First Trust Advisors L.P. > First Trust Exchange-Traded AlphaDEX Fund
First Trust Multi Cap Value AlphaDEX Fund
$157.38M
Avg Monthly Net Assets
$149.58M
Total Assets
$585K
Total Liabilities
$148.99M
Net Assets
First Trust Multi Cap Value AlphaDEX Fund is an Exchange-Traded Fund in First Trust Exchange-Traded AlphaDEX Fund
from First Trust Advisors L.P.,
based in Illinois,
United States of America.
The fund has one share class
and monthly net assets of $157.38M.
On September 23rd, 2024 it reported 676 holdings, the largest
being DR Horton Inc (0.5%), Lennar Corp (0.5%) and Fox Corp (0.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| First Trust Multi Cap Value AlphaDEX Fund | C000048000 | XNMS | FAB |
Holdings
From latest NPORT-P, filed September 23rd, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1st Source Corp | Long | Equity-common | US | $84K | 1K | 0.06 |
| Abbott Laboratories | Long | Equity-common | US | $123K | 1K | 0.08 |
| ABM Industries Inc | Long | Equity-common | US | $155K | 3K | 0.10 |
| Academy Sports & Outdoors Inc | Long | Equity-common | US | $311K | 6K | 0.21 |
| Acuity Brands Inc | Long | Equity-common | US | $128K | 508 | 0.09 |
| Addus HomeCare Corp | Long | Equity-common | US | $36K | 298 | 0.02 |
| Adeia Inc | Long | Equity-common | US | $36K | 3K | 0.02 |
| Adient PLC | Long | Equity-common | US | $184K | 7K | 0.12 |
| ADT Inc | Long | Equity-common | US | $251K | 32K | 0.17 |
| Advance Auto Parts Inc | Long | Equity-common | US | $61K | 967 | 0.04 |
| Advantage Solutions Inc | Long | Equity-common | US | $130K | 32K | 0.09 |
| Affiliated Managers Group Inc | Long | Equity-common | US | $364K | 2K | 0.24 |
| Aflac Inc | Long | Equity-common | US | $387K | 4K | 0.26 |
| AGCO Corp | Long | Equity-common | US | $296K | 3K | 0.20 |
| AGNC Investment Corp | Long | Equity-common | US | $193K | 19K | 0.13 |
| Air Lease Corp | Long | Equity-common | US | $320K | 6K | 0.21 |
| Air Products and Chemicals Inc | Long | Equity-common | US | $254K | 963 | 0.17 |
| Air Transport Services Group Inc | Long | Equity-common | US | $206K | 13K | 0.14 |
| Alaska Air Group Inc | Long | Equity-common | US | $171K | 5K | 0.11 |
| Albany International Corp | Long | Equity-common | US | $38K | 410 | 0.03 |
| Alexander & Baldwin Inc | Long | Equity-common | US | $82K | 4K | 0.06 |
| Alexandria Real Estate Equities Inc | Long | Equity-common | US | $249K | 2K | 0.17 |
| Allegiant Travel Co | Long | Equity-common | US | $197K | 4K | 0.13 |
| Alliant Energy Corp | Long | Equity-common | US | $134K | 2K | 0.09 |
| Ally Financial Inc | Long | Equity-common | US | $278K | 6K | 0.19 |
| Altice USA Inc | Long | Equity-common | US | $36K | 17K | 0.02 |
| Ameren Corp | Long | Equity-common | US | $554K | 7K | 0.37 |
| American Assets Trust Inc | Long | Equity-common | US | $168K | 6K | 0.11 |
| American Eagle Outfitters Inc | Long | Equity-common | US | $203K | 9K | 0.14 |
| American Electric Power Co Inc | Long | Equity-common | US | $555K | 6K | 0.37 |
| American Financial Group Inc/OH | Long | Equity-common | US | $65K | 498 | 0.04 |
| American International Group Inc | Long | Equity-common | US | $530K | 7K | 0.36 |
| American Water Works Co Inc | Long | Equity-common | US | $133K | 936 | 0.09 |
| Ameris Bancorp | Long | Equity-common | US | $148K | 2K | 0.10 |
| Amkor Technology Inc | Long | Equity-common | US | $100K | 3K | 0.07 |
| AMN Healthcare Services Inc | Long | Equity-common | US | $187K | 3K | 0.13 |
| Andersons Inc/The | Long | Equity-common | US | $155K | 3K | 0.10 |
| Antero Resources Corp | Long | Equity-common | US | $54K | 2K | 0.04 |
| APA Corp | Long | Equity-common | US | $260K | 8K | 0.17 |
| Apogee Enterprises Inc | Long | Equity-common | US | $114K | 2K | 0.08 |
| Aptiv PLC | Long | Equity-common | IE | $612K | 9K | 0.41 |
| Arbor Realty Trust Inc | Long | Equity-common | US | $133K | 10K | 0.09 |
| ArcBest Corp | Long | Equity-common | US | $122K | 971 | 0.08 |
| Arch Capital Group Ltd | Long | Equity-common | BM | $589K | 6K | 0.40 |
| Arch Resources Inc | Long | Equity-common | US | $170K | 1K | 0.11 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $637K | 10K | 0.43 |
| Arrow Electronics Inc | Long | Equity-common | US | $251K | 2K | 0.17 |
| Artisan Partners Asset Management Inc | Long | Equity-common | US | $37K | 840 | 0.02 |
| Asbury Automotive Group Inc | Long | Equity-common | US | $289K | 1K | 0.19 |
| ASGN Inc | Long | Equity-common | US | $131K | 1K | 0.09 |
| Ashland Inc | Long | Equity-common | US | $188K | 2K | 0.13 |
| Associated Banc-Corp | Long | Equity-common | US | $38K | 2K | 0.03 |
| Assurant Inc | Long | Equity-common | US | $129K | 737 | 0.09 |
| Assured Guaranty Ltd | Long | Equity-common | BM | $327K | 4K | 0.22 |
| AT&T Inc | Long | Equity-common | US | $625K | 32K | 0.42 |
| Atkore Inc | Long | Equity-common | US | $245K | 2K | 0.16 |
| Atlantic Union Bankshares Corp | Long | Equity-common | US | $89K | 2K | 0.06 |
| Atmos Energy Corp | Long | Equity-common | US | $544K | 4K | 0.37 |
| Atmus Filtration Technologies Inc | Long | Equity-common | US | $37K | 1K | 0.02 |
| AutoNation Inc | Long | Equity-common | US | $293K | 2K | 0.20 |
| Avient Corp | Long | Equity-common | US | $63K | 1K | 0.04 |
| Avis Budget Group Inc | Long | Equity-common | US | $118K | 1K | 0.08 |
| Avista Corp | Long | Equity-common | US | $200K | 5K | 0.13 |
| Avnet Inc | Long | Equity-common | US | $256K | 5K | 0.17 |
| Axis Capital Holdings Ltd | Long | Equity-common | BM | $197K | 3K | 0.13 |
| Axos Financial Inc | Long | Equity-common | US | $133K | 2K | 0.09 |
| Baker Hughes Co | Long | Equity-common | US | $399K | 10K | 0.27 |
| Bank of America Corp | Long | Equity-common | US | $368K | 9K | 0.25 |
| Bank OZK | Long | Equity-common | US | $280K | 6K | 0.19 |
| BankUnited Inc | Long | Equity-common | US | $186K | 5K | 0.12 |
| Banner Corp | Long | Equity-common | US | $124K | 2K | 0.08 |
| Bath & Body Works Inc | Long | Equity-common | US | $173K | 5K | 0.12 |
| Beacon Roofing Supply Inc | Long | Equity-common | US | $139K | 1K | 0.09 |
| Beazer Homes USA Inc | Long | Equity-common | US | $216K | 6K | 0.15 |
| Belden Inc | Long | Equity-common | US | $70K | 753 | 0.05 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $669K | 2K | 0.45 |
