# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0000940400-26-011360
**Filing Date:** 2026-3
**Character Count:** 89390
**Document Hash:** c301b371f7a3e42f9f103cd9c4659970
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011360.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011360

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED ALPHADEX FUND
- **CENTRAL INDEX KEY:** 0001383496

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22019
- **FILM NUMBER:** 26792066

**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 Value AlphaDEX Fund (Series ID: S000031807)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000099062 | First Trust Small Cap Value AlphaDEX Fund | FYT             |

## 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 Value AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031807

- **c. LEI of Series:** 54930003QOOB1QPHFY28

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $168202549.57

**Total Liabilities:** $3767888.63

**Net Assets:** $164434660.94

**Cash Not Reported:** $527.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099062 | 3.75%                | 1.04%                | 7.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $83292.52                | $4695958.71                                |
| Month 2  | $-61648.56               | $960214.49                                 |
| Month 3  | $4202744.74              | $6915566.01                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Masterbrand Inc                    | Masterbrand Inc                           | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     71066 | NS      | $861319.92    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc             | Northern Oil & Gas Inc                    | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     45677 | NS      | $1141925.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co       | Northwest Natural Holding Co              | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     16786 | NS      | $781556.16    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc         | Select Water Solutions Inc                | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     54879 | NS      | $663487.11    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                   | Talos Energy Inc                          | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     71195 | NS      | $848644.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co         | DiamondRock Hospitality Co                | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     64434 | NS      | $591504.12    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                         | Nelnet Inc                                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      4342 | NS      | $572709.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc      | Janus International Group Inc             | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88276 | NS      | $605573.36    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti     | Innovative Industrial Properties Inc      | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     20709 | NS      | $1000658.88   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc           | Highwoods Properties Inc                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     30386 | NS      | $785478.10    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                   | First Busey Corp                          | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     16491 | NS      | $406503.15    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                      | Seaboard Corp                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       221 | NS      | $1123183.88   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                  | Newmark Group Inc                         | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11098 | NS      | $197877.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc               | NetScout Systems Inc                      | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     21334 | NS      | $593298.54    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                   | Boise Cascade Co                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     10661 | NS      | $861515.41    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N     | First Bancorp/Southern Pines NC           | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3789 | NS      | $219496.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                | Westamerica BanCorp                       | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     12071 | NS      | $610551.18    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                    | Otter Tail Corp                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9709 | NS      | $865654.44    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                     | NCR Voyix Corp                            | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     18868 | NS      | $187170.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate      | Apollo Commercial Real Estate Finance Inc | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     81050 | NS      | $876150.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc         | Xenia Hotels & Resorts Inc                | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     55485 | NS      | $818403.75    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                     | Trustmark Corp                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     14823 | NS      | $630273.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc        | Worthington Enterprises Inc               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3731 | NS      | $207331.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsun Capital Bancorp           | Firstsun Capital Bancorp                  | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15340 | NS      | $605623.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                          | Greif Inc                                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      5794 | NS      | $409172.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp               | First Merchants Corp                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     20933 | NS      | $832296.08    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp              | Fulton Financial Corp                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     29866 | NS      | $616732.90    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                     | BankUnited Inc                            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      8801 | NS      | $417783.47    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                     | Photronics Inc                            | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     24517 | NS      | $847552.69    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                      | Tidewater Inc                             | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     15533 | NS      | $970657.17    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                      | Renasant Corp                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     11137 | NS      | $419976.27    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                 | Origin Bancorp Inc                        | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      5117 | NS      | $219161.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co               | Global Industrial Co                      | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |     13425 | NS      | $410268.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc      | Academy Sports & Outdoors Inc             | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     15704 | NS      | $863877.04    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                 | Douglas Emmett Inc                        | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71389 | NS      | $753867.84    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc          | International Seaways Inc                 | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     20199 | NS      | $1204870.35   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                     | Dorian LPG Ltd                            | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |     40293 | NS      | $1189852.29   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                     | PriceSmart Inc                            | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1569 | NS      | $223127.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                            | EnerSys                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      2674 | NS      | $481828.06    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                  | Bristow Group Inc                         | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     26780 | NS      | $1177248.80   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                    | Concentrix Corp                           | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     23586 | NS      | $880937.10    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| NCR Atleos Corp                    | NCR Atleos Corp                           | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      5050 | NS      | $188365.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                   | Weis Markets Inc                          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15303 | NS      | $1088808.45   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc            | CNO Financial Group Inc                   | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     13594 | NS      | $571627.70    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                   | QCR Holdings Inc                          | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      4709 | NS      | $425034.