First Trust Mid Cap Core AlphaDEX® Fund (FNX)

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Holdings

Holdings of the Fund as of 9/21/2020
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Total Number of Holdings (excluding cash): 451

Security Name	Identifier	Classification	Shares / Quantity	Market Value	Weighting
Zoom Video Communications, Inc. (Class A)	ZM	Information Technology	8,146	$3,816,156.62	0.66%
Zillow Group, Inc. (Class C)	Z	Communication Services	35,875	$3,433,596.25	0.59%
The Boston Beer Company, Inc.	SAM	Consumer Staples	3,849	$3,384,310.23	0.58%
Wayfair Inc. (Class A)	W	Consumer Discretionary	10,462	$3,163,499.56	0.54%
Enphase Energy, Inc.	ENPH	Information Technology	43,439	$3,072,006.08	0.53%
Carvana Co.	CVNA	Consumer Discretionary	17,193	$2,985,908.31	0.51%
Immunomedics, Inc.	IMMU	Health Care	34,991	$2,988,581.31	0.51%
Toll Brothers, Inc.	TOL	Consumer Discretionary	63,412	$2,982,266.36	0.51%
Horizon Therapeutics Plc	HZNP	Health Care	37,178	$2,931,113.52	0.50%
CrowdStrike Holdings, Inc. (Class A)	CRWD	Information Technology	20,607	$2,846,444.91	0.49%
TopBuild Corp.	BLD	Consumer Discretionary	18,169	$2,865,251.30	0.49%
Darling Ingredients Inc.	DAR	Consumer Staples	83,937	$2,789,226.51	0.48%
Floor & Decor Holdings, Inc. (Class A)	FND	Consumer Discretionary	35,849	$2,590,090.25	0.45%
HubSpot, Inc.	HUBS	Information Technology	9,216	$2,623,610.88	0.45%
KB Home	KBH	Consumer Discretionary	67,361	$2,622,363.73	0.45%
Zscaler, Inc.	ZS	Information Technology	18,877	$2,547,073.61	0.44%
AMERCO	UHAL	Industrials	6,840	$2,495,163.60	0.43%
Penske Automotive Group, Inc.	PAG	Consumer Discretionary	53,387	$2,490,503.55	0.43%
RH	RH	Consumer Discretionary	6,643	$2,470,996.71	0.43%
Tempur Sealy International, Inc.	TPX	Consumer Discretionary	28,726	$2,492,267.76	0.43%
Westlake Chemical Corporation	WLK	Materials	38,521	$2,484,989.71	0.43%
Elastic N.V.	ESTC	Information Technology	22,413	$2,430,689.85	0.42%
Generac Holdings Inc.	GNRC	Industrials	13,557	$2,456,935.11	0.42%
Moog Inc.	MOG/A	Industrials	39,005	$2,445,223.45	0.42%
The Timken Company	TKR	Industrials	45,426	$2,438,013.42	0.42%
Xerox Holdings Corporation	XRX	Information Technology	135,157	$2,442,286.99	0.42%
Builders FirstSource, Inc.	BLDR	Industrials	79,868	$2,400,033.40	0.41%
CRISPR Therapeutics AG	CRSP	Health Care	28,121	$2,393,940.73	0.41%
Eastman Chemical Company	EMN	Materials	29,673	$2,390,753.61	0.41%
Five9, Inc.	FIVN	Information Technology	18,676	$2,359,339.08	0.41%
Advanced Drainage Systems, Inc.	WMS	Industrials	41,830	$2,352,100.90	0.40%
GCI Liberty, Inc. (Class A)	GLIBA	Communication Services	29,060	$2,345,432.60	0.40%
Jefferies Financial Group Inc.	JEF	Financials	132,901	$2,303,174.33	0.40%
Steel Dynamics, Inc.	STLD	Materials	79,208	$2,324,754.80	0.40%
BJ's Wholesale Club Holdings, Inc.	BJ	Consumer Staples	55,445	$2,285,997.35	0.39%
Etsy, Inc.	ETSY	Consumer Discretionary	19,450	$2,256,394.50	0.39%
Evercore Inc.	EVR	Financials	35,073	$2,260,805.58	0.39%
MGIC Investment Corporation	MTG	Financials	252,322	$2,240,619.36	0.39%
NCR Corporation	NCR	Information Technology	119,312	$2,271,700.48	0.39%
The Scotts Miracle-Gro Company	SMG	Materials	15,367	$2,272,471.96	0.39%
Whirlpool Corporation	WHR	Consumer Discretionary	12,767	$2,269,334.25	0.39%
XPO Logistics, Inc.	XPO	Industrials	26,756	$2,242,152.80	0.39%
BorgWarner Inc.	BWA	Consumer Discretionary	58,543	$2,190,093.63	0.38%
First American Financial Corporation	FAF	Financials	43,039	$2,236,736.83	0.38%
JetBlue Airways Corporation	JBLU	Industrials	189,592	$2,187,891.68	0.38%
Reliance Steel & Aluminum Co.	RS	Materials	21,765	$2,203,706.25	0.38%
Tandem Diabetes Care, Inc.	TNDM	Health Care	20,888	$2,199,924.16	0.38%
TEGNA Inc.	TGNA	Communication Services	185,510	$2,198,293.50	0.38%
YETI Holdings, Inc.	YETI	Consumer Discretionary	48,365	$2,185,614.35	0.38%
Alaska Air Group, Inc.	ALK	Industrials	56,996	$2,145,329.44	0.37%
BlackLine, Inc.	BL	Information Technology	24,927	$2,130,510.69	0.37%