| Berkshire Hills Bancorp Inc | Long | Equity-common | US | $42K | 2K | 0.03 |
| Berry Global Group Inc | Long | Equity-common | US | $205K | 3K | 0.14 |
| Best Buy Co Inc | Long | Equity-common | US | $372K | 4K | 0.25 |
| Biogen Inc | Long | Equity-common | US | $111K | 521 | 0.07 |
| BJ's Wholesale Club Holdings Inc | Long | Equity-common | US | $61K | 697 | 0.04 |
| Black Hills Corp | Long | Equity-common | US | $266K | 5K | 0.18 |
| BlackRock Inc | Long | Equity-common | US | $135K | 154 | 0.09 |
| Blackstone Mortgage Trust Inc | Long | Equity-common | US | $63K | 4K | 0.04 |
| Bloomin' Brands Inc | Long | Equity-common | US | $77K | 4K | 0.05 |
| BlueLinx Holdings Inc | Long | Equity-common | US | $135K | 1K | 0.09 |
| BOFA SECURITIES INC (BOFA SECURITIES, INC.) | Long | Repurchase agreement | US | $459K | – | 0.31 |
| Boise Cascade Co | Long | Equity-common | US | $292K | 2K | 0.20 |
| BOK Financial Corp | Long | Equity-common | US | $137K | 1K | 0.09 |
| Boot Barn Holdings Inc | Long | Equity-common | US | $36K | 269 | 0.02 |
| BorgWarner Inc | Long | Equity-common | US | $268K | 8K | 0.18 |
| Boyd Gaming Corp | Long | Equity-common | US | $271K | 4K | 0.18 |
| Bread Financial Holdings Inc | Long | Equity-common | US | $216K | 4K | 0.15 |
| Brighthouse Financial Inc | Long | Equity-common | US | $71K | 1K | 0.05 |
| Brinker International Inc | Long | Equity-common | US | $65K | 976 | 0.04 |
| Broadstone Net Lease Inc | Long | Equity-common | US | $194K | 11K | 0.13 |
| Brunswick Corp/DE | Long | Equity-common | US | $206K | 3K | 0.14 |
| Buckle Inc/The | Long | Equity-common | US | $122K | 3K | 0.08 |
| Bumble Inc | Long | Equity-common | US | $63K | 7K | 0.04 |
| Bunge Global SA | Long | Equity-common | US | $612K | 6K | 0.41 |
| Cable One Inc | Long | Equity-common | US | $206K | 499 | 0.14 |
| CACI International Inc | Long | Equity-common | US | $66K | 142 | 0.04 |
| Cadence Bank | Long | Equity-common | US | $285K | 9K | 0.19 |
| Caesars Entertainment Inc | Long | Equity-common | US | $185K | 5K | 0.12 |
| Cal-Maine Foods Inc | Long | Equity-common | US | $166K | 2K | 0.11 |
| California Resources Corp | Long | Equity-common | US | $137K | 3K | 0.09 |
| California Water Service Group | Long | Equity-common | US | $78K | 1K | 0.05 |
| Campbell Soup Co | Long | Equity-common | US | $258K | 5K | 0.17 |
| Capital One Financial Corp | Long | Equity-common | US | $543K | 4K | 0.36 |
| Carter's Inc | Long | Equity-common | US | $138K | 2K | 0.09 |
| Cathay General Bancorp | Long | Equity-common | US | $166K | 4K | 0.11 |
| Cavco Industries Inc | Long | Equity-common | US | $41K | 100 | 0.03 |
| CBRE Group Inc | Long | Equity-common | US | $153K | 1K | 0.10 |
| Celanese Corp | Long | Equity-common | US | $650K | 5K | 0.44 |
| Centene Corp | Long | Equity-common | US | $576K | 7K | 0.39 |
| CenterPoint Energy Inc | Long | Equity-common | US | $325K | 12K | 0.22 |
| Central Garden & Pet Co | Long | Equity-common | US | $147K | 4K | 0.10 |
| Century Aluminum Co | Long | Equity-common | US | $128K | 8K | 0.09 |
| Century Communities Inc | Long | Equity-common | US | $227K | 2K | 0.15 |
| CF Industries Holdings Inc | Long | Equity-common | US | $640K | 8K | 0.43 |
| Charter Communications Inc | Long | Equity-common | US | $461K | 1K | 0.31 |
| Cheesecake Factory Inc/The | Long | Equity-common | US | $34K | 883 | 0.02 |
| Chegg Inc | Long | Equity-common | US | $191K | 56K | 0.13 |
| Cheniere Energy Inc | Long | Equity-common | US | $519K | 3K | 0.35 |
| Chesapeake Energy Corp | Long | Equity-common | US | $284K | 4K | 0.19 |
| Chesapeake Utilities Corp | Long | Equity-common | US | $79K | 666 | 0.05 |
| Chevron Corp | Long | Equity-common | US | $637K | 4K | 0.43 |
| Chimera Investment Corp | Long | Equity-common | US | $202K | 14K | 0.14 |
| Chord Energy Corp | Long | Equity-common | US | $251K | 1K | 0.17 |
| Chubb Ltd | Long | Equity-common | CH | $537K | 2K | 0.36 |
| Cigna Group/The | Long | Equity-common | US | $128K | 366 | 0.09 |
| Cincinnati Financial Corp | Long | Equity-common | US | $687K | 5K | 0.46 |
| Cirrus Logic Inc | Long | Equity-common | US | $62K | 479 | 0.04 |
| Cisco Systems Inc | Long | Equity-common | US | $253K | 5K | 0.17 |
| Citigroup Inc | Long | Equity-common | US | $371K | 6K | 0.25 |
| Citizens Financial Group Inc | Long | Equity-common | US | $588K | 14K | 0.39 |
| Claros Mortgage Trust Inc | Long | Equity-common | US | $41K | 4K | 0.03 |
| Clearway Energy Inc | Long | Equity-common | US | $37K | 1K | 0.03 |
| Cleveland-Cliffs Inc | Long | Equity-common | US | $305K | 20K | 0.21 |
| CMS Energy Corp | Long | Equity-common | US | $395K | 6K | 0.26 |
| CNO Financial Group Inc | Long | Equity-common | US | $178K | 5K | 0.12 |
| CNX Resources Corp | Long | Equity-common | US | $192K | 7K | 0.13 |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $553K | 7K | 0.37 |
| Columbia Banking System Inc | Long | Equity-common | US | $322K | 12K | 0.22 |
| Columbia Sportswear Co | Long | Equity-common | US | $127K | 2K | 0.08 |
| Columbus McKinnon Corp/NY | Long | Equity-common | US | $115K | 3K | 0.08 |
| Comcast Corp | Long | Equity-common | US | $654K | 16K | 0.44 |
| Comerica Inc | Long | Equity-common | US | $132K | 2K | 0.09 |
| Commercial Metals Co | Long | Equity-common | US | $268K | 4K | 0.18 |
| Community Financial System Inc | Long | Equity-common | US | $45K | 734 | 0.03 |
| Comstock Resources Inc | Long | Equity-common | US | $129K | 14K | 0.09 |
| Conagra Brands Inc | Long | Equity-common | US | $530K | 17K | 0.36 |
| Concentrix Corp | Long | Equity-common | US | $341K | 5K | 0.23 |
| ConocoPhillips | Long | Equity-common | US | $604K | 5K | 0.41 |
| Consolidated Edison Inc | Long | Equity-common | US | $542K | 6K | 0.36 |
| Corebridge Financial Inc | Long | Equity-common | US | $368K | 12K | 0.25 |
| CoreCivic Inc | Long | Equity-common | US | $190K | 14K | 0.13 |
| Corteva Inc | Long | Equity-common | US | $126K | 2K | 0.08 |
| Coterra Energy Inc | Long | Equity-common | US | $601K | 23K | 0.40 |
| Cousins Properties Inc | Long | Equity-common | US | $218K | 8K | 0.15 |
| Cracker Barrel Old Country Store Inc | Long | Equity-common | US | $113K | 2K | 0.08 |
| Crane NXT Co | Long | Equity-common | US | $63K | 998 | 0.04 |
