First Trust Small Cap Core AlphaDEX® Fund (FYX)
Holdings of the Fund as of 9/18/2020

Total Number of Holdings (excluding cash): 525

Security Name Identifier Classification Shares / Quantity Market Value Weighting Descending sort
Vivint Solar, Inc. VSLR Industrials 122,693 $4,078,315.32 0.98%
iRhythm Technologies, Inc. IRTC Health Care 10,482 $2,445,765.06 0.59%
Renewable Energy Group, Inc. REGI Energy 49,017 $2,392,029.60 0.58%
Mr. Cooper Group Inc. COOP Financials 97,642 $2,120,784.24 0.51%
Plug Power Inc. PLUG Industrials 147,949 $2,006,188.44 0.48%
Trupanion, Inc. TRUP Financials 28,452 $1,972,577.16 0.47%
National General Holdings Corp. NGHC Financials 56,207 $1,908,227.65 0.46%
Signet Jewelers Limited SIG Consumer Discretionary 94,618 $1,727,724.68 0.42%
Cornerstone Building Brands Inc. CNR Industrials 200,437 $1,715,740.72 0.41%
Domtar Corporation UFS Materials 57,540 $1,685,922.00 0.41%
Installed Building Products, Inc. IBP Consumer Discretionary 17,661 $1,721,770.89 0.41%
PennyMac Financial Services, Inc. PFSI Financials 29,066 $1,716,056.64 0.41%
Group 1 Automotive, Inc. GPI Consumer Discretionary 18,411 $1,656,990.00 0.40%
Triton International Limited TRTN Industrials 40,167 $1,652,872.05 0.40%
Invitae Corporation NVTA Health Care 40,102 $1,604,080.00 0.39%
Meritage Homes Corporation MTH Consumer Discretionary 15,958 $1,611,917.58 0.39%
Stewart Information Services Corporation STC Financials 37,362 $1,603,950.66 0.39%
Warrior Met Coal, Inc. HCC Materials 78,924 $1,641,619.20 0.39%
BMC Stock Holdings, Inc. BMCH Industrials 38,653 $1,589,024.83 0.38%
Laureate Education, Inc. (Class A) LAUR Consumer Discretionary 121,893 $1,583,390.07 0.38%
M.D.C. Holdings, Inc. MDC Consumer Discretionary 34,025 $1,570,934.25 0.38%
Maxar Technologies Inc. MAXR Industrials 54,104 $1,583,624.08 0.38%
Century Communities, Inc. CCS Consumer Discretionary 39,617 $1,543,082.15 0.37%
Graham Holdings Company GHC Consumer Discretionary 3,545 $1,519,174.30 0.37%
M/I Homes, Inc. MHO Consumer Discretionary 35,269 $1,549,014.48 0.37%
Medifast, Inc. MED Consumer Staples 8,753 $1,519,608.33 0.37%
MTS Systems Corporation MTSC Information Technology 69,053 $1,535,738.72 0.37%
WESCO International, Inc. WCC Industrials 34,597 $1,549,253.66 0.37%
Bandwidth Inc. (Class A) BAND Communication Services 9,564 $1,479,359.52 0.36%
Rush Enterprises, Inc. (Class A) RUSHA Industrials 29,296 $1,493,217.12 0.36%
Insmed Incorporated INSM Health Care 44,104 $1,471,750.48 0.35%
LGI Homes, Inc. LGIH Consumer Discretionary 13,798 $1,459,276.48 0.35%
SunPower Corporation SPWR Information Technology 145,211 $1,468,083.21 0.35%
Brinker International, Inc. EAT Consumer Discretionary 30,367 $1,399,918.70 0.34%
Inspire Medical Systems, Inc. INSP Health Care 11,167 $1,416,533.95 0.34%
Kinsale Capital Group, Inc. KNSL Financials 7,826 $1,425,584.16 0.34%
LivePerson, Inc. LPSN Information Technology 29,318 $1,404,039.02 0.34%
Matson, Inc. MATX Industrials 33,392 $1,394,116.00 0.34%
Palomar Holdings, Inc. PLMR Financials 14,165 $1,424,007.45 0.34%
PJT Partners Inc. PJT Financials 23,658 $1,397,004.90 0.34%
R1 RCM Inc. RCM Health Care 87,150 $1,401,372.00 0.34%
Sinclair Broadcast Group, Inc. SBGI Communication Services 65,798 $1,423,210.74 0.34%
Sleep Number Corporation SNBR Consumer Discretionary 29,170 $1,414,453.30 0.34%
TRI Pointe Group, Inc. TPH Consumer Discretionary 82,687 $1,429,658.23 0.34%
Air Transport Services Group, Inc. ATSG Industrials 54,542 $1,368,458.78 0.33%
CNO Financial Group, Inc. CNO Financials 78,013 $1,357,426.20 0.33%
Crocs, Inc. CROX Consumer Discretionary 32,989 $1,377,950.53 0.33%
Fate Therapeutics, Inc. FATE Health Care 35,403 $1,389,567.75 0.33%
G-III Apparel Group, Ltd. GIII Consumer Discretionary 91,397 $1,369,127.06 0.33%
Orion Engineered Carbons S.A. OEC Materials 91,758 $1,366,276.62 0.33%
Saia, Inc. SAIA Industrials 10,927 $1,364,891.57 0.33%
SailPoint Technologies Holdings, Inc. SAIL Information Technology 36,712 $1,377,434.24 0.33%
Callaway Golf Company ELY Consumer Discretionary 69,369 $1,317,317.31 0.32%
Dana Inc. DAN Consumer Discretionary 99,643 $1,311,301.88 0.32%
Dillard's, Inc. (Class A) DDS Consumer Discretionary 37,679 $1,328,561.54 0.32%
Evoqua Water Technologies Corp. AQUA Industrials 65,305 $1,332,222.00 0.32%