Fortune Brands Home & Security, Inc.	FBHS	Industrials	25,865	$2,129,724.10	0.37%
Nuance Communications, Inc.	NUAN	Information Technology	65,332	$2,147,462.84	0.37%
Ultragenyx Pharmaceutical Inc.	RARE	Health Care	26,416	$2,125,167.20	0.37%
Unum Group	UNM	Financials	124,564	$2,132,535.68	0.37%
Air Lease Corporation	AL	Industrials	70,556	$2,105,391.04	0.36%
Charles River Laboratories International, Inc.	CRL	Health Care	9,482	$2,066,412.26	0.36%
Chegg, Inc.	CHGG	Consumer Discretionary	30,721	$2,090,564.05	0.36%
Lear Corporation	LEA	Consumer Discretionary	18,955	$2,105,521.40	0.36%
Oshkosh Corporation	OSK	Industrials	28,856	$2,101,582.48	0.36%
Paylocity Holding Corporation	PCTY	Information Technology	14,166	$2,074,610.70	0.36%
Quanta Services, Inc.	PWR	Industrials	42,146	$2,074,426.12	0.36%
Reinsurance Group of America, Incorporated	RGA	Financials	21,074	$2,101,710.02	0.36%
Trex Company, Inc.	TREX	Industrials	31,772	$2,108,389.92	0.36%
Adaptive Biotechnologies Corporation	ADPT	Health Care	42,711	$2,012,542.32	0.35%
Apple Hospitality REIT, Inc.	APLE	Real Estate	213,929	$2,006,654.02	0.35%
Essent Group Ltd.	ESNT	Financials	56,980	$2,061,536.40	0.35%
MongoDB, Inc.	MDB	Information Technology	9,130	$2,031,790.20	0.35%
Pinterest, Inc (Class A)	PINS	Communication Services	55,933	$2,062,249.71	0.35%
Popular, Inc.	BPOP	Financials	55,594	$2,053,086.42	0.35%
SiteOne Landscape Supply, Inc.	SITE	Industrials	18,135	$2,036,923.20	0.35%
Amedisys, Inc.	AMED	Health Care	8,324	$1,999,757.76	0.34%
Brighthouse Financial, Inc.	BHF	Financials	74,282	$1,969,215.82	0.34%
Foot Locker, Inc.	FL	Consumer Discretionary	56,693	$1,952,506.92	0.34%
Invesco Ltd.	IVZ	Financials	192,057	$1,962,822.54	0.34%
Jones Lang LaSalle Incorporated	JLL	Real Estate	19,970	$1,971,638.10	0.34%
Medpace Holdings, Inc.	MEDP	Health Care	17,776	$1,958,915.20	0.34%
Mohawk Industries, Inc.	MHK	Consumer Discretionary	20,312	$1,947,514.56	0.34%
Ovintiv Inc.	OVV	Energy	216,391	$1,997,288.93	0.34%
Pegasystems Inc.	PEGA	Information Technology	16,344	$1,962,750.96	0.34%
SkyWest, Inc.	SKYW	Industrials	63,351	$1,998,090.54	0.34%
Avalara, Inc.	AVLR	Information Technology	15,525	$1,920,908.25	0.33%
Catalent, Inc.	CTLT	Health Care	22,554	$1,929,494.70	0.33%
Churchill Downs Incorporated	CHDN	Consumer Discretionary	12,420	$1,918,144.80	0.33%
Equity Commonwealth	EQC	Real Estate	64,175	$1,897,654.75	0.33%
Macy's, Inc.	M	Consumer Discretionary	300,370	$1,895,334.70	0.33%
Repligen Corporation	RGEN	Health Care	13,372	$1,896,818.20	0.33%
US Dollar	$USD	Other	1,942,387	$1,942,387.12	0.33%
Acceleron Pharma Inc.	XLRN	Health Care	17,353	$1,859,200.42	0.32%
Beyond Meat, Inc.	BYND	Consumer Staples	12,339	$1,836,043.20	0.32%
CF Industries Holdings, Inc.	CF	Materials	58,753	$1,857,182.33	0.32%
Federated Hermes, Inc. (Class B)	FHI	Financials	87,197	$1,847,704.43	0.32%
Highwoods Properties, Inc.	HIW	Real Estate	55,361	$1,844,628.52	0.32%
Inphi Corporation	IPHI	Information Technology	17,590	$1,869,992.90	0.32%
MasTec, Inc.	MTZ	Industrials	46,059	$1,869,534.81	0.32%
Navient Corporation	NAVI	Financials	235,167	$1,867,225.98	0.32%
Navistar International Corporation	NAV	Industrials	43,965	$1,880,822.70	0.32%
NRG Energy, Inc.	NRG	Utilities	63,465	$1,850,004.75	0.32%
Pebblebrook Hotel Trust	PEB	Real Estate	151,286	$1,832,073.46	0.32%
Pilgrim's Pride Corporation	PPC	Consumer Staples	122,349	$1,863,375.27	0.32%
Quidel Corporation	QDEL	Health Care	9,233	$1,846,600.00	0.32%
SLM Corporation	SLM	Financials	235,167	$1,883,687.67	0.32%
Spirit Airlines, Inc.	SAVE	Industrials	116,094	$1,884,205.62	0.32%
Sterling Bancorp	STL	Financials	176,327	$1,854,960.04	0.32%
Zynga Inc.	ZNGA	Communication Services	216,620	$1,869,430.60	0.32%
ABIOMED, Inc.	ABMD	Health Care	6,846	$1,820,077.56	0.31%
Exelixis, Inc.	EXEL	Health Care	69,640	$1,797,408.40	0.31%
Lithia Motors, Inc.	LAD	Consumer Discretionary	8,191	$1,823,971.88	0.31%
