# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0001145549-23-017781
**Filing Date:** 2023-3
**Character Count:** 209574
**Document Hash:** d96d194741feb4b3ebf1beb8e1b0062f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017781.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017781

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND III
- **CENTRAL INDEX KEY:** 0001424212
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22245
- **FILM NUMBER:** 23755607

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** First Trust Exchange-Traded Fund III
- **DATE OF NAME CHANGE:** 20160419

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** First Trust Exchange Traded Fund III
- **DATE OF NAME CHANGE:** 20080116

## Series and Classes Contracts Data

### First Trust Long/Short Equity ETF (Series ID: S000045700)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000142474 | First Trust Long/Short Equity ETF | FTLS            |

## Nport-Ex

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **COMMON STOCKS – 96.7%** | **COMMON STOCKS – 96.7%** | **COMMON STOCKS – 96.7%** |
|  | **Aerospace & Defense – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;3177 | HEICO Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$543108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | Northrop Grumman Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440871 |
| &nbsp;&nbsp;&nbsp;5357 | Raytheon Technologies Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534897 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518876 |
|  | **Airlines – 0.5%** |  |
| &nbsp;&nbsp;14813 | Delta Air Lines, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579188 |
| &nbsp;&nbsp;25326 | Ryanair Holdings PLC, ADR (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292763 |
| &nbsp;&nbsp;13378 | Southwest Airlines Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478531 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350482 |
|  | **Automobiles – 0.9%** |  |
| &nbsp;&nbsp;36623 | Ford Motor Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494777 |
| &nbsp;&nbsp;13219 | General Motors Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519771 |
| &nbsp;&nbsp;27014 | Tesla, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679365 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5693913 |
|  | **Banks – 1.7%** |  |
| &nbsp;&nbsp;12717 | Citizens Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550900 |
| &nbsp;&nbsp;22018 | Commerce Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465518 |
| &nbsp;&nbsp;34104 | Huntington Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517358 |
| &nbsp;&nbsp;29082 | JPMorgan Chase & Co. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4070317 |
| &nbsp;&nbsp;22419 | Regions Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527743 |
| &nbsp;&nbsp;26585 | Texas Capital Bancshares, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756471 |
| &nbsp;&nbsp;11798 | US Bancorp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587540 |
| &nbsp;&nbsp;27591 | Zions Bancorp N.A.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466738 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10942585 |
|  | **Beverages – 0.3%** |  |
| &nbsp;&nbsp;13634 | Celsius Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367763 |
| &nbsp;&nbsp;&nbsp;2798 | PepsiCo, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478514 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846277 |
|  | **Biotechnology – 7.2%** |  |
| &nbsp;&nbsp;&nbsp;9078 | AbbVie, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341275 |
| &nbsp;&nbsp;13546 | Argenx SE, ADR (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5177958 |
| 168195 | Catalyst Pharmaceuticals, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2605341 |
| 110396 | Dynavax Technologies Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256306 |
| &nbsp;&nbsp;68320 | Gilead Sciences, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5734781 |
| &nbsp;&nbsp;73138 | Ironwood Pharmaceuticals, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842550 |
| &nbsp;&nbsp;&nbsp;7540 | Moderna, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327492 |
| &nbsp;&nbsp;15647 | Regeneron Pharmaceuticals, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11867780 |
| &nbsp;&nbsp;39329 | Veracyte, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988338 |
| &nbsp;&nbsp;44614 | Vertex Pharmaceuticals, Inc. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14414783 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45556604 |
|  | **Building Products – 2.4%** |  |
| 109145 | Builders FirstSource, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8698856 |
| &nbsp;&nbsp;32371 | Carrier Global Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473852 |
| &nbsp;&nbsp;&nbsp;5321 | Lennox International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386759 |
| &nbsp;&nbsp;28511 | Masco Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516785 |
| &nbsp;&nbsp;&nbsp;2916 | Trane Technologies PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522314 |
| &nbsp;&nbsp;15967 | UFP Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493713 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15092279 |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Capital Markets – 3.5%** |  |
| &nbsp;&nbsp;26065 | Ameriprise Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$9125878 |
| &nbsp;&nbsp;&nbsp;6435 | Ares Management Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534041 |
| &nbsp;&nbsp;15130 | Blackstone, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451875 |
| &nbsp;&nbsp;32301 | CME Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5706295 |
| &nbsp;&nbsp;13122 | Houlihan Lokey, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299996 |
| &nbsp;&nbsp;&nbsp;6628 | Interactive Brokers Group, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529842 |
| &nbsp;&nbsp;&nbsp;9726 | KKR & Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542808 |
| &nbsp;&nbsp;&nbsp;2275 | LPL Financial Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539448 |
| &nbsp;&nbsp;27779 | Moelis & Co., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298668 |
| &nbsp;&nbsp;11380 | T. Rowe Price Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325429 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22354280 |
|  | **Chemicals – 1.7%** |  |
| &nbsp;&nbsp;11078 | CF Industries Holdings, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938307 |
| &nbsp;&nbsp;44777 | Corteva, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2885878 |
| &nbsp;&nbsp;17216 | LyondellBasell Industries N.V., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664615 |
| &nbsp;&nbsp;79733 | Olin Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149954 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10638754 |
|  | **Commercial Services & Supplies – 0.1%** |  |
| &nbsp;&nbsp;&nbsp;1149 | Cintas Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509857 |
| &nbsp;&nbsp;12111 | Rollins, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440841 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950698 |
|  | **Communications Equipment – 0.1%** |  |
| &nbsp;&nbsp;&nbsp;3823 | Arista Networks, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481774 |
|  | **Construction & Engineering – 0.3%** |  |
| &nbsp;&nbsp;14065 | EMCOR Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085136 |
|  | **Construction Materials – 0.4%** |  |
| &nbsp;&nbsp;15562 | Eagle Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273297 |
|  | **Consumer Finance – 2.8%** |  |
| 139811 | Capital One Financial Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16637509 |
| &nbsp;&nbsp;&nbsp;4711 | Discover Financial Services<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549915 |
| &nbsp;&nbsp;14493 | Synchrony Financial<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532328 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17719752 |
|  | **Containers & Packaging – 0.9%** |  |
| 450709 | Amcor PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5435551 |
|  | **Distributors – 0.1%** |  |
| &nbsp;&nbsp;&nbsp;2801 | Genuine Parts Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470064 |
|  | **Diversified Financial Services – 0.8%** |  |
| &nbsp;&nbsp;16595 | Berkshire Hathaway, Inc., Class B (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169674 |
|  | **Diversified Telecommunication Services – 0.1%** |  |
| &nbsp;&nbsp;26689 | AT&T, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543655 |
|  | **Electric Utilities – 0.2%** |  |
| &nbsp;&nbsp;13447 | Exelon Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567329 |
| &nbsp;&nbsp;&nbsp;7475 | Xcel Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514056 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081385 |
|  | **Electrical Equipment – 0.3%** |  |
| &nbsp;&nbsp;13236 | Encore Wire Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136688 |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Electronic Equipment, Instruments & Components – 1.5%** |  |
| 75586 | TE Connectivity Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$9610760 |
|  | **Energy Equipment & Services – 0.2%** |  |
| 13700 | Halliburton Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564714 |
| &nbsp;&nbsp;9635 | Schlumberger Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549002 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113716 |
|  | **Food & Staples Retailing – 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;976 | Costco Wholesale Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498873 |
| 49183 | Sprouts Farmers Market, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571397 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070270 |
|  | **Food Products – 2.8%** |  |
| &nbsp;&nbsp;5310 | Archer-Daniels-Midland Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439933 |
| 30808 | Cal-Maine Foods, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762834 |
| 93700 | Campbell Soup Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865841 |
| 38439 | Hershey (The) Co. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8633399 |
| &nbsp;&nbsp;3477 | J.M. Smucker (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531286 |
| &nbsp;&nbsp;7119 | Kellogg Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488221 |
| 32826 | Simply Good Foods (The), Co. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191584 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17913098 |
|  | **Health Care Equipment & Supplies – 1.1%** |  |
| 39811 | Axonics, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444396 |
| &nbsp;&nbsp;6847 | Hologic, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557140 |
| 12838 | Intuitive Surgical, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154168 |
| &nbsp;&nbsp;2288 | ResMed, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522511 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6678215 |
|  | **Health Care Providers & Services – 3.7%** |  |
| 38355 | Cigna Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12145878 |
| 28356 | CVS Health Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501566 |
| &nbsp;&nbsp;2849 | Elevance Health, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424472 |
| &nbsp;&nbsp;&nbsp;&nbsp;956 | Humana, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489185 |
| &nbsp;&nbsp;1360 | McKesson Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515005 |
| &nbsp;&nbsp;4351 | Molina Healthcare, Inc. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356772 |
| &nbsp;&nbsp;9460 | UnitedHealth Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4722337 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23155215 |
|  | **Hotels, Restaurants & Leisure – 1.3%** |  |
| &nbsp;&nbsp;4942 | Airbnb, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549106 |
| &nbsp;&nbsp;&nbsp;&nbsp;323 | Chipotle Mexican Grill, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531781 |
| &nbsp;&nbsp;5198 | Expedia Group, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594132 |
| &nbsp;&nbsp;3668 | Hilton Worldwide Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532190 |
| &nbsp;&nbsp;3163 | Marriott International, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550931 |
| &nbsp;&nbsp;1826 | McDonald's Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488272 |
| 48229 | SeaWorld Entertainment, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009007 |
| 62641 | Six Flags Entertainment Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681911 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7937330 |
|  | **Household Durables – 0.8%** |  |
| 37371 | MDC Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411129 |
| &nbsp;&nbsp;&nbsp;&nbsp;311 | NVR, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638970 |
| 51863 | Taylor Morrison Home Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856695 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4906794 |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Household Products – 1.3%** |  |
| &nbsp;&nbsp;18363 | Church & Dwight Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1484832 |
| &nbsp;&nbsp;&nbsp;3496 | Clorox (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505837 |
| &nbsp;&nbsp;&nbsp;3922 | Kimberly-Clark Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509899 |
| &nbsp;&nbsp;39824 | Procter & Gamble (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5670141 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8170709 |
|  | **Independent Power & Renewable Electricity Producers – 0.1%** |  |
| &nbsp;&nbsp;18430 | AES (The) Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505166 |
|  | **Insurance – 2.7%** |  |
| &nbsp;&nbsp;&nbsp;8855 | Arch Capital Group Ltd. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569819 |
| &nbsp;&nbsp;&nbsp;8858 | Brown & Brown, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518725 |
| &nbsp;&nbsp;&nbsp;2409 | Chubb Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548023 |
| &nbsp;&nbsp;&nbsp;3553 | Everest Re Group Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242449 |
| &nbsp;&nbsp;23195 | Globe Life, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803116 |
| &nbsp;&nbsp;&nbsp;9735 | Hanover Insurance Group (The), Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310136 |
| &nbsp;&nbsp;&nbsp;7734 | Kinsale Capital Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153455 |