iHeartMedia, Inc. (Class A) IHRT Communication Services 145,467 $1,326,659.04 0.32%
Jack in the Box Inc. JACK Consumer Discretionary 16,395 $1,321,600.95 0.32%
Nu Skin Enterprises, Inc. (Class A) NUS Consumer Staples 25,419 $1,340,852.25 0.32%
Redfin Corporation RDFN Real Estate 28,981 $1,330,807.52 0.32%
AMC Networks Inc. (Class A) AMCX Communication Services 51,931 $1,297,236.38 0.31%
Big Lots, Inc. BIG Consumer Discretionary 28,921 $1,294,793.17 0.31%
Commercial Metals Company CMC Materials 59,543 $1,278,388.21 0.31%
Corcept Therapeutics Incorporated CORT Health Care 72,215 $1,299,147.85 0.31%
GATX Corporation GATX Industrials 19,920 $1,305,357.60 0.31%
Herc Holdings, Inc. HRI Industrials 31,622 $1,296,502.00 0.31%
Minerals Technologies Inc. MTX Materials 25,881 $1,285,509.27 0.31%
Comfort Systems USA, Inc. FIX Industrials 23,846 $1,255,730.36 0.30%
Freshpet, Inc. FRPT Consumer Staples 11,616 $1,230,599.04 0.30%
Matador Resources Company MTDR Energy 142,902 $1,264,682.70 0.30%
Papa John's International, Inc. PZZA Consumer Discretionary 15,297 $1,259,707.95 0.30%
Primoris Services Corporation PRIM Industrials 68,393 $1,246,120.46 0.30%
Rent-A-Center, Inc. RCII Consumer Discretionary 43,660 $1,238,197.60 0.30%
Steelcase Inc. SCS Industrials 100,719 $1,242,872.46 0.30%
Taylor Morrison Home Corporation (Class A) TMHC Consumer Discretionary 50,375 $1,243,758.75 0.30%
Telephone and Data Systems, Inc. TDS Communication Services 61,100 $1,235,442.00 0.30%
Tenable Holdings, Inc. TENB Information Technology 32,598 $1,229,922.54 0.30%
United States Cellular Corporation USM Communication Services 39,348 $1,261,103.40 0.30%
Universal Corporation UVV Consumer Staples 28,572 $1,237,167.60 0.30%
Walker & Dunlop, Inc. WD Financials 23,904 $1,261,653.12 0.30%
Axonics Modulation Technologies, Inc. AXNX Health Care 27,677 $1,190,941.31 0.29%
Cleveland-Cliffs Inc. CLF Materials 176,038 $1,223,464.10 0.29%
Forestar Group Inc. FOR Real Estate 64,438 $1,192,103.00 0.29%
Hawaiian Holdings, Inc. HA Industrials 86,512 $1,225,875.04 0.29%
iStar Inc. STAR Real Estate 98,593 $1,200,862.74 0.29%
RadNet, Inc. RDNT Health Care 76,537 $1,214,642.19 0.29%
RLJ Lodging Trust RLJ Real Estate 128,670 $1,217,218.20 0.29%
Silk Road Medical, Inc. SILK Health Care 17,399 $1,211,144.39 0.29%
Sonos, Inc. SONO Consumer Discretionary 83,025 $1,198,881.00 0.29%
Summit Hotel Properties, Inc. INN Real Estate 204,831 $1,192,116.42 0.29%
Tivity Health, Inc. TVTY Health Care 85,767 $1,187,872.95 0.29%
TriMas Corporation TRS Industrials 50,715 $1,205,495.55 0.29%
Waddell & Reed Financial, Inc. WDR Financials 78,316 $1,213,898.00 0.29%
World Fuel Services Corporation INT Energy 47,154 $1,198,183.14 0.29%
Amicus Therapeutics, Inc. FOLD Health Care 80,548 $1,176,000.80 0.28%
Chewy, Inc. (Class A) CHWY Consumer Discretionary 21,744 $1,152,432.00 0.28%
DiamondRock Hospitality Company DRH Real Estate 219,647 $1,170,718.51 0.28%
Focus Financial Partners Inc. (Class A) FOCS Financials 36,751 $1,151,041.32 0.28%
Granite Construction Incorporated GVA Industrials 63,462 $1,168,970.04 0.28%
Insight Enterprises, Inc. NSIT Information Technology 19,751 $1,152,470.85 0.28%
Knoll, Inc. KNL Industrials 79,716 $1,152,693.36 0.28%
Malibu Boats, Inc. (Class A) MBUU Consumer Discretionary 23,381 $1,157,359.50 0.28%
Natera, Inc. NTRA Health Care 19,490 $1,179,534.80 0.28%
ProPetro Holding Corp. PUMP Energy 236,314 $1,155,575.46 0.28%
Ryder System, Inc. R Industrials 25,905 $1,152,772.50 0.28%
Simmons First National Corporation SFNC Financials 70,992 $1,149,360.48 0.28%
SVMK Inc. SVMK Information Technology 51,599 $1,151,689.68 0.28%
Sykes Enterprises, Incorporated SYKE Information Technology 35,132 $1,160,761.28 0.28%
Trinity Industries, Inc. TRN Industrials 57,052 $1,149,027.28 0.28%
TTEC Holdings, Inc. TTEC Information Technology 20,870 $1,152,858.80 0.28%
Wingstop Inc. WING Consumer Discretionary 8,740 $1,160,060.20 0.28%
Allegheny Technologies Incorporated ATI Materials 119,202 $1,143,147.18 0.27%
Amkor Technology, Inc. AMKR Information Technology 98,672 $1,110,060.00 0.27%
Cardlytics, Inc. CDLX Communication Services 17,357 $1,137,230.64 0.27%
Cooper Tire & Rubber Company CTB Consumer Discretionary 35,193 $1,135,678.11 0.27%