Monolithic Power Systems, Inc.	MPWR	Information Technology	6,975	$1,785,390.75	0.31%
Pool Corporation	POOL	Consumer Discretionary	6,080	$1,826,979.20	0.31%
Simpson Manufacturing Co., Inc.	SSD	Industrials	19,601	$1,797,999.73	0.31%
SYNNEX Corporation	SNX	Information Technology	13,805	$1,786,090.90	0.31%
Zendesk, Inc.	ZEN	Information Technology	18,677	$1,813,163.16	0.31%
Axon Enterprise Inc.	AAXN	Industrials	21,056	$1,751,438.08	0.30%
BankUnited, Inc.	BKU	Financials	81,642	$1,762,650.78	0.30%
Cloudera, Inc.	CLDR	Information Technology	162,461	$1,757,828.02	0.30%
Deckers Outdoor Corporation	DECK	Consumer Discretionary	8,418	$1,742,946.90	0.30%
ManpowerGroup Inc.	MAN	Industrials	24,051	$1,717,241.40	0.30%
Q2 Holdings, Inc.	QTWO	Information Technology	19,267	$1,770,444.63	0.30%
Service Properties Trust	SVC	Real Estate	233,175	$1,725,495.00	0.30%
Stifel Financial Corp.	SF	Financials	34,853	$1,718,252.90	0.30%
Synovus Financial Corp.	SNV	Financials	80,527	$1,720,056.72	0.30%
Teladoc Health, Inc.	TDOC	Health Care	8,667	$1,756,454.22	0.30%
United Therapeutics Corporation	UTHR	Health Care	17,083	$1,725,553.83	0.30%
Acuity Brands, Inc.	AYI	Industrials	17,273	$1,711,581.57	0.29%
Comerica Incorporated	CMA	Financials	43,396	$1,677,689.36	0.29%
Hanesbrands Inc.	HBI	Consumer Discretionary	109,821	$1,679,163.09	0.29%
Helen of Troy Limited	HELE	Consumer Discretionary	8,768	$1,683,982.08	0.29%
Kohl's Corporation	KSS	Consumer Discretionary	79,594	$1,711,271.00	0.29%
Manhattan Associates, Inc.	MANH	Information Technology	17,551	$1,663,132.76	0.29%
MDU Resources Group, Inc.	MDU	Utilities	74,541	$1,671,954.63	0.29%
Neurocrine Biosciences, Inc.	NBIX	Health Care	16,935	$1,681,645.50	0.29%
Snap-on Incorporated	SNA	Industrials	11,933	$1,681,598.36	0.29%
Valvoline Inc.	VVV	Materials	85,525	$1,658,329.75	0.29%
Anaplan, Inc.	PLAN	Information Technology	27,364	$1,619,401.52	0.28%
Assured Guaranty Ltd.	AGO	Financials	84,659	$1,625,452.80	0.28%
Cabot Microelectronics Corporation	CCMP	Information Technology	11,850	$1,602,238.50	0.28%
EMCOR Group, Inc.	EME	Industrials	24,992	$1,631,477.76	0.28%
Everbridge, Inc.	EVBG	Information Technology	11,946	$1,620,833.28	0.28%
Knight-Swift Transportation Holdings Inc.	KNX	Industrials	39,641	$1,646,687.14	0.28%
LPL Financial Holdings Inc.	LPLA	Financials	21,085	$1,613,635.05	0.28%
MyoKardia, Inc.	MYOK	Health Care	12,830	$1,621,070.50	0.28%
Ralph Lauren Corporation	RL	Consumer Discretionary	22,800	$1,622,676.00	0.28%
Royal Gold, Inc.	RGLD	Materials	13,301	$1,631,234.64	0.28%
Sabra Health Care REIT, Inc.	SBRA	Real Estate	114,570	$1,625,748.30	0.28%
ALLETE, Inc.	ALE	Utilities	30,275	$1,566,731.25	0.27%
Avista Corporation	AVA	Utilities	45,429	$1,559,577.57	0.27%
Cinemark Holdings, Inc.	CNK	Communication Services	143,135	$1,597,386.60	0.27%
Ingredion Incorporated	INGR	Consumer Staples	19,921	$1,568,778.75	0.27%
Kemper Corporation	KMPR	Financials	22,800	$1,551,540.00	0.27%
Kennedy-Wilson Holdings, Inc.	KW	Real Estate	108,621	$1,573,918.29	0.27%
Masimo Corporation	MASI	Health Care	7,250	$1,593,477.50	0.27%
The Macerich Company	MAC	Real Estate	230,383	$1,582,731.21	0.27%
The Wendy's Company	WEN	Consumer Discretionary	75,907	$1,568,238.62	0.27%
Albemarle Corporation	ALB	Materials	16,057	$1,527,502.41	0.26%
Associated Banc-Corp	ASB	Financials	120,852	$1,529,986.32	0.26%
Barnes Group Inc.	B	Industrials	41,795	$1,494,171.25	0.26%
BOK Financial Corporation	BOKF	Financials	29,288	$1,483,144.32	0.26%
Brixmor Property Group Inc.	BRX	Real Estate	128,961	$1,519,160.58	0.26%
East West Bancorp, Inc.	EWBC	Financials	45,617	$1,501,255.47	0.26%
First Horizon National Corporation	FHN	Financials	165,990	$1,512,168.90	0.26%
Huntsman Corporation	HUN	Materials	69,004	$1,522,918.28	0.26%
Marathon Oil Corporation	MRO	Energy	337,674	$1,539,793.44	0.26%
Murphy USA Inc.	MUSA	Consumer Discretionary	11,009	$1,488,086.53	0.26%
NorthWestern Corporation	NWE	Utilities	30,327	$1,483,596.84	0.26%
Proto Labs, Inc.	PRLB	Industrials	11,020	$1,483,292.00	0.26%