| &nbsp;&nbsp;77578 | Lemonade, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262970 |
| &nbsp;&nbsp;98296 | Old Republic International Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594032 |
| &nbsp;&nbsp;&nbsp;6059 | Reinsurance Group of America, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919574 |
| &nbsp;&nbsp;&nbsp;7622 | RenaissanceRe Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491549 |
| &nbsp;&nbsp;&nbsp;7102 | RLI Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940660 |
| &nbsp;&nbsp;&nbsp;7022 | W.R. Berkley Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492523 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16847031 |
|  | **Interactive Media & Services – 1.8%** |  |
| &nbsp;&nbsp;69311 | Alphabet, Inc., Class A (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850699 |
| &nbsp;&nbsp;46760 | Alphabet, Inc., Class C (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4669921 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11520620 |
|  | **Internet & Direct Marketing Retail – 3.7%** |  |
| &nbsp;&nbsp;77002 | Amazon.com, Inc. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7941216 |
| &nbsp;&nbsp;&nbsp;8372 | DoorDash, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484906 |
| &nbsp;&nbsp;19863 | Etsy, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732752 |
| 127181 | Pinduoduo, Inc., ADR (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12461194 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23620068 |
|  | **IT Services – 5.3%** |  |
| &nbsp;&nbsp;48346 | Accenture PLC, Class A (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13490951 |
| &nbsp;&nbsp;&nbsp;1987 | Automatic Data Processing, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448684 |
| &nbsp;&nbsp;70474 | Cognizant Technology Solutions Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704140 |
| &nbsp;&nbsp;&nbsp;5096 | Fiserv, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543641 |
| &nbsp;&nbsp;&nbsp;2700 | FleetCor Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563787 |
| &nbsp;&nbsp;&nbsp;4053 | Mastercard, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502042 |
| &nbsp;&nbsp;34057 | VeriSign, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7426129 |
| &nbsp;&nbsp;22019 | Visa, Inc., Class A (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5068994 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33748368 |
|  | **Life Sciences Tools & Services – 2.0%** |  |
| &nbsp;&nbsp;81916 | AbCellera Biologics, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862575 |
| &nbsp;&nbsp;20000 | Medpace Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4421400 |
| &nbsp;&nbsp;&nbsp;4827 | Mettler-Toledo International, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7399405 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12683380 |
|  | **Machinery – 1.5%** |  |
| &nbsp;&nbsp;43833 | Allison Transmission Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975992 |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Machinery (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;14561 | Caterpillar, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$3673595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 | Cummins, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248 | Illinois Tool Works, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530618 |
| &nbsp;&nbsp;&nbsp;&nbsp;16288 | Mueller Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4918 | PACCAR, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6121 | Watts Water Technologies, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000906 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9295686 |
|  | **Marine – 0.5%** |  |
| &nbsp;&nbsp;138889 | Star Bulk Carriers Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155558 |
|  | **Media – 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;28133 | ViacomCBS, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651560 |
|  | **Metals & Mining – 7.2%** |  |
| &nbsp;&nbsp;197442 | BHP Group Ltd,, ADR (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13850556 |
| &nbsp;&nbsp;&nbsp;&nbsp;30563 | Franco-Nevada Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4483592 |
| &nbsp;&nbsp;&nbsp;&nbsp;22051 | Nucor Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727060 |
| &nbsp;&nbsp;&nbsp;&nbsp;92671 | Rio Tinto PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7353444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9342 | Steel Dynamics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127019 |
| &nbsp;&nbsp;791902 | Vale S.A., ADR (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14792730 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45334401 |
|  | **Multi-Utilities – 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8609 | CMS Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442 | DTE Energy Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 | Sempra Energy<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524439 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585358 |
|  | **Oil, Gas & Consumable Fuels – 10.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;23643 | Antero Resources Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681864 |
| &nbsp;&nbsp;127240 | Canadian Natural Resources Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7817626 |
| &nbsp;&nbsp;&nbsp;&nbsp;85183 | Cenovus Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | Cheniere Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465246 |
| &nbsp;&nbsp;&nbsp;&nbsp;31453 | Chevron Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5473451 |
| &nbsp;&nbsp;&nbsp;&nbsp;49186 | Comstock Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597610 |
| &nbsp;&nbsp;107341 | ConocoPhillips (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13081648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 | Diamondback Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274897 |
| &nbsp;&nbsp;&nbsp;&nbsp;41265 | Exxon Mobil Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4787153 |
| &nbsp;&nbsp;&nbsp;&nbsp;31451 | FLEX LNG Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7875 | HF Sinclair Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448087 |
| &nbsp;&nbsp;&nbsp;&nbsp;73557 | Magnolia Oil & Gas Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236 | Marathon Petroleum Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544411 |
| &nbsp;&nbsp;&nbsp;&nbsp;16976 | Matador Resources, Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123132 |
| &nbsp;&nbsp;&nbsp;&nbsp;67569 | Murphy Oil Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946684 |
| &nbsp;&nbsp;&nbsp;&nbsp;79150 | Occidental Petroleum Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5128128 |
| &nbsp;&nbsp;&nbsp;&nbsp;17644 | PDC Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195028 |
| 1227364 | Petroleo Brasileiro S.A., ADR (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14237422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 | Phillips 66<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5491 | Pioneer Natural Resources Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3717 | Valero Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520492 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66474259 |
|  | **Paper & Forest Products – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;22622 | Louisiana-Pacific Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540332 |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Personal Products – 0.2%** |  |
| &nbsp;&nbsp;10261 | Medifast, Inc. <br>| &nbsp;&nbsp;&nbsp;&nbsp;$1143588 |
|  | **Pharmaceuticals – 1.2%** |  |
| &nbsp;&nbsp;45078 | Johnson & Johnson (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7366647 |
|  | **Professional Services – 0.3%** |  |
| &nbsp;&nbsp;&nbsp;6217 | CoStar Group, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484305 |
| &nbsp;&nbsp;18394 | Robert Half International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544360 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2028665 |
|  | **Real Estate Management & Development – 0.2%** |  |
| &nbsp;&nbsp;14086 | Howard Hughes (The) Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204212 |
|  | **Road & Rail – 0.9%** |  |
| &nbsp;&nbsp;&nbsp;2837 | JB Hunt Transport Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536335 |
| &nbsp;&nbsp;16235 | Landstar System, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805895 |
| &nbsp;&nbsp;&nbsp;4669 | Old Dominion Freight Line, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555897 |
| &nbsp;&nbsp;17287 | Uber Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534687 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5432814 |
|  | **Semiconductors & Semiconductor Equipment – 3.4%** |  |
| &nbsp;&nbsp;&nbsp;7118 | Broadcom, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4164101 |
| &nbsp;&nbsp;&nbsp;1605 | Enphase Energy, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355315 |
| &nbsp;&nbsp;&nbsp;1334 | KLA Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523568 |
| &nbsp;&nbsp;&nbsp;1084 | Lam Research Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542108 |
| &nbsp;&nbsp;23099 | NVIDIA Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4512852 |
| &nbsp;&nbsp;&nbsp;7107 | ON Semiconductor Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522009 |
| &nbsp;&nbsp;17596 | Power Integrations, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514840 |
| &nbsp;&nbsp;52941 | Texas Instruments, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9381675 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21516468 |
|  | **Software – 5.4%** |  |
| &nbsp;&nbsp;&nbsp;1502 | Adobe, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556251 |
| &nbsp;&nbsp;&nbsp;3038 | Cadence Design Systems, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555438 |
| 127823 | Dropbox, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | Fair Isaac Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567389 |
| 258733 | Fortinet, Inc. (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13542085 |
| &nbsp;&nbsp;62572 | Microsoft Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15505967 |
| &nbsp;&nbsp;&nbsp;1188 | Roper Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506979 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34203437 |
|  | **Specialty Retail – 0.9%** |  |
| &nbsp;&nbsp;&nbsp;5834 | Murphy USA, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587023 |
| &nbsp;&nbsp;&nbsp;5057 | O'Reilly Automotive, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4006914 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5593937 |
|  | **Technology Hardware, Storage & Peripherals – 4.4%** |  |
| 174553 | Apple, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25186252 |
| &nbsp;&nbsp;32676 | Logitech International S.A.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907298 |
| &nbsp;&nbsp;&nbsp;6999 | NetApp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463544 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27557094 |
|  | **Textiles, Apparel & Luxury Goods – 1.4%** |  |
| 197102 | Tapestry, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8981938 |
|  | **Tobacco – 2.8%** |  |
| 316610 | Altria Group, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14260114 |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/<br> Units** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Tobacco (Continued)** |  |
| &nbsp;&nbsp;53408 | British American Tobacco PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;$2055674 |
| &nbsp;&nbsp;14665 | Philip Morris International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528680 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17844468 |
|  | **Trading Companies & Distributors – 2.1%** |  |
| &nbsp;&nbsp;13661 | Boise Cascade Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024165 |
| &nbsp;&nbsp;36861 | Ferguson PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5246795 |
| &nbsp;&nbsp;&nbsp;1471 | United Rentals, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648637 |
| &nbsp;&nbsp;15784 | Watsco, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535848 |
| &nbsp;&nbsp;&nbsp;2737 | WW Grainger, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613407 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13068852 |
|  | **Wireless Telecommunication Services – 0.1%** |  |
| &nbsp;&nbsp;&nbsp;3418 | T-Mobile US, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510342 |
|  | **Total Common Stocks<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;610312080 |
|  | (Cost $576,894,817) |  |
| **MASTER LIMITED PARTNERSHIPS – 0.9%** | **MASTER LIMITED PARTNERSHIPS – 0.9%** | **MASTER LIMITED PARTNERSHIPS – 0.9%** |
|  | **Oil, Gas & Consumable Fuels – 0.9%** |  |
| &nbsp;&nbsp;14846 | Cheniere Energy Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810146 |
| 122781 | EnLink Midstream, LLC (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561774 |
| &nbsp;&nbsp;45452 | Magellan Midstream Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427137 |
| &nbsp;&nbsp;28766 | Viper Energy Partners, L.P. (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913321 |
|  | **Total Master Limited Partnerships<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5712378 |
|  | (Cost $5,613,339) |  |
| **REAL ESTATE INVESTMENT TRUSTS – 0.9%** | **REAL ESTATE INVESTMENT TRUSTS – 0.9%** | **REAL ESTATE INVESTMENT TRUSTS – 0.9%** |
|  | **Equity Real Estate Investment Trusts – 0.9%** |  |
| &nbsp;&nbsp;10135 | Gaming and Leisure Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542831 |
| &nbsp;&nbsp;16386 | Innovative Industrial Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471135 |
| &nbsp;&nbsp;&nbsp;3207 | Mid-America Apartment Communities, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534671 |
| &nbsp;&nbsp;&nbsp;1727 | Public Storage<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525595 |
| &nbsp;&nbsp;&nbsp;1738 | SBA Communications Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517107 |
| &nbsp;&nbsp;15868 | VICI Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542368 |
| &nbsp;&nbsp;43412 | Weyerhaeuser Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494675 |
|  | **Total Real Estate Investment Trusts<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5628382 |
|  | (Cost $5,921,774) |  |

