# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0001752724-23-065200
**Filing Date:** 2023-3
**Character Count:** 89284
**Document Hash:** 81e820954b2622c9583c6f30e5246bd1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065200.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065200

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22019
- **FILM NUMBER:** 23758497

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

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

## Series and Classes Contracts Data

### First Trust Small Cap Growth AlphaDEX Fund (Series ID: S000031806)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000099061 | First Trust Small Cap Growth AlphaDEX Fund | FYC             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

- **a. Name of Series:** First Trust Small Cap Growth AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031806

- **c. LEI of Series:** 549300DVVN2X7XIAVJ10

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $228784364.31

**Total Liabilities:** $5287930.53

**Net Assets:** $223496433.78

**Cash Not Reported:** $358852.28

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099061 | 0.85%                | -7.21%               | 9.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-43695.62               | $1943742.54                                |
| Month 2  | $1465956.14              | $-18122883.68                              |
| Month 3  | $-7257849.16             | $25956007.33                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Warby Parker Inc               | Warby Parker Inc                          | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38694 | NS      | $624908.10    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| ADTRAN Holdings Inc            | ADTRAN Holdings Inc                       | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     55561 | NS      | $1048436.07   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc     | ACADIA Pharmaceuticals Inc                | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     16086 | NS      | $306116.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc           | Kinetik Holdings Inc                      | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23223 | NS      | $726647.67    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| International Seaways Inc      | International Seaways Inc                 | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     35251 | NS      | $1369148.84   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                 | Clearfield Inc                            | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     11089 | NS      | $792419.94    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                  | Infinera Corp                             | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |    154893 | NS      | $1133816.76   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc          | Alkami Technology Inc                     | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35778 | NS      | $585685.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc           | Momentive Global Inc                      | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     36582 | NS      | $282047.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd              | Kosmos Energy Ltd                         | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    205184 | NS      | $1623005.44   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd          | Nabors Industries Ltd                     | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      8426 | NS      | $1495952.04   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc               | Krispy Kreme Inc                          | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24814 | NS      | $302730.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr | Essential Properties Realty Trust Inc     | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     22241 | NS      | $566700.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                     | Kadant Inc                                | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      4324 | NS      | $881101.48    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                 | NV5 Global Inc                            | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7890 | NS      | $1051658.10   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                            | World Wrestling Entertainment Inc         | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     15236 | NS      | $1289270.32   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp      | Chesapeake Utilities Corp                 | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      4417 | NS      | $556895.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                 | Freshworks Inc                            | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     35485 | NS      | $574147.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                     | N-able Inc                                | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74729 | NS      | $767466.83    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc   | BioCryst Pharmaceuticals Inc              | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     66917 | NS      | $705974.35    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc         | Columbia Financial Inc                    | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     11844 | NS      | $235103.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                    | CONMED Corp                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      5889 | NS      | $563930.64    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments | Retail Opportunity Investments Corp       | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17037 | NS      | $269695.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc    | Kennedy-Wilson Holdings Inc               | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     16279 | NS      | $291068.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc          | SIGA Technologies Inc                     | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70923 | NS      | $519865.59    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc   | Focus Financial Partners Inc              | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     28011 | NS      | $1264696.65   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                   | Appfolio Inc                              | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      7290 | NS      | $818885.70    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                    | Xometry Inc                               | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |      7945 | NS      | $278233.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc         | Montauk Renewables Inc                    | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69648 | NS      | $773789.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc         | Hims & Hers Health Inc                    | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |    203585 | NS      | $1685683.80   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International Inc    | Qualtrics International Inc               | CUSIP: 747601201<br>LEI: 549300NW34K5PVZGTN68 | Long             | EC               | CORP              | US        |     24671 | NS      | $389061.67    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                      | Funko Inc                                 | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     23470 | NS      | $283987.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc  | Janus International Group Inc             | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109661 | NS      | $1206271.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                        | ATI Inc                                   | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     43702 | NS      | $1590315.78   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers  | Tanger Factory Outlet Centers Inc         | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     58193 | NS      | $1112068.23   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                       | CTS Corp                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     26483 | NS      | $1178758.33   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc             | Outfront Media Inc                        | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     46334 | NS      | $922046.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp        | Lakeland Financial Corp                   | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7154 | NS      | $505859.34    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc        | Amicus Therapeutics Inc                   | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     62917 | NS      | $820437.68    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc               | InterDigital Inc                          | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10550 | NS      | $737972.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                | Alexander's Inc                           | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      1164 | NS      | $276193.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp     | InvenTrust Properties Corp                | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     22052 | NS      | $548433.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                   | Glaukos Corp                              | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      5862 | NS      | $287531.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyxtera Technologies Inc       | Cyxtera Technologies Inc                  | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133370 | NS      | $429451.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc | Advanced Energy Industries Inc            | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     12172 | NS      | $1128831.28   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C | Madison Square Garden Sports Corp         | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4191 | NS      | $762091.