# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0001752724-23-065192
**Filing Date:** 2023-3
**Character Count:** 99184
**Document Hash:** aa50e2d744f768f334a0ad7154eaf2c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065192.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065192

**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:** 23758489

**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:** 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:** $203525072.39

**Total Liabilities:** $416637.17

**Net Assets:** $203108435.22

**Cash Not Reported:** $323241.95

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099062 | 4.59%                | -5.89%               | 12.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $7983289.22                                |
| Month 2  | $763073.68               | $-12399984.56                              |
| Month 3  | $759555.87               | $21273130.14                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fulton Financial Corp                                    | Fulton Financial Corp                                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     27448 | NS      | $459205.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C                           | First Commonwealth Financial Corp                        | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     48665 | NS      | $715862.15    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                         | MDC Holdings Inc                                         | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     36547 | NS      | $1380014.72   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                   | Werner Enterprises Inc                                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     22949 | NS      | $1077914.53   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                      | Acadia Realty Trust                                      | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15792 | NS      | $245249.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                     | Global Net Lease Inc                                     | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     73502 | NS      | $1098854.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                             | Archrock Inc                                             | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     75707 | NS      | $750256.37    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                   | Trinity Industries Inc                                   | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      7664 | NS      | $220493.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                            | LGI Homes Inc                                            | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     12472 | NS      | $1419937.20   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                             | Sylvamo Corp                                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      4663 | NS      | $221632.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                               | Kforce Inc                                               | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      8425 | NS      | $472895.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                               | DiamondRock Hospitality Co                               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    112809 | NS      | $1086350.67   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                         | Weis Markets Inc                                         | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8261 | NS      | $713254.74    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                             | Texas Capital Bancshares Inc                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      3758 | NS      | $248291.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                           | Ameris Bancorp                                           | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     19599 | NS      | $924288.84    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                    | Heartland Express Inc                                    | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     75286 | NS      | $1266310.52   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                             | Sanmina Corp                                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     11866 | NS      | $722995.38    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                 | Southside Bancshares Inc                                 | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     12835 | NS      | $486189.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                     | Rush Enterprises Inc                                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     17673 | NS      | $950984.13    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                      | Peabody Energy Corp                                      | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     43712 | NS      | $1219127.68   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                               | Vishay Intertechnology Inc                               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     42832 | NS      | $980424.48    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                               | Independent Bank Group Inc                               | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11315 | NS      | $693609.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                  | CNO Financial Group Inc                                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     29753 | NS      | $766437.28    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                          | 1st Source Corp                                          | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8702 | NS      | $428051.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr                           | Corporate Office Properties Trust                        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     17809 | NS      | $499898.63    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                    | Jackson Financial Inc                                    | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     33196 | NS      | $1461951.84   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                 | Resideo Technologies Inc                                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     70207 | NS      | $1350080.61   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                  | BrightView Holdings Inc                                  | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    134094 | NS      | $1066047.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                            | Dime Community Bancshares Inc                            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21359 | NS      | $636925.38    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                      | Bloomin' Brands Inc                                      | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     22960 | NS      | $556780.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                | Monro Inc                                                | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5014 | NS      | $255212.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                                     | Rent-A-Center Inc/TX                                     | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     10050 | NS      | $270244.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services                            | Enterprise Financial Services Corp                       | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     13887 | NS      | $740454.84    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                              | Enovis Corp                                              | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      8632 | NS      | $543384.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                               | GrafTech International Ltd                               | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    194098 | NS      | $1269400.92   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                   | Cathay General Bancorp                                   | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     16667 | NS      | $732681.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                              | Ecovyst Inc                                              | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76733 | NS      | $804929.17    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                   | Genworth Financial Inc                                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    174652 | NS      | $964079.04    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                        | Piper Sandler Cos                                        | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      3548 | NS      | $504170.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                 | Wolverine World Wide Inc                                 | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    105663 | NS      | $1704344.19   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                         | StoneX Group Inc                                         | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      2379 | NS      | $209066.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                          | Alamo Group Inc                                          | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      3263 | NS      | $510561.61    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                         | Shutterstock Inc                                         | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      4299 | NS      | $323585.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                       | Avanos Medical Inc                                       | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     25124 | NS      | $769799.36    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust                            | KKR Real Estate Finance Trust Inc                        | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     33092 | NS      | $527155.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                         | UniFirst Corp/MA                                         | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1175 | NS      | $233167.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                             | Victory Capital Holdings Inc                             | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     34435 | NS      | $1020653.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                              | Avista Corp                                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     15334 | NS      | $611826.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                     | TTM Technologies Inc                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     61268 | NS      | $963132.96    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                    | John Wiley & Sons Inc                                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     16971 | NS      | $777271.