| Crocs Inc | Long | Equity-common | US | $113K | 840 | 0.08 |
| Crown Holdings Inc | Long | Equity-common | US | $73K | 823 | 0.05 |
| CSG Systems International Inc | Long | Equity-common | US | $80K | 2K | 0.05 |
| CTS Corp | Long | Equity-common | US | $33K | 684 | 0.02 |
| Cummins Inc | Long | Equity-common | US | $128K | 437 | 0.09 |
| Custom Truck One Source Inc | Long | Equity-common | US | $163K | 32K | 0.11 |
| Customers Bancorp Inc | Long | Equity-common | US | $237K | 4K | 0.16 |
| CVB Financial Corp | Long | Equity-common | US | $78K | 4K | 0.05 |
| CVR Energy Inc | Long | Equity-common | US | $327K | 11K | 0.22 |
| CVS Health Corp | Long | Equity-common | US | $634K | 11K | 0.43 |
| Dana Inc | Long | Equity-common | US | $148K | 12K | 0.10 |
| Darling Ingredients Inc | Long | Equity-common | US | $331K | 8K | 0.22 |
| Deere & Co | Long | Equity-common | US | $361K | 970 | 0.24 |
| Delek US Holdings Inc | Long | Equity-common | US | $33K | 1K | 0.02 |
| Devon Energy Corp | Long | Equity-common | US | $616K | 13K | 0.41 |
| Diamondback Energy Inc | Long | Equity-common | US | $627K | 3K | 0.42 |
| Dick's Sporting Goods Inc | Long | Equity-common | US | $123K | 570 | 0.08 |
| Diebold Nixdorf Inc | Long | Equity-common | US | $200K | 5K | 0.13 |
| Dillard's Inc | Long | Equity-common | US | $166K | 417 | 0.11 |
| Diodes Inc | Long | Equity-common | US | $113K | 1K | 0.08 |
| DNOW Inc | Long | Equity-common | US | $198K | 13K | 0.13 |
| Dollar General Corp | Long | Equity-common | US | $110K | 914 | 0.07 |
| Dominion Energy Inc | Long | Equity-common | US | $396K | 7K | 0.27 |
| Donnelley Financial Solutions Inc | Long | Equity-common | US | $80K | 1K | 0.05 |
| Dorman Products Inc | Long | Equity-common | US | $78K | 773 | 0.05 |
| Douglas Emmett Inc | Long | Equity-common | US | $85K | 5K | 0.06 |
| Dover Corp | Long | Equity-common | US | $254K | 1K | 0.17 |
| Dow Inc | Long | Equity-common | US | $255K | 5K | 0.17 |
| DR Horton Inc | Long | Equity-common | US | $793K | 4K | 0.53 |
| DT Midstream Inc | Long | Equity-common | US | $130K | 2K | 0.09 |
| DTE Energy Co | Long | Equity-common | US | $394K | 3K | 0.26 |
| Duke Energy Corp | Long | Equity-common | US | $395K | 4K | 0.27 |
| Dun & Bradstreet Holdings Inc | Long | Equity-common | US | $144K | 13K | 0.10 |
| DuPont de Nemours Inc | Long | Equity-common | US | $126K | 2K | 0.08 |
| DXC Technology Co | Long | Equity-common | US | $261K | 13K | 0.18 |
| East West Bancorp Inc | Long | Equity-common | US | $221K | 3K | 0.15 |
| Easterly Government Properties Inc | Long | Equity-common | US | $80K | 6K | 0.05 |
| Eastern Bankshares Inc | Long | Equity-common | US | $210K | 13K | 0.14 |
| Eastman Chemical Co | Long | Equity-common | US | $194K | 2K | 0.13 |
| eBay Inc | Long | Equity-common | US | $514K | 9K | 0.35 |
| Ecovyst Inc | Long | Equity-common | US | $150K | 16K | 0.10 |
| Edgewell Personal Care Co | Long | Equity-common | US | $138K | 4K | 0.09 |
| Edison International | Long | Equity-common | US | $404K | 5K | 0.27 |
| Elevance Health Inc | Long | Equity-common | US | $119K | 224 | 0.08 |
| Employers Holdings Inc | Long | Equity-common | US | $199K | 4K | 0.13 |
| Encompass Health Corp | Long | Equity-common | US | $66K | 714 | 0.04 |
| EnerSys | Long | Equity-common | US | $130K | 1K | 0.09 |
| Enova International Inc | Long | Equity-common | US | $196K | 2K | 0.13 |
| Enovis Corp | Long | Equity-common | US | $37K | 767 | 0.02 |
| Enstar Group Ltd | Long | Equity-common | BM | $325K | 1K | 0.22 |
| Entergy Corp | Long | Equity-common | US | $673K | 6K | 0.45 |
| Enterprise Financial Services Corp | Long | Equity-common | US | $183K | 3K | 0.12 |
| Envista Holdings Corp | Long | Equity-common | US | $63K | 4K | 0.04 |
| EOG Resources Inc | Long | Equity-common | US | $625K | 5K | 0.42 |
| EPAM Systems Inc | Long | Equity-common | US | $284K | 1K | 0.19 |
| ePlus Inc | Long | Equity-common | US | $88K | 960 | 0.06 |
| EQT Corp | Long | Equity-common | US | $579K | 17K | 0.39 |
| Equity Commonwealth | Long | Equity-common | US | $109K | 5K | 0.07 |
| Equity Residential | Long | Equity-common | US | $364K | 5K | 0.24 |
| Essent Group Ltd | Long | Equity-common | US | $343K | 5K | 0.23 |
| Essential Utilities Inc | Long | Equity-common | US | $133K | 3K | 0.09 |
| Everest Group Ltd | Long | Equity-common | BM | $640K | 2K | 0.43 |
| Evergy Inc | Long | Equity-common | US | $268K | 5K | 0.18 |
| Exelon Corp | Long | Equity-common | US | $667K | 18K | 0.45 |
| Expeditors International of Washington Inc | Long | Equity-common | US | $121K | 968 | 0.08 |
| Exxon Mobil Corp | Long | Equity-common | US | $512K | 4K | 0.34 |
| FB Financial Corp | Long | Equity-common | US | $42K | 889 | 0.03 |
| Federated Hermes Inc | Long | Equity-common | US | $109K | 3K | 0.07 |
| FedEx Corp | Long | Equity-common | US | $365K | 1K | 0.25 |
| Fidelity National Financial Inc | Long | Equity-common | US | $278K | 5K | 0.19 |
| Fifth Third Bancorp | Long | Equity-common | US | $421K | 10K | 0.28 |
| First American Financial Corp | Long | Equity-common | US | $138K | 2K | 0.09 |
| First BanCorp/Puerto Rico | Long | Equity-common | PR | $41K | 2K | 0.03 |
| First Bancorp/Southern Pines NC | Long | Equity-common | US | $136K | 3K | 0.09 |
| First Busey Corp | Long | Equity-common | US | $80K | 3K | 0.05 |
| First Commonwealth Financial Corp | Long | Equity-common | US | $185K | 10K | 0.12 |
| First Financial Bancorp | Long | Equity-common | US | $174K | 6K | 0.12 |
| First Hawaiian Inc | Long | Equity-common | US | $125K | 5K | 0.08 |
| First Horizon Corp | Long | Equity-common | US | $195K | 12K | 0.13 |
| First Interstate BancSystem Inc | Long | Equity-common | US | $118K | 4K | 0.08 |
| First Merchants Corp | Long | Equity-common | US | $171K | 4K | 0.12 |
| FirstEnergy Corp | Long | Equity-common | US | $397K | 9K | 0.27 |
| FMC Corp | Long | Equity-common | US | $311K | 5K | 0.21 |
| FNB Corp/PA | Long | Equity-common | US | $206K | 13K | 0.14 |
| Ford Motor Co | Long | Equity-common | US | $536K | 50K | 0.36 |
| Fortune Brands Innovations Inc | Long | Equity-common | US | $76K | 943 | 0.05 |
| Fox Corp | Long | Equity-common | US | $687K | 18K | 0.46 |