---

---

| | |
|:---|:---|
| **Total Investments – 98.5%<br>** | 621652840 |
| (Cost $588,429,930) |  |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS SOLD SHORT – (26.0)%** | **COMMON STOCKS SOLD SHORT – (26.0)%** | **COMMON STOCKS SOLD SHORT – (26.0)%** |
|  | **Aerospace & Defense – (0.7)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(432) | General Dynamics Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(100682) |
| (17101) | Hexcel Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1206989) |
| (28109) | Kratos Defense & Security Solutions, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321848) |
| &nbsp;&nbsp;&nbsp;&nbsp;(476) | L3Harris Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102254) |
| (40560) | Spirit AeroSystems Holdings, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1466244) |
| &nbsp;&nbsp;(9003) | Woodward, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(920647) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4118664) |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** |
|  | **Air Freight & Logistics – (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(605) | United Parcel Service, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(112064) |
|  | **Banks – (1.7)%** |  |
| (55310) | Bank of Nova Scotia (The)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2993930) |
| (17344) | BankUnited, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(652828) |
| &nbsp;&nbsp;(8183) | Berkshire Hills Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254082) |
| &nbsp;&nbsp;(3853) | BOK Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(387227) |
| &nbsp;&nbsp;(3000) | Fifth Third Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108870) |
| (12971) | First Financial Bankshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(462027) |
| &nbsp;&nbsp;&nbsp;&nbsp;(865) | First Republic Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(121861) |
| (88493) | HSBC Holdings PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3268932) |
| &nbsp;&nbsp;(5653) | KeyCorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108481) |
| &nbsp;&nbsp;&nbsp;&nbsp;(625) | M&T Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97500) |
| (45132) | NatWest Group PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(348870) |
| &nbsp;&nbsp;&nbsp;&nbsp;(803) | Signature Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103547) |
| &nbsp;&nbsp;&nbsp;&nbsp;(475) | SVB Financial Group (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(143659) |
| (25140) | Toronto-Dominion (The) Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1740191) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;(10792005) |
|  | **Beverages – (0.2)%** |  |
| &nbsp;&nbsp;(1740) | Coca-Cola (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106697) |
| &nbsp;&nbsp;(5652) | Coca-Cola Femsa SAB de CV, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(430569) |
| (26752) | Primo Water Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(418669) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(955935) |
|  | **Building Products – (0.2)%** |  |
| &nbsp;&nbsp;(1779) | A.O. Smith Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120438) |
| &nbsp;&nbsp;&nbsp;&nbsp;(437) | Carlisle Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109626) |
| &nbsp;&nbsp;(1684) | Fortune Brands Innovations, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108635) |
| &nbsp;&nbsp;(1566) | Masterbrand, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14407) |
| (34983) | Zurn Elkay Water Solutions Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(764729) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1117835) |
|  | **Capital Markets – (0.1)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(147) | BlackRock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111604) |
| &nbsp;&nbsp;(8805) | Blue Owl Capital, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(110767) |
| &nbsp;&nbsp;(1353) | Charles Schwab (The) Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104749) |
| &nbsp;&nbsp;(4092) | Franklin Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(127670) |
| &nbsp;&nbsp;&nbsp;&nbsp;(368) | Moody's Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118772) |
| &nbsp;&nbsp;(1173) | Northern Trust Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113746) |
| &nbsp;&nbsp;&nbsp;&nbsp;(305) | S&P Global, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114357) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(801665) |
|  | **Chemicals – (0.8)%** |  |
| &nbsp;&nbsp;(2131) | Dow, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126475) |
| (61107) | DuPont de Nemours, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4518862) |
| &nbsp;&nbsp;&nbsp;&nbsp;(838) | PPG Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109225) |
| &nbsp;&nbsp;(4985) | Sensient Technologies Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(377315) |
| &nbsp;&nbsp;&nbsp;&nbsp;(449) | Sherwin-Williams (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106229) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5238106) |
|  | **Commercial Services & Supplies – (0.3)%** |  |
| (37309) | ACV Auctions, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(365628) |
| (16372) | Healthcare Services Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(220531) |
| (30587) | KAR Auction Services, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(445347) |
| &nbsp;&nbsp;&nbsp;&nbsp;(805) | Republic Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(100480) |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** |
|  | **Commercial Services & Supplies (Continued)** |  |
| &nbsp;&nbsp;(12247) | Stericycle, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(659011) |
| &nbsp;&nbsp;&nbsp;(1510) | UniFirst Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(299644) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(668) | Waste Management, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103360) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2194001) |
|  | **Communications Equipment – (0.5)%** |  |
| &nbsp;&nbsp;(50102) | Ciena Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2606306) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(721) | F5, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106463) |
| &nbsp;&nbsp;(61186) | Viavi Solutions, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(691402) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3404171) |
|  | **Consumer Finance – (0.1)%** |  |
| &nbsp;&nbsp;&nbsp;(4064) | Ally Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(132039) |
| &nbsp;&nbsp;&nbsp;(7515) | PRA Group, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(302404) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(434443) |
|  | **Containers & Packaging – (1.3)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(567) | Avery Dennison Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107413) |
| &nbsp;&nbsp;(69216) | Ball Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4031140) |
| &nbsp;&nbsp;&nbsp;(1340) | Crown Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118134) |
| &nbsp;&nbsp;(99203) | International Paper Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4148669) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(821) | Packaging Corp. of America<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117157) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8522513) |
|  | **Distributors – (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;(2008) | LKQ Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118392) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333) | Pool Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128408) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(246800) |
|  | **Diversified Financial Services – (0.5)%** |  |
| &nbsp;&nbsp;(19306) | Equitable Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(619144) |
| &nbsp;&nbsp;(31981) | Voya Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2231314) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2850458) |
|  | **Diversified Telecommunication Services – (0.6)%** |  |
| &nbsp;&nbsp;(38953) | BCE, Inc. <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1842477) |
| &nbsp;&nbsp;(52257) | Frontier Communications Parent, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1547330) |
| &nbsp;&nbsp;&nbsp;(2786) | Verizon Communications, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115814) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3505621) |
|  | **Electric Utilities – (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;(1278) | NextEra Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95377) |
|  | **Electrical Equipment – (1.0)%** |  |
| &nbsp;&nbsp;(24809) | Eaton Corp. PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4024268) |
| (213833) | Enovix Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1697834) |
| &nbsp;&nbsp;(22544) | Plug Power, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(383699) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(824) | Regal Beloit Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114701) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6220502) |
|  | **Electronic Equipment, Instruments & Components – (0.2)%** |  |
| &nbsp;&nbsp;&nbsp;(1347) | Amphenol Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107450) |
| &nbsp;&nbsp;&nbsp;(3192) | Corning, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(110475) |
| &nbsp;&nbsp;&nbsp;(8232) | Itron, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(473093) |
| &nbsp;&nbsp;(28185) | Knowles Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(541998) |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** |
|  | **Electronic Equipment, Instruments & Components (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(259) | Teledyne Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(109883) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1342899) |
|  | **Energy Equipment & Services – (0.2)%** |  |
| &nbsp;&nbsp;(34299) | Baker Hughes Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1088650) |
| &nbsp;&nbsp;(11377) | Patterson-UTI Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(191133) |
| &nbsp;&nbsp;(18988) | ProPetro Holding Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(188931) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1468714) |
|  | **Entertainment – (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;(1334) | Spotify Technology S.A. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(150368) |
|  | **Food Products – (0.1)%** |  |
| &nbsp;&nbsp;&nbsp;(1697) | J&J Snack Foods Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(243180) |
| &nbsp;&nbsp;(32594) | SunOpta, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(266293) |
| &nbsp;&nbsp;(13340) | Utz Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(222244) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(731717) |
|  | **Health Care Equipment & Supplies – (2.5)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(542) | Align Technology, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146194) |
| &nbsp;&nbsp;&nbsp;(1946) | Baxter International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88913) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(924) | Dexcom, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98951) |
| &nbsp;&nbsp;(58320) | Edwards Lifesciences Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4473144) |
| &nbsp;&nbsp;(14407) | Envista Holdings Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(561729) |
| &nbsp;&nbsp;(16578) | GE HealthCare Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1152502) |
| &nbsp;&nbsp;&nbsp;(4214) | Medtronic PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(352670) |
| (219775) | Neogen Corp (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4705383) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(481) | Stryker Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122082) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(494) | Teleflex, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120249) |
| &nbsp;&nbsp;(29202) | Zimmer Biomet Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3718583) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;(15540400) |
|  | **Health Care Providers & Services – (0.3)%** |  |
| &nbsp;&nbsp;(16775) | Acadia Healthcare Co., Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1409435) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(455) | Laboratory Corp of America Holdings<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114715) |
| &nbsp;&nbsp;(15396) | Premier, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(513611) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2037761) |
|  | **Health Care Technology – (0.1)%** |  |
| &nbsp;&nbsp;(30660) | Veradigm, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(549121) |
|  | **Hotels, Restaurants & Leisure – (1.8)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(291) | Domino's Pizza, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102723) |
| &nbsp;&nbsp;(95371) | Las Vegas Sands Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5626889) |
| &nbsp;&nbsp;(15054) | Light & Wonder, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(982273) |
| (119535) | Trip.com Group Ltd., ADR (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4394107) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;(11105992) |
|  | **Household Durables – (0.3)%** |  |
| &nbsp;&nbsp;&nbsp;(1182) | Garmin Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116876) |
| (118879) | Newell Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1897309) |
| &nbsp;&nbsp;&nbsp;(2508) | PulteGroup, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142680) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2156865) |
|  | **Household Products – (0.2)%** |  |
| &nbsp;&nbsp;&nbsp;(1396) | Colgate-Palmolive Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104044) |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** |
|  | **Household Products (Continued)** |  |
| (16830) | Spectrum Brands Holdings, Inc. <br>| &nbsp;&nbsp;&nbsp;&nbsp;$(1142420) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1246464) |
|  | **Industrial Conglomerates – (0.6)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(836) | 3M Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96207) |
| (49735) | General Electric Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4002673) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4098880) |
|  | **Insurance – (0.7)%** |  |
| (22122) | Aflac, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1625967) |
| &nbsp;&nbsp;&nbsp;&nbsp;(787) | Allstate (The) Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101106) |
| &nbsp;&nbsp;(1768) | American International Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111773) |
| &nbsp;&nbsp;&nbsp;&nbsp;(362) | Aon PLC, Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115362) |
| &nbsp;&nbsp;(2888) | Arthur J. Gallagher & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(565239) |
| &nbsp;&nbsp;(6686) | Assured Guaranty Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(418544) |
| (14226) | Brighthouse Financial, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(800497) |
| &nbsp;&nbsp;(2993) | Lincoln National Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106042) |
| &nbsp;&nbsp;(1415) | MetLife, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103323) |
| &nbsp;&nbsp;&nbsp;&nbsp;(827) | Progressive (The) Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112762) |
| &nbsp;&nbsp;&nbsp;&nbsp;(574) | Travelers (The) Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109703) |
| &nbsp;&nbsp;&nbsp;&nbsp;(454) | Willis Towers Watson PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115402) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4285720) |
|  | **Interactive Media & Services – (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(954) | Meta Platforms, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142117) |
|  | **Internet & Direct Marketing Retail – (0.8)%** |  |
| (88785) | Wayfair, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5371492) |
|  | **IT Services – (0.6)%** |  |
| &nbsp;&nbsp;(5462) | CSG Systems International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(325917) |
| (84064) | DXC Technology Co. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2415159) |
| &nbsp;&nbsp;(1086) | Global Payments, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122414) |
| (42284) | Kyndryl Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(566183) |
| &nbsp;&nbsp;(2044) | SS&C Technologies Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123355) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3553028) |
|  | **Life Sciences Tools & Services – (0.4)%** |  |
| &nbsp;&nbsp;(5240) | Avantor, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125236) |
| &nbsp;&nbsp;&nbsp;&nbsp;(407) | Danaher Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107603) |
| &nbsp;&nbsp;(8802) | Illumina, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1885388) |
| &nbsp;&nbsp;&nbsp;&nbsp;(500) | IQVIA Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114705) |
| &nbsp;&nbsp;&nbsp;&nbsp;(201) | Thermo Fisher Scientific, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114636) |
| &nbsp;&nbsp;&nbsp;&nbsp;(466) | West Pharmaceutical Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123770) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2471338) |
|  | **Machinery – (0.5)%** |  |
| (36395) | 3D Systems Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(395250) |
| &nbsp;&nbsp;(5810) | Crane Holdings Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(673437) |
| &nbsp;&nbsp;&nbsp;&nbsp;(765) | Dover Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116150) |
| (32101) | Flowserve Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1104916) |
| &nbsp;&nbsp;(1595) | Fortive Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108508) |
| (20235) | Kennametal, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(576697) |
| &nbsp;&nbsp;(1377) | Otis Worldwide Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113231) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3088189) |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** |
|  | **Media – (0.2)%** |  |
| &nbsp;&nbsp;(30209) | Fox Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;$(1025293) |
| &nbsp;&nbsp;&nbsp;(1197) | Liberty Broadband Corp., Class C (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107467) |
| &nbsp;&nbsp;&nbsp;(6968) | Scholastic Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(308264) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1441024) |
|  | **Metals & Mining – (0.3)%** |  |
| &nbsp;&nbsp;&nbsp;(2935) | Freeport-McMoRan, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130960) |
| &nbsp;&nbsp;&nbsp;(2355) | Newmont Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(124650) |
| &nbsp;&nbsp;(12583) | Royal Gold, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1598418) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1854028) |
|  | **Oil, Gas & Consumable Fuels – (1.5)%** |  |
| (179064) | Cameco Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5015583) |
| &nbsp;&nbsp;(29901) | CNX Resources Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(500244) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(746) | EOG Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98658) |
| &nbsp;&nbsp;&nbsp;(2567) | EQT Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83864) |
| &nbsp;&nbsp;(28591) | Euronav NV<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(450022) |
| &nbsp;&nbsp;(41065) | Golar LNG Ltd. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(962564) |
| &nbsp;&nbsp;(49871) | TC Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2151435) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9262370) |
|  | **Personal Products – (1.2)%** |  |
| (181235) | Coty, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1805100) |
| &nbsp;&nbsp;(11073) | Estee Lauder (The) Cos., Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3068107) |
| (202627) | Haleon PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1641279) |
| &nbsp;&nbsp;(25508) | Unilever PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1303459) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7817945) |
|  | **Pharmaceuticals – (0.8)%** |  |
| &nbsp;&nbsp;(31974) | Catalent, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1712208) |
| (312651) | Teva Pharmaceutical Industries Ltd., ADR (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3295341) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5007549) |
|  | **Professional Services – (0.1)%** |  |
| &nbsp;&nbsp;(48290) | Alight, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(453443) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(537) | Equifax, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119322) |
| &nbsp;&nbsp;&nbsp;(1760) | TransUnion<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126280) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(699045) |
|  | **Real Estate Management & Development – (0.2)%** |  |
| &nbsp;&nbsp;&nbsp;(1435) | CBRE Group, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122707) |
| &nbsp;&nbsp;(56824) | DigitalBridge Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(840995) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(963702) |
|  | **Road & Rail – (0.1)%** |  |
| &nbsp;&nbsp;&nbsp;(2000) | Knight-Swift Transportation Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118200) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(432) | Norfolk Southern Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106190) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(505) | Union Pacific Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103116) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(327506) |
|  | **Semiconductors & Semiconductor Equipment – (0.7)%** |  |
| &nbsp;&nbsp;&nbsp;(1431) | Advanced Micro Devices, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107540) |
| &nbsp;&nbsp;&nbsp;(1007) | Applied Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112270) |
| (145018) | Intel Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4098209) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(283) | Monolithic Power Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120716) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4438735) |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** | **COMMON STOCKS SOLD SHORT (Continued)** |
|  | **Software – (2.2)%** |  |
| &nbsp;&nbsp;(24776) | ACI Worldwide, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(691994) |
| &nbsp;&nbsp;&nbsp;(8428) | Altair Engineering, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(447527) |
| &nbsp;&nbsp;(11940) | Appian Corp., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(493898) |
| &nbsp;&nbsp;&nbsp;(5428) | Aspen Technology, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1078815) |
| &nbsp;&nbsp;&nbsp;(8196) | Braze, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(262272) |
| &nbsp;&nbsp;(32476) | Ceridian HCM Holding, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2347365) |
| &nbsp;&nbsp;&nbsp;(7864) | InterDigital, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(550087) |
| &nbsp;&nbsp;(59856) | NCR Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1641251) |
| &nbsp;&nbsp;(17868) | Paycor HCM, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(448665) |
| &nbsp;&nbsp;(21851) | Samsara, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(298048) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(261) | ServiceNow, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118789) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(323) | Tyler Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104255) |
| &nbsp;&nbsp;(13003) | Verint Systems, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(493724) |
| &nbsp;&nbsp;(27981) | Workday, Inc., Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5076593) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;(14053283) |
|  | **Technology Hardware, Storage & Peripherals – (0.8)%** |  |
| (112950) | Western Digital Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4964153) |
|  | **Textiles, Apparel & Luxury Goods – (0.4)%** |  |
| &nbsp;&nbsp;(84361) | VF Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2610129) |
|  | **Trading Companies & Distributors – (0.1)%** |  |
| &nbsp;&nbsp;&nbsp;(3711) | GATX Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(424724) |
|  | **Wireless Telecommunication Services – (0.1)%** |  |
| &nbsp;&nbsp;(40627) | Telephone & Data Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(543183) |
|  | **Total Common Stocks Sold Short<br>**  | &nbsp;&nbsp;&nbsp;(164358601) |
|  | (Proceeds $149,286,460) |  |
| **REAL ESTATE INVESTMENT TRUSTS SOLD SHORT – (0.3)%** | **REAL ESTATE INVESTMENT TRUSTS SOLD SHORT – (0.3)%** | **REAL ESTATE INVESTMENT TRUSTS SOLD SHORT – (0.3)%** |
|  | **Equity Real Estate Investment Trusts – (0.2)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(719) | Alexandria Real Estate Equities, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115572) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(971) | Digital Realty Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111296) |
| &nbsp;&nbsp;(22232) | Equity Commonwealth<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(567361) |
| &nbsp;&nbsp;&nbsp;(1662) | Equity LifeStyle Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119298) |
| &nbsp;&nbsp;(10940) | Vornado Realty Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(266827) |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1180354) |
|  | **Mortgage Real Estate Investment Trusts – (0.1)%** |  |
| &nbsp;&nbsp;(85253) | Chimera Investment Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(621494) |
|  | **Total Real Estate Investment Trusts Sold Short<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1801848) |
|  | (Proceeds $1,767,207) |  |
|  | **Total Investments Sold Short – (26.3)%<br>**  | &nbsp;&nbsp;&nbsp;(166160449) |
|  | (Proceeds $151,053,667) |  |
|  | **Net Other Assets and Liabilities – 27.8%<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;175490982 |
|  | **Net Assets – 100.0%<br>**  | &nbsp;&nbsp;$630983373 |

