# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0000940400-25-002092
**Filing Date:** 2025-9
**Character Count:** 90331
**Document Hash:** 785b0819d634bc7e795962afd78078b7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002092.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0000940400-25-002092

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**PERIOD START**: 20250731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22019
- **FILM NUMBER:** 251336254

**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:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $129009815.97

**Total Liabilities:** $2896184.19

**Net Assets:** $126113631.78

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099062 | 4.90%                | 3.66%                | 2.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $5490322.14                                |
| Month 2  | $253506.25               | $3873680.30                                |
| Month 3  | $3403229.09              | $-870775.58                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Westamerica BanCorp                | Westamerica BanCorp                       | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      9619 | NS      | $460750.10    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                  | Legalzoom.com Inc                         | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     17431 | NS      | $156704.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp            | Chimera Investment Corp                   | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     57066 | NS      | $762972.42    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                  | Dynex Capital Inc                         | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     12710 | NS      | $158112.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                  | Newmark Group Inc                         | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26058 | NS      | $395299.86    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                    | Concentrix Corp                           | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     14975 | NS      | $778250.75    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc              | Veeco Instruments Inc                     | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     15581 | NS      | $323773.18    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc           | United Natural Foods Inc                  | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     27164 | NS      | $750812.96    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                       | La-Z-Boy Inc                              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     17035 | NS      | $612748.95    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC         | JP MORGAN SECURITIES LLC                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |   1089773 | PA      | $1089773.00   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Diversified Holdings       | Compass Diversified Holdings              | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |    100828 | NS      | $644290.92    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc           | Northwest Bancshares Inc                  | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36458 | NS      | $426558.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T     | PennyMac Mortgage Investment Trust        | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     36232 | NS      | $427175.28    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co          | Edgewell Personal Care Co                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     33810 | NS      | $853026.30    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                   | Krispy Kreme Inc                          | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    271993 | NS      | $984614.66    | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| Crane NXT Co                       | Crane NXT Co                              | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      5874 | NS      | $348563.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                           | WaFd Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15913 | NS      | $463147.87    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties     | Easterly Government Properties Inc        | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     20988 | NS      | $461736.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                      | Teradata Corp                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     14191 | NS      | $297017.63    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                      | M/I Homes Inc                             | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      7059 | NS      | $848421.21    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc              | Customers Bancorp Inc                     | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      5390 | NS      | $343612.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                       | Gentherm Inc                              | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     22382 | NS      | $717119.28    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp              | Fulton Financial Corp                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     25828 | NS      | $463612.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                         | Viasat Inc                                | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     43370 | NS      | $712569.10    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc              | Worthington Steel Inc                     | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     21227 | NS      | $647848.04    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc      | Northwestern Energy Group Inc             | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     12343 | NS      | $662819.10    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co            | Central Garden & Pet Co                   | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     14891 | NS      | $528928.32    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                        | Progyny Inc                               | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7060 | NS      | $165980.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc           | Green Brick Partners Inc                  | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     10070 | NS      | $623735.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp            | Perdoceo Education Corp                   | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      9685 | NS      | $278734.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                  | Levi Strauss & Co                         | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      8400 | NS      | $165396.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp       | Select Medical Holdings Corp              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41713 | NS      | $616935.27    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                       | Navient Corp                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     44908 | NS      | $581109.52    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp        | Simmons First National Corp               | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     16698 | NS      | $320100.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori     | Seacoast Banking Corp of Florida          | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      5623 | NS      | $158512.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                         | Phinia Inc                                | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     14232 | NS      | $721562.40    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                    | Alamo Group Inc                           | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       711 | NS      | $158254.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc               | Warrior Met Coal Inc                      | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     13816 | NS      | $709866.08    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                          | Olin Corp                                 | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     31518 | NS      | $596950.92    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                  | Kosmos Energy Ltd                         | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    368139 | NS      | $791498.85    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                  | Upbound Group Inc                         | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     18563 | NS      | $383047.51    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp               | First Merchants Corp                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     12166 | NS      | $463767.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                       | HB Fuller Co                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      2582 | NS      | $145108.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc      | Dime Community Bancshares Inc             | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5765 | NS      | $159748.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp             | Cathay General Bancorp                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      6954 | NS      | $314459.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc                   | Vital Energy Inc                          | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     49192 | NS      | $919398.48    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                       | ArcBest Corp                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     10278 | NS      | $751630.14    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I     | Prestige Consumer Healthcare Inc          | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1945 | NS      | $143832.