# EDGAR Filing Document

**Accession Number:** 0001552740
**File Stem:** 0000940400-26-021758
**Filing Date:** 2026-5
**Character Count:** 112240
**Document Hash:** 7418d16654023228a7166dcfb00638d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021758.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000940400-26-021758

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND VI
- **CENTRAL INDEX KEY:** 0001552740

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22717
- **FILM NUMBER:** 261032146

**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 BuyWrite Income ETF (Series ID: S000090516)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000257781 | First Trust Small Cap BuyWrite Income ETF | FTKI            |

## Nport-Ex

**First Trust Dorsey Wright DALI Equity ETF (DALI)**

**Portfolio of Investments**

**March 31, 2026 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **EXCHANGE-TRADED FUNDS — 99.9%** | **EXCHANGE-TRADED FUNDS — 99.9%** | **EXCHANGE-TRADED FUNDS — 99.9%** |
|  | **Capital Markets (a) — 99.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466959 | &nbsp;&nbsp;&nbsp; First Trust China AlphaDEX<sup>®</sup> <br> Fund | $14634495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218459 | &nbsp;&nbsp;&nbsp; First Trust Developed Markets <br> ex-U.S. AlphaDEX<sup>®</sup> Fund | 18990597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639355 | &nbsp;&nbsp;&nbsp; First Trust Emerging Markets <br> AlphaDEX<sup>®</sup> Fund | 19151048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246689 | &nbsp;&nbsp;&nbsp; First Trust Europe AlphaDEX<sup>®</sup> <br> Fund | 13471686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214421 | &nbsp;&nbsp;&nbsp; First Trust Eurozone <br> AlphaDEX<sup>®</sup> ETF | 13351996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211736 | &nbsp;&nbsp;&nbsp; First Trust Germany <br> AlphaDEX<sup>®</sup> Fund | 12707950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263149 | &nbsp;&nbsp;&nbsp; First Trust United Kingdom <br> AlphaDEX<sup>®</sup> Fund | 13252579 |
|  | **Total Exchange-Traded Funds** | 105560351 |
|  | (Cost $112,954,178) |  |
| **MONEY MARKET FUNDS — 0.1%** | **MONEY MARKET FUNDS — 0.1%** | **MONEY MARKET FUNDS — 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152120 | &nbsp;&nbsp;&nbsp; Dreyfus Government Cash <br> Management Fund, <br> Institutional Shares - <br> 3.53% (b) | 152120 |
|  | (Cost $152,120) |  |
|  | **Total Investments — 100.0%** | 105712471 |
|  | (Cost $113,106,298) |  |
|  | **Net Other Assets and** <br> **Liabilities — (0.0)%** | (27890)<br>|
|  | **Net Assets — 100.0%** | $105684581 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents investments in affiliated funds.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Rate shown reflects yield as of March 31, 2026.

------

**Valuation Inputs**

A summary of the inputs used to value the Fund's investments as of March 31, 2026 is as follows (see Valuation Inputs in the Additional Information section):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total** <br>**Value at** <br>**3/31/2026**<br>| **Level 1** <br>**Quoted** <br>**Prices**<br>| **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| &nbsp;&nbsp; Exchange-Traded <br> Funds\*<br>| $105560351 | &nbsp;&nbsp; $105560351 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| Money Market Funds | 152120 | &nbsp;&nbsp; 152120 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Investments | $105712471 | &nbsp;&nbsp; $105712471 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* See Portfolio of Investments for industry breakout.

------

**First Trust Dorsey Wright DALI Equity ETF (DALI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

------

**Affiliated Transactions**

Amounts relating to investments in affiliated funds at March 31, 2026, and for the fiscal year-to-date period (January 1, 2026 to March 31, 2026) are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Security Name | Shares at <br>3/31/2026<br>| Value at <br>12/31/2025<br>| Purchases | Sales | Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Realized <br>Gain <br>(Loss)<br>| Value at <br>3/31/2026<br>| Dividend <br>Income<br>|
| &nbsp;&nbsp;&nbsp; First Trust China <br> AlphaDEX<sup>®</sup> Fund<br>| 466959 | $— | $16384088 | $(1009402)<br>| $(738290)<br>| $(1901)<br>| $14634495 | $— |
| &nbsp;&nbsp;&nbsp; First Trust Developed <br> Markets ex-<br> U.S. AlphaDEX<sup>®</sup> <br> Fund<br>| 218459 |  | 21779398 | (1313066)<br>| (1444602)<br>| (31133)<br>| 18990597 | 72243 |
| &nbsp;&nbsp;&nbsp; First Trust Dow Jones <br> Internet Index Fund<br>|  | 15059544 | 14989040 | (28210509)<br>| (4404633)<br>| 2566558 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust Emerging <br> Markets AlphaDEX<sup>®</sup> <br> Fund<br>| 639355 |  | 20848220 | (1277005)<br>| (410193)<br>| (9974)<br>| 19151048 | 21636 |
| &nbsp;&nbsp;&nbsp; First Trust Europe <br> AlphaDEX<sup>®</sup> Fund<br>| 246689 |  | 15198716 | (910572)<br>| (788839)<br>| (27619)<br>| 13471686 | 19045 |
| &nbsp;&nbsp;&nbsp; First Trust Eurozone <br> AlphaDEX<sup>®</sup> ETF<br>| 214421 |  | 15077758 | (904360)<br>| (795171)<br>| (26231)<br>| 13351996 | 2976 |
| &nbsp;&nbsp;&nbsp; First Trust Financials <br> AlphaDEX<sup>®</sup> Fund<br>|  | 15419787 | 16258750 | (31623267)<br>| (1097823)<br>| 1042553 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust Germany <br> AlphaDEX<sup>®</sup> Fund<br>| 211736 |  | 15597398 | (892711)<br>| (1926662)<br>| (70075)<br>| 12707950 |  |
| &nbsp;&nbsp;&nbsp; First Trust Indxx <br> Aerospace Defense <br> ETF<br>|  | 16028792 | 16160175 | (34423109)<br>| (306199)<br>| 2540341 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust Large Cap <br> Growth AlphaDEX<sup>®</sup> <br> Fund<br>|  | 20405799 | 21639274 | (42578219)<br>| (6454723)<br>| 6987869 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust Nasdaq <br> Semiconductor ETF<br>|  | 14826930 | 17391302 | (35237538)<br>| (1018629)<br>| 4037935 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust NYSE Arca <br> Biotechnology Index <br> Fund<br>|  |  | 29626748 | (28968971)<br>|  | (657777)<br>|  |  |
| &nbsp;&nbsp;&nbsp; First Trust Small Cap <br> Growth AlphaDEX<sup>®</sup> <br> Fund<br>|  | 20795644 | 21899318 | (43844377)<br>| (7712401)<br>| 8861816 |  |  |
| &nbsp;&nbsp;&nbsp; First Trust United <br> Kingdom <br> AlphaDEX<sup>®</sup> Fund<br>| 263149 |  | 15499252 | (916510)<br>| (1290070)<br>| (40093)<br>| 13252579 | 41831 |
| &nbsp;&nbsp;&nbsp; First Trust Utilities <br> AlphaDEX<sup>®</sup> Fund<br>|  | 15321809 | 2491472 | (18082795)<br>| (1277889)<br>| 1547403 |  |  |
|  |  | $117858305 | $260840909 | $(270192411)<br>| $(29666124)<br>| $26719672 | $105560351 | $157731 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments**