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                | ePlus Inc                                                | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     15354 | NS      | $764322.12    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                               | Mueller Water Products Inc                               | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     21061 | NS      | $266421.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                        | Vista Outdoor Inc                                        | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     47389 | NS      | $1390867.15   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                               | Nelnet Inc                                               | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |     10180 | NS      | $972088.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                           | Trustmark Corp                                           | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      6491 | NS      | $189017.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                         | BGC Partners Inc                                         | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    122535 | NS      | $533027.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                             | Northwest Natural Holding Co                             | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     14287 | NS      | $716350.18    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                    | Urban Edge Properties                                    | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32786 | NS      | $516379.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                  | First Financial Bancorp                                  | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     28059 | NS      | $710734.47    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                                     | JetBlue Airways Corp                                     | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     34972 | NS      | $279776.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                          | MillerKnoll Inc                                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     43975 | NS      | $1050123.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                 | Moog Inc                                                 | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      5264 | NS      | $501764.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                    | ESCO Technologies Inc                                    | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2588 | NS      | $254762.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                            | M/I Homes Inc                                            | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     25009 | NS      | $1495538.20   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                           | Kennametal Inc                                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     28256 | NS      | $805296.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                         | TriCo Bancshares                                         | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4445 | NS      | $224694.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                      | Signet Jewelers Ltd                                      | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     13587 | NS      | $1043617.47   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                  | Central Garden & Pet Co                                  | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     25808 | NS      | $1022771.04   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                     | SL Green Realty Corp                                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     13699 | NS      | $563713.85    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Minerals Technologies Inc                                | Minerals Technologies Inc                                | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     15216 | NS      | $1056751.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                              | Plexus Corp                                              | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2203 | NS      | $211465.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                      | Gray Television Inc                                      | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    103207 | NS      | $1337562.72   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                         | Boise Cascade Co                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     16818 | NS      | $1260845.46   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                                 | World Fuel Services Corp                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     33807 | NS      | $956738.10    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                       | Ingles Markets Inc                                       | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     11973 | NS      | $1137435.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                      | Viavi Solutions Inc                                      | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     21563 | NS      | $243661.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                  | EnerSys                                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      3068 | NS      | $254705.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                          | AZEK Co Inc/The                                          | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     11152 | NS      | $269097.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                              | Heartland Financial USA Inc                              | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      9909 | NS      | $490198.23    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                | Sally Beauty Holdings Inc                                | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     54302 | NS      | $846025.16    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                             | Carter's Inc                                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      6191 | NS      | $516143.67    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In                           | PennyMac Financial Services Inc                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     20383 | NS      | $1374221.86   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                              | Fresh Del Monte Produce Inc                              | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     35277 | NS      | $1008922.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                         | WideOpenWest Inc                                         | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |    126772 | NS      | $1456610.28   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                       | Graham Holdings Co                                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1529 | NS      | $998910.99    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                            | Hub Group Inc                                            | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11622 | NS      | $991007.94    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                         | NMI Holdings Inc                                         | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     55258 | NS      | $1283643.34   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                      | Equity Commonwealth                                      | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |      9075 | NS      | $231594.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                 | Gibraltar Industries Inc                                 | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10069 | NS      | $539396.33    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                  | Century Communities Inc                                  | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     23094 | NS      | $1413352.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                  | Insight Enterprises Inc                                  | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      4608 | NS      | $519413.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                           | Telephone and Data Systems Inc                           | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110094 | NS      | $1471956.78   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                           | NewMarket Corp                                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       728 | NS      | $250803.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                             | WesBanco Inc                                             | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18385 | NS      | $683370.45    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                            | PRA Group Inc                                            | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     27351 | NS      | $1100604.24   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                      | Paramount Group Inc                                      | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |    155540 | NS      | $1003233.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                           | Artisan Partners Asset Management Inc                    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     15553 | NS      | $572661.46    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                            | Ingevity Corp                                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      9652 | NS      | $795710.88    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                   | Laureate Education Inc                                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     23556 | NS      | $258644.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                             | La-Z-Boy Inc                                             | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     50609 | NS      | $1438813.87   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                                     | Kyndryl Holdings Inc                                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     41542 | NS      | $556247.38    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                             | Hain Celestial Group Inc/The                             | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     28551 | NS      | $585866.52    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                             | Bread Financial Holdings Inc                             | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     30666 | NS      | $1258225.98   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                        | Owens & Minor Inc                                        | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     47307 | NS      | $933840.18    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                             | Sunstone Hotel Investors Inc                             | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    119553 | NS      | $1313887.47   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                         | First Busey Corp                                         | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     18688 | NS      | $446082.