inc                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     40706 | NS      | $1867591.28   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc               | Henry Schein Inc                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      8477 | NS      | $730293.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                   | Teleflex Inc                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1357 | NS      | $330320.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp   | Topgolf Callaway Brands Corp               | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     68560 | NS      | $1679034.40   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp             | Rithm Capital Corp                         | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    207167 | NS      | $1949441.47   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                     | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     26749 | NS      | $1444178.51   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                    | Westrock Co                                | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     48139 | NS      | $1888974.36   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp             | UMB Financial Corp                         | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      8105 | NS      | $730989.95    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co       | Molson Coors Beverage Co                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     19711 | NS      | $1036404.38   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc          | East West Bancorp Inc                      | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10274 | NS      | $806714.48    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc         | Jones Lang LaSalle Inc                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      8496 | NS      | $1570655.52   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                   | Vontier Corp                               | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     52536 | NS      | $1209904.08   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                   | Assurant Inc                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2708 | NS      | $359053.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                      | Greif Inc                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     20191 | NS      | $1442243.13   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc  | Robert Half International Inc              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      9172 | NS      | $770081.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In | Fidelity National Financial Inc            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     35992 | NS      | $1584727.76   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd      | Axis Capital Holdings Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     12498 | NS      | $781999.86    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                       | UGI Corp                                   | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     45659 | NS      | $1818597.97   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     13059 | NS      | $703749.51    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc              | TTEC Holdings Inc                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      7670 | NS      | $389942.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust           | Vornado Realty Trust                       | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48800 | NS      | $1190232.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc          | Mohawk Industries Inc                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     13246 | NS      | $1590314.76   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I | Hawaiian Electric Industries Inc           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      8088 | NS      | $341879.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                      | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     13876 | NS      | $761098.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc      | Park Hotels & Resorts Inc                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     86134 | NS      | $1267031.14   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp   | Select Medical Holdings Corp               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13634 | NS      | $396340.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                  | Nordstrom Inc                              | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     62919 | NS      | $1229437.26   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                 | Ziff Davis Inc                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     17117 | NS      | $1531629.16   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd               | Essent Group Ltd                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     43534 | NS      | $1916802.02   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp        | Wintrust Financial Corp                    | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      8011 | NS      | $732766.17    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                 | PulteGroup Inc                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37175 | NS      | $2114885.75   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                    | Premier Inc                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19355 | NS      | $645682.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp  | First American Financial Corp              | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     25870 | NS      | $1600576.90   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                    | Snap-on Inc                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      4445 | NS      | $1105604.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc       | Broadstone Net Lease Inc                   | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     62649 | NS      | $1134573.39   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp              | Chord Energy Corp                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     12372 | NS      | $1773278.76   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                 | TD SYNNEX Corp                             | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     10722 | NS      | $1095252.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries  | Huntington Ingalls Industries Inc          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2935 | NS      | $647284.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's Inc                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     81964 | NS      | $1936809.32   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc         | Equitable Holdings Inc                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     11794 | NS      | $378233.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc          | Lumentum Holdings Inc                      | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      6488 | NS      | $390447.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                 | AutoNation Inc                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12619 | NS      | $1599079.68   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc         | CACI International Inc                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      2252 | NS      | $693818.68    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co             | SEI Investments Co                         | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     11614 | NS      | $725062.02    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp          | Stifel Financial Corp                      | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     17398 | NS      | $1172799.18   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                    | FNB Corp/PA                                | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     51878 | NS      | $740299.06    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc               | Under Armour Inc                           | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     66635 | NS      | $825607.65    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                  | Ingredion Inc                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     10370 | NS      | $1066036.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc  | Affiliated Managers Group Inc              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      6409 | NS      | $1107090.66   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc             | Ally Financial Inc                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     55379 | NS      | $1799263.71   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE              | Brunswick Corp/DE                          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     18785 | NS      | $1584139.05   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                         | F5 Inc                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2358 | NS      | $348182.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc        | MDU Resources Group Inc                    | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22311 | NS      | $689633.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA               | Zions Bancorp NA                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      6886 | NS      | $366059.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The           | Western Union Co/The                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     73750 | NS      | $1045037.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                     | Lazard Ltd                                 | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     19527 | NS      | $782642.16    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN        | Old National Bancorp/IN                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     18828 | NS      | $329490.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                      | News Corp                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     18599 | NS      | $376815.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif | American Equity Investment Life Holding Co | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     29681 | NS      | $1414299.65   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR         | Home BancShares Inc/AR                     | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14853 | NS      | $354541.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc              | Toll Brothers Inc                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     33906 | NS      | $2017067.94   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2287 | NS      | $339047.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                    | Avient Corp                                | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     30081 | NS      | $1218882.12   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co              | DXC Technology Co                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     63869 | NS      | $1834956.37   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc     | Casey's General Stores Inc                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      3017 | NS      | $711740.47    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                       | NCR Corp                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     28921 | NS      | $793013.82    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     17807 | NS      | $1327511.85   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc          | Arrow Electronics Inc                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     16187 | NS      | $1901810.63   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp         | Webster Financial Corp                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      7150 | NS      | $376447.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                    | Popular Inc                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     20418 | NS      | $1401491.52   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc             | Douglas Emmett Inc                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64766 | NS      | $1084830.50   | 0.42%             |  |  |  | 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