**March 31, 2026 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS — 97.3%** | **COMMON STOCKS — 97.3%** | **COMMON STOCKS — 97.3%** |
|  | **Aerospace & Defense — 1.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3014 | Leonardo DRS, Inc. (a) | $134183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7781 | StandardAero, Inc. (a) (b) | 200983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 781 | V2X, Inc. (b) | 53499 |
|  |  | 388665 |
|  | **Air Freight & Logistics — 0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4542 | ZTO Express Cayman, Inc., ADR | 114322 |
|  | **Banks — 3.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428 | Coastal Financial Corp. (b) | 32571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 973 | Credicorp Ltd. (a) | 330022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 747 | FB Financial Corp. | 38799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1278 | First Busey Corp. | 32295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1925 | First Financial Bankshares, Inc. | 56691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2220 | ING Groep N.V., ADR | 57831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358 | Nicolet Bankshares, Inc. | 53206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1236 | UMB Financial Corp. | 139409 |
|  |  | 740824 |
|  | **Biotechnology — 1.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4599 | Catalyst Pharmaceuticals, Inc. (a) (b) | 113871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1281 | Immunocore Holdings PLC, ADR (b) | 38622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3546 | Immunovant, Inc. (b) | 88083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2206 | KalVista Pharmaceuticals, Inc. (b) | 44407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 | Scholar Rock Holding Corp. (b) | 25022 |
|  |  | 310005 |
|  | **Broadline Retail — 1.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5270 | Etsy, Inc. (a) (b) | 263395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5870 | Vipshop Holdings Ltd., ADR | 92276 |
|  |  | 355671 |
|  | **Building Products — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 733 | Modine Manufacturing Co. (b) | 158848 |
|  | **Capital Markets — 5.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3268 | Etoro Group Ltd., Class A (b) | 98138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3766 | Federated Hermes, Inc. (a) | 213570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2501 | Futu Holdings Ltd., ADR (a) (b) | 342037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1713 | Hamilton Lane, Inc., Class A | 170272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1419 | Marex Group PLC | 63259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1338 | MarketAxess Holdings, Inc. (a) | 220743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 822 | Miami International Holdings, Inc. (b) | 31992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2626 | Moelis & Co., Class A | 149682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2275 | Patria Investments Ltd., Class A | 28665 |
|  |  | 1318358 |
|  | **Chemicals — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 | NewMarket Corp. | 58326 |
|  | **Commercial Services & Supplies — 1.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5436 | Montrose Environmental Group, Inc. (a) (b) | 118994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4054 | OPENLANE, Inc. (a) (b) | 118174 |
|  |  | 237168 |
|  | **Communications Equipment — 1.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 | Lumentum Holdings, Inc. (b) | 100495 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Communications Equipment (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3801 | NetScout Systems, Inc. (a) (b) | $120834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18390 | Telefonaktiebolaget LM Ericsson, ADR (a) | 207255 |
|  |  | 428584 |
|  | **Construction & Engineering — 7.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3805 | AECOM (a) | 322740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1024 | Argan, Inc. (a) | 557721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 | Everus Construction Group, Inc. (b) | 32703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1268 | MasTec, Inc. (a) (b) | 407966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670 | Sterling Infrastructure, Inc. (a) (b) | 272871 |
|  |  | 1594001 |
|  | **Construction Materials — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1162 | Knife River Corp. (b) | 94877 |
|  | **Consumer Finance — 2.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300 | Bread Financial Holdings, Inc. | 22467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384 | Dave, Inc. (b) | 66851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 | Encore Capital Group, Inc. (b) | 26015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1335 | FirstCash Holdings, Inc. (a) | 250980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848 | LendingTree, Inc. (b) | 36362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 | Nelnet, Inc., Class A | 66801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2382 | NerdWallet, Inc., Class A (b) | 24725 |
|  |  | 494201 |
|  | **Consumer Staples Distribution & Retail — 1.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 | Casey's General Stores, Inc. | 28386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7482 | Maplebear, Inc. (a) (b) | 280276 |
|  |  | 308662 |
|  | **Containers & Packaging — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 789 | Crown Holdings, Inc. | 79097 |
|  | **Distributors — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 | GigaCloud Technology, Inc., Class A (b) | 91894 |
|  | **Diversified Consumer Services — 2.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2182 | Frontdoor, Inc. (a) (b) | 115341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1583 | OneSpaWorld Holdings Ltd. | 36330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3824 | Perdoceo Education Corp. (a) | 142291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2520 | Stride, Inc. (a) (b) | 222188 |
|  |  | 516150 |
|  | **Electric Utilities — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1036 | Portland General Electric Co. | 54670 |
|  | **Electrical Equipment — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6654 | Sunrun, Inc. (b) | 90228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304 | Vertiv Holdings Co., Class A | 76177 |
|  |  | 166405 |
|  | **Electronic Equipment, Instruments & Components — 0.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662 | Belden, Inc. | 76018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1708 | ScanSource, Inc. (b) | 62000 |
|  |  | 138018 |
|  | **Energy Equipment & Services — 2.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2754 | Archrock, Inc. | 95839 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Energy Equipment & Services (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2095 | Select Water Solutions, Inc. | $32053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2705 | TechnipFMC PLC (a) | 186997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2361 | Tenaris S.A., ADR | 137363 |
|  |  | 452252 |
|  | **Entertainment — 0.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13799 | Tencent Music Entertainment Group, ADR (a) | 128055 |
|  | **Financial Services — 2.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357 | Euronet Worldwide, Inc. (b) | 23694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1131 | EVERTEC, Inc. | 31917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 | MGIC Investment Corp. | 4961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2777 | Radian Group, Inc. | 91863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2415 | Sezzle, Inc. (a) (b) | 152846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29681 | Western Union (The) Co. (a) | 259115 |
|  |  | 564396 |
|  | **Food Products — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2264 | Cal-Maine Foods, Inc. (a) | 179196 |
|  | **Gas Utilities — 0.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 | Spire, Inc. | 22092 |
|  | **Health Care Equipment & Supplies — 1.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1254 | Globus Medical, Inc., Class A (b) | 108045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356 | Lantheus Holdings, Inc. (b) | 102853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321 | LeMaitre Vascular, Inc. | 35043 |
|  |  | 245941 |