| Fox Factory Holding Corp | Long | Equity-common | US | $78K | 1K | 0.05 |
| Franklin Resources Inc | Long | Equity-common | US | $508K | 22K | 0.34 |
| Fresh Del Monte Produce Inc | Long | Equity-common | US | $40K | 2K | 0.03 |
| Frontier Communications Parent Inc | Long | Equity-common | US | $274K | 9K | 0.18 |
| Fulton Financial Corp | Long | Equity-common | US | $81K | 4K | 0.05 |
| Gap Inc/The | Long | Equity-common | US | $181K | 8K | 0.12 |
| General Dynamics Corp | Long | Equity-common | US | $125K | 417 | 0.08 |
| General Mills Inc | Long | Equity-common | US | $385K | 6K | 0.26 |
| General Motors Co | Long | Equity-common | US | $592K | 13K | 0.40 |
| Genpact Ltd | Long | Equity-common | US | $264K | 8K | 0.18 |
| Gentherm Inc | Long | Equity-common | US | $39K | 703 | 0.03 |
| Genuine Parts Co | Long | Equity-common | US | $264K | 2K | 0.18 |
| Genworth Financial Inc | Long | Equity-common | US | $39K | 6K | 0.03 |
| GEO Group Inc/The | Long | Equity-common | US | $105K | 7K | 0.07 |
| Getty Realty Corp | Long | Equity-common | US | $79K | 3K | 0.05 |
| Global Payments Inc | Long | Equity-common | US | $653K | 6K | 0.44 |
| Globe Life Inc | Long | Equity-common | US | $207K | 2K | 0.14 |
| GMS Inc | Long | Equity-common | US | $293K | 3K | 0.20 |
| Gogo Inc | Long | Equity-common | US | $98K | 11K | 0.07 |
| Golden Entertainment Inc | Long | Equity-common | US | $190K | 6K | 0.13 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $279K | 549 | 0.19 |
| Goodyear Tire & Rubber Co/The | Long | Equity-common | US | $189K | 16K | 0.13 |
| Graham Holdings Co | Long | Equity-common | US | $196K | 253 | 0.13 |
| Greif Inc | Long | Equity-common | US | $205K | 3K | 0.14 |
| Grocery Outlet Holding Corp | Long | Equity-common | US | $31K | 2K | 0.02 |
| Group 1 Automotive Inc | Long | Equity-common | US | $377K | 1K | 0.25 |
| Guess? Inc | Long | Equity-common | CH | $208K | 9K | 0.14 |
| GXO Logistics Inc | Long | Equity-common | US | $68K | 1K | 0.05 |
| Halliburton Co | Long | Equity-common | US | $510K | 15K | 0.34 |
| Hancock Whitney Corp | Long | Equity-common | US | $140K | 3K | 0.09 |
| Harley-Davidson Inc | Long | Equity-common | US | $342K | 9K | 0.23 |
| Hartford Financial Services Group Inc/The | Long | Equity-common | US | $548K | 5K | 0.37 |
| Hawaiian Electric Industries Inc | Long | Equity-common | US | $324K | 20K | 0.22 |
| HB Fuller Co | Long | Equity-common | US | $69K | 796 | 0.05 |
| HCA Healthcare Inc | Long | Equity-common | US | $281K | 773 | 0.19 |
| Heartland Express Inc | Long | Equity-common | US | $109K | 8K | 0.07 |
| Helen of Troy Ltd | Long | Equity-common | US | $90K | 2K | 0.06 |
| Helmerich & Payne Inc | Long | Equity-common | US | $343K | 8K | 0.23 |
| Henry Schein Inc | Long | Equity-common | US | $69K | 956 | 0.05 |
| Herbalife Ltd | Long | Equity-common | US | $123K | 10K | 0.08 |
| Hershey Co/The | Long | Equity-common | US | $267K | 1K | 0.18 |
| Hertz Global Holdings Inc | Long | Equity-common | US | $204K | 50K | 0.14 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $584K | 29K | 0.39 |
| HF Sinclair Corp | Long | Equity-common | US | $296K | 6K | 0.20 |
| Highwoods Properties Inc | Long | Equity-common | US | $167K | 5K | 0.11 |
| Hillenbrand Inc | Long | Equity-common | US | $38K | 866 | 0.03 |
| Hilltop Holdings Inc | Long | Equity-common | US | $75K | 2K | 0.05 |
| Hilton Grand Vacations Inc | Long | Equity-common | US | $131K | 3K | 0.09 |
| HNI Corp | Long | Equity-common | US | $42K | 770 | 0.03 |
| Home BancShares Inc/AR | Long | Equity-common | US | $145K | 5K | 0.10 |
| Hope Bancorp Inc | Long | Equity-common | US | $127K | 10K | 0.09 |
| Horace Mann Educators Corp | Long | Equity-common | US | $37K | 1K | 0.02 |
| Hormel Foods Corp | Long | Equity-common | US | $262K | 8K | 0.18 |
| Houlihan Lokey Inc | Long | Equity-common | US | $68K | 454 | 0.05 |
| HP Inc | Long | Equity-common | US | $256K | 7K | 0.17 |
| Hub Group Inc | Long | Equity-common | US | $154K | 3K | 0.10 |
| Hudson Pacific Properties Inc | Long | Equity-common | US | $220K | 37K | 0.15 |
| Humana Inc | Long | Equity-common | US | $117K | 324 | 0.08 |
| Huntington Bancshares Inc/OH | Long | Equity-common | US | $563K | 38K | 0.38 |
| Huntington Ingalls Industries Inc | Long | Equity-common | US | $209K | 746 | 0.14 |
| IAC Inc | Long | Equity-common | US | $138K | 3K | 0.09 |
| ICU Medical Inc | Long | Equity-common | US | $76K | 595 | 0.05 |
| IDACORP Inc | Long | Equity-common | US | $129K | 1K | 0.09 |
| Incyte Corp | Long | Equity-common | US | $389K | 6K | 0.26 |
| Independent Bank Corp | Long | Equity-common | US | $179K | 3K | 0.12 |
| Ingles Markets Inc | Long | Equity-common | US | $209K | 3K | 0.14 |
| Innoviva Inc | Long | Equity-common | US | $203K | 11K | 0.14 |
| Integra LifeSciences Holdings Corp | Long | Equity-common | US | $30K | 1K | 0.02 |
| Intel Corp | Long | Equity-common | US | $360K | 12K | 0.24 |
| International Bancshares Corp | Long | Equity-common | US | $167K | 2K | 0.11 |
| International Paper Co | Long | Equity-common | US | $66K | 1K | 0.04 |
| Interpublic Group of Cos Inc/The | Long | Equity-common | US | $549K | 17K | 0.37 |
| Invesco Ltd | Long | Equity-common | US | $71K | 4K | 0.05 |
| IPG Photonics Corp | Long | Equity-common | US | $175K | 2K | 0.12 |
| J M Smucker Co/The | Long | Equity-common | US | $537K | 5K | 0.36 |
| Jabil Inc | Long | Equity-common | US | $376K | 3K | 0.25 |
| Jackson Financial Inc | Long | Equity-common | US | $363K | 4K | 0.24 |
| Jacobs Solutions Inc | Long | Equity-common | US | $127K | 865 | 0.08 |
| Jazz Pharmaceuticals PLC | Long | Equity-common | US | $190K | 2K | 0.13 |
| JB Hunt Transport Services Inc | Long | Equity-common | US | $393K | 2K | 0.26 |
| JBG SMITH Properties | Long | Equity-common | US | $37K | 2K | 0.02 |
| Jefferies Financial Group Inc | Long | Equity-common | US | $72K | 1K | 0.05 |
| JELD-WEN Holding Inc | Long | Equity-common | US | $129K | 8K | 0.09 |
| John Bean Technologies Corp | Long | Equity-common | US | $183K | 2K | 0.12 |
| Johnson & Johnson | Long | Equity-common | US | $268K | 2K | 0.18 |
| Johnson Controls International plc | Long | Equity-common | US | $130K | 2K | 0.09 |
| Jones Lang LaSalle Inc | Long | Equity-common | US | $75K | 298 | 0.05 |