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC  | Weatherford International PLC             | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     25629 | NS      | $1457777.52   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp       | PROCEPT BioRobotics Corp                  | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25132 | NS      | $977383.48    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc             | Liberty Energy Inc                        | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81511 | NS      | $1290319.13   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                  | Materion Corp                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     11929 | NS      | $1076592.25   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc          | Delek US Holdings Inc                     | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     48333 | NS      | $1293391.08   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc          | Arcus Biosciences Inc                     | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12382 | NS      | $267822.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteryx Inc                    | Alteryx Inc                               | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |     15161 | NS      | $841283.89    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc       | REVOLUTION Medicines Inc                  | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     21913 | NS      | $585953.62    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                   | Phreesia Inc                              | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     32261 | NS      | $1209464.89   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                     | Insmed Inc                                | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     12816 | NS      | $275928.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc             | Arch Resources Inc                        | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      9139 | NS      | $1352754.78   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp           | Gulfport Energy Corp                      | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     14177 | NS      | $966162.55    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc         | Arbor Realty Trust Inc                    | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     58242 | NS      | $869553.06    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer Inc                  | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     15895 | NS      | $1149685.35   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc            | Franchise Group Inc                       | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |     21913 | NS      | $676892.57    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                   | Bowlero Corp                              | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96808 | NS      | $1331110.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| Jack in the Box Inc            | Jack in the Box Inc                       | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     15301 | NS      | $1162569.98   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc           | PTC Therapeutics Inc                      | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     13675 | NS      | $627545.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc    | Pacific Premier Bancorp Inc               | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     16540 | NS      | $534903.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc            | MGP Ingredients Inc                       | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      9814 | NS      | $957257.56    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc       | Axcelis Technologies Inc                  | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     16443 | NS      | $1807907.85   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc       | Northern Oil and Gas Inc                  | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     42343 | NS      | $1419337.36   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp              | Getty Realty Corp                         | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     22694 | NS      | $826742.42    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                 | Brink's Co/The                            | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     14302 | NS      | $938211.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc             | Evolent Health Inc                        | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     18589 | NS      | $598937.58    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group | California Water Service Group            | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     12668 | NS      | $774901.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc             | LTC Properties Inc                        | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      7207 | NS      | $274947.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc          | LiveRamp Holdings Inc                     | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     32773 | NS      | $877005.48    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp   | Six Flags Entertainment Corp              | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     33041 | NS      | $887150.85    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                       | Gogo Inc                                  | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     52047 | NS      | $872828.19    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc           | Upstart Holdings Inc                      | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |     19370 | NS      | $361831.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| American States Water Co       | American States Water Co                  | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      8300 | NS      | $781611.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc       | Corcept Therapeutics Inc                  | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     12609 | NS      | $288241.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                 | Omniab Inc/old                            | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1080 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Forward Air Corp               | Forward Air Corp                          | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9953 | NS      | $1073431.05   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION | CITIBANK NA                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | RA               | CORP              | US        |   2500716 | PA      | $2500716.00   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Callon Petroleum Co            | Callon Petroleum Co                       | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     28148 | NS      | $1197697.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp            | Repay Holdings Corp                       | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31809 | NS      | $309819.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico      | First BanCorp/Puerto Rico                 | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     60394 | NS      | $812299.30    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                 | Globalstar Inc                            | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |    392474 | NS      | $553388.34    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                | Squarespace Inc                           | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |     23544 | NS      | $558463.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp             | CNX Resources Corp                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     77493 | NS      | $1296457.89   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                 | MGE Energy Inc                            | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7414 | NS      | $542037.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                      | Adeia Inc                                 | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137656 | NS      | $1507333.20   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc    | Custom Truck One Source Inc               | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206484 | NS      | $1461906.72   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                    | Axonics Inc                               | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     12285 | NS      | $754299.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc              | Sprout Social Inc                         | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4535 | NS      | $290103.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                     | Sabre Corp                                | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    211160 | NS      | $1437999.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc     | Huron Consulting Group Inc                | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     17975 | NS      | $1223019.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                     | Xencor Inc                                | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     20045 | NS      | $659881.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc             | LSB Industries Inc                        | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     78495 | NS      | $997671.45    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Co | Integral Ad Science Holding Corp          | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59385 | NS      | $610477.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The       | Chefs' Warehouse Inc/The                  | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     39211 | NS      | $1499036.53   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc            | Avid Technology Inc                       | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     28892 | NS      | $875716.52    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc              | Hamilton Lane Inc                         | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      8173 | NS      | $636349.78    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc            | Digital Turbine Inc                       | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     34251 | NS      | $594597.