---

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Position** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Value** | **Unrealized<br> Appreciation<br> (Depreciation)/<br> Value** |
| NASDAQ 100 E-mini Futures | Short | 161 | Mar 2023 | $(39129440) | &nbsp;&nbsp;&nbsp;&nbsp;$(1499802) |
| Russell 2000 E-mini Futures | Short | 382 | Mar 2023 | &nbsp;&nbsp;&nbsp;(37042540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2439597) |
|  |  |  |  | $(76171980) | &nbsp;&nbsp;&nbsp;&nbsp;$(3939399) |

---

(a) Non-income producing security.

(b) This security or a portion of this security is segregated as collateral for investments sold short. At January 31, 2023, the segregated value of these securities amounts to
$118,898,098.

(c) This security is taxed as a "C" corporation for federal income tax purposes.

ADR American Depositary Receipt

---

| | |
|:---|:---|
| **Country Allocation†** | &nbsp;&nbsp;**% of Net<br> Assets** |
| United States | &nbsp;&nbsp;&nbsp;&nbsp;56.7% |
| Brazil | &nbsp;&nbsp;&nbsp;&nbsp;4.6 |
| Australia | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;1.9 |
| Ireland | &nbsp;&nbsp;&nbsp;&nbsp;1.8 |
| Jersey | &nbsp;&nbsp;&nbsp;&nbsp;1.7 |
| Cayman Islands | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;1.1 |
| Marshall Islands | &nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| Bermuda | &nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;0.4 |
| Curacao | &nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;0.0\* |
| Mexico | &nbsp;&nbsp;&nbsp;&nbsp;-0.1 |
| Belgium | &nbsp;&nbsp;&nbsp;&nbsp;-0.1 |
| Israel | &nbsp;&nbsp;&nbsp;&nbsp;-0.5 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Investments | &nbsp;&nbsp;&nbsp;&nbsp;72.2 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;27.8 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | &nbsp;&nbsp;100.0% |

---

† The presentation is based on net long and short positions.

\* Amount is less than 0.1%.

------

#### First Trust Long/Short Equity ETF (FTLS)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

------

#### Valuation Inputs
The Fund is subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:

• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.

• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived
from observable market data.)

• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity's own assumptions about the assumptions that market participants would use in
pricing the investment.

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.