CoreCivic, Inc. CXW Real Estate 129,772 $1,112,146.04 0.27%
Ebix, Inc. EBIX Information Technology 54,323 $1,107,102.74 0.27%
Encore Capital Group, Inc. ECPG Financials 28,428 $1,120,916.04 0.27%
First Financial Bancorp. FFBC Financials 87,449 $1,117,598.22 0.27%
Kadant Inc. KAI Industrials 9,751 $1,120,097.37 0.27%
LCI Industries LCII Consumer Discretionary 10,564 $1,133,200.28 0.27%
Pacira BioSciences Inc. PCRX Health Care 18,521 $1,125,521.17 0.27%
Shockwave Medical, Inc. SWAV Health Care 15,385 $1,112,950.90 0.27%
STAAR Surgical Company STAA Health Care 19,738 $1,104,341.10 0.27%
Stitch Fix, Inc. (Class A) SFIX Consumer Discretionary 38,964 $1,105,019.04 0.27%
American Equity Investment Life Holding Company AEL Financials 49,155 $1,067,646.60 0.26%
AppFolio, Inc. (Class A) APPF Information Technology 7,465 $1,062,866.70 0.26%
Appian Corporation APPN Information Technology 18,962 $1,074,197.30 0.26%
Fox Factory Holding Corp. FOXF Consumer Discretionary 14,704 $1,082,508.48 0.26%
Helix Energy Solutions Group, Inc. HLX Energy 350,043 $1,071,131.58 0.26%
Independent Bank Group, Inc. IBTX Financials 23,981 $1,098,569.61 0.26%
KAR Auction Services, Inc. KAR Industrials 70,619 $1,062,815.95 0.26%
Meritor, Inc. MTOR Industrials 49,077 $1,064,970.90 0.26%
Olin Corporation OLN Materials 84,571 $1,070,668.86 0.26%
Sanmina Corporation SANM Information Technology 38,808 $1,081,578.96 0.26%
Ultra Clean Holdings, Inc. UCTT Information Technology 53,674 $1,092,802.64 0.26%
WesBanco, Inc. WSBC Financials 47,846 $1,072,707.32 0.26%
2U, Inc. TWOU Information Technology 31,998 $1,044,734.70 0.25%
ABM Industries Incorporated ABM Industrials 26,769 $1,032,480.33 0.25%
Arcosa, Inc. ACA Industrials 23,028 $1,045,471.20 0.25%
Casella Waste Systems, Inc. CWST Industrials 18,645 $1,034,797.50 0.25%
Gray Television, Inc. GTN Communication Services 69,658 $1,044,870.00 0.25%
Infinera Corporation INFN Information Technology 164,143 $1,019,328.03 0.25%
Methode Electronics, Inc. MEI Information Technology 38,855 $1,043,256.75 0.25%
RPT Realty RPT Real Estate 174,518 $1,029,656.20 0.25%
Scientific Games Corporation SGMS Consumer Discretionary 31,427 $1,035,833.92 0.25%
Urban Outfitters, Inc. URBN Consumer Discretionary 47,883 $1,048,637.70 0.25%
Workiva Inc. WK Information Technology 18,166 $1,033,463.74 0.25%
Adtalem Global Education Inc. ATGE Consumer Discretionary 38,992 $1,006,383.52 0.24%
Alarm.com Holdings, Inc. ALRM Information Technology 18,741 $1,013,513.28 0.24%
AZZ Inc. AZZ Industrials 28,313 $991,521.26 0.24%
Carpenter Technology Corporation CRS Materials 50,026 $1,001,520.52 0.24%
Cohu, Inc. COHU Information Technology 56,041 $984,079.96 0.24%
FBL Financial Group, Inc. (Class A) FFG Financials 20,306 $1,002,507.22 0.24%
First BanCorp. FBP Financials 173,832 $980,412.48 0.24%
Flagstar Bancorp, Inc. FBC Financials 33,019 $1,012,032.35 0.24%
Greif, Inc. GEF Materials 28,241 $1,003,120.32 0.24%
Hilltop Holdings Inc. HTH Financials 52,666 $998,547.36 0.24%
Hub Group, Inc. HUBG Industrials 20,304 $1,015,200.00 0.24%
JELD-WEN Holding, Inc. JELD Industrials 45,238 $996,140.76 0.24%
MRC Global Inc. MRC Industrials 164,420 $981,587.40 0.24%
PDC Energy, Inc. PDCE Energy 78,113 $981,099.28 0.24%
Summit Materials, Inc. (Class A) SUM Materials 60,429 $988,618.44 0.24%
TG Therapeutics, Inc. TGTX Health Care 37,413 $978,349.95 0.24%
Twin River Worldwide Holdings, Inc. TRWH Consumer Discretionary 43,595 $986,990.80 0.24%
Uniti Group Inc. UNIT Real Estate 103,928 $992,512.40 0.24%
Vishay Intertechnology, Inc. VSH Information Technology 63,637 $1,001,646.38 0.24%
Vonage Holdings Corp. VG Communication Services 96,593 $995,873.83 0.24%
Xenia Hotels & Resorts, Inc. XHR Real Estate 104,149 $977,959.11 0.24%
CNX Resources Corporation CNX Energy 84,252 $957,945.24 0.23%
Encore Wire Corporation WIRE Industrials 19,905 $963,202.95 0.23%
Fluor Corporation FLR Industrials 100,551 $947,190.42 0.23%
Inovalon Holdings, Inc. (Class A) INOV Health Care 37,841 $952,457.97 0.23%
Korn Ferry KFY Industrials 31,622 $936,959.86 0.23%
Lattice Semiconductor Corporation LSCC Information Technology 34,227 $963,147.78 0.23%
Marten Transport, Ltd. MRTN Industrials 57,931 $947,171.85 0.23%
National Western Life Group, Inc. NWLI Financials 4,782 $968,211.54 0.23%