Syneos Health, Inc.	SYNH	Health Care	28,378	$1,532,412.00	0.26%
US Foods Holding Corp.	USFD	Consumer Staples	62,879	$1,488,974.72	0.26%
Wintrust Financial Corporation	WTFC	Financials	37,898	$1,489,012.42	0.26%
Acadia Healthcare Company, Inc.	ACHC	Health Care	49,357	$1,425,430.16	0.25%
Allison Transmission Holdings, Inc.	ALSN	Industrials	44,950	$1,445,592.00	0.25%
Bank OZK	OZK	Financials	70,437	$1,460,159.01	0.25%
Bio-Rad Laboratories, Inc. (Class A)	BIO	Health Care	2,750	$1,424,252.50	0.25%
F.N.B. Corporation	FNB	Financials	220,436	$1,470,308.12	0.25%
First Hawaiian, Inc.	FHB	Financials	95,893	$1,445,107.51	0.25%
Leggett & Platt, Incorporated	LEG	Consumer Discretionary	35,276	$1,462,895.72	0.25%
LHC Group, Inc.	LHCG	Health Care	7,110	$1,425,839.40	0.25%
People's United Financial, Inc.	PBCT	Financials	142,892	$1,457,498.40	0.25%
Power Integrations, Inc.	POWI	Information Technology	27,994	$1,462,966.44	0.25%
Sarepta Therapeutics, Inc.	SRPT	Health Care	10,307	$1,472,251.88	0.25%
Webster Financial Corporation	WBS	Financials	57,783	$1,471,155.18	0.25%
Zions Bancorporation	ZION	Financials	48,621	$1,449,392.01	0.25%
ACADIA Pharmaceuticals Inc.	ACAD	Health Care	34,105	$1,409,218.60	0.24%
Alteryx, Inc. (Class A)	AYX	Information Technology	12,582	$1,387,920.42	0.24%
Entegris, Inc.	ENTG	Information Technology	21,001	$1,398,666.60	0.24%
EPR Properties	EPR	Real Estate	49,899	$1,375,216.44	0.24%
Liberty Latin America Ltd. (Class C)	LILAK	Communication Services	175,134	$1,418,585.40	0.24%
Murphy Oil Corporation	MUR	Energy	149,746	$1,386,647.96	0.24%
NeoGenomics, Inc.	NEO	Health Care	40,019	$1,405,067.09	0.24%
Nexstar Media Group, Inc.	NXST	Communication Services	14,813	$1,409,160.69	0.24%
Pure Storage, Inc. (Class A)	PSTG	Information Technology	95,396	$1,401,367.24	0.24%
Tetra Tech, Inc.	TTEK	Industrials	15,667	$1,367,102.42	0.24%
The Middleby Corporation	MIDD	Industrials	15,705	$1,385,338.05	0.24%
Berry Global Group, Inc.	BERY	Materials	27,979	$1,344,950.53	0.23%
Cathay General Bancorp	CATY	Financials	62,862	$1,350,904.38	0.23%
Cohen & Steers, Inc.	CNS	Financials	24,292	$1,334,602.48	0.23%
CVR Energy, Inc.	CVI	Energy	102,762	$1,310,215.50	0.23%
Moderna, Inc.	MRNA	Health Care	19,309	$1,337,341.34	0.23%
Morningstar, Inc.	MORN	Financials	8,797	$1,359,752.29	0.23%
Packaging Corporation of America	PKG	Materials	12,428	$1,342,596.84	0.23%
Portland General Electric Company	POR	Utilities	39,540	$1,353,849.60	0.23%
Regal Beloit Corporation	RBC	Industrials	14,203	$1,323,293.51	0.23%
RPM International Inc.	RPM	Materials	16,522	$1,308,707.62	0.23%
Spirit AeroSystems Holdings, Inc.	SPR	Industrials	69,055	$1,351,406.35	0.23%
UFP Industries Inc.	UFPI	Industrials	25,043	$1,318,513.95	0.23%
BWX Technologies, Inc.	BWXT	Industrials	21,894	$1,268,976.24	0.22%
Envestnet, Inc.	ENV	Information Technology	16,863	$1,277,709.51	0.22%
Genpact Limited	G	Information Technology	33,948	$1,277,463.24	0.22%
Harley-Davidson, Inc.	HOG	Consumer Discretionary	52,168	$1,266,639.04	0.22%
LendingTree, Inc.	TREE	Financials	4,282	$1,282,630.28	0.22%
Momenta Pharmaceuticals, Inc.	MNTA	Health Care	24,844	$1,301,080.28	0.22%
PRA Health Sciences, Inc.	PRAH	Health Care	12,746	$1,274,472.54	0.22%
Valmont Industries, Inc.	VMI	Industrials	10,912	$1,304,420.48	0.22%
Williams-Sonoma, Inc.	WSM	Consumer Discretionary	15,124	$1,302,327.64	0.22%
American National Group, Inc.	ANAT	Financials	17,205	$1,197,468.00	0.21%
Arrowhead Pharmaceuticals, Inc.	ARWR	Health Care	28,712	$1,197,577.52	0.21%
ASGN Incorporated	ASGN	Industrials	18,594	$1,197,267.66	0.21%
Cable One, Inc.	CABO	Communication Services	698	$1,205,062.10	0.21%
CACI International Inc.	CACI	Information Technology	5,716	$1,231,455.04	0.21%
Cimpress Plc	CMPR	Industrials	16,240	$1,233,428.00	0.21%
Credit Acceptance Corporation	CACC	Financials	3,946	$1,219,116.70	0.21%
CyrusOne Inc.	CONE	Real Estate	17,046	$1,219,641.30	0.21%
Element Solutions Inc	ESI	Materials	114,283	$1,242,256.21	0.21%