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                           | HNI Corp                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      9474 | NS      | $487342.56    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc          | Piedmont Realty Trust Inc                 | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86858 | NS      | $656646.48    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                     | Perrigo Co PLC                            | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      5813 | NS      | $155032.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                  | FB Financial Corp                         | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      3428 | NS      | $167149.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem     | Artisan Partners Asset Management Inc     | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      3504 | NS      | $158556.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                    | SiriusPoint Ltd                           | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      7617 | NS      | $149369.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc           | Highwoods Properties Inc                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     14987 | NS      | $434772.87    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                       | Visteon Corp                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      6787 | NS      | $754375.05    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc      | American Eagle Outfitters Inc             | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     82276 | NS      | $888580.80    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc           | Broadstone Net Lease Inc                  | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     29030 | NS      | $471447.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                  | ManpowerGroup Inc                         | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     15673 | NS      | $646511.25    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                  | Ardent Health Inc                         | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46354 | NS      | $491352.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                     | LCI Industries                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      5110 | NS      | $485450.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc            | Alexander & Baldwin Inc                   | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17757 | NS      | $319270.86    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                      | Synaptics Inc                             | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      7188 | NS      | $450687.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                        | Avista Corp                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     16685 | NS      | $622350.50    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                         | Atkore Inc                                | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      8975 | NS      | $691254.50    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                      | Renasant Corp                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      4323 | NS      | $158394.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt     | Alpha & Omega Semiconductor Ltd           | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |      6053 | NS      | $154169.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                            | RPC Inc                                   | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167336 | NS      | $778112.40    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp               | JetBlue Airways Corp                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    149692 | NS      | $664632.48    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc          | Benchmark Electronics Inc                 | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      8153 | NS      | $313890.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                      | Steelcase Inc                             | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     75887 | NS      | $783912.71    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                   | Hope Bancorp Inc                          | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     29506 | NS      | $294764.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co       | Northwest Natural Holding Co              | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     15942 | NS      | $636404.64    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.              | BOFA SECURITIES INC                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |    794658 | PA      | $794658.00    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| DigitalBridge Group Inc            | DigitalBridge Group Inc                   | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     45018 | NS      | $483493.32    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc               | Tri Pointe Homes Inc                      | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24773 | NS      | $763008.40    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                    | S&T Bancorp Inc                           | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12320 | NS      | $451404.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc        | Custom Truck One Source Inc               | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64089 | NS      | $396710.91    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                     | Kennametal Inc                            | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     27578 | NS      | $682831.28    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc           | Axcelis Technologies Inc                  | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      6686 | NS      | $452575.34    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc        | Fresh Del Monte Produce Inc               | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     24414 | NS      | $917722.26    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                       | Carter's Inc                              | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     26269 | NS      | $636760.56    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd       | Hamilton Insurance Group Ltd              | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |     36610 | NS      | $786748.90    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc      | Papa John's International Inc             | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      6469 | NS      | $274350.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc          | Brighthouse Financial Inc                 | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     11776 | NS      | $563481.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA           | Towne Bank/Portsmouth VA                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      9263 | NS      | $324482.89    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                      | Hub Group Inc                             | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18941 | NS      | $663313.82    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc       | Bread Financial Holdings Inc              | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     11085 | NS      | $679510.50    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I     | Helix Energy Solutions Group Inc          | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    126843 | NS      | $752178.99    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                       | Sylvamo Corp                              | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     12639 | NS      | $582278.73    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                       | Omnicell Inc                              | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     10769 | NS      | $333946.69    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                | Walker & Dunlop Inc                       | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6611 | NS      | $495891.11    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                         | Korn Ferry                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      4318 | NS      | $306016.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                      | Seaboard Corp                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       277 | NS      | $877308.86    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C     | Marriott Vacations Worldwide Corp         | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      8757 | NS      | $652133.79    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc          | Sally Beauty Holdings Inc                 | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     85475 | NS      | $832526.50    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc              | ICF International Inc                     | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      5500 | NS      | $461395.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc            | Strategic Education Inc                   | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      5473 | NS      | $405795.59    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc           | Patterson-UTI Energy Inc                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     26191 | NS      | $154788.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                 | Forestar Group Inc                        | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     39575 | NS      | $981460.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc       | Spectrum Brands Holdings Inc              | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     11947 | NS      | $639283.97    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                        | H2O America                               | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8966 | NS      | $432968.14    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc     | Virtus Investment Partners Inc            | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      3491 | NS      | $674845.21    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp               | Kaiser Aluminum Corp                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3962 | NS      | $306302.22    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc             | Northern Oil & Gas Inc                    | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     27919 | NS      | $786199.04    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                        | Ashland Inc                               | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      3089 | NS      | $159268.