| Kaiser Aluminum Corp | Long | Equity-common | US | $63K | 804 | 0.04 |
| KB Home | Long | Equity-common | US | $376K | 4K | 0.25 |
| Kellanova | Long | Equity-common | US | $122K | 2K | 0.08 |
| Kennametal Inc | Long | Equity-common | US | $116K | 4K | 0.08 |
| Kenvue Inc | Long | Equity-common | US | $123K | 7K | 0.08 |
| Keurig Dr Pepper Inc | Long | Equity-common | US | $255K | 7K | 0.17 |
| KeyCorp | Long | Equity-common | US | $282K | 17K | 0.19 |
| Kforce Inc | Long | Equity-common | US | $39K | 558 | 0.03 |
| Kilroy Realty Corp | Long | Equity-common | US | $291K | 8K | 0.20 |
| Kimberly-Clark Corp | Long | Equity-common | US | $118K | 875 | 0.08 |
| Kimco Realty Corp | Long | Equity-common | US | $277K | 13K | 0.19 |
| Kinder Morgan Inc | Long | Equity-common | US | $528K | 25K | 0.35 |
| Kirby Corp | Long | Equity-common | US | $63K | 511 | 0.04 |
| Knight-Swift Transportation Holdings Inc | Long | Equity-common | US | $200K | 4K | 0.13 |
| Knowles Corp | Long | Equity-common | US | $110K | 6K | 0.07 |
| Kodiak Gas Services Inc | Long | Equity-common | US | $75K | 3K | 0.05 |
| Kohl's Corp | Long | Equity-common | US | $166K | 8K | 0.11 |
| Koppers Holdings Inc | Long | Equity-common | US | $194K | 5K | 0.13 |
| Korn Ferry | Long | Equity-common | US | $38K | 516 | 0.03 |
| Kosmos Energy Ltd | Long | Equity-common | US | $141K | 26K | 0.09 |
| Kraft Heinz Co/The | Long | Equity-common | US | $543K | 15K | 0.36 |
| Kroger Co/The | Long | Equity-common | US | $396K | 7K | 0.27 |
| L3Harris Technologies Inc | Long | Equity-common | US | $122K | 539 | 0.08 |
| La-Z-Boy Inc | Long | Equity-common | US | $209K | 5K | 0.14 |
| Lancaster Colony Corp | Long | Equity-common | US | $63K | 324 | 0.04 |
| Landstar System Inc | Long | Equity-common | US | $63K | 333 | 0.04 |
| LCI Industries | Long | Equity-common | US | $80K | 683 | 0.05 |
| Lear Corp | Long | Equity-common | US | $262K | 2K | 0.18 |
| Lennar Corp | Long | Equity-common | US | $733K | 4K | 0.49 |
| LGI Homes Inc | Long | Equity-common | US | $182K | 2K | 0.12 |
| Liberty Broadband Corp | Long | Equity-common | US | $377K | 6K | 0.25 |
| Liberty Energy Inc | Long | Equity-common | US | $354K | 15K | 0.24 |
| Liberty Latin America Ltd | Long | Equity-common | US | $156K | 15K | 0.10 |
| Life Time Group Holdings Inc | Long | Equity-common | US | $38K | 2K | 0.03 |
| Ligand Pharmaceuticals Inc | Long | Equity-common | US | $135K | 1K | 0.09 |
| Lincoln National Corp | Long | Equity-common | US | $262K | 8K | 0.18 |
| Lindsay Corp | Long | Equity-common | US | $73K | 576 | 0.05 |
| Lithia Motors Inc | Long | Equity-common | US | $335K | 1K | 0.22 |
| Littelfuse Inc | Long | Equity-common | US | $64K | 240 | 0.04 |
| LKQ Corp | Long | Equity-common | US | $496K | 12K | 0.33 |
| Lockheed Martin Corp | Long | Equity-common | US | $288K | 532 | 0.19 |
| Loews Corp | Long | Equity-common | US | $531K | 7K | 0.36 |
| Louisiana-Pacific Corp | Long | Equity-common | US | $146K | 1K | 0.10 |
| Lowe's Cos Inc | Long | Equity-common | US | $277K | 1K | 0.19 |
| LXP Industrial Trust | Long | Equity-common | US | $39K | 4K | 0.03 |
| LyondellBasell Industries NV | Long | Equity-common | US | $516K | 5K | 0.35 |
| M/I Homes Inc | Long | Equity-common | US | $418K | 3K | 0.28 |
| M&T Bank Corp | Long | Equity-common | US | $565K | 3K | 0.38 |
| Macy's Inc | Long | Equity-common | US | $165K | 10K | 0.11 |
| Magnolia Oil & Gas Corp | Long | Equity-common | US | $263K | 10K | 0.18 |
| Marathon Petroleum Corp | Long | Equity-common | US | $634K | 4K | 0.43 |
| Markel Group Inc | Long | Equity-common | US | $646K | 394 | 0.43 |
| Marriott Vacations Worldwide Corp | Long | Equity-common | US | $101K | 1K | 0.07 |
| Marten Transport Ltd | Long | Equity-common | US | $106K | 6K | 0.07 |
| Masterbrand Inc | Long | Equity-common | US | $217K | 12K | 0.15 |
| Matador Resources Co | Long | Equity-common | US | $316K | 5K | 0.21 |
| Matson Inc | Long | Equity-common | US | $248K | 2K | 0.17 |
| Mattel Inc | Long | Equity-common | US | $73K | 4K | 0.05 |
| Matthews International Corp | Long | Equity-common | US | $163K | 6K | 0.11 |
| Maximus Inc | Long | Equity-common | US | $66K | 715 | 0.04 |
| McCormick & Co Inc/MD | Long | Equity-common | US | $131K | 2K | 0.09 |
| MDU Resources Group Inc | Long | Equity-common | US | $263K | 10K | 0.18 |
| Medtronic PLC | Long | Equity-common | IE | $253K | 3K | 0.17 |
| Mercury General Corp | Long | Equity-common | US | $80K | 1K | 0.05 |
| Meritage Homes Corp | Long | Equity-common | US | $384K | 2K | 0.26 |
| MFA Financial Inc | Long | Equity-common | US | $36K | 3K | 0.02 |
| MGIC Investment Corp | Long | Equity-common | US | $353K | 14K | 0.24 |
| Mid-America Apartment Communities Inc | Long | Equity-common | US | $119K | 848 | 0.08 |
| Middleby Corp/The | Long | Equity-common | US | $135K | 999 | 0.09 |
| MillerKnoll Inc | Long | Equity-common | US | $122K | 4K | 0.08 |
| Minerals Technologies Inc | Long | Equity-common | US | $67K | 850 | 0.04 |
| Molina Healthcare Inc | Long | Equity-common | US | $285K | 835 | 0.19 |
| Molson Coors Beverage Co | Long | Equity-common | US | $318K | 6K | 0.21 |
| Monarch Casino & Resort Inc | Long | Equity-common | US | $119K | 2K | 0.08 |
| Mondelez International Inc | Long | Equity-common | US | $126K | 2K | 0.08 |
| Morgan Stanley | Long | Equity-common | US | $264K | 3K | 0.18 |
| Mosaic Co/The | Long | Equity-common | US | $316K | 11K | 0.21 |
| Mr Cooper Group Inc | Long | Equity-common | US | $271K | 3K | 0.18 |
| MSILF Treasury Portfolio | Long | Short-term investment vehicle | US | $281K | 281K | 0.19 |
| Mueller Industries Inc | Long | Equity-common | US | $229K | 3K | 0.15 |
| Mueller Water Products Inc | Long | Equity-common | US | $40K | 2K | 0.03 |
| Murphy Oil Corp | Long | Equity-common | US | $307K | 7K | 0.21 |
| National Bank Holdings Corp | Long | Equity-common | US | $112K | 3K | 0.07 |
| National Fuel Gas Co | Long | Equity-common | US | $265K | 5K | 0.18 |
| National HealthCare Corp | Long | Equity-common | US | $89K | 652 | 0.06 |
| Navient Corp | Long | Equity-common | US | $159K | 10K | 0.11 |
| NBT Bancorp Inc | Long | Equity-common | US | $44K | 898 | 0.03 |
| Nelnet Inc | Long | Equity-common | US | $39K | 344 | 0.03 |