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc       | Spectrum Brands Holdings Inc              | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     16601 | NS      | $1057649.71   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                         | Viasat Inc                                | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     16753 | NS      | $756733.01    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                   | TriCo Bancshares                          | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8281 | NS      | $412559.42    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd                       | Seadrill Ltd                              | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |     22675 | NS      | $872534.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc          | American Assets Trust Inc                 | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51807 | NS      | $935634.42    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                  | Universal Corp/VA                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     18591 | NS      | $1052064.69   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                       | Navient Corp                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     14803 | NS      | $145217.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C     | First Commonwealth Financial Corp         | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     23267 | NS      | $419504.01    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                    | 1st Source Corp                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9238 | NS      | $621994.54    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc               | Sonic Automotive Inc                      | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      6341 | NS      | $380206.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                 | ABM Industries Inc                        | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     13648 | NS      | $628353.92    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc        | Community Trust Bancorp Inc               | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6943 | NS      | $428383.10    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc         | Safety Insurance Group Inc                | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      7410 | NS      | $583167.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services      | Enterprise Financial Services Corp        | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     10691 | NS      | $613128.85    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust            | Pebblebrook Hotel Trust                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     51001 | NS      | $582431.42    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                          | Stepan Co                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     20709 | NS      | $1193045.49   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                           | HNI Corp                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      9331 | NS      | $445928.49    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc        | German American Bancorp Inc               | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4912 | NS      | $206647.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc           | Patterson-UTI Energy Inc                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    128406 | NS      | $966897.18    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc        | Fresh Del Monte Produce Inc               | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     22019 | NS      | $873273.54    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                   | Hope Bancorp Inc                          | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     35792 | NS      | $428788.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc          | Sally Beauty Holdings Inc                 | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     55018 | NS      | $837373.96    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment      | Dave & Buster's Entertainment Inc         | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     11872 | NS      | $222837.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                       | Innoviva Inc                              | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     39247 | NS      | $784940.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp             | J & J Snack Foods Corp                    | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      4340 | NS      | $412300.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                           | ASGN Inc                                  | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     16288 | NS      | $848441.92    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                  | Levi Strauss & Co                         | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     18914 | NS      | $376010.32    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc            | MDU Resources Group Inc                   | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20096 | NS      | $412168.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc           | Par Pacific Holdings Inc                  | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     27908 | NS      | $1053247.92   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc              | Worthington Steel Inc                     | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     22662 | NS      | $911692.26    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc             | Advance Auto Parts Inc                    | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      4897 | NS      | $235104.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Olin Corp                          | Olin Corp                                 | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     37665 | NS      | $783808.65    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                 | Byline Bancorp Inc                        | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     19805 | NS      | $632373.65    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                | Walker & Dunlop Inc                       | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13044 | NS      | $820337.16    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                     | Wendy's Co/The                            | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     69306 | NS      | $539893.74    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group Inc                      | Hub Group Inc                             | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13549 | NS      | $644661.42    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                | Harley-Davidson Inc                       | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     47863 | NS      | $947687.40    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc               | Cavco Industries Inc                      | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $160398.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                         | Terex Corp                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      7349 | NS      | $418893.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc              | Helmerich & Payne Inc                     | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     20129 | NS      | $681970.52    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd               | Marten Transport Ltd                      | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68941 | NS      | $847974.30    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                  | Kosmos Energy Ltd                         | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    864629 | NS      | $1366113.82   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc            | BrightView Holdings Inc                   | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     77404 | NS      | $1034117.44   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                  | YETI Holdings Inc                         | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      4357 | NS      | $199158.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                       | La-Z-Boy Inc                              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     21051 | NS      | $766466.91    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                         | Phinia Inc                                | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      6257 | NS      | $445310.69    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp           | National HealthCare Corp                  | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      2861 | NS      | $409437.71    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                   | LendingClub Corp                          | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     10160 | NS      | $171805.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc           | Wolverine World Wide Inc                  | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     10602 | NS      | $187867.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                           | DNOW Inc                                  | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     14524 | NS      | $220619.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                      | Interface Inc                             | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     20677 | NS      | $650705.19    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                     | Buckle Inc/The                            | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      7343 | NS      | $347323.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc      | Oceaneering International Inc             | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     32649 | NS      | $982734.90    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                           | CTS Corp                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      9152 | NS      | $470504.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc          | Park Hotels & Resorts Inc                 | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     75007 | NS      | $819826.51    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc              | John Wiley & Sons Inc                     | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     18848 | NS      | $588623.04    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                            | IAC Inc                                   | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      4921 | NS      | $181830.