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH             | Peoples Bancorp Inc/OH                    | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20733 | NS      | $593793.12    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc        | Worthington Enterprises Inc               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      2440 | NS      | $151206.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I     | Provident Financial Services Inc          | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     26579 | NS      | $484269.38    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                  | PROG Holdings Inc                         | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     26968 | NS      | $858661.12    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                     | Transocean Ltd                            | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     59966 | NS      | $175100.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                        | Rogers Corp                               | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      2268 | NS      | $148735.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc           | Ultra Clean Holdings Inc                  | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     20644 | NS      | $464902.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                 | Origin Bancorp Inc                        | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      8858 | NS      | $323759.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                     | Trustmark Corp                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     12779 | NS      | $476017.75    | 0.38%             |  |  |  | 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        |      3523 | NS      | $176467.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                  | Steven Madden Ltd                         | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     19430 | NS      | $466417.15    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                    | TripAdvisor Inc                           | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     11901 | NS      | $208148.49    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc            | MDU Resources Group Inc                   | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37984 | NS      | $655224.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc      | Academy Sports & Outdoors Inc             | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17663 | NS      | $897103.77    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc            | Century Communities Inc                   | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     14054 | NS      | $791099.66    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                 | Graham Holdings Co                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       837 | NS      | $798648.66    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                      | LGI Homes Inc                             | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     15363 | NS      | $818387.01    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                   | TriCo Bancshares                          | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11508 | NS      | $473208.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc          | Park Hotels & Resorts Inc                 | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     77370 | NS      | $824764.20    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                  | Universal Corp/VA                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     10872 | NS      | $592197.84    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The      | Goodyear Tire & Rubber Co/The             | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     76326 | NS      | $784631.28    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                | TreeHouse Foods Inc                       | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     32605 | NS      | $626668.10    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                     | BankUnited Inc                            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     13092 | NS      | $477465.24    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                  | MFA Financial Inc                         | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     83668 | NS      | $760542.12    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico          | First BanCorp/Puerto Rico                 | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      7456 | NS      | $155308.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions      | Donnelley Financial Solutions Inc         | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      5135 | NS      | $271949.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust               | LXP Industrial Trust                      | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     56409 | NS      | $437733.84    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                   | NMI Holdings Inc                          | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     15008 | NS      | $560098.56    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C     | First Commonwealth Financial Corp         | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     19507 | NS      | $322060.57    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                | Stellar Bancorp Inc                       | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     16653 | NS      | $491763.09    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV            | Expro Group Holdings NV                   | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |     92142 | NS      | $993290.76    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                     | PriceSmart Inc                            | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1479 | NS      | $158992.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co                      | WK Kellogg Co                             | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |      9744 | NS      | $224599.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc             | Energizer Holdings Inc                    | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      7704 | NS      | $173494.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                  | RLJ Lodging Trust                         | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108722 | NS      | $804542.80    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc               | Hayward Holdings Inc                      | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11255 | NS      | $173101.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                        | Premier Inc                               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28874 | NS      | $620213.52    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO SECURITIES USA LLC          | MIZUHO SECURITIES USA LLC                 | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | RA               | CORP              | US        |    770379 | PA      | $770379.00    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co/The               | Western Union Co/The                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     75202 | NS      | $605376.10    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate      | Apollo Commercial Real Estate Finance Inc | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     16045 | NS      | $154352.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc             | Penn Entertainment Inc                    | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26074 | NS      | $470896.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                        | Kohl's Corp                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     93337 | NS      | $1011773.08   | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| Valaris Ltd                        | Valaris Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15037 | NS      | $731249.31    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                        | CONMED Corp                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      8947 | NS      | $457639.05    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                     | Buckle Inc/The                            | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      6981 | NS      | $344651.97    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                   | QuidelOrtho Corp                          | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      5389 | NS      | $124054.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc              | John Wiley & Sons Inc                     | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      3480 | NS      | $134328.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                       | Safehold Inc                              | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     40694 | NS      | $569309.06    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                 | Liberty Energy Inc                        | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68946 | NS      | $850793.64    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management        | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    184352 | NS      | $184352.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                         | Nelnet Inc                                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      1282 | NS      | $159955.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc               | Sonic Automotive Inc                      | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      5829 | NS      | $421728.15    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                         | Diodes Inc                                | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      2937 | NS      | $144999.