|  | **Health Care Providers & Services — 1.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1247 | Castle Biosciences, Inc. (b) | 30614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2708 | Encompass Health Corp. (a) | 261945 |
|  |  | 292559 |
|  | **Health Care REITs — 1.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 | CareTrust REIT, Inc. | 22210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10101 | Healthcare Realty Trust, Inc. (a) | 171616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3257 | Omega Healthcare Investors, Inc. (a) | 142722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2858 | Sabra Health Care REIT, Inc. | 54959 |
|  |  | 391507 |
|  | **Health Care Technology — 1.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2053 | Veeva Systems, Inc., Class A (a) (b) | 360630 |
|  | **Hotels, Restaurants & Leisure — 3.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2699 | Monarch Casino & Resort, Inc. (a) | 258024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1814 | Texas Roadhouse, Inc. (a) | 299564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1939 | Travel + Leisure Co. (a) | 134160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683 | Viking Holdings Ltd. (b) | 50187 |
|  |  | 741935 |
|  | **Independent Power and Renewable Electricity Producers — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1323 | Ormat Technologies, Inc. | 148070 |
|  | **Industrial REITs — 0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2935 | STAG Industrial, Inc. (a) | 105836 |
|  | **Insurance — 5.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062 | Accelerant Holdings, Class A (b) | 40908 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Insurance (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 656 | Axis Capital Holdings Ltd. | $66525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1582 | CNO Financial Group, Inc. | 64957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342 | Hanover Insurance Group (The), Inc. | 59286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514 | HCI Group, Inc. | 79470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1459 | Horace Mann Educators Corp. | 62270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 | Kinsale Capital Group, Inc. | 64915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967 | Reinsurance Group of America, Inc. (a) | 197423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829 | RenaissanceRe Holdings Ltd. (a) | 246404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1882 | RLI Corp. | 107349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4246 | SiriusPoint Ltd. (b) | 91459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214 | Skyward Specialty Insurance Group, Inc. (b) | 53027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2702 | Slide Insurance Holdings, Inc. (b) | 48636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1360 | Sun Life Financial, Inc. | 85082 |
|  |  | 1267711 |
|  | **Interactive Media & Services — 0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2346 | Cargurus, Inc. (b) | 79881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2062 | EverQuote, Inc., Class A (b) | 31796 |
|  |  | 111677 |
|  | **Leisure Products — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4766 | Callaway Golf Co. (b) | 66152 |
|  | **Life Sciences Tools & Services — 0.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1005 | Illumina, Inc. (a) (b) | 123876 |
|  | **Machinery — 1.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1665 | Atmus Filtration Technologies, Inc. | 94522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 983 | Blue Bird Corp. (b) | 55825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619 | Helios Technologies, Inc. | 40055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 | Toro (The) Co. | 51953 |
|  |  | 242355 |
|  | **Marine Transportation — 0.9%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 | Genco Shipping & Trading Ltd. | 9043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7120 | ZIM Integrated Shipping Services Ltd. (a) | 187612 |
|  |  | 196655 |
|  | **Media — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5859 | Magnite, Inc. (b) | 69605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 | Nexstar Media Group, Inc. | 74864 |
|  |  | 144469 |
|  | **Metals & Mining — 4.1%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3234 | Constellium SE (b) | 79492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17147 | Fortuna Mining Corp. (a) (b) | 170270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6011 | IAMGOLD Corp. (b) | 113127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2013 | Southern Copper Corp. (a) | 346357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 | Teck Resources Ltd., Class B | 21424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2051 | Warrior Met Coal, Inc. (a) | 191050 |
|  |  | 921720 |
|  | **Mortgage REITs — 0.5%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2592 | Apollo Commercial Real Estate Finance, Inc. | 27372 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Mortgage REITs (Continued)**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3236 | Blackstone Mortgage Trust, Inc., Class A | $61969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2822 | MFA Financial, Inc. | 27035 |
|  |  | 116376 |
|  | **Office REITs — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5027 | Kilroy Realty Corp. | 141811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1120 | SL Green Realty Corp. | 41373 |
|  |  | 183184 |
|  | **Oil, Gas & Consumable Fuels — 8.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1107 | BP PLC, ADR | 52029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2408 | Calumet, Inc. (b) | 86447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4674 | CNX Resources Corp. (a) (b) | 180183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4350 | CVR Energy, Inc. (a) (b) | 146377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4684 | DHT Holdings, Inc. | 85577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4512 | Dorian LPG Ltd. (a) | 154310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618 | Gulfport Energy Corp. (b) | 130750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 918 | International Seaways, Inc. | 66904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4990 | Magnolia Oil & Gas Corp., Class A | 157534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2413 | Ovintiv, Inc. | 143236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3784 | Permian Resources Corp., Class A | 80675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2454 | Petroleo Brasileiro S.A. - Petrobras, ADR | 50921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3831 | Scorpio Tankers, Inc. (a) | 286022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2324 | Teekay Tankers Ltd., Class A (a) | 170396 |
|  |  | 1791361 |
|  | **Passenger Airlines — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771 | Copa Holdings S.A., Class A | 87593 |
|  | **Personal Care Products — 0.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3065 | BellRing Brands, Inc. (b) | 49316 |
|  | **Pharmaceuticals — 2.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010 | ANI Pharmaceuticals, Inc. (b) | 77669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1982 | AstraZeneca PLC (a) | 390890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 | Novartis AG, ADR (a) | 21538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1677 | Pacira BioSciences, Inc. (b) | 37900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1936 | Royalty Pharma PLC, Class A | 92870 |
|  |  | 620867 |
|  | **Professional Services — 2.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4393 | ExlService Holdings, Inc. (b) | 133767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1011 | Exponent, Inc. | 65968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4800 | Genpact Ltd. (a) | 178800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1173 | Korn Ferry | 73840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1082 | Maximus, Inc. | 69356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7089 | Upwork, Inc. (a) (b) | 77696 |
|  |  | 599427 |
|  | **Real Estate Management & Development — 1.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1193 | Jones Lang LaSalle, Inc. (a) (b) | 363054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3140 | Newmark Group, Inc., Class A | 47068 |
|  |  | 410122 |
|  | **Retail REITs — 0.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1924 | Urban Edge Properties | 38441 |