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                  | Ambarella Inc                             | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |      6348 | NS      | $570304.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                    | Moelis & Co                               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     13604 | NS      | $635987.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure Inc                          | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38061 | NS      | $1194734.79   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp        | Enerpac Tool Group Corp                   | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     51277 | NS      | $1360891.58   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc            | Energy Recovery Inc                       | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     25476 | NS      | $563783.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc             | Hostess Brands Inc                        | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34234 | NS      | $791832.42    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital BDC Inc          | Golub Capital BDC Inc                     | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |     39666 | NS      | $543424.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc  | Shoals Technologies Group Inc             | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42317 | NS      | $1180221.13   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                  | MaxLinear Inc                             | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     15375 | NS      | $633450.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc        | Stock Yards Bancorp Inc                   | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     11822 | NS      | $708847.12    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                      | SJW Group                                 | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12858 | NS      | $995337.78    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc        | Helios Technologies Inc                   | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      4704 | NS      | $310464.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings   | Compass Diversified Holdings              | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     14047 | NS      | $313529.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                   | Sprinklr Inc                              | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     31342 | NS      | $311539.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC              | Prothena Corp PLC                         | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      8664 | NS      | $489949.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                   | Coursera Inc                              | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     21646 | NS      | $345253.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                   | Vericel Corp                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      9721 | NS      | $267035.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health Inc                | Cano Health Inc                           | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186912 | NS      | $257938.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc       | Golden Entertainment Inc                  | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     20540 | NS      | $811330.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                       | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     23966 | NS      | $1371334.52   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc  | Amphastar Pharmaceuticals Inc             | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     18629 | NS      | $563713.54    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertai | Madison Square Garden Entertainment Corp  | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23215 | NS      | $1213912.35   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp              | Jamf Holding Corp                         | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |     12023 | NS      | $238897.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment  | Dave & Buster's Entertainment Inc         | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     36822 | NS      | $1596233.70   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc              | MFA Financial Inc                         | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |    105989 | NS      | $1260209.21   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                | Otter Tail Corp                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13085 | NS      | $839402.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc       | AvidXchange Holdings Inc                  | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105029 | NS      | $1167922.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                   | Agilysys Inc                              | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     13191 | NS      | $1102239.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International I | Sunnova Energy International Inc          | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     28983 | NS      | $564588.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc           | EnPro Industries Inc                      | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     12006 | NS      | $1453566.42   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc          | Triumph Financial Inc                     | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      5240 | NS      | $292025.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                     | uniQure NV                                | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |     33886 | NS      | $720077.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                   | Flywire Corp                              | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     31395 | NS      | $846723.15    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc               | Saul Centers Inc                          | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6295 | NS      | $269488.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc               | PJT Partners Inc                          | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     10425 | NS      | $834312.75    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc    | LifeStance Health Group Inc               | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105665 | NS      | $557911.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA         | Perimeter Solutions SA                    | CUSIP: 000000000<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | LU        |     28016 | NS      | $260548.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc               | Badger Meter Inc                          | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      9577 | NS      | $1109974.30   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                     | Rambus Inc                                | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     36432 | NS      | $1474403.04   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc           | Palomar Holdings Inc                      | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      5670 | NS      | $289793.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                       | CBIZ Inc                                  | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     27855 | NS      | $1325619.45   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                     | Stride Inc                                | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      8187 | NS      | $351467.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc              | Legalzoom.com Inc                         | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     33083 | NS      | $280543.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate  | Apollo Commercial Real Estate Finance Inc | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     97024 | NS      | $1180782.08   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc            | BellRing Brands Inc                       | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     29961 | NS      | $849693.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                  | Confluent Inc                             | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     11514 | NS      | $265973.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure I | Radius Global Infrastructure Inc          | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |     21664 | NS      | $291814.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                         | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     40177 | NS      | $1001612.61   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group I | Montrose Environmental Group Inc          | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     17306 | NS      | $937292.96    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                  | REGENXBIO Inc                             | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     33871 | NS      | $786145.91    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                    | Agiliti Inc                               | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32005 | NS      | $590492.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                    | EVERTEC Inc                               | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      7908 | NS      | $292121.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc         | Array Technologies Inc                    | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     67510 | NS      | $1500747.30   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                     | Belden Inc                                | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     18149 | NS      | $1471702.41   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc               | Vital Energy Inc                          | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     14940 | NS      | $840823.