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp             | Cathay General Bancorp                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     11930 | NS      | $610577.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I     | Provident Financial Services Inc          | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     39724 | NS      | $879489.36    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc          | Brighthouse Financial Inc                 | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     15136 | NS      | $969612.16    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co          | Edgewell Personal Care Co                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     46016 | NS      | $895471.36    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                       | ArcBest Corp                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     13219 | NS      | $1192618.18   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA           | Towne Bank/Portsmouth VA                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      5767 | NS      | $201845.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                 | CVB Financial Corp                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21090 | NS      | $415683.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                        | TriMas Corp                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      5429 | NS      | $188766.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                         | Macy's Inc                                | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     35581 | NS      | $712331.62    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                  | Flowers Foods Inc                         | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     72111 | NS      | $824228.73    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                       | Sylvamo Corp                              | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     16294 | NS      | $797428.36    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc             | Patrick Industries Inc                    | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1775 | NS      | $223951.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                       | Safehold Inc                              | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     71636 | NS      | $1010783.96   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                  | Newell Brands Inc                         | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    210904 | NS      | $896342.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                       | Lindsay Corp                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      3328 | NS      | $416898.56    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                 | Graham Holdings Co                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       893 | NS      | $1041800.59   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc             | Arbor Realty Trust Inc                    | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    126381 | NS      | $973133.70    | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Cracker Barrel Old Country Sto     | Cracker Barrel Old Country Store Inc      | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     22729 | NS      | $684597.48    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Ltd                | Signet Jewelers Ltd                       | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      2322 | NS      | $214250.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                  | ManpowerGroup Inc                         | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      6473 | NS      | $235164.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                   | UniFirst Corp/MA                          | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      2992 | NS      | $643280.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                       | Gentherm Inc                              | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      5291 | NS      | $169100.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co             | Victoria's Secret & Co                    | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      3553 | NS      | $193674.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc       | Sunstone Hotel Investors Inc              | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     43879 | NS      | $384818.83    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C     | Marriott Vacations Worldwide Corp         | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     16999 | NS      | $923215.69    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                | WSFS Financial Corp                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     10451 | NS      | $676493.23    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                  | RLJ Lodging Trust                         | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131638 | NS      | $978070.34    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                     | Ziff Davis Inc                            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     27900 | NS      | $1066338.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp            | First Financial Bancorp                   | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     31357 | NS      | $901200.18    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                     | LCI Industries                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      4758 | NS      | $697951.02    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp        | National Bank Holdings Corp               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15188 | NS      | $610253.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                        | Novavax Inc                               | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |    116750 | NS      | $1032653.75   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| OceanFirst Financial Corp          | OceanFirst Financial Corp                 | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32163 | NS      | $603056.25    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                           | PVH Corp                                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     14633 | NS      | $912513.88    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc             | Employers Holdings Inc                    | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13373 | NS      | $583330.26    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                       | WesBanco Inc                              | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11802 | NS      | $416492.58    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                       | Rayonier Inc                              | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     45297 | NS      | $1030053.78   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp              | Beacon Financial Corp                     | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      7297 | NS      | $206869.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                  | PC Connection Inc                         | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      6792 | NS      | $399437.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C     | Stewart Information Services Corp         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      5583 | NS      | $376461.69    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                 | Liberty Energy Inc                        | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53125 | NS      | $1309531.25   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                        | Plexus Corp                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      1309 | NS      | $260922.97    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                    | MillerKnoll Inc                           | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     10527 | NS      | $211382.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                        | CONMED Corp                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     14219 | NS      | $545867.41    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The             | Greenbrier Cos Inc/The                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     20982 | NS      | $1057912.44   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                  | Ardent Health Inc                         | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111065 | NS      | $907401.05    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd            | G-III Apparel Group Ltd                   | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     33863 | NS      | $993879.05    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                          | ePlus Inc                                 | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      4473 | NS      | $383828.13    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The             | Boston Beer Co Inc/The                    | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      2010 | NS      | $429376.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp               | JetBlue Airways Corp                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    126883 | NS      | $617920.21    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                            | V2X Inc                                   | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10583 | NS      | $728427.89    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc           | United Natural Foods Inc                  | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      5716 | NS      | $212806.