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                           | NexPoint Residential Trust Inc                           | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      5207 | NS      | $262953.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                       | Mativ Holdings Inc                                       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     44207 | NS      | $1218344.92   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                               | Tennant Co                                               | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      3681 | NS      | $258148.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                         | Malibu Boats Inc                                         | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17335 | NS      | $1050327.65   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                          | S&T Bancorp Inc                                          | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13516 | NS      | $491712.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                          | Hillenbrand Inc                                          | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     10825 | NS      | $507259.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                | American Assets Trust Inc                                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17433 | NS      | $496143.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                            | Renasant Corp                                            | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     18086 | NS      | $643499.88    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                           | Seacoast Banking Corp of Florida                         | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      7266 | NS      | $233311.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                              | United States Cellular Corp                              | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     55389 | NS      | $1354814.94   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                           | Virtus Investment Partners Inc                           | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      3551 | NS      | $763038.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                 | Dana Inc                                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     30533 | NS      | $553868.62    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                                | USANA Health Sciences Inc                                | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     12780 | NS      | $746863.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                 | Granite Construction Inc                                 | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     13173 | NS      | $560906.34    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                      | WSFS Financial Corp                                      | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      4997 | NS      | $241405.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                     | Veritex Holdings Inc                                     | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     24212 | NS      | $681567.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                       | ABM Industries Inc                                       | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     15305 | NS      | $717957.55    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                           | Altice USA Inc                                           | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    100424 | NS      | $492077.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                               | Safety Insurance Group Inc                               | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      2690 | NS      | $227009.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                              | Simmons First National Corp                              | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     31505 | NS      | $702876.55    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                              | Pediatrix Medical Group Inc                              | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45751 | NS      | $702277.85    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                               | Sprouts Farmers Market Inc                               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     21004 | NS      | $671077.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                           | Buckle Inc/The                                           | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     14991 | NS      | $659604.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                            | Dillard's Inc                                            | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      2859 | NS      | $1124473.29   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                                  | Herbalife Nutrition Ltd                                  | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |     45689 | NS      | $802755.73    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                          | Foot Locker Inc                                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     30561 | NS      | $1329709.11   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                            | American Eagle Outfitters Inc                            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     48701 | NS      | $786034.14    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                  | Pebblebrook Hotel Trust                                  | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     34500 | NS      | $565800.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                        | Andersons Inc/The                                        | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     33007 | NS      | $1213997.46   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                          | OSI Systems Inc                                          | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      8550 | NS      | $809770.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                        | Universal Corp/VA                                        | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     17496 | NS      | $951257.52    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                                | iStar Inc                                                | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |    151361 | NS      | $1404630.08   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                        | Newmark Group Inc                                        | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144904 | NS      | $1241827.28   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Manag                           | Apartment Investment and Management Co                   | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |    162204 | NS      | $1218152.04   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                                 | Anywhere Real Estate Inc                                 | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    180733 | NS      | $1532615.84   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T                           | PennyMac Mortgage Investment Trust                       | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     18291 | NS      | $278937.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                                | Emergent BioSolutions Inc                                | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     97788 | NS      | $1289823.72   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                     | Tri Pointe Homes Inc                                     | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62125 | NS      | $1372341.25   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                     | Associated Banc-Corp                                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     29444 | NS      | $659840.04    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                        | Eagle Bancorp Inc                                        | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     15427 | NS      | $732628.23    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                 | Encore Capital Group Inc                                 | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     24090 | NS      | $1342294.80   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                     | First Advantage Corp                                     | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     35535 | NS      | $493225.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                     | First Foundation Inc                                     | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     64474 | NS      | $1001281.22   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                | Edgewell Personal Care Co                                | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     17643 | NS      | $756178.98    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                             | Veritiv Corp                                             | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      7591 | NS      | $949178.64    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                            | Capitol Federal Financial Inc                            | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53406 | NS      | $447008.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                             | Arconic Corp                                             | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     21832 | NS      | $513270.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                           | Prestige Consumer Healthcare Inc                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7379 | NS      | $485243.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                     | JBG SMITH Properties                                     | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35820 | NS      | $721414.