| Neogen Corp | Long | Equity-common | US | $67K | 4K | 0.04 |
| New Jersey Resources Corp | Long | Equity-common | US | $134K | 3K | 0.09 |
| Newmark Group Inc | Long | Equity-common | US | $90K | 7K | 0.06 |
| Nexstar Media Group Inc | Long | Equity-common | US | $205K | 1K | 0.14 |
| NextEra Energy Inc | Long | Equity-common | US | $268K | 4K | 0.18 |
| Nicolet Bankshares Inc | Long | Equity-common | US | $86K | 852 | 0.06 |
| NIKE Inc | Long | Equity-common | US | $120K | 2K | 0.08 |
| NiSource Inc | Long | Equity-common | US | $199K | 6K | 0.13 |
| NMI Holdings Inc | Long | Equity-common | US | $204K | 5K | 0.14 |
| Northern Oil & Gas Inc | Long | Equity-common | US | $356K | 8K | 0.24 |
| Northwest Bancshares Inc | Long | Equity-common | US | $126K | 9K | 0.08 |
| Northwest Natural Holding Co | Long | Equity-common | US | $196K | 5K | 0.13 |
| Northwestern Energy Group Inc | Long | Equity-common | US | $190K | 4K | 0.13 |
| NOV Inc | Long | Equity-common | US | $335K | 16K | 0.23 |
| NRG Energy Inc | Long | Equity-common | US | $177K | 2K | 0.12 |
| Nucor Corp | Long | Equity-common | US | $640K | 4K | 0.43 |
| NV5 Global Inc | Long | Equity-common | US | $38K | 373 | 0.03 |
| O-I Glass Inc | Long | Equity-common | US | $125K | 9K | 0.08 |
| Occidental Petroleum Corp | Long | Equity-common | US | $599K | 10K | 0.40 |
| Oceaneering International Inc | Long | Equity-common | US | $44K | 1K | 0.03 |
| OceanFirst Financial Corp | Long | Equity-common | US | $162K | 9K | 0.11 |
| ODP Corp/The | Long | Equity-common | US | $152K | 4K | 0.10 |
| OFG Bancorp | Long | Equity-common | PR | $126K | 3K | 0.08 |
| OGE Energy Corp | Long | Equity-common | US | $200K | 5K | 0.13 |
| Olaplex Holdings Inc | Long | Equity-common | US | $140K | 68K | 0.09 |
| Old National Bancorp/IN | Long | Equity-common | US | $214K | 11K | 0.14 |
| Old Republic International Corp | Long | Equity-common | US | $137K | 4K | 0.09 |
| Olin Corp | Long | Equity-common | US | $178K | 4K | 0.12 |
| Omnicell Inc | Long | Equity-common | US | $76K | 3K | 0.05 |
| Omnicom Group Inc | Long | Equity-common | US | $271K | 3K | 0.18 |
| ONE Gas Inc | Long | Equity-common | US | $267K | 4K | 0.18 |
| OneMain Holdings Inc | Long | Equity-common | US | $198K | 4K | 0.13 |
| ONEOK Inc | Long | Equity-common | US | $254K | 3K | 0.17 |
| Organon & Co | Long | Equity-common | US | $259K | 12K | 0.17 |
| Orion SA | Long | Equity-common | US | $117K | 5K | 0.08 |
| Oshkosh Corp | Long | Equity-common | US | $246K | 2K | 0.17 |
| Ovintiv Inc | Long | Equity-common | US | $303K | 7K | 0.20 |
| Owens & Minor Inc | Long | Equity-common | US | $127K | 8K | 0.08 |
| Owens Corning | Long | Equity-common | US | $533K | 3K | 0.36 |
| Oxford Industries Inc | Long | Equity-common | US | $36K | 346 | 0.02 |
| Pacific Premier Bancorp Inc | Long | Equity-common | US | $41K | 2K | 0.03 |
| Pacira BioSciences Inc | Long | Equity-common | US | $102K | 5K | 0.07 |
| Packaging Corp of America | Long | Equity-common | US | $272K | 1K | 0.18 |
| Pactiv Evergreen Inc | Long | Equity-common | US | $82K | 6K | 0.06 |
| Par Pacific Holdings Inc | Long | Equity-common | US | $186K | 7K | 0.12 |
| Paramount Global | Long | Equity-common | US | $67K | 6K | 0.05 |
| Paramount Group Inc | Long | Equity-common | US | $39K | 7K | 0.03 |
| Pathward Financial Inc | Long | Equity-common | US | $124K | 2K | 0.08 |
| Patrick Industries Inc | Long | Equity-common | US | $123K | 959 | 0.08 |
| Patterson Cos Inc | Long | Equity-common | US | $148K | 6K | 0.10 |
| Patterson-UTI Energy Inc | Long | Equity-common | US | $325K | 30K | 0.22 |
| PayPal Holdings Inc | Long | Equity-common | US | $282K | 4K | 0.19 |
| PBF Energy Inc | Long | Equity-common | US | $271K | 7K | 0.18 |
| PC Connection Inc | Long | Equity-common | US | $79K | 1K | 0.05 |
| Peabody Energy Corp | Long | Equity-common | US | $308K | 14K | 0.21 |
| Penske Automotive Group Inc | Long | Equity-common | US | $215K | 1K | 0.14 |
| Peoples Bancorp Inc/OH | Long | Equity-common | US | $157K | 5K | 0.11 |
| Perdoceo Education Corp | Long | Equity-common | US | $164K | 7K | 0.11 |
| Perrigo Co PLC | Long | Equity-common | IE | $135K | 5K | 0.09 |
| PG&E Corp | Long | Equity-common | US | $519K | 28K | 0.35 |
| Phillips 66 | Long | Equity-common | US | $640K | 4K | 0.43 |
| Phinia Inc | Long | Equity-common | US | $201K | 4K | 0.13 |
| Pinnacle Financial Partners Inc | Long | Equity-common | US | $221K | 2K | 0.15 |
| Pinnacle West Capital Corp | Long | Equity-common | US | $275K | 3K | 0.18 |
| Plexus Corp | Long | Equity-common | US | $43K | 336 | 0.03 |
| PNC Financial Services Group Inc/The | Long | Equity-common | US | $289K | 2K | 0.19 |
| PNM Resources Inc | Long | Equity-common | US | $117K | 3K | 0.08 |
| Polaris Inc | Long | Equity-common | US | $195K | 2K | 0.13 |
| Pool Corp | Long | Equity-common | US | $147K | 394 | 0.10 |
| Popular Inc | Long | Equity-common | PR | $71K | 693 | 0.05 |
| Portland General Electric Co | Long | Equity-common | US | $269K | 6K | 0.18 |
| PotlatchDeltic Corp | Long | Equity-common | US | $69K | 2K | 0.05 |
| PPG Industries Inc | Long | Equity-common | US | $251K | 2K | 0.17 |
| Preferred Bank/Los Angeles CA | Long | Equity-common | US | $161K | 2K | 0.11 |
| Prestige Consumer Healthcare Inc | Long | Equity-common | US | $73K | 1K | 0.05 |
| PriceSmart Inc | Long | Equity-common | US | $79K | 870 | 0.05 |
| Primoris Services Corp | Long | Equity-common | US | $80K | 1K | 0.05 |
| Principal Financial Group Inc | Long | Equity-common | US | $126K | 2K | 0.08 |
| PROG Holdings Inc | Long | Equity-common | US | $230K | 5K | 0.15 |
| Prosperity Bancshares Inc | Long | Equity-common | US | $145K | 2K | 0.10 |
| Provident Financial Services Inc | Long | Equity-common | US | $45K | 2K | 0.03 |
| Prudential Financial Inc | Long | Equity-common | US | $129K | 1K | 0.09 |
| Public Service Enterprise Group Inc | Long | Equity-common | US | $269K | 3K | 0.18 |
| PVH Corp | Long | Equity-common | US | $295K | 3K | 0.20 |
| Quaker Chemical Corp | Long | Equity-common | US | $66K | 361 | 0.04 |
| QUALCOMM Inc | Long | Equity-common | US | $110K | 607 | 0.07 |
| Quanex Building Products Corp | Long | Equity-common | US | $213K | 6K | 0.14 |