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                  | PROG Holdings Inc                         | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     33255 | NS      | $1078792.20   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                  | DXC Technology Co                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     66941 | NS      | $965958.63    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                      | LGI Homes Inc                             | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     22828 | NS      | $1143911.08   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                        | Avista Corp                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     20357 | NS      | $840540.53    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc              | ICF International Inc                     | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      6768 | NS      | $631116.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                      | M/I Homes Inc                             | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      7665 | NS      | $1024810.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                         | Tennant Co                                | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      5323 | NS      | $405027.07    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                      | Huntsman Corp                             | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     19245 | NS      | $208230.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                | Peabody Energy Corp                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     13208 | NS      | $465714.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc             | Genworth Financial Inc                    | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     63934 | NS      | $533209.56    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd       | Hamilton Insurance Group Ltd              | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |     35150 | NS      | $975412.50    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc         | Atlas Energy Solutions Inc                | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61288 | NS      | $715230.96    | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Benchmark Electronics Inc          | Benchmark Electronics Inc                 | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      4500 | NS      | $234630.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc        | Kennedy-Wilson Holdings Inc               | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     19901 | NS      | $196024.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corp                           | BKV Corp                                  | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |      7088 | NS      | $210868.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                    | S&T Bancorp Inc                           | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14671 | NS      | $625571.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc      | Amphastar Pharmaceuticals Inc             | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     29297 | NS      | $776077.53    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc               | Hilltop Holdings Inc                      | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     17010 | NS      | $637024.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                         | Matson Inc                                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      7938 | NS      | $1272461.40   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I     | Harmony Biosciences Holdings Inc          | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15428 | NS      | $563430.56    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc            | Helios Technologies Inc                   | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      3598 | NS      | $233078.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc           | Acadia Healthcare Co Inc                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     69113 | NS      | $928878.72    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc            | Accel Entertainment Inc                   | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34380 | NS      | $388837.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                        | Valaris Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19460 | NS      | $1123425.80   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust               | LXP Industrial Trust                      | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     11644 | NS      | $576960.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                      | O-I Glass Inc                             | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13039 | NS      | $199235.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                 | Kontoor Brands Inc                        | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      6421 | NS      | $383526.33    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc             | Werner Enterprises Inc                    | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     19237 | NS      | $658867.25    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc          | Minerals Technologies Inc                 | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      3159 | NS      | $207735.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc         | Apple Hospitality REIT Inc                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     82759 | NS      | $963314.76    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| KinderCare Learning Cos Inc        | KinderCare Learning Cos Inc               | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133638 | NS      | $624089.46    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp        | Grocery Outlet Holding Corp               | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57160 | NS      | $544734.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc               | Hayward Holdings Inc                      | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12456 | NS      | $201039.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In     | First Interstate BancSystem Inc           | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     11337 | NS      | $402123.39    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The               | Western Union Co/The                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     84270 | NS      | $789609.90    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc        | Pediatrix Medical Group Inc               | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26990 | NS      | $577046.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions      | Donnelley Financial Solutions Inc         | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      4121 | NS      | $213261.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                 | First Hawaiian Inc                        | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     15505 | NS      | $411657.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico          | First BanCorp/Puerto Rico                 | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     18925 | NS      | $418621.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp            | Chimera Investment Corp                   | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     31560 | NS      | $389766.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                 | Teladoc Health Inc                        | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     56039 | NS      | $305412.55    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                        | Avient Corp                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     18480 | NS      | $668052.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp       | Select Medical Holdings Corp              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52833 | NS      | $795136.65    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc               | Tri Pointe Homes Inc                      | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31162 | NS      | $1039252.70   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp              | Independent Bank Corp                     | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      2633 | NS      | $212693.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                     | Brink's Co/The                            | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      1649 | NS      | $209488.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                       | Visteon Corp                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      8250 | NS      | $749595.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                  | Upbound Group Inc                         | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     44680 | NS      | $844452.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp        | Simmons First National Corp               | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     10209 | NS      | $207548.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                   | AdaptHealth Corp                          | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98464 | NS      | $989563.20    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                    | NBT Bancorp Inc                           | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9448 | NS      | $419774.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                       | Crane NXT Co                              | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      8333 | NS      | $420983.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                       | Stagwell Inc                              | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     80220 | NS      | $482122.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                       | SM Energy Co                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     52445 | NS      | $1021104.15   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp         | Horace Mann Educators Corp                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      8494 | NS      | $380616.14    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management        | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    323196 | NS      | $323196.