A summary of the inputs used to value the Fund's investments as of January 31, 2023 is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total<br> Value at<br> 1/31/2023** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks\*<br>| $610312080 | &nbsp;&nbsp;$610312080 | $— | $— |
| Master Limited Partnerships\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5712378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5712378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Real Estate Investment Trusts\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5628382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5628382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments<br>| $621652840 | &nbsp;&nbsp;$621652840 | $— | $— |
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total<br> Value at<br> 1/31/2023** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Common Stocks Sold Short\*<br>| $(164358601) | &nbsp;&nbsp;$(164358601) | $— | $— |
| Real Estate Investment Trusts Sold Short\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1801848) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1801848) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp; (166160449) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (166160449) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Futures Contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3939399) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3939399) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total<br>| $(170099848) | &nbsp;&nbsp;$(170099848) | $— | $— |

---

\* See Portfolio of Investments for industry breakout.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-22245

- **c. CIK number of Registrant:** 0001424212

- **d. LEI of Registrant:** 5493003Z20QMESC6XS29

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

  - **Street Address 1:** 120 East Liberty Drive, Suite 400

  - **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 Long/Short Equity ETF

- **b. EDGAR series identifier (if any):** S000045700

- **c. LEI of Series:** 549300751U9S8UPOSL94

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

- **a. Date of fiscal year-end:** 2023-10-31

- **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:** $873706583.16

**Total Liabilities:** $242790085.99

**Net Assets:** $630916497.17

**Cash Not Reported:** $168585268.76

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000142474 | 4.28%                | -3.16%               | 2.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5025353.43             | $28735872.98                               |
| Month 2  | $674872.75               | $-26706717.35                              |
| Month 3  | $1367857.95              | $21400652.68                               |