| Quest Diagnostics Inc | Long | Equity-common | US | $377K | 3K | 0.25 |
| Radian Group Inc | Long | Equity-common | US | $365K | 10K | 0.25 |
| Range Resources Corp | Long | Equity-common | US | $171K | 5K | 0.11 |
| Raymond James Financial Inc | Long | Equity-common | US | $113K | 978 | 0.08 |
| Rayonier Inc | Long | Equity-common | US | $128K | 4K | 0.09 |
| Ready Capital Corp | Long | Equity-common | US | $200K | 22K | 0.13 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $124K | 115 | 0.08 |
| Regions Financial Corp | Long | Equity-common | US | $405K | 18K | 0.27 |
| Reinsurance Group of America Inc | Long | Equity-common | US | $67K | 298 | 0.05 |
| Reliance Inc | Long | Equity-common | US | $530K | 2K | 0.36 |
| RenaissanceRe Holdings Ltd | Long | Equity-common | BM | $318K | 1K | 0.21 |
| Renasant Corp | Long | Equity-common | US | $117K | 3K | 0.08 |
| Resideo Technologies Inc | Long | Equity-common | US | $164K | 7K | 0.11 |
| Retail Opportunity Investments Corp | Long | Equity-common | US | $85K | 6K | 0.06 |
| REV Group Inc | Long | Equity-common | US | $166K | 6K | 0.11 |
| Revvity Inc | Long | Equity-common | US | $145K | 1K | 0.10 |
| Reynolds Consumer Products Inc | Long | Equity-common | US | $122K | 4K | 0.08 |
| Rithm Capital Corp | Long | Equity-common | US | $261K | 22K | 0.18 |
| RLJ Lodging Trust | Long | Equity-common | US | $173K | 18K | 0.12 |
| Robert Half Inc | Long | Equity-common | US | $61K | 958 | 0.04 |
| Rogers Corp | Long | Equity-common | US | $35K | 288 | 0.02 |
| Rush Enterprises Inc | Long | Equity-common | US | $373K | 7K | 0.25 |
| Ryder System Inc | Long | Equity-common | US | $277K | 2K | 0.19 |
| Ryerson Holding Corp | Long | Equity-common | US | $216K | 9K | 0.14 |
| S&T Bancorp Inc | Long | Equity-common | US | $188K | 4K | 0.13 |
| Safehold Inc | Long | Equity-common | US | $42K | 2K | 0.03 |
| Safety Insurance Group Inc | Long | Equity-common | US | $81K | 942 | 0.05 |
| Sally Beauty Holdings Inc | Long | Equity-common | US | $151K | 13K | 0.10 |
| Sandy Spring Bancorp Inc | Long | Equity-common | US | $131K | 4K | 0.09 |
| Sanmina Corp | Long | Equity-common | US | $209K | 3K | 0.14 |
| Schneider National Inc | Long | Equity-common | US | $157K | 6K | 0.11 |
| Scholastic Corp | Long | Equity-common | US | $156K | 5K | 0.10 |
| Science Applications International Corp | Long | Equity-common | US | $130K | 1K | 0.09 |
| Seaboard Corp | Long | Equity-common | US | $315K | 97 | 0.21 |
| Seacoast Banking Corp of Florida | Long | Equity-common | US | $83K | 3K | 0.06 |
| Sealed Air Corp | Long | Equity-common | US | $67K | 2K | 0.04 |
| SEI Investments Co | Long | Equity-common | US | $128K | 2K | 0.09 |
| Select Medical Holdings Corp | Long | Equity-common | US | $69K | 2K | 0.05 |
| Selective Insurance Group Inc | Long | Equity-common | US | $59K | 653 | 0.04 |
| Sempra | Long | Equity-common | US | $382K | 5K | 0.26 |
| Shenandoah Telecommunications Co | Long | Equity-common | US | $92K | 4K | 0.06 |
| Shutterstock Inc | Long | Equity-common | US | $162K | 4K | 0.11 |
| Signet Jewelers Ltd | Long | Equity-common | US | $288K | 3K | 0.19 |
| Silgan Holdings Inc | Long | Equity-common | US | $149K | 3K | 0.10 |
| Simmons First National Corp | Long | Equity-common | US | $127K | 6K | 0.09 |
| SJW Group | Long | Equity-common | US | $116K | 2K | 0.08 |
| Skechers USA Inc | Long | Equity-common | US | $115K | 2K | 0.08 |
| Skyline Champion Corp | Long | Equity-common | US | $74K | 904 | 0.05 |
| Skyworks Solutions Inc | Long | Equity-common | US | $387K | 3K | 0.26 |
| SLM Corp | Long | Equity-common | US | $134K | 6K | 0.09 |
| SM Energy Co | Long | Equity-common | US | $327K | 7K | 0.22 |
| Snap-on Inc | Long | Equity-common | US | $545K | 2K | 0.37 |
| Sonic Automotive Inc | Long | Equity-common | US | $155K | 3K | 0.10 |
| Sonoco Products Co | Long | Equity-common | US | $195K | 4K | 0.13 |
| SouthState Corp | Long | Equity-common | US | $159K | 2K | 0.11 |
| Southwest Airlines Co | Long | Equity-common | US | $342K | 13K | 0.23 |
| Southwest Gas Holdings Inc | Long | Equity-common | US | $129K | 2K | 0.09 |
| Spectrum Brands Holdings Inc | Long | Equity-common | US | $174K | 2K | 0.12 |
| Sphere Entertainment Co | Long | Equity-common | US | $132K | 3K | 0.09 |
| Spire Inc | Long | Equity-common | US | $194K | 3K | 0.13 |
| SS&C Technologies Holdings Inc | Long | Equity-common | US | $289K | 4K | 0.19 |
| State Street Corp | Long | Equity-common | US | $417K | 5K | 0.28 |
| Steel Dynamics Inc | Long | Equity-common | US | $639K | 5K | 0.43 |
| Stepan Co | Long | Equity-common | US | $35K | 413 | 0.02 |
| Steven Madden Ltd | Long | Equity-common | US | $37K | 820 | 0.02 |
| Stewart Information Services Corp | Long | Equity-common | US | $39K | 558 | 0.03 |
| StoneX Group Inc | Long | Equity-common | US | $78K | 938 | 0.05 |
| Strategic Education Inc | Long | Equity-common | US | $67K | 639 | 0.05 |
| Summit Materials Inc | Long | Equity-common | US | $70K | 2K | 0.05 |
| Sylvamo Corp | Long | Equity-common | US | $112K | 2K | 0.08 |
| Synchrony Financial | Long | Equity-common | US | $668K | 13K | 0.45 |
| Synovus Financial Corp | Long | Equity-common | US | $71K | 2K | 0.05 |
| Sysco Corp | Long | Equity-common | US | $130K | 2K | 0.09 |
| T Rowe Price Group Inc | Long | Equity-common | US | $492K | 4K | 0.33 |
| Talos Energy Inc | Long | Equity-common | US | $138K | 12K | 0.09 |
| Targa Resources Corp | Long | Equity-common | US | $127K | 939 | 0.09 |
| Target Corp | Long | Equity-common | US | $252K | 2K | 0.17 |
| Taylor Morrison Home Corp | Long | Equity-common | US | $371K | 6K | 0.25 |
| TD SYNNEX Corp | Long | Equity-common | US | $127K | 1K | 0.08 |
| TE Connectivity Ltd | Long | Equity-common | US | $372K | 2K | 0.25 |
| TEGNA Inc | Long | Equity-common | US | $202K | 13K | 0.14 |
| Teledyne Technologies Inc | Long | Equity-common | US | $394K | 935 | 0.26 |
| Teleflex Inc | Long | Equity-common | US | $65K | 292 | 0.04 |
| Tenet Healthcare Corp | Long | Equity-common | US | $276K | 2K | 0.19 |
| Terex Corp | Long | Equity-common | US | $353K | 6K | 0.24 |
| Texas Capital Bancshares Inc | Long | Equity-common | US | $76K | 1K | 0.05 |
| Textron Inc | Long | Equity-common | US | $392K | 4K | 0.26 |