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                               | Brady Corp                                               | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      9809 | NS      | $524487.23    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                 | HNI Corp                                                 | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     32497 | NS      | $1032429.69   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                 | Northwest Bancshares Inc                                 | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16211 | NS      | $229223.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                              | SkyWest Inc                                              | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     69950 | NS      | $1452162.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                           | PriceSmart Inc                                           | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      7601 | NS      | $564830.31    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                            | CoreCivic Inc                                            | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     99904 | NS      | $1062978.56   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                   | Marcus & Millichap Inc                                   | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     26818 | NS      | $971884.32    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                                | Claros Mortgage Trust Inc                                | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |     46218 | NS      | $773689.32    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                          | NBT Bancorp Inc                                          | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5219 | NS      | $205158.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                 | Cohu Inc                                                 | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     21212 | NS      | $765328.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                              | Banner Corp                                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3586 | NS      | $232480.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                  | Strategic Education Inc                                  | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      5899 | NS      | $550671.65    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                              | Columbia Banking System Inc                              | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22564 | NS      | $697453.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                | Stepan Co                                                | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      6386 | NS      | $701438.24    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                     | LXP Industrial Trust                                     | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    115259 | NS      | $1331241.45   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                  | Advantage Solutions Inc                                  | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    555234 | NS      | $1438056.06   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings I                           | AssetMark Financial Holdings Inc                         | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     20085 | NS      | $533055.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                                   | Washington Federal Inc                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20263 | NS      | $718525.98    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                                   | Victoria's Secret & Co                                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     18998 | NS      | $800765.70    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                           | Proto Labs Inc                                           | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     36189 | NS      | $1107383.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                            | Hudson Pacific Properties Inc                            | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94955 | NS      | $1081537.45   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                            | MYR Group Inc                                            | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      2462 | NS      | $243885.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                 | Green Brick Partners Inc                                 | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     47664 | NS      | $1487116.80   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                     | Hilltop Holdings Inc                                     | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     15393 | NS      | $503351.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                   | Permian Resources Corp                                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    122861 | NS      | $1335499.07   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I                           | Piedmont Office Realty Trust Inc                         | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100753 | NS      | $1067981.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                   | Group 1 Automotive Inc                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      6403 | NS      | $1369281.55   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                        | NorthWestern Corp                                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     11457 | NS      | $650757.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                               | Viasat Inc                                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     21478 | NS      | $739917.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                     | Marten Transport Ltd                                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46710 | NS      | $1031823.90   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                        | Helen of Troy Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4165 | NS      | $471103.15    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                               | Xenia Hotels & Resorts Inc                               | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     17194 | NS      | $256190.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                          | PacWest Bancorp                                          | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     50322 | NS      | $1391906.52   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                     | Summit Materials Inc                                     | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     32544 | NS      | $1069395.84   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources                            | Alpha Metallurgical Resources Inc                        | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7890 | NS      | $1269737.70   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                  | Brandywine Realty Trust                                  | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    150230 | NS      | $985508.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                            | Empire State Realty Trust Inc                            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     33622 | NS      | $280407.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                 | United Natural Foods Inc                                 | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     23867 | NS      | $993344.54    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                      | Mr Cooper Group Inc                                      | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     28779 | NS      | $1323546.21   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                       | Axos Financial Inc                                       | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     17787 | NS      | $855910.44    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                 | Winnebago Industries Inc                                 | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     21915 | NS      | $1395547.20   | 0.69%             |  |  |  | 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        |      5290 | NS      | $210806.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                      | Ladder Capital Corp                                      | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     92022 | NS      | $1030646.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                        | ProAssurance Corp                                        | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     12972 | NS      | $251527.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                 | Ultra Clean Holdings Inc                                 | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      6835 | NS      | $229997.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                             | Innospec Inc                                             | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2204 | NS      | $249096.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                  | KB Home                                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     36260 | NS      | $1394197.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                             | Adtalem Global Education Inc                             | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      6384 | NS      | $243741.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                  | Alexander & Baldwin Inc                                  | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12099 | NS      | $242221.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                             | Navient Corp                                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     56165 | NS      | $1065450.05   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                               | Terex Corp                                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     10813 | NS      | $551138.61    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                            | B&G Foods Inc                                            | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     20325 | NS      | $284956.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| O-I Glass Inc                                            | O-I Glass Inc                                            | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55758 | NS      | $1073341.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                     | Federated Hermes Inc                                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     12722 | NS      | $499974.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                      | Allegiant Travel Co                                      | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      9999 | NS      | $860213.97    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                    | Integer Holdings Corp                                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      3310 | NS      | $217831.