Revance Therapeutics, Inc. RVNC Health Care 29,843 $953,483.85 0.23%
The Ensign Group, Inc. ENSG Health Care 17,414 $968,392.54 0.23%
Trinseo S.A. TSE Materials 32,889 $939,309.84 0.23%
TTM Technologies, Inc. TTMI Information Technology 81,933 $938,542.53 0.23%
Werner Enterprises, Inc. WERN Industrials 22,324 $958,815.80 0.23%
AAR CORP. AIR Industrials 47,013 $932,267.79 0.22%
Acushnet Holdings Corp. GOLF Consumer Discretionary 27,931 $927,588.51 0.22%
Asbury Automotive Group, Inc. ABG Consumer Discretionary 9,424 $926,190.72 0.22%
Berkshire Hills Bancorp, Inc. BHLB Financials 88,179 $901,189.38 0.22%
CareDx, Inc. CDNA Health Care 27,425 $933,272.75 0.22%
First Commonwealth Financial Corporation FCF Financials 117,359 $898,969.94 0.22%
Fresh Del Monte Produce Inc. FDP Consumer Staples 39,469 $932,652.47 0.22%
Fulton Financial Corporation FULT Financials 92,283 $900,682.08 0.22%
Heartland Financial USA, Inc. HTLF Financials 29,059 $933,665.67 0.22%
Horace Mann Educators Corporation HMN Financials 26,455 $903,702.80 0.22%
MACOM Technology Solutions Holdings, Inc. MTSI Information Technology 28,288 $925,017.60 0.22%
NexPoint Residential Trust, Inc. NXRT Real Estate 20,617 $903,849.28 0.22%
SITE Centers Corp. SITC Real Estate 119,965 $927,329.45 0.22%
SPS Commerce, Inc. SPSC Information Technology 12,935 $923,688.35 0.22%
Supernus Pharmaceuticals, Inc. SUPN Health Care 40,915 $914,450.25 0.22%
The GEO Group, Inc. GEO Real Estate 82,139 $922,420.97 0.22%
Weis Markets, Inc. WMK Consumer Staples 19,388 $928,879.08 0.22%
Winnebago Industries, Inc. WGO Consumer Discretionary 18,233 $906,544.76 0.22%
WSFS Financial Corporation WSFS Financials 33,858 $923,307.66 0.22%
Yext, Inc. YEXT Information Technology 58,502 $896,250.64 0.22%
Archrock, Inc. AROC Energy 149,726 $890,869.70 0.21%
Artisan Partners Asset Management Inc. APAM Financials 22,424 $880,366.24 0.21%
AtriCure, Inc. ATRC Health Care 21,619 $864,543.81 0.21%
Cavco Industries, Inc. CVCO Consumer Discretionary 5,038 $857,971.40 0.21%
Empire State Realty Trust, Inc. (Class A) ESRT Real Estate 138,816 $882,869.76 0.21%
First Midwest Bancorp, Inc. FMBI Financials 72,789 $861,093.87 0.21%
Ladder Capital Corp (Class A) LADR Financials 119,965 $881,742.75 0.21%
La-Z-Boy Incorporated LZB Consumer Discretionary 26,932 $868,018.36 0.21%
Perficient, Inc. PRFT Information Technology 20,370 $867,762.00 0.21%
PQ Group Holdings Inc. PQG Materials 73,392 $859,420.32 0.21%
Provident Financial Services, Inc. PFS Financials 67,247 $864,123.95 0.21%
Stepan Company SCL Materials 7,506 $856,434.60 0.21%
Talos Energy Inc. TALO Energy 132,029 $881,953.72 0.21%
TowneBank TOWN Financials 51,577 $872,167.07 0.21%
Advanced Energy Industries, Inc. AEIS Information Technology 14,333 $848,943.59 0.20%
Beacon Roofing Supply, Inc. BECN Industrials 27,637 $823,858.97 0.20%
Boston Private Financial Holdings, Inc. BPFH Financials 141,238 $812,118.50 0.20%
Box, Inc. (Class A) BOX Information Technology 46,807 $835,504.95 0.20%
Clearway Energy Inc. (Class C) CWEN Utilities 31,605 $814,776.90 0.20%
Coherus BioSciences, Inc. CHRS Health Care 40,807 $811,651.23 0.20%
CTS Corporation CTS Information Technology 36,367 $834,258.98 0.20%
Eagle Bancorp, Inc. EGBN Financials 29,672 $827,848.80 0.20%
EnPro Industries, Inc. NPO Industrials 14,785 $849,102.55 0.20%
First Bancorp FBNC Financials 38,744 $822,147.68 0.20%
First Merchants Corporation FRME Financials 35,246 $846,608.92 0.20%
Forward Air Corporation FWRD Industrials 14,628 $834,819.96 0.20%
H&E Equipment Services, Inc. HEES Industrials 39,436 $819,874.44 0.20%
Hope Bancorp, Inc. HOPE Financials 105,395 $826,296.80 0.20%
Mueller Water Products, Inc. MWA Industrials 77,285 $848,589.30 0.20%
PGT Innovations, Inc. PGTI Industrials 46,478 $834,280.10 0.20%
Schweitzer-Mauduit International, Inc. SWM Materials 29,086 $839,421.96 0.20%
Terex Corporation TEX Industrials 38,829 $834,435.21 0.20%
Boise Cascade Company BCC Materials 19,379 $771,090.41 0.19%
BrightView Holdings, Inc. BV Industrials 65,072 $791,275.52 0.19%
Cabot Corporation CBT Materials 19,670 $776,768.30 0.19%
Coeur Mining, Inc. CDE Materials 95,643 $776,621.16 0.19%
Denali Therapeutics Inc. DNLI Health Care 20,093 $775,790.73 0.19%
Diversified Healthcare Trust DHC Real Estate 219,600 $805,932.00 0.19%