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                   | Ameresco Inc                              | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     18270 | NS      | $1177866.90   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc        | Peloton Interactive Inc                   | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     32250 | NS      | $416992.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc  | Franklin BSP Realty Trust Inc             | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     40464 | NS      | $586728.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                        | RPC Inc                                   | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146790 | NS      | $1456156.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc               | Sovos Brands Inc                          | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36324 | NS      | $492553.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC     | JP MORGAN SECURITIES LLC                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |   2500716 | PA      | $2500716.00   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon 28 Inc                 | Paragon 28 Inc                            | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |     54630 | NS      | $920515.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd              | Steven Madden Ltd                         | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     32666 | NS      | $1171076.10   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp            | Sterling Check Corp                       | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33741 | NS      | $470686.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                   | Leslie's Inc                              | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20973 | NS      | $324871.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                   | Proterra Inc                              | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67924 | NS      | $346412.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp        | HireRight Holdings Corp                   | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44012 | NS      | $503497.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                      | Udemy Inc                                 | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     49477 | NS      | $620441.58    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc          | Cytek Biosciences Inc                     | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     25080 | NS      | $302214.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc    | Monarch Casino & Resort Inc               | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     16973 | NS      | $1300471.26   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp    | Two Harbors Investment Corp               | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     16239 | NS      | $291327.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc | NexTier Oilfield Solutions Inc            | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    141230 | NS      | $1330386.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                  | PagerDuty Inc                             | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     28923 | NS      | $861616.17    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                 | Dutch Bros Inc                            | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9084 | NS      | $346191.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Transocean Ltd                 | Transocean Ltd                            | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |    286179 | NS      | $1928846.46   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc          | CommVault Systems Inc                     | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     12224 | NS      | $760699.52    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc          | Cinemark Holdings Inc                     | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     60275 | NS      | $719683.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio Inc/The     | Duckhorn Portfolio Inc/The                | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |     15454 | NS      | $250045.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp            | Verra Mobility Corp                       | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     55546 | NS      | $857074.78    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                   | Cargurus Inc                              | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     37259 | NS      | $657621.35    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc           | Red Rock Resorts Inc                      | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26093 | NS      | $1174445.93   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp         | Progress Software Corp                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     20693 | NS      | $1097556.72   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc            | Dorman Products Inc                       | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6454 | NS      | $626425.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                 | Photronics Inc                            | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     62031 | NS      | $1124001.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc       | CommScope Holding Co Inc                  | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    104520 | NS      | $877968.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc           | NetScout Systems Inc                      | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     23631 | NS      | $758555.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                       | AAON Inc                                  | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17325 | NS      | $1322244.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc        | US Physical Therapy Inc                   | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      6442 | NS      | $638724.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                     | Cactus Inc                                | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     25964 | NS      | $1404912.04   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc     | Ligand Pharmaceuticals Inc                | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      7814 | NS      | $544635.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd           | Roivant Sciences Ltd                      | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |     96146 | NS      | $798011.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                  | BRP Group Inc                             | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30557 | NS      | $875458.05    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc          | Oxford Industries Inc                     | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     11205 | NS      | $1313450.10   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV        | Expro Group Holdings NV                   | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |     71979 | NS      | $1359683.31   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                     | Impinj Inc                                | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      9562 | NS      | $1240956.36   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                | ImmunityBio Inc                           | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     50506 | NS      | $191922.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Fluence Energy Inc             | Fluence Energy Inc                        | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44794 | NS      | $1081327.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands Inc             | Kontoor Brands Inc                        | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     26106 | NS      | $1246822.56   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I | Harmony Biosciences Holdings Inc          | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18947 | NS      | $912676.99    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto | Cracker Barrel Old Country Store Inc      | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     11019 | NS      | $1229500.02   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                 | elf Beauty Inc                            | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     23598 | NS      | $1358064.90   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc            | Shift4 Payments Inc                       | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23333 | NS      | $1494245.32   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc       | Alignment Healthcare Inc                  | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65325 | NS      | $806763.75    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp       | Equitrans Midstream Corp                  | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     38220 | NS      | $277095.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                   | AtriCure Inc                              | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11762 | NS      | $509059.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd               | Vector Group Ltd                          | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     88026 | NS      | $1139936.70   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                   | Lindsay Corp                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      8013 | NS      | $1254996.06   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp      | Dynavax Technologies Corp                 | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     72201 | NS      | $821647.38    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSOL Energy Inc              | CONSOL Energy Inc                         | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     20078 | NS      | $1161110.74   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc               | ZipRecruiter Inc                          | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     63580 | NS      | $1248711.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                    | Workiva Inc                               | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      6216 | NS      | $537870.