HollyFrontier Corporation	HFC	Energy	56,620	$1,200,910.20	0.21%
National Fuel Gas Company	NFG	Utilities	29,573	$1,213,380.19	0.21%
Nordson Corporation	NDSN	Industrials	6,534	$1,226,562.48	0.21%
Parsons Corporation	PSN	Industrials	34,216	$1,200,639.44	0.21%
RenaissanceRe Holdings Ltd.	RNR	Financials	7,250	$1,195,742.50	0.21%
Robert Half International Inc.	RHI	Industrials	23,471	$1,219,787.87	0.21%
Sonoco Products Company	SON	Materials	23,717	$1,192,727.93	0.21%
The Interpublic Group of Companies, Inc.	IPG	Communication Services	72,253	$1,223,243.29	0.21%
The New York Times Company (Class A)	NYT	Communication Services	29,499	$1,245,742.77	0.21%
UGI Corporation	UGI	Utilities	38,989	$1,241,799.65	0.21%
Voya Financial, Inc.	VOYA	Financials	26,582	$1,243,505.96	0.21%
Black Hills Corporation	BKH	Utilities	21,886	$1,181,844.00	0.20%
Brandywine Realty Trust	BDN	Real Estate	113,860	$1,142,015.80	0.20%
Dick's Sporting Goods, Inc.	DKS	Consumer Discretionary	20,034	$1,148,549.22	0.20%
Frontdoor Inc	FTDR	Consumer Discretionary	27,973	$1,187,733.58	0.20%
FTI Consulting, Inc.	FCN	Industrials	10,829	$1,171,589.51	0.20%
Grand Canyon Education, Inc.	LOPE	Consumer Discretionary	13,694	$1,139,477.74	0.20%
Home BancShares, Inc.	HOMB	Financials	80,623	$1,190,398.65	0.20%
IDACORP, Inc.	IDA	Utilities	14,195	$1,140,852.15	0.20%
Old National Bancorp	ONB	Financials	90,115	$1,138,603.05	0.20%
Paramount Group, Inc.	PGRE	Real Estate	160,825	$1,138,641.00	0.20%
Qualys, Inc.	QLYS	Information Technology	11,916	$1,145,246.76	0.20%
Santander Consumer USA Holdings Inc.	SC	Financials	67,353	$1,161,839.25	0.20%
Skechers U.S.A., Inc.	SKX	Consumer Discretionary	39,511	$1,159,252.74	0.20%
Smartsheet Inc. (Class A)	SMAR	Information Technology	24,351	$1,166,656.41	0.20%
Tradeweb Markets Inc. (Class A)	TW	Financials	21,328	$1,142,114.40	0.20%
WPX Energy, Inc.	WPX	Energy	259,124	$1,168,649.24	0.20%
Affiliated Managers Group, Inc.	AMG	Financials	16,629	$1,083,379.35	0.19%
Agios Pharmaceuticals, Inc.	AGIO	Health Care	30,910	$1,127,596.80	0.19%
Ameris Bancorp	ABCB	Financials	52,558	$1,131,048.16	0.19%
AutoNation, Inc.	AN	Consumer Discretionary	21,995	$1,132,082.65	0.19%
Bio-Techne Corporation	TECH	Health Care	4,698	$1,116,714.60	0.19%
Caesars Entertainment Inc.	CZR	Consumer Discretionary	20,637	$1,123,271.91	0.19%
Dropbox, Inc. (Class A)	DBX	Information Technology	56,957	$1,095,283.11	0.19%
Exponent, Inc.	EXPO	Industrials	15,317	$1,111,248.35	0.19%
FirstCash, Inc.	FCFS	Financials	18,371	$1,075,438.34	0.19%
Guardant Health, Inc.	GH	Health Care	10,188	$1,086,753.96	0.19%
Hancock Whitney Corporation	HWC	Financials	58,484	$1,092,481.12	0.19%
IAA Inc.	IAA	Industrials	21,429	$1,086,450.30	0.19%
Macquarie Infrastructure Company LLC	MIC	Industrials	40,399	$1,094,004.92	0.19%
RealPage, Inc.	RP	Information Technology	19,068	$1,122,914.52	0.19%
Southwest Gas Holdings, Inc.	SWX	Utilities	17,960	$1,119,267.20	0.19%
Valley National Bancorp	VLY	Financials	158,557	$1,076,602.03	0.19%
AGCO Corporation	AGCO	Industrials	14,908	$1,055,188.24	0.18%
BancorpSouth Bank	BXS	Financials	54,523	$1,047,932.06	0.18%
Columbia Banking System, Inc.	COLB	Financials	43,748	$1,051,701.92	0.18%
Investors Bancorp, Inc.	ISBC	Financials	145,873	$1,063,414.17	0.18%
Ionis Pharmaceuticals, Inc.	IONS	Health Care	21,033	$1,055,856.60	0.18%
MSC Industrial Direct Co., Inc. (Class A)	MSM	Industrials	17,031	$1,046,214.33	0.18%
New Jersey Resources Corporation	NJR	Utilities	37,978	$1,030,722.92	0.18%
New York Community Bancorp, Inc.	NYCB	Financials	121,562	$1,061,236.26	0.18%
OneMain Holdings, Inc.	OMF	Financials	33,686	$1,036,181.36	0.18%
Pinnacle Financial Partners, Inc.	PNFP	Financials	29,529	$1,042,964.28	0.18%
AMN Healthcare Services, Inc.	AMN	Health Care	18,272	$1,008,431.68	0.17%
Assurant, Inc.	AIZ	Financials	8,000	$960,560.00	0.17%
Black Knight, Inc.	BKI	Information Technology	11,388	$963,083.16	0.17%
First Citizens BancShares, Inc. (Class A)	FCNCA	Financials	3,063	$995,658.78	0.17%