ePlus inc. PLUS Information Technology 10,312 $775,565.52 0.19%
FB Financial Corporation FBK Financials 29,421 $792,895.95 0.19%
FormFactor, Inc. FORM Information Technology 33,131 $806,739.85 0.19%
H.B. Fuller Company FUL Materials 16,340 $810,137.20 0.19%
Hilton Grand Vacations Inc. HGV Consumer Discretionary 37,279 $795,533.86 0.19%
HNI Corporation HNI Industrials 23,840 $806,268.80 0.19%
Industrial Logistics Properties Trust ILPT Real Estate 35,463 $795,080.46 0.19%
Kaman Corporation KAMN Industrials 17,520 $776,136.00 0.19%
Model N, Inc. MODN Information Technology 20,966 $774,274.38 0.19%
Mueller Industries, Inc. MLI Industrials 27,420 $781,744.20 0.19%
Neenah Inc. NP Materials 19,648 $797,905.28 0.19%
SPX Corporation SPXC Industrials 17,709 $770,341.50 0.19%
Standard Motor Products, Inc. SMP Consumer Discretionary 17,690 $805,071.90 0.19%
The St. Joe Company JOE Real Estate 37,528 $796,344.16 0.19%
Upland Software, Inc. UPLD Information Technology 20,966 $779,725.54 0.19%
Vicor Corporation VICR Industrials 10,129 $809,307.10 0.19%
Wolverine World Wide, Inc. WWW Consumer Discretionary 30,609 $793,691.37 0.19%
AAON, Inc. AAON Industrials 13,425 $768,849.75 0.18%
Alamo Group Inc. ALG Industrials 7,102 $754,587.50 0.18%
Altair Engineering Inc. (Class A) ALTR Information Technology 18,335 $768,786.55 0.18%
American Woodmark Corporation AMWD Industrials 9,635 $755,865.75 0.18%
Avient Corp. AVNT Materials 27,785 $756,863.40 0.18%
Axos Financial, Inc. AX Financials 33,007 $762,791.77 0.18%
BioTelemetry, Inc. BEAT Health Care 16,128 $727,856.64 0.18%
Dicerna Pharmaceuticals, Inc. DRNA Health Care 38,258 $759,421.30 0.18%
EchoStar Corporation (Class A) SATS Information Technology 26,065 $741,549.25 0.18%
Employers Holdings, Inc. EIG Financials 24,173 $742,836.29 0.18%
ExlService Holdings, Inc. EXLS Information Technology 11,494 $746,995.06 0.18%
Federal Signal Corporation FSS Industrials 24,513 $760,883.52 0.18%
First Interstate BancSystem, Inc. FIBK Financials 23,540 $759,635.80 0.18%
Halozyme Therapeutics, Inc. HALO Health Care 27,183 $754,056.42 0.18%
Houlihan Lokey, Inc. HLI Financials 13,098 $760,207.92 0.18%
ICF International, Inc. ICFI Industrials 11,241 $740,444.67 0.18%
Magellan Health, Inc. MGLN Health Care 9,986 $744,256.58 0.18%
ManTech International Corporation MANT Information Technology 10,642 $748,026.18 0.18%
NanoString Technologies, Inc. NSTG Health Care 16,555 $761,778.33 0.18%
Schneider National, Inc. (Class B) SNDR Industrials 29,540 $758,882.60 0.18%
Skyline Champion Corporation SKY Consumer Discretionary 29,943 $745,281.27 0.18%
Sunrun Inc. RUN Industrials 12,320 $749,795.20 0.18%
Virtusa Corporation VRTU Information Technology 14,964 $755,831.64 0.18%
Athenex, Inc. ATNX Health Care 52,963 $695,404.19 0.17%
CBIZ, Inc. CBZ Industrials 30,403 $693,188.40 0.17%
Chart Industries, Inc. GTLS Industrials 10,020 $714,526.20 0.17%
ChemoCentryx, Inc. CCXI Health Care 12,665 $700,501.15 0.17%
German American Bancorp, Inc. GABC Financials 23,434 $687,787.90 0.17%
Heritage Financial Corporation HFWA Financials 36,441 $710,052.90 0.17%
Innovative Industrial Properties, Inc. IIPR Real Estate 5,520 $688,840.80 0.17%
Livent Corporation LTHM Materials 78,875 $713,818.75 0.17%
Marcus & Millichap, Inc. MMI Real Estate 25,253 $702,033.40 0.17%
NGM Biopharmaceuticals, Inc. NGM Health Care 36,919 $706,260.47 0.17%
Pacific Premier Bancorp, Inc. PPBI Financials 33,617 $724,110.18 0.17%
Patterson-UTI Energy, Inc. PTEN Energy 210,025 $724,586.25 0.17%
ServisFirst Bancshares, Inc. SFBS Financials 20,379 $709,800.57 0.17%
Super Micro Computer, Inc. SMCI Information Technology 25,671 $691,833.45 0.17%
Verra Mobility Corporation VRRM Information Technology 70,894 $686,962.86 0.17%
1st Source Corporation SRCE Financials 20,484 $658,560.60 0.16%
Avis Budget Group, Inc. CAR Industrials 21,225 $656,701.50 0.16%
Banner Corporation BANR Financials 19,179 $647,674.83 0.16%
Boot Barn Holdings, Inc. BOOT Consumer Discretionary 22,535 $649,008.00 0.16%
Dine Brands Global, Inc. DIN Consumer Discretionary 11,540 $647,278.60 0.16%
Dycom Industries, Inc. DY Industrials 11,883 $658,199.37 0.16%
First Busey Corporation BUSE Financials 39,078 $661,590.54 0.16%