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                   | Medifast Inc                              | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      4525 | NS      | $504311.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                  | Blackbaud Inc                             | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     13053 | NS      | $812027.13    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                 | Omniab Inc/old                            | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1080 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Four Corners Property Trust In | Four Corners Property Trust Inc           | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      9877 | NS      | $284062.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc           | Extreme Networks Inc                      | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     71271 | NS      | $1285016.13   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                    | CorVel Corp                               | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3592 | NS      | $639950.72    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                    | Progyny Inc                               | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16759 | NS      | $576342.01    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA Inc             | Rocket Lab USA Inc                        | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67924 | NS      | $337582.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                    | OFG Bancorp                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     37879 | NS      | $1072354.49   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                 | CVR Energy Inc                            | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     41639 | NS      | $1382414.80   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                   | FibroGen Inc                              | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     47954 | NS      | $1131714.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                       | XPEL Inc                                  | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     12791 | NS      | $973011.37    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                      | Chegg Inc                                 | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     41314 | NS      | $857678.64    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                  | St Joe Co/The                             | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     19876 | NS      | $936159.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti | Innovative Industrial Properties Inc      | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      2526 | NS      | $226784.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc           | Dycom Industries Inc                      | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     11154 | NS      | $1063756.98   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc       | Celldex Therapeutics Inc                  | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     17236 | NS      | $759418.16    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc     | Prometheus Biosciences Inc                | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11863 | NS      | $1348348.58   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc      | Merit Medical Systems Inc                 | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     14783 | NS      | $1054767.05   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc      | Brinker International Inc                 | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     40895 | NS      | $1613716.70   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc         | Boot Barn Holdings Inc                    | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     12287 | NS      | $1025841.63   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp        | Target Hospitality Corp                   | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86194 | NS      | $1323508.87   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.          | BOFA SECURITIES INC                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |    159376 | PA      | $159376.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GMS Inc                        | GMS Inc                                   | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     26204 | NS      | $1554421.28   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc              | Inter Parfums Inc                         | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10816 | NS      | $1278667.52   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc             | Remitly Global Inc                        | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91177 | NS      | $1099594.62   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The           | Beauty Health Co/The                      | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |     28141 | NS      | $320807.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc         | eXp World Holdings Inc                    | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     69334 | NS      | $1080917.06   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Talos Energy Inc               | Talos Energy Inc                          | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     69120 | NS      | $1369267.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp              | SITE Centers Corp                         | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     38214 | NS      | $521621.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                       | AAR Corp                                  | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     29063 | NS      | $1495000.72   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                    | Nutanix Inc                               | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     40075 | NS      | $1116890.25   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd               | Enstar Group Ltd                          | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      2260 | NS      | $547598.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc             | Everi Holdings Inc                        | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     36375 | NS      | $631833.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc              | AeroVironment Inc                         | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      6093 | NS      | $542094.21    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc          | Earthstone Energy Inc                     | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     91705 | NS      | $1274699.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                   | ArcBest Corp                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     10968 | NS      | $915279.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc       | PowerSchool Holdings Inc                  | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56542 | NS      | $1273325.84   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc           | Warrior Met Coal Inc                      | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     37674 | NS      | $1427091.12   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                    | Atrion Corp                               | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $314096.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc          | Sage Therapeutics Inc                     | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      6714 | NS      | $297698.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The       | Simply Good Foods Co/The                  | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20200 | NS      | $733260.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc            | CSW Industrials Inc                       | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      9005 | NS      | $1217566.05   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc     | Grand Canyon Education Inc                | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     12351 | NS      | $1439632.56   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc          | Silk Road Medical Inc                     | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     19753 | NS      | $1073773.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                  | Trupanion Inc                             | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      5388 | NS      | $317999.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                 | Utz Brands Inc                            | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65824 | NS      | $1096627.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                    | Samsara Inc                               | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41995 | NS      | $572811.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp               | Encore Wire Corp                          | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9486 | NS      | $1531324.98   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc         | Dine Brands Global Inc                    | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     11892 | NS      | $919370.52    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc                  | Tellurian Inc                             | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |    152423 | NS      | $303321.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings | Cogent Communications Holdings Inc        | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4486 | NS      | $307605.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp               | AdaptHealth Corp                          | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54318 | NS      | $1164034.74   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc    | Tootsie Roll Industries Inc               | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     30656 | NS      | $1371242.88   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Donald P. Swade

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

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