**Designated Index Information**

- **Index Name:** S&P 500

- **Index Identifier:** SPX US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Argenx SE                                   | ARGENX SE - ADR                   | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |     13546 | NS      | $5177958.50   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group                                  | CBRE GROUP INC - A                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Short            | EC               | CORP              | US        |     -1435 | NS      | $-122706.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                       | DUPONT DE NEMOURS INC             | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Short            | EC               | CORP              | US        |    -61107 | NS      | $-4518862.65  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                            | ENCORE WIRE CORP                  | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13236 | NS      | $2136687.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corporation                          | ENOVIX CORP                       | CUSIP: 293594107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -213833 | NS      | $-1697834.02  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                  | TRANSUNION                        | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |     -1760 | NS      | $-126280.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                   | LOGITECH INTERNATIONAL-REG        | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |     32676 | NS      | $1907298.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                     | AON PLC-CLASS A                   | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Short            | EC               | CORP              | IE        |      -362 | NS      | $-115362.16   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LP                    | VIPER ENERGY PARTNERS LP          | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |     28766 | NS      | $913320.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                               | MEDTRONIC PLC                     | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Short            | EC               | CORP              | IE        |     -4214 | NS      | $-352669.66   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                               | ACCENTURE PLC-CL A                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     48346 | NS      | $13490951.30  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                           | ACI WORLDWIDE INC                 | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Short            | EC               | CORP              | US        |    -24776 | NS      | $-691993.68   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                       | EATON CORP PLC                    | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Short            | EC               | CORP              | IE        |    -24809 | NS      | $-4024267.89  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                | LYONDELLBASELL INDU-CL A          | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     17216 | NS      | $1664615.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                   | ADOBE INC                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1502 | NS      | $556250.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                    | ALLSTATE CORP                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Short            | EC               | CORP              | US        |      -787 | NS      | $-101105.89   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                               | ALPHABET INC-CL C                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     46760 | NS      | $4669921.20   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                  | APPLE INC                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    174553 | NS      | $25186252.37  | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                     | BERKSHIRE HATHAWAY INC-CL B       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     16595 | NS      | $5169674.40   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.               | BERKSHIRE HILLS BANCORP INC       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Short            | EC               | CORP              | US        |     -8183 | NS      | $-254082.15   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Limited                           | GOLAR LNG LTD                     | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Short            | EC               | CORP              | BM        |    -41065 | NS      | $-962563.60   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC                        | RYANAIR HOLDINGS PLC-SP ADR       | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     25326 | NS      | $2292762.78   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                            | ACV AUCTIONS INC-A                | CUSIP: 00091G104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -37309 | NS      | $-365628.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                          | AFLAC INC                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | EC               | CORP              | US        |    -22122 | NS      | $-1625967.00  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                | BRITISH AMERICAN TOB-SP ADR       | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     53408 | NS      | $2055673.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                           | HSBC HLDGS PLC SPON ADR NEW       | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Short            | EC               | CORP              | GB        |    -88493 | NS      | $-3268931.42  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                           | CIGNA CORP                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     38355 | NS      | $12145877.85  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                     | DOW INC                           | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |     -2131 | NS      | $-126474.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                | ADVANCED MICRO DEVICES            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               | CORP              | US        |     -1431 | NS      | $-107539.65   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                  | HALEON PLC-ADR                    | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Short            | EC               | CORP              | GB        |   -202627 | NS      | $-1641278.70  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                           | NATWEST GROUP PLC -SPON ADR       | CUSIP: 639057207<br>LEI: 2138005O9XJIJN4JPN90 | Short            | EC               | CORP              | GB        |    -45132 | NS      | $-348870.36   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                | ENVISTA HOLDINGS CORP             | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |    -14407 | NS      | $-561728.93   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                  | DYNAVAX TECHNOLOGIES CORP         | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    110396 | NS      | $1256306.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                         | EOG RESOURCES INC                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Short            | EC               | CORP              | US        |      -746 | NS      | $-98658.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                               | ALPHABET INC-CL A                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     69311 | NS      | $6850699.24   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                          | ALTRIA GROUP INC                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    316610 | NS      | $14260114.40  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                               | RIO TINTO PLC-SPON ADR            | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     92671 | NS      | $7353443.85   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.         | TEVA PHARMACEUTICAL-SP ADR        | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Short            | EC               | CORP              | IL        |   -312651 | NS      | $-3295341.54  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                          | ENPHASE ENERGY INC                | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1605 | NS      | $355314.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                | FORTINET INC                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    258733 | NS      | $13542085.22  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                            | AMAZON.COM INC                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     77002 | NS      | $7941216.26   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.          | AMERICAN INTERNATIONAL GROUP      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Short            | EC               | CORP              | US        |     -1768 | NS      | $-111772.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                    | ETSY INC                          | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     19863 | NS      | $2732751.54   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                          | EXELON CORP                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     13447 | NS      | $567328.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                | UNILEVER PLC-SPONSORED ADR        | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Short            | EC               | CORP              | GB        |    -25508 | NS      | $-1303458.80  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                  | GARMIN LTD                        | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Short            | EC               | CORP              | CH        |     -1182 | NS      | $-116876.16   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                  | AMERIPRISE FINANCIAL INC          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     26065 | NS      | $9125877.80   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                        | AMPHENOL CORP-CL A                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               | CORP              | US        |     -1347 | NS      | $-107450.19   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                           | EXPEDIA GROUP INC                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      5198 | NS      | $594131.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                     | EXXON MOBIL CORP                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     41265 | NS      | $4787152.65   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc              | FORTUNE BRANDS INNOVATIONS I      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Short            | EC               | CORP              | US        |     -1684 | NS      | $-108634.84   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                             | FOX CORP - CLASS A                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               | CORP              | US        |    -30209 | NS      | $-1025293.46  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources                          | FRANKLIN RESOURCES INC            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |     -4092 | NS      | $-127670.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                       | GILEAD SCIENCES INC               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     68320 | NS      | $5734780.80   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                          | META PLATFORMS INC-CLASS A        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               | CORP              | US        |      -954 | NS      | $-142117.38   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                      | FAIR ISAAC CORP                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       852 | NS      | $567389.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                        | ELEVANCE HEALTH INC               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2849 | NS      | $1424471.51   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                          | APPIAN CORP-A                     | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Short            | EC               | CORP              | US        |    -11940 | NS      | $-493898.10   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.             | ACADIA HEALTHCARE CO INC          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Short            | EC               | CORP              | US        |    -16775 | NS      | $-1409435.50  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.       | ALEXANDRIA REAL ESTATE EQUIT      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               | CORP              | US        |      -719 | NS      | $-115572.06   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                | NORFOLK SOUTHERN CORP             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Short            | EC               | CORP              | US        |      -432 | NS      | $-106189.92   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                  | ALIGHT INC - CLASS A              | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Short            | EC               | CORP              | US        |    -48290 | NS      | $-453443.10   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc           | ALLISON TRANSMISSION HOLDING      | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     43833 | NS      | $1975991.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                     | SPOTIFY TECHNOLOGY SA             | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |     -1334 | NS      | $-150368.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                | FERGUSON PLC                      | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |     36861 | NS      | $5246794.74   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                   | TAYLOR MORRISON HOME CORP         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     51863 | NS      | $1856695.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                    | VISA INC-CLASS A SHARES           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     22019 | NS      | $5068993.99   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                                | VERADIGM INC                      | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Short            | EC               | CORP              | US        |    -30660 | NS      | $-549120.60   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                         | ALLY FINANCIAL INC                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |     -4064 | NS      | $-132039.36   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                      | APPLIED MATERIALS INC             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Short            | EC               | CORP              | US        |     -1007 | NS      | $-112270.43   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                 | ARES MANAGEMENT CORP - A          | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      6435 | NS      | $534040.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                          | VOYA FINANCIAL INC                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Short            | EC               | CORP              | US        |    -31981 | NS      | $-2231314.37  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                      | WASTE MANAGEMENT INC              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |      -668 | NS      | $-103359.64   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                             | BLACKROCK INC                     | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Short            | EC               | CORP              | US        |      -147 | NS      | $-111603.87   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                              | BLACKSTONE INC                    | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     15130 | NS      | $1451874.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                        | BLUE OWL CAPITAL INC              | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8805 | NS      | $-110766.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                            | BOISE CASCADE CO                  | CUSIP: 09739D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13661 | NS      | $1024165.17   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                  | WATSCO INC                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     15784 | NS      | $4535848.08   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                 | WAYFAIR INC- CLASS A              | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |    -88785 | NS      | $-5371492.50  | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                  | F/C NASDAQ 100 E-MINI MAR23       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -161 | NC      | $-1499801.94  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Propertes Inc         | INNOVATIVE INDUSTRIAL PROPER      | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     16386 | NS      | $1471135.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                         | FIFTH THIRD BANCORP               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Short            | EC               | CORP              | US        |     -3000 | NS      | $-108870.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                  | F/C E-MINI RUSS 2000  MAR23       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -382 | NC      | $-2439597.16  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                | MOELIS & CO - CLASS A             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     27779 | NS      | $1298668.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                           | INTEL CORP                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |   -145018 | NS      | $-4098208.68  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                          | INTERDIGITAL INC                  | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Short            | EC               | CORP              | US        |     -7864 | NS      | $-550086.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc              | FIRST FINL BANKSHARES INC         | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Short            | EC               | CORP              | US        |    -12971 | NS      | $-462027.02   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                            | ARTHUR J GALLAGHER & CO           | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |     -2888 | NS      | $-565239.36   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana Pacific Corporation               | LOUISIANA-PACIFIC CORP            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     22622 | NS      | $1540331.98   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                        | M & T BANK CORP                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Short            | EC               | CORP              | US        |      -625 | NS      | $-97500.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc           | GAMING AND LEISURE PROPERTIE      | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     10135 | NS      | $542830.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                | GENERAL DYNAMICS CORP             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Short            | EC               | CORP              | US        |      -432 | NS      | $-100681.92   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                    | GENERAL ELECTRIC CO               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Short            | EC               | CORP              | US        |    -49735 | NS      | $-4002672.80  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                      | GENERAL MOTORS CO                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     13219 | NS      | $519771.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                        | MDC HOLDINGS INC                  | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     37371 | NS      | $1411128.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation            | OCCIDENTAL PETROLEUM CORP         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     79150 | NS      | $5128128.50   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                     | MOLINA HEALTHCARE INC             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      4351 | NS      | $1356772.33   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.               | MONOLITHIC POWER SYSTEMS INC      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |      -283 | NS      | $-120716.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                            | GENUINE PARTS CO                  | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2801 | NS      | $470063.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company | WILLIS TOWERS WATSON PLC          | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Short            | EC               | CORP              | IE        |      -454 | NS      | $-115402.26   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                              | BHP GROUP LTD-SPON ADR            | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    197442 | NS      | $13850556.30  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                       | MICROSOFT CORP                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     62572 | NS      | $15505967.32  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                      | TRANE TECHNOLOGIES PLC            | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2916 | NS      | $522313.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                               | CHUBB LTD                         | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2409 | NS      | $548023.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.     | MID-AMERICA APARTMENT COMM        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      3207 | NS      | $534671.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                   | REGAL REXNORD CORP                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |      -824 | NS      | $-114700.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                     | NVR INC                           | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       311 | NS      | $1638970.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                 | NEOGEN CORP                       | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |   -219775 | NS      | $-4705382.75  | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.             | REGENERON PHARMACEUTICALS         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     15647 | NS      | $11867780.09  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation               | REGIONS FINANCIAL CORP            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     22419 | NS      | $527743.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                   | KINSALE CAPITAL GROUP INC         | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      7734 | NS      | $2153454.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation      | OLD REPUBLIC INTL CORP            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     98296 | NS      | $2594031.44   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                      | ON SEMICONDUCTOR                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      7107 | NS      | $522009.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                             | T-MOBILE US INC                   | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      3418 | NS      | $510341.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                | TAPESTRY INC                      | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    197102 | NS      | $8981938.14   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Magellan Midstream Partners LP              | MAGELLAN MIDSTREAM PARTNERS       | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | EC               | CORP              | US        |     45452 | NS      | $2427136.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                           | MASCO CORP                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     28511 | NS      | $1516785.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronav N.V.                                | EURONAV NV                        | CUSIP: B38564108<br>LEI: 549300D80RYON74MEJ03 | Short            | EC               | CORP              | BE        |    -28591 | NS      | $-450022.34   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                     | MASTERCARD INC - A                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4053 | NS      | $1502041.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                             | MASTERBRAND INC                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Short            | EC               | CORP              | US        |     -1566 | NS      | $-14407.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                        | OTIS WORLDWIDE CORP               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Short            | EC               | CORP              | US        |     -1377 | NS      | $-113230.71   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                            | PDC ENERGY INC                    | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     17644 | NS      | $1195028.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                   | MATADOR RESOURCES CO              | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     16976 | NS      | $1123132.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                      | MCDONALDS CORP                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1826 | NS      | $488272.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                        | PPG INDUSTRIES INC                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Short            | EC               | CORP              | US        |      -838 | NS      | $-109224.92   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                              | PRA GROUP INC                     | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Short            | EC               | CORP              | US        |     -7515 | NS      | $-302403.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                        | MCKESSON CORP                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1360 | NS      | $515004.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                       | MEDPACE HOLDINGS INC              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     20000 | NS      | $4421400.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.            | PHILIP MORRIS INTERNATIONAL       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     14665 | NS      | $1528679.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                 | PHILLIPS 66                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      4685 | NS      | $469764.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                  | PACCAR INC                        | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      4918 | NS      | $537586.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America            | PACKAGING CORP OF AMERICA         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Short            | EC               | CORP              | US        |      -821 | NS      | $-117156.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                 | SAMSARA INC-CL A                  | CUSIP: 79589L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -21851 | NS      | $-298047.64   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                      | SCHOLASTIC CORP                   | CUSIP: 807066105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6968 | NS      | $-308264.32   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation              | SCHWAB (CHARLES) CORP             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Short            | EC               | CORP              | US        |     -1353 | NS      | $-104749.26   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                          | SCIENTIFIC GAMES CORP-A           | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Short            | EC               | CORP              | US        |    -15054 | NS      | $-982273.50   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                      | SEMPRA                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3271 | NS      | $524439.