---

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** | **COMMON STOCKS (Continued)** |
|  | **Semiconductors & Semiconductor Equipment — 2.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751 | Ambarella, Inc. (b) | $38658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5859 | Amkor Technology, Inc. (a) | 263831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2240 | Credo Technology Group Holding Ltd. (a) (b) | 210269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525 | MKS, Inc. | 120650 |
|  |  | 633408 |
|  | **Software — 7.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1869 | ACI Worldwide, Inc. (b) | 76648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955 | Alarm.com Holdings, Inc. (b) | 41246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291 | Atlassian Corp., Class A (b) | 19861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1128 | Blackbaud, Inc. (b) | 43552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6167 | Box, Inc., Class A (b) | 145788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2477 | Check Point Software Technologies Ltd. (a) (b) | 353840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5020 | Clear Secure, Inc., Class A (a) | 243018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4081 | Dropbox, Inc., Class A (a) (b) | 92720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7671 | Freshworks, Inc., Class A (a) (b) | 61598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4508 | Pegasystems, Inc. (a) | 191861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4719 | Samsara, Inc., Class A (b) | 149545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2388 | Workiva, Inc. (b) | 142396 |
|  |  | 1562073 |
|  | **Specialized REITs — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2709 | Outfront Media, Inc. | 71788 |
|  | **Specialty Retail — 2.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4081 | Advance Auto Parts, Inc. (a) | 215273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436 | Murphy USA, Inc. (a) | 215371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 961 | National Vision Holdings, Inc. (b) | 24890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1712 | Upbound Group, Inc. | 30901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2077 | Victoria's Secret & Co. (b) | 96290 |
|  |  | 582725 |
|  | **Textiles, Apparel & Luxury Goods — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3849 | Wolverine World Wide, Inc. | 62816 |
|  | **Trading Companies & Distributors — 1.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 733 | Applied Industrial Technologies, Inc. (a) | 194480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053 | Boise Cascade Co. | 79870 |
|  |  | 274350 |
|  | **Transportation Infrastructure — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 | Grupo Aeroportuario del Pacifico S.A.B. de C.V., ADR | 57027 |
|  | **Wireless Telecommunication Services — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 927 | America Movil S.A.B. de C.V., ADR | 23620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2092 | Millicom International Cellular S.A. (a) | 156774 |
|  |  | 180394 |
|  | **Total Common Stocks** | 21677098 |
|  | (Cost $21,408,637) |  |
| **MONEY MARKET FUNDS — 4.3%** | **MONEY MARKET FUNDS — 4.3%** | **MONEY MARKET FUNDS — 4.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967666 | Dreyfus Government Cash Management Fund, Institutional Shares - 3.53% (c) | 967666 |
|  | (Cost $967,666) |  |
|  | **Total Investments — 101.6%** | 22644764 |
|  | (Cost $22,376,303) |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of** <br>**Contracts**<br>| **Description** | **Notional** <br>**Amount**<br>| **Exercise** <br>**Price**<br>| **Expiration** <br>**Date**<br>| **Value** |
| **WRITTEN OPTIONS — (1.6)%** | **WRITTEN OPTIONS — (1.6)%** | **WRITTEN OPTIONS — (1.6)%** | **WRITTEN OPTIONS — (1.6)%** | **WRITTEN OPTIONS — (1.6)%** | **WRITTEN OPTIONS — (1.6)%** |
|  | **Call Options Written — (1.6)%** | **Call Options Written — (1.6)%** | **Call Options Written — (1.6)%** | **Call Options Written — (1.6)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131) | iShares Russell 2000 ETF | $(3248800)<br>| $250.00 | 04/17/26 | $(72443)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120) | iShares Russell 2000 ETF | (2976000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251.00 | 04/17/26 | (62520)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135) | iShares Russell 2000 ETF | (3348000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252.00 | 04/17/26 | (63720)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120) | iShares Russell 2000 ETF | (2976000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253.00 | 04/17/26 | (51480)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (130) | iShares Russell 2000 ETF | (3224000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251.00 | 05/15/26 | (113230)<br>|
|  | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | (363393)<br>|
|  | (Premiums received $442,141) | (Premiums received $442,141) | (Premiums received $442,141) | (Premiums received $442,141) |  |
|  | **Net Other Assets and Liabilities — 0.0%** | **Net Other Assets and Liabilities — 0.0%** | **Net Other Assets and Liabilities — 0.0%** | **Net Other Assets and Liabilities — 0.0%** | 7979 |
|  | **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | $22289350 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) All or a portion of this security is pledged as collateral for the options written.
 At March 31, 2026, the value of these securities amounts to $6,227,126.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Rate shown reflects yield as of March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Abbreviations throughout the Portfolio of Investments: <br> ADR – American Depositary Receipt <br> REITs – Real Estate Investment Trusts