Five Below, Inc.	FIVE	Consumer Discretionary	7,734	$1,000,006.20	0.17%
Nevro Corp.	NVRO	Health Care	6,915	$968,100.00	0.17%
New Relic, Inc.	NEWR	Information Technology	17,992	$1,001,794.56	0.17%
Performance Food Group Company	PFGC	Consumer Staples	28,372	$993,303.72	0.17%
Rapid7, Inc.	RPD	Information Technology	16,200	$990,144.00	0.17%
Spire Inc.	SR	Utilities	18,874	$974,842.10	0.17%
Texas Roadhouse, Inc.	TXRH	Consumer Discretionary	15,722	$960,142.54	0.17%
The Toro Company	TTC	Industrials	12,457	$1,017,114.05	0.17%
A.O. Smith Corporation	AOS	Industrials	17,543	$910,130.84	0.16%
ADT Inc.	ADT	Industrials	103,584	$903,252.48	0.16%
Casey's General Stores, Inc.	CASY	Consumer Staples	5,527	$946,001.32	0.16%
Erie Indemnity Company	ERIE	Financials	4,308	$919,154.88	0.16%
HD Supply Holdings, Inc.	HDS	Industrials	23,859	$927,399.33	0.16%
Landstar System, Inc.	LSTR	Industrials	7,361	$925,498.53	0.16%
Lennox International Inc.	LII	Industrials	3,546	$946,640.16	0.16%
MSA Safety Incorporated	MSA	Industrials	7,226	$936,272.82	0.16%
Penumbra, Inc.	PEN	Health Care	4,621	$935,521.45	0.16%
PTC Inc.	PTC	Information Technology	10,630	$907,057.90	0.16%
Sealed Air Corporation	SEE	Materials	25,159	$943,714.09	0.16%
Silgan Holdings Inc.	SLGN	Materials	25,517	$905,853.50	0.16%
SolarWinds Corporation	SWI	Information Technology	46,784	$908,077.44	0.16%
American Financial Group, Inc.	AFG	Financials	13,023	$851,964.66	0.15%
American Homes 4 Rent (Class A)	AMH	Real Estate	30,726	$854,490.06	0.15%
Athene Holding Ltd. (Class A)	ATH	Financials	26,503	$893,946.19	0.15%
Chemed Corporation	CHE	Health Care	1,835	$879,919.20	0.15%
Cognex Corporation	CGNX	Information Technology	13,845	$848,006.25	0.15%
Encompass Health Corporation	EHC	Health Care	13,343	$848,214.51	0.15%
FibroGen, Inc.	FGEN	Health Care	20,395	$886,978.55	0.15%
Globus Medical, Inc. (Class A)	GMED	Health Care	17,324	$854,246.44	0.15%
Lincoln Electric Holdings, Inc.	LECO	Industrials	9,811	$870,235.70	0.15%
Mimecast Limited	MIME	Information Technology	19,840	$895,379.20	0.15%
Stericycle, Inc.	SRCL	Industrials	14,768	$893,168.64	0.15%
TripAdvisor, Inc.	TRIP	Communication Services	43,483	$846,614.01	0.15%
Blueprint Medicines Corporation	BPMC	Health Care	10,599	$818,348.79	0.14%
Dolby Laboratories, Inc.	DLB	Information Technology	12,550	$821,397.50	0.14%
EnerSys	ENS	Industrials	12,837	$821,568.00	0.14%
Gentex Corporation	GNTX	Consumer Discretionary	32,079	$809,353.17	0.14%
Graphic Packaging Holding Company	GPK	Materials	59,087	$797,083.63	0.14%
ITT Inc.	ITT	Industrials	14,069	$832,462.73	0.14%
J & J Snack Foods Corp.	JJSF	Consumer Staples	6,505	$830,883.65	0.14%
Juniper Networks, Inc.	JNPR	Information Technology	36,160	$830,595.20	0.14%
MAXIMUS, Inc.	MMS	Information Technology	11,729	$801,442.57	0.14%
Mercury Systems, Inc.	MRCY	Industrials	10,506	$800,557.20	0.14%
Neogen Corporation	NEOG	Health Care	10,651	$794,245.07	0.14%
QTS Realty Trust, Inc. (Class A)	QTS	Real Estate	12,898	$807,672.76	0.14%
Rexnord Corporation	RXN	Industrials	28,362	$817,960.08	0.14%
Science Applications International Corporation	SAIC	Information Technology	10,646	$813,993.16	0.14%
Seaboard Corporation	SEB	Consumer Staples	278	$824,270.00	0.14%
UniFirst Corporation	UNF	Industrials	4,617	$834,199.56	0.14%
Commerce Bancshares, Inc.	CBSH	Financials	13,896	$755,803.44	0.13%
Corporate Office Properties Trust	OFC	Real Estate	32,623	$728,797.82	0.13%
Cousins Properties Incorporated	CUZ	Real Estate	27,709	$769,201.84	0.13%
Guidewire Software, Inc.	GWRE	Information Technology	7,454	$782,148.22	0.13%
Hawaiian Electric Industries, Inc.	HE	Utilities	22,924	$743,654.56	0.13%
Molina Healthcare, Inc.	MOH	Health Care	4,644	$784,278.72	0.13%
Polaris Inc.	PII	Consumer Discretionary	8,930	$784,679.10	0.13%
Proofpoint, Inc.	PFPT	Information Technology	7,434	$768,006.54	0.13%
PTC Therapeutics, Inc.	PTCT	Health Care	16,292	$740,634.32	0.13%