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                  | SENSIENT TECHNOLOGIES CORP        | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Short            | EC               | CORP              | US        |     -4985 | NS      | $-377314.65   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                   | PATTERSON-UTI ENERGY INC          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Short            | EC               | CORP              | US        |    -11377 | NS      | $-191133.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated         | VERTEX PHARMACEUTICALS INC        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     44614 | NS      | $14414783.40  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                              | SERVICENOW INC                    | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |      -261 | NS      | $-118788.93   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                              | SIGNATURE BANK                    | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Short            | EC               | CORP              | US        |      -803 | NS      | $-103546.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                 | SPROUTS FARMERS MARKET INC        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     49183 | NS      | $1571396.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                       | WESTERN DIGITAL CORP              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |   -112950 | NS      | $-4964152.50  | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                        | WEYERHAEUSER CO                   | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     43412 | NS      | $1494675.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Governor                           | WOODWARD INC                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Short            | EC               | CORP              | US        |     -9003 | NS      | $-920646.78   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                 | WORKDAY INC-CLASS A               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |    -27981 | NS      | $-5076592.83  | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                             | XCEL ENERGY INC                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      7475 | NS      | $514055.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank  | ZIONS BANCORP NA                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     27591 | NS      | $1466737.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation      | ZURN ELKAY WATER SOLUTIONS C      | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Short            | EC               | CORP              | US        |    -34983 | NS      | $-764728.38   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                 | DROPBOX INC-CLASS A               | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    127823 | NS      | $2969328.29   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco           | FIRST REPUBLIC BANK/CA            | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Short            | EC               | CORP              | US        |      -865 | NS      | $-121861.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                 | FISERV INC                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      5096 | NS      | $543641.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fleetcor Technologies Inc                   | FLEETCOR TECHNOLOGIES INC         | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2700 | NS      | $563787.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                       | FLOWSERVE CORP                    | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Short            | EC               | CORP              | US        |    -32101 | NS      | $-1104916.42  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                          | FORD MOTOR CO                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     36623 | NS      | $494776.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                         | FORTIVE CORP                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Short            | EC               | CORP              | US        |     -1595 | NS      | $-108507.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                       | FREEPORT-MCMORAN INC              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               | CORP              | US        |     -2935 | NS      | $-130959.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc          | FRONTIER COMMUNICATIONS PARE      | CUSIP: 35909D109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -52257 | NS      | $-1547329.77  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                            | GATX CORP                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |     -3711 | NS      | $-424723.95   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GE Healthcare Technologies Inc.             | GE HEALTHCARE TECHNOLOG-INC       | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |    -16578 | NS      | $-1152502.56  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                         | GLOBAL PAYMENTS INC               | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | EC               | CORP              | US        |     -1086 | NS      | $-122413.92   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                             | EQT CORP                          | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |     -2567 | NS      | $-83863.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                        | EAGLE MATERIALS INC               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     15562 | NS      | $2273296.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation            | EDWARDS LIFESCIENCES CORP         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Short            | EC               | CORP              | US        |    -58320 | NS      | $-4473144.00  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                             | EMCOR GROUP INC                   | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     14065 | NS      | $2085136.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                      | ASPEN TECHNOLOGY INC              | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Short            | EC               | CORP              | US        |     -5428 | NS      | $-1078815.00  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                      | F5 INC                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Short            | EC               | CORP              | US        |      -721 | NS      | $-106462.86   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                              | GLOBE LIFE INC                    | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     23195 | NS      | $2803115.75   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company           | PIONEER NATURAL RESOURCES CO      | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      5491 | NS      | $1264851.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                              | PLUG POWER INC                    | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |    -22544 | NS      | $-383698.88   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                            | POOL CORP                         | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |      -333 | NS      | $-128408.13   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                     | POWER INTEGRATIONS INC            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     17596 | NS      | $1514839.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                 | PREMIER INC-CLASS A               | CUSIP: 74051N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -15396 | NS      | $-513610.56   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                          | T ROWE PRICE GROUP INC            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     11380 | NS      | $1325428.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                | PROCTER & GAMBLE CO/THE           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     39824 | NS      | $5670141.12   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                 | PROGRESSIVE CORP                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |      -827 | NS      | $-112761.45   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                              | PUBLIC STORAGE REIT               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1727 | NS      | $525595.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                    | RLI CORP                          | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      7102 | NS      | $940659.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Aerosystems Holdings Inc             | SPIRIT AEROSYSTEMS HOLD-CL A      | CUSIP: 848574109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -40560 | NS      | $-1466244.00  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners L P                | CHENIERE ENERGY PARTNERS LP       | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |     14846 | NS      | $810146.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                             | KLA CORP                          | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1334 | NS      | $523568.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                               | KKR & CO INC                      | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      9726 | NS      | $542808.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                             | KELLOGG CO                        | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      7119 | NS      | $488221.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                              | KENNAMETAL INC                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Short            | EC               | CORP              | US        |    -20235 | NS      | $-576697.50   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                     | KEYCORP                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |     -5653 | NS      | $-108481.07   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                        | KYNDRYL HOLDINGS INC              | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Short            | EC               | CORP              | US        |    -42284 | NS      | $-566182.76   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                             | LKQ CORP                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |     -2008 | NS      | $-118391.68   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                        | STEEL DYNAMICS INC                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      9342 | NS      | $1127018.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                       | TELEFLEX INC                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Short            | EC               | CORP              | US        |      -494 | NS      | $-120249.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                   | TRAVELERS COS INC/THE             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Short            | EC               | CORP              | US        |      -574 | NS      | $-109702.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                          | UFP INDUSTRIES INC                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     15967 | NS      | $1493712.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                               | US BANCORP                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     11798 | NS      | $587540.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corp                               | UNIFIRST CORP/MA                  | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Short            | EC               | CORP              | US        |     -1510 | NS      | $-299644.40   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                   | VALERO ENERGY CORP                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3717 | NS      | $520491.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                     | ABCELLERA BIOLOGICS INC           | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     81916 | NS      | $862575.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia                         | BANK OF NOVA SCOTIA HALIFAX /CAD/ | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | EC               | CORP              | CA        |    -55310 | NS      | $-2993930.30  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corporation                          | CAMECO CORP                       | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |   -179064 | NS      | $-5015582.64  | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                     | ARCH CAPITAL GROUP LTD            | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      8855 | NS      | $569819.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                      | CMS ENERGY CORP                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      8609 | NS      | $544002.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.              | CSG SYSTEMS INTL INC              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |     -5462 | NS      | $-325917.54   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                           | HF SINCLAIR CORP                  | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7875 | NS      | $448087.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinduoduo Inc                               | PINDUODUO INC-ADR                 | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |    127181 | NS      | $12461194.38  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                       | CAMPBELL SOUP CO                  | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     93700 | NS      | $4865841.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation           | CAPITAL ONE FINANCIAL CORP        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    139811 | NS      | $16637509.00  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated             | CARLISLE COS INC                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Short            | EC               | CORP              | US        |      -437 | NS      | $-109625.82   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                       | CELSIUS HOLDINGS INC              | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13634 | NS      | $1367762.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                       | COCA-COLA CO/THE                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Short            | EC               | CORP              | US        |     -1740 | NS      | $-106696.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.        | COGNIZANT TECH SOLUTIONS-A        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     70474 | NS      | $4704139.50   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                   | COTY INC-CL A                     | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |   -181235 | NS      | $-1805100.60  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                          | CROWN HOLDINGS INC                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Short            | EC               | CORP              | US        |     -1340 | NS      | $-118134.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                        | SCHLUMBERGER LTD                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      9635 | NS      | $549002.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                              | TC ENERGY CORP /CAD/              | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |    -49871 | NS      | $-2151434.94  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                | CUMMINS INC                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2041 | NS      | $509311.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                          | DTE ENERGY COMPANY                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      4442 | NS      | $516915.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Ltd                          | TRIP.COM GROUP LTD-ADR            | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | KY        |   -119535 | NS      | $-4394106.60  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd.                               | FLEX LNG LTD                      | CUSIP: G35947202<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |     31451 | NS      | $978126.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                      | DXC TECHNOLOGY CO                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Short            | EC               | CORP              | US        |    -84064 | NS      | $-2415158.72  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                  | DEXCOM INC                        | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |      -924 | NS      | $-98951.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                       | ASSURED GUARANTY LTD              | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Short            | EC               | CORP              | BM        |     -6686 | NS      | $-418543.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                      | DIAMONDBACK ENERGY INC            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      8725 | NS      | $1274897.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                    | DIGITAL REALTY TRUST INC          | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |      -971 | NS      | $-111296.02   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                     | DIGITALBRIDGE GROUP INC           | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Short            | EC               | CORP              | US        |    -56824 | NS      | $-840995.20   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                 | DISCOVER FINANCIAL SERVICES       | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      4711 | NS      | $549915.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                   | CNX RESOURCES CORP                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Short            | EC               | CORP              | US        |    -29901 | NS      | $-500243.73   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                | CADENCE DESIGN SYS INC            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      3038 | NS      | $555437.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                | CATALENT INC                      | CUSIP: 148806102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -31974 | NS      | $-1712207.70  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.               | CATALYST PHARMACEUTICALS INC      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    168195 | NS      | $2605340.55   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                             | CATERPILLAR INC                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     14561 | NS      | $3673594.69   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                         | CHENIERE ENERGY INC               | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      3045 | NS      | $465245.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                         | CHEVRON CORP                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31453 | NS      | $5473451.06   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation              | CHIMERA INVESTMENT CORP           | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Short            | EC               | CORP              | US        |    -85253 | NS      | $-621494.37   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                  | CHIPOTLE MEXICAN GRILL INC        | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $531780.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                   | CHURCH & DWIGHT CO INC            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     18363 | NS      | $1484832.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                 | MODERNA INC                       | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      7540 | NS      | $1327492.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated  | REINSURANCE GROUP OF AM CL A      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      6059 | NS      | $919574.43    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                           | CIENA CORP                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |    -50102 | NS      | $-2606306.04  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                          | CINTAS CORP                       | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1149 | NS      | $509857.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                     | REPUBLIC SERVICES INC             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Short            | EC               | CORP              | US        |      -805 | NS      | $-100480.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                 | RESMED INC                        | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      2288 | NS      | $522510.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.              | ROBERT HALF INTL INC              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     18394 | NS      | $1544360.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                 | ROLLINS INC                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     12111 | NS      | $440840.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                   | TELEDYNE TECHNOLOGIES INC         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |      -259 | NS      | $-109883.34   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                              | VERISIGN INC                      | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     34057 | NS      | $7426128.85   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                         | AES CORP                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     18430 | NS      | $505166.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                          | VERINT SYSTEMS INC                | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Short            | EC               | CORP              | US        |    -13003 | NS      | $-493723.91   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                         | VIAVI SOLUTIONS INC               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Short            | EC               | CORP              | US        |    -61186 | NS      | $-691401.80   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                            | PARAMOUNT GLOBAL-CLASS B          | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     28133 | NS      | $651560.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                         | VICI PROPERTIES INC               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     15868 | NS      | $542368.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                    | AT&T INC                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     26689 | NS      | $543654.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                 | ABBVIE INC                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      9078 | NS      | $1341274.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                  | ZIMMER BIOMET HOLDINGS INC        | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |    -29202 | NS      | $-3718582.68  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                  | AVERY DENNISON CORP               | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Short            | EC               | CORP              | US        |      -567 | NS      | $-107412.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                 | AXONICS INC                       | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     39811 | NS      | $2444395.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                     | COMMERCE BANCSHARES INC           | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22018 | NS      | $1465518.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                          | CONOCOPHILLIPS                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    107341 | NS      | $13081647.67  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                        | CORNING INC                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |     -3192 | NS      | $-110475.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                | COSTCO WHOLESALE CORP             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       976 | NS      | $498872.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costar Group Inc                            | COSTAR GROUP INC                  | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6217 | NS      | $484304.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                          | BOK FINANCIAL CORPORATION         | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Short            | EC               | CORP              | US        |     -3853 | NS      | $-387226.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                        | BAKER HUGHES CO                   | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -34299 | NS      | $-1088650.26  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc                           | DOMINO'S PIZZA INC                | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Short            | EC               | CORP              | US        |      -291 | NS      | $-102723.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                             | BANKUNITED INC                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Short            | EC               | CORP              | US        |    -17344 | NS      | $-652828.16   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                    | WR BERKLEY CORP                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      7022 | NS      | $492523.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                             | CVS HEALTH CORPORATION_           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     28356 | NS      | $2501566.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                | CITIZENS FINANCIAL GROUP          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     12717 | NS      | $550900.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                     | PRIMO WATER CORP                  | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Short            | EC               | CORP              | CA        |    -26752 | NS      | $-418668.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                   | COLGATE-PALMOLIVE CO              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Short            | EC               | CORP              | US        |     -1396 | NS      | $-104043.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                         | DANAHER CORP                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |      -407 | NS      | $-107602.66   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                         | ARISTA NETWORKS INC               | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      3823 | NS      | $481774.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.             | AUTOMATIC DATA PROCESSING         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1987 | NS      | $448684.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                 | AVANTOR INC                       | CUSIP: 05352A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5240 | NS      | $-125236.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc.                                    | BCE INC                           | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Short            | EC               | CORP              | CA        |    -38953 | NS      | $-1842476.90  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                            | BALL CORP                         | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |    -69216 | NS      | $-4031139.84  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                  | BAXTER INTERNATIONAL INC          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |     -1946 | NS      | $-88912.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                      | PETROLEO BRASILEIRO-SPON ADR      | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |   1227364 | NS      | $14237422.40  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunopta Inc                                 | SUNOPTA INC                       | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Short            | EC               | CORP              | CA        |    -32594 | NS      | $-266292.98   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                   | TORONTO DOMINION BK               | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Short            | EC               | CORP              | CA        |    -25140 | NS      | $-1740190.80  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                   | VALE SA-SP ADR                    | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    791902 | NS      | $14792729.36  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                       | EVEREST RE GROUP LTD              | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      3553 | NS      | $1242448.57   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                 | RENAISSANCERE HOLDINGS LTD        | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      7622 | NS      | $1491549.