------

**First Trust Small Cap BuyWrite Income ETF (FTKI)**

**Portfolio of Investments (Continued)**

**March 31, 2026 (Unaudited)**

------

**Valuation Inputs**

A summary of the inputs used to value the Fund's investments as of March 31, 2026 is as follows (see Valuation Inputs in the Additional Information section):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total** <br>**Value at** <br>**3/31/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| Common Stocks\* | &nbsp;&nbsp; $21677098 | &nbsp;&nbsp;&nbsp;&nbsp; $21677098 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Money Market Funds | &nbsp;&nbsp; 967666 | &nbsp;&nbsp;&nbsp;&nbsp; 967666 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp; $22644764 | &nbsp;&nbsp;&nbsp;&nbsp; $22644764 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total** <br>**Value at** <br>**3/31/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1** <br>**Quoted** <br>**Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>|
| Written Options | &nbsp;&nbsp; $(363393)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(363393)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* See Portfolio of Investments for industry breakout.

------

**First Trust Exchange-Traded Fund VI**

**Additional Information**

**March 31, 2026 (Unaudited)**

**Valuation Inputs**

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

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

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

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

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

**Licensing Information**

Nasdaq<sup>®</sup> and Nasdaq Dorsey Wright DALI Equity<sup>TM</sup> Index are registered trademarks and service marks of Nasdaq, Inc. (together with its affiliates hereinafter referred to as the "Corporations") and are licensed for use by First Trust. The Fund has not been passed on by the Corporations as to its legality or suitability. The Fund is not issued, endorsed, sold or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUND.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-22717

- **c. CIK number of Registrant:** 0001552740

- **d. LEI of Registrant:** 549300ZLB3EUU3H8NE60

- **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 BuyWrite Income ETF

- **b. EDGAR series identifier (if any):** S000090516

- **c. LEI of Series:** 2549009FMM5CF4PX6I71

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $22669372.62

**Total Liabilities:** $380022.51

**Net Assets:** $22289350.11

**Cash Not Reported:** $7478.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257781 | 2.96%                | 6.39%                | -3.45%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2696.62                | $50923.80                                  |
| Month 2  | $-21492.89               | $440828.46                                 |
| Month 3  | $-815903.21              | $-395519.87                                |

**Designated Index Information**

- **Index Name:** The Fund's Designated Reference Portfolio is the Fund's Securities Portfolio.