Heartland Express, Inc. HTLD Industrials 35,005 $669,645.65 0.16%
International Bancshares Corporation IBOC Financials 22,762 $652,017.48 0.16%
Kratos Defense & Security Solutions, Inc. KTOS Industrials 31,087 $652,205.26 0.16%
Otter Tail Corporation OTTR Utilities 18,789 $682,792.26 0.16%
PC Connection, Inc. CNXN Information Technology 15,722 $668,342.22 0.16%
Pluralsight, Inc. (Class A) PS Information Technology 40,377 $680,352.45 0.16%
Rambus Inc. RMBS Information Technology 47,947 $657,353.37 0.16%
Renasant Corporation RNST Financials 29,267 $669,921.63 0.16%
Synaptics Incorporated SYNA Information Technology 8,083 $660,704.42 0.16%
Trustmark Corporation TRMK Financials 29,722 $663,692.26 0.16%
WillScot Mobile Mini Holdings Corp. WSC Industrials 39,534 $673,264.02 0.16%
Bottomline Technologies (de), Inc. EPAY Information Technology 14,354 $615,571.31 0.15%
Callon Petroleum Company CPE Energy 105,622 $626,338.46 0.15%
Dorman Products, Inc. DORM Consumer Discretionary 7,245 $626,185.35 0.15%
Gibraltar Industries, Inc. ROCK Industrials 10,120 $636,750.40 0.15%
Karyopharm Therapeutics Inc. KPTI Health Care 38,479 $627,977.28 0.15%
NexTier Oilfield Solutions Inc. NEX Energy 297,466 $618,729.28 0.15%
Pagerduty, Inc. PD Information Technology 25,463 $632,246.29 0.15%
Park National Corporation PRK Financials 6,903 $613,193.49 0.15%
Patrick Industries, Inc. PATK Industrials 11,900 $615,706.00 0.15%
Shake Shack Inc. (Class A) SHAK Consumer Discretionary 9,171 $619,776.18 0.15%
TheRealReal, Inc. REAL Consumer Discretionary 37,989 $623,399.49 0.15%
TriCo Bancshares TCBK Financials 23,933 $626,805.27 0.15%
Varonis Systems, Inc. VRNS Information Technology 5,491 $612,795.60 0.15%
Allegiant Travel Company ALGT Industrials 4,448 $598,256.00 0.14%
Compass Minerals International, Inc. CMP Materials 9,965 $594,013.65 0.14%
Core-Mark Holding Company, Inc. CORE Consumer Discretionary 19,470 $578,453.70 0.14%
CorVel Corporation CRVL Health Care 6,853 $599,363.38 0.14%
Dave & Buster's Entertainment, Inc. PLAY Consumer Discretionary 36,449 $600,315.03 0.14%
eHealth, Inc. EHTH Financials 7,417 $586,239.68 0.14%
EVERTEC, Inc. EVTC Information Technology 17,289 $601,830.09 0.14%
HMS Holdings Corp. HMSY Health Care 22,499 $571,474.60 0.14%
Kaiser Aluminum Corporation KALU Materials 9,900 $593,802.00 0.14%
NextGen Healthcare Inc. NXGN Health Care 44,249 $578,334.43 0.14%
OceanFirst Financial Corp. OCFC Financials 41,339 $595,281.60 0.14%
Piper Sandler Companies PIPR Financials 8,214 $580,483.38 0.14%
Playa Hotels & Resorts NV PLYA Consumer Discretionary 134,216 $578,470.96 0.14%
S&T Bancorp, Inc. STBA Financials 31,080 $595,803.60 0.14%
US Dollar $USD Other 598,404 $598,404.28 0.14%
WW International, Inc. WW Consumer Discretionary 28,714 $567,101.50 0.14%
Accelerate Diagnostics, Inc. AXDX Health Care 48,073 $539,379.06 0.13%
Arena Pharmaceuticals, Inc. ARNA Health Care 7,717 $549,836.25 0.13%
Astec Industries, Inc. ASTE Industrials 10,493 $556,548.72 0.13%
B&G Foods, Inc. BGS Consumer Staples 19,930 $542,893.20 0.13%
Community Healthcare Trust Incorporated CHCT Real Estate 11,880 $538,995.60 0.13%
CSW Industrials, Inc. CSWI Industrials 7,030 $528,234.20 0.13%
Editas Medicine, Inc. EDIT Health Care 16,427 $556,875.30 0.13%
FARO Technologies, Inc. FARO Information Technology 9,065 $520,693.60 0.13%
Franklin Electric Co., Inc. FELE Industrials 9,250 $557,127.50 0.13%
Gentherm Incorporated THRM Consumer Discretionary 12,489 $530,282.94 0.13%
KKR Real Estate Finance Trust Inc. KREF Financials 29,304 $524,541.60 0.13%
Moelis & Company MC Financials 15,591 $533,368.11 0.13%
Perdoceo Education Corp. PRDO Consumer Discretionary 45,751 $550,842.04 0.13%
PriceSmart, Inc. PSMT Consumer Staples 8,054 $541,591.28 0.13%
Raven Industries, Inc. RAVN Industrials 22,588 $531,043.88 0.13%
SM Energy Company SM Energy 259,126 $554,529.64 0.13%
Systemax Inc. SYX Industrials 23,654 $527,484.20 0.13%
Tabula Rasa HealthCare, Inc. TRHC Health Care 13,318 $527,392.80 0.13%
Teradata Corporation TDC Information Technology 23,358 $529,058.70 0.13%
Welbilt, Inc. WBT Industrials 79,780 $520,165.60 0.13%
Zuora, Inc. (Class A) ZUO Information Technology 57,161 $553,890.09 0.13%
Badger Meter, Inc. BMI Information Technology 7,721 $501,092.90 0.12%