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                      | Meritage Homes Corp                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     12527 | NS      | $1349032.63   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                  | Chimera Investment Corp                                  | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     41203 | NS      | $300369.87    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                     | Urban Outfitters Inc                                     | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     48422 | NS      | $1326278.58   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                           | Atlantic Union Bankshares Corp                           | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13145 | NS      | $508580.05    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                                     | Pactiv Evergreen Inc                                     | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |    101663 | NS      | $1170141.13   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                         | LendingClub Corp                                         | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    131236 | NS      | $1271676.84   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                   | Primoris Services Corp                                   | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     52638 | NS      | $1400170.80   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                                      | PGT Innovations Inc                                      | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     51443 | NS      | $1116313.10   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                   | Hillman Solutions Corp                                   | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31432 | NS      | $301747.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                                        | Levi Strauss & Co                                        | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     43806 | NS      | $806030.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                         | Hope Bancorp Inc                                         | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     72125 | NS      | $929691.25    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Obligations Fund | Goldman Sachs Financial Square Treasury Obligations Fund | CUSIP: 38141W323<br>LEI: 549300C0TCI4VJPGCS21 | Long             | STIV             | RF                | US        |    258797 | NS      | $258797.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                    | ICF International Inc                                    | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2289 | NS      | $233912.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                     | Cavco Industries Inc                                     | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4083 | NS      | $1086486.30   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                                   | Schneider National Inc                                   | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     49354 | NS      | $1307881.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In                           | Installed Building Products Inc                          | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      5396 | NS      | $594045.64    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                         | McGrath RentCorp                                         | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      2296 | NS      | $228543.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                           | Provident Financial Services Inc                         | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     31829 | NS      | $746708.34    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                                | OceanFirst Financial Corp                                | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31993 | NS      | $765272.56    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                               | H&E Equipment Services Inc                               | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     10175 | NS      | $517805.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                   | Patrick Industries Inc                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     19057 | NS      | $1352475.29   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                      | Federal Signal Corp                                      | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      4877 | NS      | $259700.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                       | First Hawaiian Inc                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      8703 | NS      | $238810.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                              | Trinseo PLC                                              | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |     40684 | NS      | $1128981.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                 | Towne Bank/Portsmouth VA                                 | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     14979 | NS      | $456410.13    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                              | TriMas Corp                                              | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     16653 | NS      | $512745.87    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group I                           | Air Transport Services Group Inc                         | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     44454 | NS      | $1258492.74   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                  | NOW Inc                                                  | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     53532 | NS      | $751589.28    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                           | BankUnited Inc                                           | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     27198 | NS      | $1023732.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                              | Apollo Medical Holdings Inc                              | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      7659 | NS      | $272966.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                        | FB Financial Corp                                        | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      6270 | NS      | $235501.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                  | Methode Electronics Inc                                  | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     10411 | NS      | $497021.14    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                        | Patterson Cos Inc                                        | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     16481 | NS      | $497561.39    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                           | Stewart Information Services Corp                        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     27028 | NS      | $1291127.56   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                    | Customers Bancorp Inc                                    | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     40750 | NS      | $1237577.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                              | New York Mortgage Trust Inc                              | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     88524 | NS      | $276194.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                | Brighthouse Financial Inc                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     18020 | NS      | $1013985.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                               | Worthington Industries Inc                               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     18585 | NS      | $1056928.95   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                          | Scholastic Corp                                          | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23415 | NS      | $1035879.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                            | International Bancshares Corp                            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     10095 | NS      | $473152.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                 | Sandy Spring Bancorp Inc                                 | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26226 | NS      | $886438.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                        | RLJ Lodging Trust                                        | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64197 | NS      | $806956.29    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                               | Arcosa Inc                                               | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     12510 | NS      | $741467.70    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                             | Ironwood Pharmaceuticals Inc                             | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     37284 | NS      | $429511.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                     | First Merchants Corp                                     | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     11236 | NS      | $479103.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                      | Virtu Financial Inc                                      | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     22634 | NS      | $437062.54    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                                             | Veradigm Inc                                             | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     12848 | NS      | $230107.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                           | Green Dot Corp                                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58401 | NS      | $1055890.08   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Securities Corp                              | BNP Paribas Securities Corp                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |     49237 | PA      | $49236.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc                                     | JELD-WEN Holding Inc                                     | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     95742 | NS      | $1211136.30   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                            | National Health Investors Inc                            | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      4339 | NS      | $255263.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                        | ACI Worldwide Inc                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     29558 | NS      | $825554.94    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                 | Yelp Inc                                                 | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      8290 | NS      | $261217.90    | 0.13%             |  |  |  | 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