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Encore Capital Group Inc.                       | Encore Capital Group Inc. COM                              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       371 | NS      | $26014.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                | IWM A 2026-04-17 CALL 251                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -120 | NC      | $-62520.00    | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                    | Moelis & Co. CL A                                          | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      2626 | NS      | $149682.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelerant Holdings                             | Accelerant Holdings CL A                                   | CUSIP: 000000000<br>LEI: 529900G48AUHCKJ6EU64 | Long             | EC               | CORP              | KY        |      3062 | NS      | $40908.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                     | Workiva Inc COM CL A                                       | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      2388 | NS      | $142396.44    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                     | Southern Copper Corporation COM                            | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      2013 | NS      | $346356.78    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                       | The Western Union Company COM                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     29681 | NS      | $259115.13    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                              | MFA Financial Inc. COM                                     | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      2822 | NS      | $27034.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                   | AXIS Capital Holdings Limited SHS                          | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       656 | NS      | $66524.96     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                  | Freshworks Inc CLASS A COM                                 | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      7671 | NS      | $61598.13     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING HOLDINGS LTD                             | Viking Holdings Ltd. ORD SHS                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       683 | NS      | $50186.84     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                         | Advance Auto Parts Inc. COM                                | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      4081 | NS      | $215272.75    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastec, Inc.                                    | Mastec, Inc. COM                                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      1268 | NS      | $407966.32    | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmarket Corporation                           | Newmarket Corporation COM                                  | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        91 | NS      | $58326.45     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                        | ExlService Holdings Inc. COM                               | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      4393 | NS      | $133766.85    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdwallet Inc                                  | Nerdwallet Inc COM CL A                                    | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |      2382 | NS      | $24725.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated      | Reinsurance Group of America, Incorporated COM NEW         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       967 | NS      | $197422.72    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                             | Texas Roadhouse Inc COM                                    | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      1814 | NS      | $299563.96    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                   | Blackbaud Inc COM                                          | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      1128 | NS      | $43552.08     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                                 | Blue Bird Corp. COM                                        | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       983 | NS      | $55824.57     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group Plc                                 | Marex Group Plc ORD                                        | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |      1419 | NS      | $63259.02     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                     | Magnite Inc COM                                            | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      5859 | NS      | $69604.92     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                                 | HCI Group, Inc. COM                                        | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       514 | NS      | $79469.54     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co.                               | Callaway Golf Co. COM                                      | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      4766 | NS      | $66152.08     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                     | Sterling Infrastructure Inc COM                            | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       670 | NS      | $272870.90    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                               | Veeva Systems Inc CL A COM                                 | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2053 | NS      | $360629.98    | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                | Omega Healthcare Investors, Inc. COM                       | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      3257 | NS      | $142721.74    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                    | Archrock Inc COM                                           | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      2754 | NS      | $95839.20     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                    | Illumina Inc COM                                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1005 | NS      | $123876.30    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                    | OPENLANE Inc COM                                           | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      4054 | NS      | $118174.10    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                 | Jones Lang LaSalle Incorporated COM                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1193 | NS      | $363053.76    | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                          | Teck Resources Limited CL B                                | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       414 | NS      | $21424.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Inc                                     | Calumet Inc COM                                            | CUSIP: 131428104<br>LEI: 529900E014J6I18H3V27 | Long             | EC               | CORP              | US        |      2408 | NS      | $86447.20     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                    | Cargurus Inc COM CL A                                      | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      2346 | NS      | $79881.30     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                         | V2X Inc COM                                                | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $53498.50     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                               | Radian Group Inc. COM                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      2777 | NS      | $91863.16     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec Inc                                     | Evertec Inc COM                                            | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1131 | NS      | $31916.82     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC               | Atmus Filtration Technologies Inc. COM                     | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1665 | NS      | $94522.05     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                       | MarketAxess Holdings Inc. COM                              | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1338 | NS      | $220743.24    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                    | Encompass Health Corporation COM                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      2708 | NS      | $261944.84    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                          | Castle Biosciences Inc COM                                 | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |      1247 | NS      | $30613.85     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                              | FB Financial Corp. COM                                     | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       747 | NS      | $38799.18     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                       | CNO Financial Group, Inc. COM                              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1582 | NS      | $64956.92     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                       | CNX Resources Corporation COM                              | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      4674 | NS      | $180182.70    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| IAMGOLD Corp                                    | IAMGOLD Corp COM                                           | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |      6011 | NS      | $113127.02    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                | Clear Secure Inc COM CL A                                  | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5020 | NS      | $243018.20    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORP                                  | Atlassian Corporation CL A                                 | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       291 | NS      | $19860.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                                | DHT Holdings Inc. SHS NEW                                  | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      4684 | NS      | $85576.68     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                  | TechnipFMC PLC COM                                         | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      2705 | NS      | $186996.65    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                          | Amkor Technology, Inc. COM                                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      5859 | NS      | $263830.77    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                          | Lumentum Holdings Inc. COM                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       143 | NS      | $100494.68    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPSHOP HOLDINGS LTD                            | Vipshop Holdings Ltd. SPONSORED ADS A                      | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |      5870 | NS      | $92276.40     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd.                       | OneSpaWorld Holdings Ltd. COM                              | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |      1583 | NS      | $36329.85     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp.                         | Coastal Financial Corp. COM NEW                            | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |       428 | NS      | $32570.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT Systems Inc.                           | NETSCOUT Systems Inc. COM                                  | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      3801 | NS      | $120833.79    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                     | Samsara Inc COM CL A                                       | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4719 | NS      | $149545.11    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company               | Portland General Electric Company COM NEW                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1036 | NS      | $54669.72     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd            | ZIM Integrated Shipping Services Ltd SHS                   | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |      7120 | NS      | $187612.00    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                        | Modine Manufacturing Co. COM                               | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       733 | NS      | $158848.43    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                 | ScanSource Inc. COM                                        | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1708 | NS      | $62000.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc                              | OUTFRONT Media Inc COM NEW                                 | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      2709 | NS      | $71788.50     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DORIAN LPG LTD                                  | Dorian LPG Ltd. SHS USD                                    | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |      4512 | NS      | $154310.40    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc.                                     | Sezzle Inc. COM                                            | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      2415 | NS      | $152845.35    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                 | Murphy USA Inc. COM                                        | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       436 | NS      | $215370.92    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO EXPRESS (CAYMAN) INC                        | ZTO Express (Cayman) Inc. SPONSORED ADS A                  | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | KY        |      4542 | NS      | $114322.14    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Intermediate Holdings Inc.             | BellRing Intermediate Holdings Inc. COMMON STOCK           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      3065 | NS      | $49315.85     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                     | Dropbox Inc CL A                                           | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      4081 | NS      | $92720.32     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                      | Korn Ferry COM NEW                                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1173 | NS      | $73840.35     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc.                         | Sun Life Financial Inc. COM                                | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      1360 | NS      | $85081.60     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                               | Upbound Group Inc COM                                      | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      1712 | NS      | $30901.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                        | Perdoceo Education Corp. COM                               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      3824 | NS      | $142291.04    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY TANKERS LTD                              | Teekay Tankers Ltd. CL A                                   | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |      2324 | NS      | $170395.68    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                        | Box Inc. CL A                                              | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      6167 | NS      | $145787.88    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.     | Apollo Commercial Real Estate Finance, Inc. COM            | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      2592 | NS      | $27371.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                | IWM A 2026-04-17 CALL 252                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -135 | NC      | $-63720.00    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                    | National Vision Holdings Inc COM                           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       961 | NS      | $24889.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                           | Urban Edge Properties COM                                  | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1924 | NS      | $38441.52     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                            | Cal-Maine Foods Inc. COM NEW                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      2264 | NS      | $179195.60    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARDAERO INC                                | StandardAero Inc. COM                                      | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7781 | NS      | $200983.23    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                           | AECOM COM                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      3805 | NS      | $322740.10    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                            | Warrior Met Coal Inc COM                                   | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      2051 | NS      | $191050.65    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                     | Nelnet Inc. CL A                                           | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       518 | NS      | $66801.28     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                          | BP PLC SPONSORED ADR                                       | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      1107 | NS      | $52029.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                    | Sabra Health Care REIT, Inc. COM                           | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      2858 | NS      | $54959.34     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                              | Vertiv Holdings Co COM CL A                                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       304 | NS      | $76176.32     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA              | Millicom International Cellular SA COM STK                 | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      2092 | NS      | $156774.48    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                | IWM A 2026-04-17 CALL 250                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -131 | NC      | $-72443.00    | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Group               | Tencent Music Entertainment Group SPON ADS                 | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |     13799 | NS      | $128054.72    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                | Copa Holdings SA CL A                                      | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |       771 | NS      | $87593.31     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                | Boise Cascade Co COM                                       | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1053 | NS      | $79870.05     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ETORO GROUP LTD                                 | eToro Group Ltd. SHS CL A                                  | CUSIP: 000000000<br>LEI: 213800XPRPJK2X5QRG86 | Long             | EC               | CORP              | VG        |      3268 | NS      | $98138.04     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                | IWM A 2026-05-15 CALL 251                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -130 | NC      | $-113230.00   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| FUTU HOLDINGS LTD                               | Futu Holdings Ltd. SPON ADS CL A                           | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |      2501 | NS      | $342036.76    | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                       | Spire Inc COM                                              | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       244 | NS      | $22091.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                     | Monarch Casino & Resort Inc COM                            | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      2699 | NS      | $258024.40    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd              | Credo Technology Group Holding Ltd ORDINARY SHARES         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2240 | NS      | $210268.80    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                       | Kinsale Capital Group Inc COM                              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       190 | NS      | $64915.40     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Med Inc                                  | Globus Med Inc CL A                                        | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      1254 | NS      | $108044.64    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                              | Royalty Pharma PLC COM USD0.0001 CLASS A                   | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      1936 | NS      | $92869.92     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                 | SiriusPoint Ltd COM USD0.1                                 | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      4246 | NS      | $91458.84     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                      | Upwork Inc COM                                             | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      7089 | NS      | $77695.44     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                               | ACI Worldwide Inc COM                                      | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1869 | NS      | $76647.69     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLEBEAR INC                                   | Maplebear Inc. COM                                         | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7482 | NS      | $280275.72    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORP                            | Gulfport Energy Operating Corp. COMMON SHARES              | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       618 | NS      | $130750.26    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                     | Belden Inc. COM                                            | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       662 | NS      | $76017.46     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                         | Ormat Technologies Inc. COM                                | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      1323 | NS      | $148070.16    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstcash Holdings Inc                          | Firstcash Holdings Inc COM                                 | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1335 | NS      | $250980.00    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                         | Nexstar Media Group Inc COMMON STOCK                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       414 | NS      | $74863.62     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDICORP LTD                                   | Credicorp Ltd. COM                                         | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |       973 | NS      | $330022.14    | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.               | The Hanover Insurance Group, Inc. COM                      | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       342 | NS      | $59285.70     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORP                         | Magnolia Oil & Gas Corporation CL A                        | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4990 | NS      | $157534.30    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                      | Wolverine World Wide, Inc. COM                             | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      3849 | NS      | $62815.68     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunocore Holdings plc                         | Immunocore Holdings plc ADS                                | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |      1281 | NS      | $38622.15     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc           | Skyward Specialty Insurance Group Inc COM                  | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |      1214 | NS      | $53027.52     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                                | Knife River Corp. COMMON STOCK                             | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $94877.30     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel Plus Leisure Co                          | Travel Plus Leisure Co COM                                 | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1939 | NS      | $134159.41    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                         | Victorias Secret and Co COMMON STOCK                       | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      2077 | NS      | $96289.72     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey'S General Stores Inc.                     | Casey'S General Stores Inc. COM                            | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        39 | NS      | $28386.54     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp.                      | Scholar Rock Holding Corp. COM                             | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |       509 | NS      | $25022.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                        | Dave Inc CLASS A COM NEW                                   | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Long             | EC               | CORP              | US        |       384 | NS      | $66850.56     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc.                  | Everus Construction Group Inc. COM                         | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |       277 | NS      | $32702.62     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson (publ)          | Telefonaktiebolaget LM Ericsson (publ) ADR B SEK 10        | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     18390 | NS      | $207255.30    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil S.A.B. de C.V.                    | America Movil S.A.B. de C.V. SPON ADS RP CL B              | CUSIP: 02390A101<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |       927 | NS      | $23619.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc                  | Blackstone Mortgage Trust, Inc COM CL A                    | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      3236 | NS      | $61969.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                        | RLI Corp COM                                               | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1882 | NS      | $107349.28    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                             | UMB Financial Corp. COM                                    | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1236 | NS      | $139408.44    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                         | First Busey Corporation COM NEW                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      1278 | NS      | $32295.06     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HRTI LLC                                        | HRTI LLC CL A COM                                          | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     10101 | NS      | $171615.99    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management Funds        | Dreyfus Government Cash Management Funds SH BEN INT        | CUSIP: 262006208<br>LEI: 549300F7IDB6WRO7VJ11 | Long             | STIV             | RF                | US        |    967666 | NS      | $967665.52    | 4.