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                    | Chemours Co/The                           | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     13564 | NS      | $162496.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                          | Greif Inc                                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      7169 | NS      | $454729.67    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd               | Marten Transport Ltd                      | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35869 | NS      | $436167.04    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                    | Masterbrand Inc                           | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     57932 | NS      | $638989.96    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                    | MillerKnoll Inc                           | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     23993 | NS      | $455387.14    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                         | fuboTV Inc                                | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40237 | NS      | $160143.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                | Peabody Energy Corp                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     58979 | NS      | $952510.85    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc             | Schneider National Inc                    | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     19294 | NS      | $471738.30    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc       | Supernus Pharmaceuticals Inc              | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     10044 | NS      | $352544.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                 | Garrett Motion Inc                        | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | CH        |     44333 | NS      | $578102.32    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                    | 1st Source Corp                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5101 | NS      | $305141.82    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp         | Sensient Technologies Corp                | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      1577 | NS      | $177081.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                | Ladder Capital Corp                       | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     58902 | NS      | $643209.84    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                   | UniFirst Corp/MA                          | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      2476 | NS      | $423470.28    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc             | Werner Enterprises Inc                    | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     17030 | NS      | $472071.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                        | Vestis Corp                               | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |    110506 | NS      | $669666.36    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc             | Patrick Industries Inc                    | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      3431 | NS      | $333630.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The             | Greenbrier Cos Inc/The                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     17188 | NS      | $782054.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                 | ABM Industries Inc                        | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      3290 | NS      | $151767.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                      | Huntsman Corp                             | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     30384 | NS      | $294724.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                 | Astrana Health Inc                        | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      6242 | NS      | $148934.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp          | Albany International Corp                 | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2215 | NS      | $120030.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                       | WesBanco Inc                              | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4910 | NS      | $147938.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsun Capital Bancorp           | Firstsun Capital Bancorp                  | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13408 | NS      | $476654.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                           | DNOW Inc                                  | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     21349 | NS      | $332190.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc       | Sunstone Hotel Investors Inc              | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     53680 | NS      | $469700.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                     | Photronics Inc                            | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     42034 | NS      | $855812.24    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc              | Helmerich & Payne Inc                     | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     52210 | NS      | $846324.10    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                          | Stepan Co                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     11601 | NS      | $588982.77    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc      | Janus International Group Inc             | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19080 | NS      | $163515.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                   | First Busey Corp                          | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      6787 | NS      | $151485.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp             | Hillman Solutions Corp                    | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44342 | NS      | $349858.38    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                        | OFG Bancorp                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      7397 | NS      | $315260.14    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                  | PC Connection Inc                         | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      4813 | NS      | $296432.67    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc        | Berkshire Hills Bancorp Inc               | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     18608 | NS      | $458501.12    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                          | ePlus Inc                                 | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      4391 | NS      | $284448.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                         | Alight Inc                                | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     82321 | NS      | $441240.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc               | Hilltop Holdings Inc                      | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     10432 | NS      | $308787.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources      | Alpha Metallurgical Resources Inc         | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5629 | NS      | $664616.03    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                   | Talos Energy Inc                          | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     93337 | NS      | $798031.35    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp         | Horace Mann Educators Corp                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      3614 | NS      | $153703.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp             | American Woodmark Corp                    | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     14830 | NS      | $780206.30    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                 | Verint Systems Inc                        | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     23688 | NS      | $504080.64    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings I     | Universal Logistics Holdings Inc          | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31186 | NS      | $746280.98    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp               | Mercury General Corp                      | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      4702 | NS      | $325613.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                  | Helen of Troy Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27889 | NS      | $613000.22    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                | WSFS Financial Corp                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      5756 | NS      | $315659.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                   | Weis Markets Inc                          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8735 | NS      | $632501.35    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                         | Terex Corp                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      9979 | NS      | $507531.94    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc           | Resideo Technologies Inc                  | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      7040 | NS      | $192192.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc             | Genworth Financial Inc                    | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     40694 | NS      | $319854.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                  | YETI Holdings Inc                         | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     10044 | NS      | $369016.56    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                  | Andersons Inc/The                         | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     21537 | NS      | $773609.04    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C     | Stewart Information Services Corp         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      4863 | NS      | $315754.