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                        | CAL-MAINE FOODS INC               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     30808 | NS      | $1762833.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                  | CARRIER GLOBAL CORP               | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     32371 | NS      | $1473851.63   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                    | CERIDIAN HCM HOLDING INC          | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |    -32476 | NS      | $-2347365.28  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                          | CLOROX COMPANY                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      3496 | NS      | $505836.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                         | DELTA AIR LINES INC               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     14813 | NS      | $579188.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                | CF INDUSTRIES HOLDINGS INC        | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     11078 | NS      | $938306.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                              | CME GROUP INC                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     32301 | NS      | $5706294.66   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola FEMSA SAB de CV                   | COCA-COLA FEMSA SAB-SP ADR        | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Short            | EC               | CORP              | MX        |     -5652 | NS      | $-430569.36   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                 | UNITED PARCEL SERVICE-CL B        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |      -605 | NS      | $-112064.15   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                        | UNITED RENTALS INC                | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1471 | NS      | $648637.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                     | UNITEDHEALTH GROUP INC            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      9460 | NS      | $4722337.40   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc.                             | UTZ BRANDS INC                    | CUSIP: 918090101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -13340 | NS      | $-222244.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                | EQUIFAX INC                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |      -537 | NS      | $-119321.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                      | EQUITABLE HOLDINGS INC            | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |    -19306 | NS      | $-619143.42   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                         | EQUITY COMMONWEALTH               | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Short            | EC               | CORP              | US        |    -22232 | NS      | $-567360.64   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties Inc             | EQUITY LIFESTYLE PROPERTIES       | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Short            | EC               | CORP              | US        |     -1662 | NS      | $-119298.36   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                   | VF CORP                           | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Short            | EC               | CORP              | US        |    -84361 | NS      | $-2610129.34  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Star Bulk Carriers Corp.                    | STAR BULK CARRIERS CORP           | CUSIP: Y8162K204<br>LEI: 549300SO3FMK7H6DDY54 | Long             | EC               | CORP              | MH        |    138889 | NS      | $3155558.08   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                   | AMCOR PLC                         | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    450709 | NS      | $5435550.54   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                         | TE CONNECTIVITY LTD               | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     75586 | NS      | $9610759.90   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                | DOORDASH INC - A                  | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      8372 | NS      | $484906.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                            | HERSHEY CO/THE                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     38439 | NS      | $8633399.40   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                          | HEXCEL CORP                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Short            | EC               | CORP              | US        |    -17101 | NS      | $-1206988.58  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc               | HILTON WORLDWIDE HLDGS            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      3668 | NS      | $532190.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                 | HOLOGIC INC                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      6847 | NS      | $557140.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Incorporation                | HOULIHAN LOKEY INC                | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     13122 | NS      | $1299996.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp                          | HOWARD HUGHES CORP/THE            | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |     14086 | NS      | $1204212.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                 | HUMANA INC                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       956 | NS      | $489185.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated          | HUNTINGTON BANCSHARES INC         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     34104 | NS      | $517357.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                         | HALLIBURTON CO                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     13700 | NS      | $564714.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.           | HANOVER INSURANCE GROUP INC/      | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      9735 | NS      | $1310136.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                        | JPMORGAN CHASE & CO               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     29082 | NS      | $4070316.72   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                           | JOHNSON & JOHNSON                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     45078 | NS      | $7366646.76   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation               | LIBERTY BROADBAND-C               | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Short            | EC               | CORP              | US        |     -1197 | NS      | $-107466.66   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                | LINCOLN NATIONAL CORP             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Short            | EC               | CORP              | US        |     -2993 | NS      | $-106041.99   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                      | SOUTHWEST AIRLINES CO             | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     13378 | NS      | $478531.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                      | 3D SYSTEMS CORP                   | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Short            | EC               | CORP              | US        |    -36395 | NS      | $-395249.70   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                  | 3M CO                             | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | EC               | CORP              | US        |      -836 | NS      | $-96206.88    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                     | TYLER TECHNOLOGIES INC            | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |      -323 | NS      | $-104254.71   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                | VERACYTE INC                      | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     39329 | NS      | $988337.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                  | KIMBERLY-CLARK CORP               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3922 | NS      | $509899.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.   | KNIGHT-SWIFT TRANSPORTATION       | CUSIP: 499049104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2000 | NS      | $-118200.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                         | KNOWLES CORP                      | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Short            | EC               | CORP              | US        |    -28185 | NS      | $-541997.55   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.   | KRATOS DEFENSE & SECURITY         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Short            | EC               | CORP              | US        |    -28109 | NS      | $-321848.05   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                 | PEPSICO INC                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2798 | NS      | $478513.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaworld Entertainment Inc                  | SEAWORLD ENTERTAINMENT INC        | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     48229 | NS      | $3009007.31   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation              | MAGNOLIA OIL & GAS CORP - A       | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73557 | NS      | $1736680.77   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                  | MARATHON PETROLEUM CORP           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4236 | NS      | $544410.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                | MARRIOTT INTERNATIONAL -CL A      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      3163 | NS      | $550931.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                | SHERWIN-WILLIAMS CO/THE           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |      -449 | NS      | $-106228.91   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                        | VORNADO REALTY TRUST              | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -10940 | NS      | $-266826.60   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                | MEDIFAST INC                      | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     10261 | NS      | $1143588.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                | METLIFE INC                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Short            | EC               | CORP              | US        |     -1415 | NS      | $-103323.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc            | METTLER-TOLEDO INTERNATIONAL      | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      4827 | NS      | $7399404.84   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp                                 | MOODY'S CORP                      | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |      -368 | NS      | $-118772.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                     | MUELLER INDUSTRIES INC            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     16288 | NS      | $1067678.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                      | MURPHY OIL CORP                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     67569 | NS      | $2946684.09   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                             | MURPHY USA INC                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      5834 | NS      | $1587023.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                             | NCR CORPORATION                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |    -59856 | NS      | $-1641251.52  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                 | NETAPP INC                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      6999 | NS      | $463543.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                          | NEWELL BRANDS INC                 | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |   -118879 | NS      | $-1897308.84  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                         | NEWMONT CORP                      | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Short            | EC               | CORP              | US        |     -2355 | NS      | $-124650.15   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                          | NEXTERA ENERGY INC                | CUSIP: 65339F101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1278 | NS      | $-95377.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                    | O'REILLY AUTOMOTIVE INC           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      5057 | NS      | $4006913.95   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.              | OLD DOMINION FREIGHT LINE         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      4669 | NS      | $1555897.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                            | OLIN CORP                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     79733 | NS      | $5149954.47   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation           | RAYTHEON TECHNOLOGIES CORP        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5357 | NS      | $534896.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                           | DOVER CORP                        | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Short            | EC               | CORP              | US        |      -765 | NS      | $-116149.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                      | ROPER TECHNOLOGIES INC            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1188 | NS      | $506979.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                            | ROYAL GOLD INC                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Short            | EC               | CORP              | US        |    -12583 | NS      | $-1598418.49  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Enlink Midstream LLC                        | ENLINK MIDSTREAM LLC              | CUSIP: 29336T100<br>LEI: 54930000GY1H533OBE23 | Long             | EC               | CORP              | US        |    122781 | NS      | $1561774.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.              | HEALTHCARE SERVICES GROUP         | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Short            | EC               | CORP              | US        |    -16372 | NS      | $-220530.84   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                         | SVB FINANCIAL GROUP               | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Short            | EC               | CORP              | US        |      -475 | NS      | $-143659.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Company                   | SIMPLY GOOD FOODS CO/THE          | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32826 | NS      | $1191583.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.               | SIX FLAGS ENTERTAINMENT CORP      | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     62641 | NS      | $1681910.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                               | SMITH (A.O.) CORP                 | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Short            | EC               | CORP              | US        |     -1779 | NS      | $-120438.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                  | HEICO CORP                        | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      3177 | NS      | $543108.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.         | HUNT (JB) TRANSPRT SVCS INC       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2837 | NS      | $536334.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc               | INTERACTIVE BROKERS GRO-CL A      | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      6628 | NS      | $529842.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc                   | KAR AUCTION SERVICES INC          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Short            | EC               | CORP              | US        |    -30587 | NS      | $-445346.72   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                            | STERICYCLE INC                    | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Short            | EC               | CORP              | US        |    -12247 | NS      | $-659011.07   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                         | STRYKER CORP                      | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Short            | EC               | CORP              | US        |      -481 | NS      | $-122082.61   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                 | LPL FINANCIAL HOLDINGS INC        | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      2275 | NS      | $539448.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                  | L3HARRIS TECHNOLOGIES INC         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Short            | EC               | CORP              | US        |      -476 | NS      | $-102254.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                         | SYNCHRONY FINANCIAL               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     14493 | NS      | $532327.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                 | VERIZON COMMUNICATIONS INC        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Short            | EC               | CORP              | US        |     -2786 | NS      | $-115814.02   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings         | LABORATORY CRP OF AMER HLDGS      | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Short            | EC               | CORP              | US        |      -455 | NS      | $-114714.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                    | LAM RESEARCH CORP                 | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1084 | NS      | $542108.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Incorporation      | WATTS WATER TECHNOLOGIES-A        | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      6121 | NS      | $1000905.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated   | WEST PHARMACEUTICAL SERVICES      | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Short            | EC               | CORP              | US        |      -466 | NS      | $-123769.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                        | LANDSTAR SYSTEM INC               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     16235 | NS      | $2805895.05   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                        | LAS VEGAS SANDS CORP              | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |    -95371 | NS      | $-5626889.00  | -0.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                    | COMSTOCK RESOURCES INC            | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     49186 | NS      | $597609.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.             | ESTEE LAUDER COMPANIES-CL A       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |    -11073 | NS      | $-3068106.84  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                | LEMONADE INC                      | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |     77578 | NS      | $1262969.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                | NVIDIA CORP                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     23099 | NS      | $4512851.63   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc.                             | PAYCOR HCM INC                    | CUSIP: 70435P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -17868 | NS      | $-448665.48   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                 | CORTEVA INC                       | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     44777 | NS      | $2885877.65   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                          | CRANE HOLDINGS CO                 | CUSIP: 224441105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5810 | NS      | $-673437.10   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                       | UBER TECHNOLOGIES INC             | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     17287 | NS      | $534686.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited          | CANADIAN NATURAL RESOURCES        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    127240 | NS      | $7817625.60   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                          | CENOVUS ENERGY INC                | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     85183 | NS      | $1701956.34   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco Nevada Corp                          | FRANCO-NEVADA CORP                | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30563 | NS      | $4483592.10   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                  | NORTHERN TRUST CORP               | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Short            | EC               | CORP              | US        |     -1173 | NS      | $-113745.81   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                | NORTHROP GRUMMAN CORP             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       984 | NS      | $440871.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                           | NUCOR CORP                        | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     22051 | NS      | $3727060.02   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                      | PROPETRO HOLDING CORP             | CUSIP: 74347M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -18988 | NS      | $-188930.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                             | PULTE GROUP INC                   | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2508 | NS      | $-142680.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                              | S&P GLOBAL INC                    | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |      -305 | NS      | $-114356.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation              | SBA COMMUNICATIONS CORP           | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1738 | NS      | $517107.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc.             | SS&C TECHNOLOGIES HOLDINGS        | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Short            | EC               | CORP              | US        |     -2044 | NS      | $-123355.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                     | JM SMUCKER CO/THE                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      3477 | NS      | $531285.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                | SPECTRUM BRANDS HOLDINGS INC      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |    -16830 | NS      | $-1142420.40  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                    | ILLINOIS TOOL WORKS               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      2248 | NS      | $530617.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                | ILLUMINA INC                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |     -8802 | NS      | $-1885388.40  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                 | INTERNATIONAL PAPER CO            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |    -99203 | NS      | $-4148669.46  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                     | INTUITIVE SURGICAL INC            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     12838 | NS      | $3154168.22   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                         | IQVIA HOLDINGS INC                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Short            | EC               | CORP              | US        |      -500 | NS      | $-114705.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.              | IRONWOOD PHARMACEUTICALS INC      | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     73138 | NS      | $842549.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                 | ITRON INC                         | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |     -8232 | NS      | $-473093.04   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp                        | J & J SNACK FOODS CORP            | CUSIP: 466032109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1697 | NS      | $-243180.10   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                   | LENNOX INTERNATIONAL INC          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      5321 | NS      | $1386759.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.             | TELEPHONE AND DATA SYSTEMS        | CUSIP: 879433829<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -40627 | NS      | $-543182.99   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                   | TESLA INC                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     27014 | NS      | $4679365.08   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.              | TEXAS CAPITAL BANCSHARES INC      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     26585 | NS      | $1756470.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated              | TEXAS INSTRUMENTS INC             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     52941 | NS      | $9381674.61   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                | THERMO FISHER SCIENTIFIC INC      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |      -201 | NS      | $-114636.33   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                   | UNION PACIFIC CORP                | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |      -505 | NS      | $-103115.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                  | AIRBNB INC-CLASS A                | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      4942 | NS      | $549105.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                       | ALIGN TECHNOLOGY INC              | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Short            | EC               | CORP              | US        |      -542 | NS      | $-146193.66   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                      | ALTAIR ENGINEERING INC - A        | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Short            | EC               | CORP              | US        |     -8428 | NS      | $-447526.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                | ANTERO RESOURCES CORP             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     23643 | NS      | $681864.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company              | ARCHER-DANIELS-MIDLAND CO         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      5310 | NS      | $439933.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc                                   | BRAZE INC-A                       | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Short            | EC               | CORP              | US        |     -8196 | NS      | $-262272.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                  | BRIGHTHOUSE FINANCIAL INC         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Short            | EC               | CORP              | US        |    -14226 | NS      | $-800497.02   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                | BROADCOM INC                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      7118 | NS      | $4164101.18   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                           | BROWN & BROWN INC                 | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      8858 | NS      | $518724.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                  | BUILDERS FIRSTSOURCE INC          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    109145 | NS      | $8698856.50   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                            | WW GRAINGER INC                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2737 | NS      | $1613406.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

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

**Signature:** Donald P. Swade

**Name of Signer:** First Trust Exchange-Traded Fund III

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