Benchmark Electronics, Inc. BHE Information Technology 22,492 $482,453.40 0.12%
Central Garden & Pet Company (Class A) CENTA Consumer Staples 14,379 $503,696.37 0.12%
Four Corners Property Trust, Inc. FCPT Real Estate 19,913 $507,781.50 0.12%
Griffon Corporation GFF Industrials 26,235 $514,206.00 0.12%
Hostess Brands, Inc. TWNK Consumer Staples 39,760 $502,168.80 0.12%
National HealthCare Corporation NHC Health Care 7,659 $503,043.12 0.12%
OFG Bancorp OFG Financials 36,339 $486,579.21 0.12%
Plexus Corp. PLXS Information Technology 6,885 $489,661.20 0.12%
PRA Group, Inc. PRAA Financials 12,568 $513,402.80 0.12%
Quotient Technology Inc. QUOT Consumer Discretionary 66,374 $483,866.46 0.12%
Tennant Company TNC Industrials 7,474 $480,428.72 0.12%
The Gorman-Rupp Company GRC Industrials 15,632 $491,782.72 0.12%
USANA Health Sciences, Inc. USNA Consumer Staples 6,616 $498,647.92 0.12%
Vector Group Ltd. VGR Consumer Staples 48,295 $488,262.45 0.12%
Worthington Industries, Inc. WOR Materials 13,027 $518,083.79 0.12%
8x8, Inc. EGHT Information Technology 30,367 $465,526.11 0.11%
Atkore International Group Inc. ATKR Industrials 17,764 $437,349.68 0.11%
BGC Partners, Inc. BGCP Financials 177,321 $441,529.29 0.11%
Brookline Bancorp, Inc. BRKL Financials 48,200 $437,174.00 0.11%
CSG Systems International, Inc. CSGS Information Technology 11,739 $470,264.34 0.11%
Diodes Incorporated DIOD Information Technology 9,583 $471,579.43 0.11%
Easterly Government Properties, Inc. DEA Real Estate 21,015 $472,837.50 0.11%
GMS Inc. GMS Industrials 19,759 $448,726.89 0.11%
Hamilton Lane Incorporated (Class A) HLNE Financials 7,212 $456,735.96 0.11%
Healthcare Services Group, Inc. HCSG Industrials 19,863 $440,958.60 0.11%
Ironwood Pharmaceuticals, Inc. IRWD Health Care 47,079 $470,790.00 0.11%
Lakeland Financial Corporation LKFN Financials 10,428 $445,901.28 0.11%
LTC Properties, Inc. LTC Real Estate 12,899 $458,817.43 0.11%
Monmouth Real Estate Investment Corporation MNR Real Estate 33,530 $464,725.80 0.11%
NBT Bancorp Inc. NBTB Financials 15,795 $454,264.20 0.11%
NIC Inc. EGOV Information Technology 21,162 $438,688.26 0.11%
Northwest Bancshares, Inc. NWBI Financials 47,517 $472,794.15 0.11%
Premier Financial Corp. PFC Financials 27,496 $455,333.76 0.11%
Prestige Consumer Healthcare Inc. PBH Health Care 12,935 $469,152.45 0.11%
Progress Software Corporation PRGS Information Technology 12,538 $441,713.74 0.11%
Safety Insurance Group, Inc. SAFT Financials 6,371 $450,811.96 0.11%
StoneX Group Inc. SNEX Financials 8,833 $469,208.96 0.11%
Veritex Holdings, Inc. VBTX Financials 27,449 $465,535.04 0.11%
WD-40 Company WDFC Consumer Staples 2,451 $475,665.57 0.11%
Arvinas, Inc. ARVN Health Care 14,485 $405,435.15 0.10%
Chesapeake Utilities Corporation CPK Utilities 5,784 $429,751.20 0.10%
Getty Realty Corp. GTY Real Estate 16,370 $433,805.00 0.10%
Hecla Mining Company HL Materials 74,290 $421,967.20 0.10%
Innoviva, Inc. INVA Health Care 34,756 $401,953.15 0.10%
Ligand Pharmaceuticals Inc. (Class B) LGND Health Care 4,343 $399,903.44 0.10%
Materion Corporation MTRN Materials 7,902 $410,904.00 0.10%
National Research Corporation NRC Health Care 8,347 $417,600.41 0.10%
NetScout Systems, Inc. NTCT Information Technology 19,008 $423,403.23 0.10%
Office Properties Income Trust OPI Real Estate 18,707 $423,713.55 0.10%
Principia Biopharma Inc. PRNB Health Care 4,062 $407,296.74 0.10%
Sally Beauty Holdings, Inc. SBH Consumer Discretionary 38,776 $412,188.88 0.10%
Switch, Inc. (Class A) SWCH Information Technology 27,266 $416,624.48 0.10%
Tanger Factory Outlet Centers, Inc. SKT Real Estate 68,144 $436,121.60 0.10%
Theravance Biopharma, Inc. TBPH Health Care 23,148 $412,497.36 0.10%
Varex Imaging Corporation VREX Health Care 32,071 $398,642.53 0.10%
Kosmos Energy Ltd. KOS Energy 292,687 $383,419.97 0.09%
Preferred Bank PFBC Financials 11,340 $381,364.20 0.09%
PROS Holdings, Inc. PRO Information Technology 10,934 $358,307.18 0.09%
Shutterstock, Inc. SSTK Consumer Discretionary 6,948 $371,856.96 0.09%
Sprouts Farmers Market, Inc. SFM Consumer Staples 18,986 $392,440.62 0.09%
Abercrombie & Fitch Co. (Class A) ANF Consumer Discretionary 22,832 $348,644.64 0.08%
Arbor Realty Trust, Inc. ABR Financials 26,292 $321,025.32 0.08%
Bloomin' Brands, Inc. BLMN Consumer Discretionary 22,788 $343,870.92 0.08%