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                 | AstraZeneca PLC ORD USD0.25                                | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      1982 | NS      | $390890.04    | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                  | Constellium SE CL A SHS                                    | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      3234 | NS      | $79491.72     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Everquote Inc                                   | Everquote Inc COM CL A                                     | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2062 | NS      | $31796.04     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                     | Novartis AG SPONSORED ADR                                  | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       141 | NS      | $21537.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Limited                      | Patria Investments Limited COM CL A                        | CUSIP: 000000000<br>LEI: 254900MZMZN2NNVXYO82 | Long             | EC               | CORP              | KY        |      2275 | NS      | $28665.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc                      | Select Water Solutions Inc CL A COM                        | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      2095 | NS      | $32053.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                               | Newmark Group Inc CL A                                     | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3140 | NS      | $47068.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                           | Lantheus Holdings Inc COM                                  | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      1356 | NS      | $102852.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.          | Check Point Software Technologies Ltd. ORD                 | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      2477 | NS      | $353839.45    | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                                 | CVR Energy Inc. COM                                        | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      4350 | NS      | $146377.50    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                     | Genpact Ltd. SHS                                           | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      4800 | NS      | $178800.00    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                | Leonardo DRS Inc COM                                       | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      3014 | NS      | $134183.28    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                            | Federated Hermes Inc CL B                                  | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      3766 | NS      | $213569.86    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Miami International Holdings Inc.               | Miami International Holdings Inc. COM                      | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |       822 | NS      | $31992.24     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                          | Pacira Biosciences Inc COM                                 | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      1677 | NS      | $37900.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                          | Permian Resources Corp CLASS A COM                         | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      3784 | NS      | $80674.88     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                   | Frontdoor Inc COM                                          | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      2182 | NS      | $115340.52    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                         | Euronet Worldwide, Inc. COM                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       357 | NS      | $23694.09     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                     | Ovintiv Inc COM                                            | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      2413 | NS      | $143235.68    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                | The Toro Company COM                                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       556 | NS      | $51952.64     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemaitre Vascular Inc.                          | Lemaitre Vascular Inc. COM                                 | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       321 | NS      | $35043.57     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                             | Scorpio Tankers Inc SHS                                    | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      3831 | NS      | $286022.46    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario Del Pacifico S.A.B. de C.V. | Grupo Aeroportuario Del Pacifico S.A.B. de C.V. SPON ADS B | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       231 | NS      | $57026.97     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp.                            | Fortuna Mining Corp. COM NEW                               | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     17147 | NS      | $170269.71    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                    | Bread Financial Holdings Inc COM                           | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       300 | NS      | $22467.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                              | Crown Holdings Inc COM                                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       789 | NS      | $79097.25     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                        | MKS Inc. COM                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       525 | NS      | $120650.25    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES INC                          | Nicolet Bankshares Inc. COM                                | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       358 | NS      | $53205.96     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                      | Stride Inc COM                                             | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      2520 | NS      | $222188.40    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                      | Tenaris SA SPONSORED ADS                                   | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      2361 | NS      | $137362.98    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                 | Pegasystems Inc COM                                        | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      4508 | NS      | $191860.48    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                   | Catalyst Pharmaceuticals Inc. COM                          | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      4599 | NS      | $113871.24    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                    | Exponent Inc COM                                           | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1011 | NS      | $65967.75     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                       | Kilroy Realty Corporation COM                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      5027 | NS      | $141811.67    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust Reit Inc                              | Caretrust Reit Inc COM                                     | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       606 | NS      | $22209.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendingtree Inc                                 | Lendingtree Inc COM                                        | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       848 | NS      | $36362.24     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                     | Sunrun Inc. COM                                            | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      6654 | NS      | $90228.24     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc.                   | Slide Insurance Holdings Inc. COM                          | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |      2702 | NS      | $48636.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                     | Renaissancere Holdings Ltd. COM                            | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       829 | NS      | $246403.67    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                  | First Financial Bankshares Inc COM                         | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      1925 | NS      | $56691.25     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                        | Etsy Inc COM                                               | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      5270 | NS      | $263394.60    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation               | Horace Mann Educators Corporation COM                      | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1459 | NS      | $62270.12     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc                | Montrose Environmental Group Inc COM                       | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |      5436 | NS      | $118994.04    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                  | ING Groep N.V. SPONSORED ADR                               | CUSIP: 456837103<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      2220 | NS      | $57831.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                         | Helios Technologies Inc COM                                | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       619 | NS      | $40055.49     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                           | MGIC Investment Corp. COM                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       189 | NS      | $4961.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                        | ANI Pharmaceuticals Inc. COM                               | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1010 | NS      | $77669.00     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                | IWM A 2026-04-17 CALL 253                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -120 | NC      | $-51480.00    | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.            | Applied Industrial Technologies Inc. COM                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       733 | NS      | $194479.56    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                  | Immunovant Inc COM                                         | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3546 | NS      | $88082.64     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                          | Petroleo Brasileiro SA SPONSORED ADR                       | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      2454 | NS      | $50920.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                   | Ambarella Inc SHS                                          | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |       751 | NS      | $38657.73     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGACLOUD TECHNOLOGY INC                        | GigaCloud Technology Inc. CLASS A ORD                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2025 | NS      | $91894.50     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sl Green Realty Corp                            | Sl Green Realty Corp COM                                   | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      1120 | NS      | $41372.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                         | Alarm.com Holdings Inc. COM                                | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       955 | NS      | $41246.45     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                       | International Seaways Inc. COM                             | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |       918 | NS      | $66903.84     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                     | Maximus Inc COM                                            | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1082 | NS      | $69356.20     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                       | Argan Inc COM                                              | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1024 | NS      | $557721.60    | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                           | STAG Industrial, Inc. COM                                  | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2935 | NS      | $105836.10    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc.                   | KalVista Pharmaceuticals Inc. COM                          | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |      2206 | NS      | $44406.78     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                               | Hamilton Lane Inc CL A                                     | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      1713 | NS      | $170272.20    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GENCO SHIPPING & TRADING LTD                    | Genco Shipping & Trading Ltd. SHS                          | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |       401 | NS      | $9042.55      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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