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                 | Forestar Group Inc                        | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     39818 | NS      | $1036064.36   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                | Leggett & Platt Inc                       | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     89155 | NS      | $1040438.85   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV            | Expro Group Holdings NV                   | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |     73461 | NS      | $1176110.61   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                | Ladder Capital Corp                       | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     52531 | NS      | $576265.07    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                 | Champion Homes Inc                        | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2277 | NS      | $178471.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc              | Veeco Instruments Inc                     | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      6734 | NS      | $210302.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                            | RPC Inc                                   | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180276 | NS      | $1198835.40   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                    | TripAdvisor Inc                           | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     13217 | NS      | $175653.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I     | Hawaiian Electric Industries Inc          | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     63786 | NS      | $977201.52    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co            | Central Garden & Pet Co                   | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     26878 | NS      | $824348.26    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc            | Strategic Education Inc                   | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      9782 | NS      | $831665.64    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                        | OFG Bancorp                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     14088 | NS      | $567746.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc     | Virtus Investment Partners Inc            | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      6011 | NS      | $981295.75    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                     | CVR Energy Inc                            | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     22693 | NS      | $516038.82    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co             | Columbia Sportswear Co                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      7121 | NS      | $393648.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                       | Knowles Corp                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      8979 | NS      | $217650.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                     | Kennametal Inc                            | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     20322 | NS      | $698873.58    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                        | Kohl's Corp                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     48049 | NS      | $839416.03    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp               | Kaiser Aluminum Corp                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3415 | NS      | $418747.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc             | Schneider National Inc                    | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     21761 | NS      | $584065.24    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA      | Preferred Bank/Los Angeles CA             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      4154 | NS      | $356288.58    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                | Mister Car Wash Inc                       | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70553 | NS      | $391569.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                     | PBF Energy Inc                            | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      7095 | NS      | $237398.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc             | ConnectOne Bancorp Inc                    | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      7339 | NS      | $195364.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                | Stellar Bancorp Inc                       | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     12679 | NS      | $470898.06    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                 | Evolent Health Inc                        | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     48109 | NS      | $154429.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc              | Customers Bancorp Inc                     | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2632 | NS      | $207980.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc       | Bread Financial Holdings Inc              | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     13247 | NS      | $960937.38    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                         | Adient PLC                                | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     10038 | NS      | $208790.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                        | Banner Corp                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9214 | NS      | $569793.76    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties     | Easterly Government Properties Inc        | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     37025 | NS      | $866014.75    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN               | Merchants Bancorp/IN                      | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     23035 | NS      | $955031.10    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                    | Murphy Oil Corp                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     31382 | NS      | $944284.38    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                  | Andersons Inc/The                         | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     10858 | NS      | $673087.42    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc            | Century Communities Inc                   | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     16524 | NS      | $1040681.52   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc          | Innovex International Inc                 | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     35875 | NS      | $891493.75    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc           | Axcelis Technologies Inc                  | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      4882 | NS      | $429957.74    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc         | Vishay Intertechnology Inc                | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     13281 | NS      | $267612.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                   | NMI Holdings Inc                          | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     24042 | NS      | $930906.24    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc           | Green Brick Partners Inc                  | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     12521 | NS      | $868832.19    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                       | Organon & Co                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    109423 | NS      | $934472.42    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                         | Diodes Inc                                | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     11701 | NS      | $692582.19    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp             | Hillman Solutions Corp                    | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45297 | NS      | $424432.89    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc             | Energizer Holdings Inc                    | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     39446 | NS      | $861106.18    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                       | Harmonic Inc                              | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     19459 | NS      | $189141.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                   | TriNet Group Inc                          | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      3254 | NS      | $199274.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                       | HB Fuller Co                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      6597 | NS      | $396479.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc      | American Eagle Outfitters Inc             | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     14877 | NS      | $346782.87    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.      | CITIGROUP GLOBAL MARKETS INC              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   3662701 | PA      | $3662701.00   | 2.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Co                 | Crescent Energy Co                        | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116890 | NS      | $1142015.30   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc      | Dime Community Bancshares Inc             | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6395 | NS      | $217557.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc           | Northwest Bancshares Inc                  | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32691 | NS      | $421060.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH             | Peoples Bancorp Inc/OH                    | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26126 | NS      | $849617.52    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                           | WaFd Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24495 | NS      | $799026.90    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-25

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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