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc             | Employers Holdings Inc                    | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13421 | NS      | $554018.88    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc              | Oxford Industries Inc                     | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     19665 | NS      | $750809.70    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc           | Winnebago Industries Inc                  | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      5356 | NS      | $159180.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                      | Interface Inc                             | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     22262 | NS      | $459042.44    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group     | California Water Service Group            | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      6961 | NS      | $316516.67    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                      | CoreCivic Inc                             | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     15026 | NS      | $301121.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp              | Independent Bank Corp                     | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      7409 | NS      | $470841.95    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                            | EnerSys                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      7382 | NS      | $681875.34    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc         | Apple Hospitality REIT Inc                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     67823 | NS      | $796920.25    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc          | Innovex International Inc                 | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     50672 | NS      | $832034.24    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                           | Dana Inc                                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      9056 | NS      | $144171.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust            | Pebblebrook Hotel Trust                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     63383 | NS      | $635731.49    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                        | EVERTEC Inc                               | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      8782 | NS      | $317469.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                            | V2X Inc                                   | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6521 | NS      | $308964.98    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                | Harley-Davidson Inc                       | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     33538 | NS      | $815979.54    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd          | Liberty Latin America Ltd                 | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     24970 | NS      | $178285.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc            | Helios Technologies Inc                   | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     13963 | NS      | $512302.47    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                 | First Hawaiian Inc                        | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     12684 | NS      | $307587.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp           | National HealthCare Corp                  | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      4354 | NS      | $418114.62    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                      | Cable One Inc                             | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      5828 | NS      | $745867.44    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                          | Adeia Inc                                 | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22390 | NS      | $289950.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC. | DAIWA CAPITAL MARKETS AMERICA INC         | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |    164509 | PA      | $164509.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennant Co                         | Tennant Co                                | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      4086 | NS      | $337258.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp        | Grocery Outlet Holding Corp               | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25491 | NS      | $335716.47    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc               | Veritex Holdings Inc                      | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     17852 | NS      | $566265.44    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp               | Quaker Chemical Corp                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      2828 | NS      | $323579.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc               | Federated Hermes Inc                      | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      7143 | NS      | $354078.51    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                           | IDT Corp                                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      2273 | NS      | $133902.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc            | BrightView Holdings Inc                   | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     27984 | NS      | $446344.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                          | TEGNA Inc                                 | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     47226 | NS      | $788674.20    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA      | Preferred Bank/Los Angeles CA             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      3658 | NS      | $332219.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                       | Lindsay Corp                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1077 | NS      | $147021.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                        | Polaris Inc                               | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      3821 | NS      | $202169.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                    | Otter Tail Corp                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8214 | NS      | $633956.52    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                     | Ziff Davis Inc                            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     26148 | NS      | $813725.76    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                  | World Kinect Corp                         | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     11168 | NS      | $304551.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                        | Banner Corp                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4935 | NS      | $306340.13    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                   | LendingClub Corp                          | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     12910 | NS      | $201266.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti     | Innovative Industrial Properties Inc      | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     14334 | NS      | $741067.80    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp            | First Financial Bancorp                   | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     26101 | NS      | $632688.24    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc         | Vishay Intertechnology Inc                | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      9780 | NS      | $160294.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co             | Victoria's Secret & Co                    | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     34190 | NS      | $642772.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto     | Cracker Barrel Old Country Store Inc      | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      5183 | NS      | $321346.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Safety Insurance Group Inc         | Safety Insurance Group Inc                | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      3988 | NS      | $280555.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Paren     | Concentra Group Holdings Parent Inc       | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7550 | NS      | $150773.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                   | ACM Research Inc                          | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     12224 | NS      | $371120.64    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc      | CSG Systems International Inc             | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      2378 | NS      | $148529.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc      | Amphastar Pharmaceuticals Inc             | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     34473 | NS      | $722209.35    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc             | Arbor Realty Trust Inc                    | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     59178 | NS      | $660426.48    | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| International Seaways Inc          | International Seaways Inc                 | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     21697 | NS      | $865710.30    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                   | AdaptHealth Corp                          | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83934 | NS      | $752887.98    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings      | Integra LifeSciences Holdings Corp        | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     37974 | NS      | $498978.36    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc           | Gibraltar Industries Inc                  | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7897 | NS      | $521438.91    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd            | G-III Apparel Group Ltd                   | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     35335 | NS      | $833906.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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