| Thor Industries Inc | Long | Equity-common | US | $209K | 2K | 0.14 |
| Timken Co/The | Long | Equity-common | US | $199K | 2K | 0.13 |
| Topgolf Callaway Brands Corp | Long | Equity-common | US | $152K | 9K | 0.10 |
| Towne Bank/Portsmouth VA | Long | Equity-common | US | $127K | 4K | 0.09 |
| Tractor Supply Co | Long | Equity-common | US | $118K | 448 | 0.08 |
| Transocean Ltd | Long | Equity-common | US | $133K | 23K | 0.09 |
| Travelers Cos Inc/The | Long | Equity-common | US | $264K | 1K | 0.18 |
| TreeHouse Foods Inc | Long | Equity-common | US | $38K | 946 | 0.03 |
| Tri Pointe Homes Inc | Long | Equity-common | US | $298K | 7K | 0.20 |
| TriCo Bancshares | Long | Equity-common | US | $83K | 2K | 0.06 |
| TriMas Corp | Long | Equity-common | US | $68K | 3K | 0.05 |
| Trustmark Corp | Long | Equity-common | US | $82K | 2K | 0.05 |
| Tyson Foods Inc | Long | Equity-common | US | $129K | 2K | 0.09 |
| U-Haul Holding Co | Long | Equity-common | US | $527K | 8K | 0.35 |
| UFP Industries Inc | Long | Equity-common | US | $216K | 2K | 0.15 |
| UGI Corp | Long | Equity-common | US | $133K | 5K | 0.09 |
| UMB Financial Corp | Long | Equity-common | US | $150K | 1K | 0.10 |
| Under Armour Inc | Long | Equity-common | US | $185K | 26K | 0.12 |
| UniFirst Corp/MA | Long | Equity-common | US | $118K | 607 | 0.08 |
| United Airlines Holdings Inc | Long | Equity-common | US | $579K | 13K | 0.39 |
| United Bankshares Inc/WV | Long | Equity-common | US | $147K | 4K | 0.10 |
| United Community Banks Inc/GA | Long | Equity-common | US | $86K | 3K | 0.06 |
| United Parcel Service Inc | Long | Equity-common | US | $236K | 2K | 0.16 |
| United States Cellular Corp | Long | Equity-common | US | $136K | 3K | 0.09 |
| United Therapeutics Corp | Long | Equity-common | US | $181K | 577 | 0.12 |
| Universal Corp/VA | Long | Equity-common | US | $196K | 4K | 0.13 |
| Universal Health Services Inc | Long | Equity-common | US | $283K | 1K | 0.19 |
| Unum Group | Long | Equity-common | US | $276K | 5K | 0.19 |
| Urban Outfitters Inc | Long | Equity-common | US | $275K | 6K | 0.18 |
| US Bancorp | Long | Equity-common | US | $410K | 9K | 0.28 |
| US Foods Holding Corp | Long | Equity-common | US | $63K | 1K | 0.04 |
| Valaris Ltd | Long | Equity-common | US | $258K | 3K | 0.17 |
| Valero Energy Corp | Long | Equity-common | US | $641K | 4K | 0.43 |
| Valley National Bancorp | Long | Equity-common | US | $295K | 35K | 0.20 |
| Ventas Inc | Long | Equity-common | US | $128K | 2K | 0.09 |
| Veritex Holdings Inc | Long | Equity-common | US | $124K | 5K | 0.08 |
| Verizon Communications Inc | Long | Equity-common | US | $488K | 12K | 0.33 |
| Viasat Inc | Long | Equity-common | US | $55K | 3K | 0.04 |
| Viatris Inc | Long | Equity-common | US | $563K | 47K | 0.38 |
| Victoria's Secret & Co | Long | Equity-common | US | $104K | 6K | 0.07 |
| Victory Capital Holdings Inc | Long | Equity-common | US | $78K | 1K | 0.05 |
| Virtus Investment Partners Inc | Long | Equity-common | US | $104K | 461 | 0.07 |
| Vishay Intertechnology Inc | Long | Equity-common | US | $193K | 8K | 0.13 |
| Vital Energy Inc | Long | Equity-common | US | $172K | 4K | 0.12 |
| Vornado Realty Trust | Long | Equity-common | US | $70K | 2K | 0.05 |
| Voya Financial Inc | Long | Equity-common | US | $63K | 861 | 0.04 |
| W R Berkley Corp | Long | Equity-common | US | $261K | 5K | 0.18 |
| WaFd Inc | Long | Equity-common | US | $88K | 2K | 0.06 |
| Walker & Dunlop Inc | Long | Equity-common | US | $38K | 353 | 0.03 |
| Walmart Inc | Long | Equity-common | US | $123K | 2K | 0.08 |
| Warner Bros Discovery Inc | Long | Equity-common | US | $577K | 67K | 0.39 |
| Webster Financial Corp | Long | Equity-common | US | $279K | 6K | 0.19 |
| WEC Energy Group Inc | Long | Equity-common | US | $398K | 5K | 0.27 |
| Weis Markets Inc | Long | Equity-common | US | $212K | 3K | 0.14 |
| Wells Fargo & Co | Long | Equity-common | US | $496K | 8K | 0.33 |
| Werner Enterprises Inc | Long | Equity-common | US | $155K | 4K | 0.10 |
| WesBanco Inc | Long | Equity-common | US | $119K | 4K | 0.08 |
| WESCO International Inc | Long | Equity-common | US | $203K | 1K | 0.14 |
| Western Alliance Bancorp | Long | Equity-common | US | $235K | 3K | 0.16 |
| Western Union Co/The | Long | Equity-common | US | $179K | 15K | 0.12 |
| Westlake Corp | Long | Equity-common | US | $123K | 835 | 0.08 |
| Weyerhaeuser Co | Long | Equity-common | US | $278K | 9K | 0.19 |
| Whirlpool Corp | Long | Equity-common | US | $122K | 1K | 0.08 |
| White Mountains Insurance Group Ltd | Long | Equity-common | US | $300K | 168 | 0.20 |
| Winnebago Industries Inc | Long | Equity-common | US | $163K | 3K | 0.11 |
| Wintrust Financial Corp | Long | Equity-common | US | $202K | 2K | 0.14 |
| WK Kellogg Co | Long | Equity-common | US | $76K | 4K | 0.05 |
| World Kinect Corp | Long | Equity-common | US | $113K | 4K | 0.08 |
| Worthington Enterprises Inc | Long | Equity-common | US | $37K | 732 | 0.02 |
| WP Carey Inc | Long | Equity-common | US | $381K | 7K | 0.26 |
| WSFS Financial Corp | Long | Equity-common | US | $125K | 2K | 0.08 |
| Xcel Energy Inc | Long | Equity-common | US | $542K | 9K | 0.36 |
| Xenia Hotels & Resorts Inc | Long | Equity-common | US | $68K | 5K | 0.05 |
| Xerox Holdings Corp | Long | Equity-common | US | $32K | 3K | 0.02 |
| Ziff Davis Inc | Long | Equity-common | US | $90K | 2K | 0.06 |
| Zimmer Biomet Holdings Inc | Long | Equity-common | US | $372K | 3K | 0.25 |
| Zions Bancorp NA | Long | Equity-common | US | $146K | 3K | 0.10 |
| Zoom Video Communications Inc | Long | Equity-common | US | $370K | 6K | 0.25 |
Address
First Trust Exchange-Traded AlphaDEX Fund
120 East Liberty Drive
Suite 400
Wheaton
Illinois
60187
United States of America
Websites
Directors
Robert F. Keith
Niel B. Nielson
Richard E. Erickson
Denise M. Keefe
Thomas R. Kadlec
James A. Bowen
Bronwyn Wright
Transfer Agents
The Bank of New York Mellon
Pricing Services
LSEG Pricing Service
ICE Data Pricing & Reference Data, LLC
Bloomberg L.P.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
The Bank of New York Mellon
Admins
The Bank of New York Mellon
Brokers
SUSQUEHANNA FINANCIAL GROUP, LLLP
CITADEL SECURITIES LLC
CANTOR FITZGERALD & CO.
MIZUHO SECURITIES USA LLC
OLD MISSION MARKETS LLC