Selective Insurance Group, Inc.	SIGI	Financials	15,669	$776,398.95	0.13%
The Hanover Insurance Group, Inc.	THG	Financials	8,153	$757,739.82	0.13%
UMB Financial Corporation	UMBF	Financials	16,031	$757,304.44	0.13%
Brady Corporation	BRC	Industrials	17,651	$700,391.68	0.12%
Cannae Holdings, Inc.	CNNE	Financials	20,116	$703,054.20	0.12%
CIT Group Inc.	CIT	Financials	39,873	$678,239.73	0.12%
Cullen/Frost Bankers, Inc.	CFR	Financials	11,063	$710,023.34	0.12%
CVB Financial Corp.	CVBF	Financials	44,114	$721,484.48	0.12%
F5 Networks, Inc.	FFIV	Information Technology	5,927	$698,022.79	0.12%
HealthEquity, Inc.	HQY	Health Care	14,086	$681,480.68	0.12%
Hudson Pacific Properties, Inc.	HPP	Real Estate	32,851	$726,007.10	0.12%
Itron, Inc.	ITRI	Information Technology	12,474	$698,918.22	0.12%
NewMarket Corporation	NEU	Materials	2,059	$721,267.70	0.12%
ONE Gas, Inc.	OGS	Utilities	10,728	$716,630.40	0.12%
Perrigo Company Plc	PRGO	Health Care	14,951	$686,549.92	0.12%
Prosperity Bancshares, Inc.	PB	Financials	13,918	$701,884.74	0.12%
WEX Inc.	WEX	Information Technology	5,009	$693,796.59	0.12%
Ciena Corporation	CIEN	Information Technology	15,265	$619,606.35	0.11%
Integer Holdings Corporation	ITGR	Health Care	11,318	$645,805.08	0.11%
Signature Bank	SBNY	Financials	7,733	$657,382.33	0.11%
Steven Madden, Ltd.	SHOO	Consumer Discretionary	33,480	$657,212.40	0.11%
United Bankshares, Inc.	UBSI	Financials	29,884	$651,172.36	0.11%
Mirati Therapeutics, Inc.	MRTX	Health Care	3,622	$587,307.30	0.10%
Tenet Healthcare Corporation	THC	Health Care	22,823	$559,619.96	0.10%
Aspen Technology, Inc.	AZPN	Information Technology	3,992	$512,333.28	0.09%
Boyd Gaming Corporation	BYD	Consumer Discretionary	19,780	$539,400.60	0.09%
C.H. Robinson Worldwide, Inc.	CHRW	Industrials	5,230	$533,198.50	0.09%
Eagle Materials Inc.	EXP	Materials	5,885	$501,578.55	0.09%
First Solar, Inc.	FSLR	Information Technology	8,346	$514,697.82	0.09%
Jazz Pharmaceuticals Plc	JAZZ	Health Care	3,745	$520,480.10	0.09%
Select Medical Holdings Corporation	SEM	Health Care	28,057	$534,205.28	0.09%
Watsco, Inc.	WSO	Industrials	2,326	$535,654.54	0.09%
Axis Capital Holdings Limited	AXS	Financials	10,189	$453,206.72	0.08%
Carter's, Inc.	CRI	Consumer Discretionary	5,118	$444,191.22	0.08%
Choice Hotels International, Inc.	CHH	Consumer Discretionary	5,241	$474,362.91	0.08%
Columbia Sportswear Company	COLM	Consumer Discretionary	5,126	$449,652.72	0.08%
Dunkin' Brands Group, Inc.	DNKN	Consumer Discretionary	6,340	$484,439.40	0.08%
EastGroup Properties, Inc.	EGP	Real Estate	3,489	$450,848.58	0.08%
Herbalife Nutrition Ltd.	HLF	Consumer Staples	9,192	$438,550.32	0.08%
Hubbell Incorporated	HUBB	Industrials	3,301	$443,456.34	0.08%
Lancaster Colony Corporation	LANC	Consumer Staples	2,665	$468,160.55	0.08%
Lazard Ltd (Class A)	LAZ	Financials	14,433	$470,660.13	0.08%
Marriott Vacations Worldwide Corporation	VAC	Consumer Discretionary	5,028	$437,033.76	0.08%
Rexford Industrial Realty, Inc.	REXR	Real Estate	9,973	$444,097.69	0.08%
Strategic Education, Inc.	STRA	Consumer Discretionary	5,380	$486,513.40	0.08%
The Howard Hughes Corporation	HHC	Real Estate	7,961	$447,328.59	0.08%
Wyndham Destinations, Inc.	WYND	Consumer Discretionary	14,666	$449,072.92	0.08%
Wyndham Hotels & Resorts, Inc.	WH	Consumer Discretionary	9,699	$484,853.01	0.08%
ACI Worldwide, Inc.	ACIW	Information Technology	15,309	$383,949.72	0.07%
Advance Auto Parts, Inc.	AAP	Consumer Discretionary	2,904	$431,040.72	0.07%
Aerojet Rocketdyne Holdings, Inc.	AJRD	Industrials	10,429	$419,141.51	0.07%
Agree Realty Corporation	ADC	Real Estate	6,291	$393,124.59	0.07%
American States Water Company	AWR	Utilities	5,260	$391,186.20	0.07%
Americold Realty Trust	COLD	Real Estate	11,382	$399,735.84	0.07%
Apollo Commercial Real Estate Finance, Inc.	ARI	Financials	42,135	$377,950.95	0.07%
AptarGroup, Inc.	ATR	Materials	3,687	$418,290.15	0.07%
Ares Management Corporation (Class A)	ARES	Financials	10,412	$405,339.16	0.07%
Axalta Coating Systems Ltd.	AXTA	Materials	18,333	$420,375.69	0.07%
Bruker Corporation	BRKR	Health Care	10,158	$389,559.30	0.07%
Cantel Medical Corp.	CMD	Health Care	9,346	$401,971.46	0.07%
Carlisle Companies Incorporated	CSL	Industrials	3,457	$410,449.61	0.07%
CDK Global, Inc.	CDK	Information Technology	9,976	$426,573.76	0.07%
Cirrus Logic, Inc.	CRUS	Information Technology	6,694	$405,053.94	0.07%
Community Bank System, Inc.	CBU	Financials	7,250	$394,110.00	0.07%
CoreSite Realty Corporation	COR	Real Estate	3,415	$400,511.20	0.07%
Donaldson Company, Inc.	DCI	Industrials	8,881	$413,410.55	0.07%
Eaton Vance Corp.	EV	Financials	10,706	$397,727.90	0.07%
Enstar Group Limited	ESGR	Financials	2,707	$411,870.05	0.07%
First Industrial Realty Trust, Inc.	FR	Real Estate	10,753	$425,066.09	0.07%
Flowers Foods, Inc.	FLO	Consumer Staples	18,487	$433,520.15	0.07%
Healthcare Trust of America, Inc.	HTA	Real Estate	15,585	$389,157.45	0.07%
ICU Medical, Inc.	ICUI	Health Care	2,238	$429,516.96	0.07%
Insperity, Inc.	NSP	Industrials	6,382	$413,425.96	0.07%
IPG Photonics Corporation	IPGP	Information Technology	2,581	$407,255.99	0.07%
Iridium Communications Inc.	IRDM	Communication Services	16,244	$414,546.88	0.07%
Jabil, Inc.	JBL	Information Technology	12,883	$424,494.85	0.07%
KBR, Inc.	KBR	Information Technology	18,333	$426,975.57	0.07%
Lamar Advertising Company	LAMR	Real Estate	6,187	$410,445.58	0.07%
Littelfuse, Inc.	LFUS	Information Technology	2,417	$405,427.58	0.07%
Lumentum Holdings Inc.	LITE	Information Technology	5,079	$384,531.09	0.07%
MKS Instruments, Inc.	MKSI	Information Technology	3,654	$395,801.28	0.07%
Omnicell, Inc.	OMCL	Health Care	5,849	$430,661.87	0.07%
ON Semiconductor Corporation	ON	Information Technology	20,854	$429,800.94	0.07%
Physicians Realty Trust	DOC	Real Estate	23,589	$404,079.57	0.07%
Planet Fitness, Inc. (Class A)	PLNT	Consumer Discretionary	6,825	$382,882.50	0.07%
Primerica, Inc.	PRI	Financials	3,543	$399,827.55	0.07%
Radian Group Inc.	RDN	Financials	26,647	$381,318.57	0.07%
Rayonier Inc.	RYN	Real Estate	16,674	$432,356.82	0.07%
SEI Investments Company	SEIC	Financials	7,517	$379,157.48	0.07%
Service Corporation International	SCI	Consumer Discretionary	10,631	$428,110.37	0.07%
Silicon Laboratories Inc.	SLAB	Information Technology	4,122	$390,600.72	0.07%
Spirit Realty Capital, Inc.	SRC	Real Estate	11,859	$392,770.08	0.07%
STAG Industrial, Inc.	STAG	Real Estate	14,094	$430,148.88	0.07%
Starwood Property Trust, Inc.	STWD	Financials	27,631	$429,109.43	0.07%
Sunstone Hotel Investors, Inc.	SHO	Real Estate	50,715	$385,434.00	0.07%
Terreno Realty Corporation	TRNO	Real Estate	7,850	$415,029.50	0.07%
TriNet Group, Inc.	TNET	Industrials	6,781	$402,248.92	0.07%
Two Harbors Investment Corp.	TWO	Financials	82,007	$418,235.70	0.07%
Univar Solutions Inc.	UNVR	Industrials	24,514	$416,492.86	0.07%
Woodward, Inc.	WWD	Industrials	5,327	$416,251.78	0.07%
CarGurus, Inc.	CARG	Communication Services	16,305	$374,851.95	0.06%
Clean Harbors, Inc.	CLH	Industrials	6,892	$370,789.60	0.06%
Cogent Communications Holdings, Inc.	CCOI	Communication Services	5,341	$334,079.55	0.06%
Crane Co.	CR	Industrials	6,949	$350,368.58	0.06%
FLIR Systems, Inc.	FLIR	Information Technology	10,186	$362,723.46	0.06%
National Instruments Corporation	NATI	Information Technology	10,674	$370,601.28	0.06%
Nordstrom, Inc.	JWN	Consumer Discretionary	26,683	$353,282.92	0.06%
Nutanix, Inc. (Class A)	NTNX	Information Technology	17,439	$377,379.96	0.06%
Ollie's Bargain Outlet Holdings, Inc.	OLLI	Consumer Discretionary	4,229	$363,186.52	0.06%
Sabre Corporation	SABR	Information Technology	51,283	$323,595.73	0.06%
Thor Industries, Inc.	THO	Consumer Discretionary	3,876	$353,685.00	0.06%
W.R. Grace & Co.	GRA	Materials	8,139	$345,581.94	0.06%
Western Alliance Bancorporation	WAL	Financials	10,914	$352,958.76	0.06%
Liberty Latin America Ltd. (Rights)	LILAR	Communication Services	1	$0.95	0.00%

Holdings are subject to change.

The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.