GUESS?, Inc. GES Consumer Discretionary 25,123 $344,938.79 0.08%
Hannon Armstrong Sustainable Infrastructure Capital, Inc. HASI Financials 8,534 $334,191.44 0.08%
MicroStrategy Incorporated MSTR Information Technology 2,052 $327,478.68 0.08%
Nelnet, Inc. NNI Financials 5,089 $327,986.05 0.08%
Scholastic Corporation SCHL Communication Services 16,228 $343,871.32 0.08%
SeaWorld Entertainment, Inc. SEAS Consumer Discretionary 16,404 $350,717.52 0.08%
The Chemours Company CC Materials 15,827 $342,971.09 0.08%
Alcoa Corporation AA Materials 21,614 $287,898.48 0.07%
Allscripts Healthcare Solutions, Inc. MDRX Health Care 35,885 $292,821.60 0.07%
Altra Industrial Motion Corp. AIMC Industrials 7,625 $303,246.25 0.07%
Avanos Medical Inc. AVNS Health Care 8,265 $279,770.25 0.07%
CommScope Holding Company, Inc. COMM Information Technology 29,163 $280,839.69 0.07%
EQT Corporation EQT Energy 20,414 $309,067.96 0.07%
Evo Payments, Inc. (Class A) EVOP Information Technology 10,642 $271,690.26 0.07%
GCP Applied Technologies Inc. GCP Materials 13,074 $272,592.90 0.07%
Hanger, Inc. HNGR Health Care 14,670 $282,837.60 0.07%
Kennametal Inc. KMT Industrials 8,462 $278,399.80 0.07%
McGrath RentCorp MGRC Industrials 4,498 $270,374.78 0.07%
National Beverage Corp. FIZZ Consumer Staples 3,982 $287,938.42 0.07%
National Storage Affiliates Trust NSA Real Estate 8,477 $291,269.72 0.07%
National Vision Holdings, Inc. EYE Consumer Discretionary 7,961 $305,304.35 0.07%
NMI Holdings, Inc. (Class A) NMIH Financials 15,108 $275,267.76 0.07%
Sensient Technologies Corporation SXT Materials 4,658 $274,263.04 0.07%
Stamps.com Inc. STMP Consumer Discretionary 1,323 $298,839.24 0.07%
The Chefs' Warehouse, Inc. CHEF Consumer Staples 17,888 $303,917.12 0.07%
The Simply Good Foods Company SMPL Consumer Staples 13,074 $288,543.18 0.07%
Triumph Bancorp, Inc. TBK Financials 10,010 $288,288.00 0.07%
Veracyte, Inc. VCYT Health Care 9,378 $306,848.16 0.07%
Viad Corp VVI Industrials 12,771 $285,942.69 0.07%
Virtu Financial, Inc. (Class A) VIRT Financials 10,294 $277,320.36 0.07%
Argo Group International Holdings, Ltd. ARGO Financials 6,976 $250,229.12 0.06%
Atlantic Union Bankshares Corporation AUB Financials 10,491 $235,103.31 0.06%
BancFirst Corporation BANF Financials 5,989 $260,281.94 0.06%
Cactus, Inc. (Class A) WHD Energy 11,774 $245,487.90 0.06%
Cadence Bancorporation CADE Financials 27,420 $244,312.20 0.06%
Calavo Growers, Inc. CVGW Consumer Staples 3,863 $264,113.31 0.06%
Coca-Cola Consolidated Inc. COKE Consumer Staples 1,058 $258,807.96 0.06%
Endo International Plc ENDP Health Care 70,826 $230,892.76 0.06%
Equitrans Midstream Corporation ETRN Energy 29,234 $270,122.16 0.06%
ESCO Technologies Inc. ESE Industrials 2,875 $242,880.00 0.06%
Ferro Corporation FOE Materials 20,347 $254,947.91 0.06%
Global Net Lease, Inc. GNL Real Estate 14,521 $242,645.91 0.06%
Granite Point Mortgage Trust Inc. GPMT Financials 33,834 $231,424.56 0.06%
Green Dot Corporation (Class A) GDOT Financials 4,950 $241,510.50 0.06%
Heron Therapeutics, Inc. HRTX Health Care 16,515 $268,864.20 0.06%
Independence Realty Trust, Inc. IRT Real Estate 21,143 $241,453.06 0.06%
Ingevity Corporation NGVT Materials 4,621 $256,835.18 0.06%
InterDigital, Inc. IDCC Information Technology 4,291 $253,083.18 0.06%
Knowles Corporation KN Information Technology 15,919 $235,919.58 0.06%
LendingClub Corporation LC Financials 53,390 $264,280.50 0.06%
Lindsay Corporation LNN Industrials 2,634 $258,500.76 0.06%
Mercury General Corporation MCY Financials 5,962 $259,347.00 0.06%
National Bank Holdings Corporation (Class A) NBHC Financials 8,997 $241,569.45 0.06%
OSI Systems, Inc. OSIS Information Technology 3,255 $261,018.45 0.06%
PennyMac Mortgage Investment Trust PMT Financials 13,859 $242,116.73 0.06%
ProAssurance Corporation PRA Financials 16,789 $247,469.86 0.06%
Resideo Technologies, Inc. REZI Industrials 20,728 $241,895.76 0.06%
Safehold Inc. SAFE Real Estate 4,226 $241,262.34 0.06%
Shenandoah Telecommunications Company SHEN Communication Services 4,928 $235,804.80 0.06%
SJW Group SJW Utilities 3,911 $234,308.01 0.06%
Third Point Reinsurance Ltd. TPRE Financials 32,349 $247,793.34 0.06%
AeroVironment, Inc. AVAV Industrials 3,050 $193,431.00 0.05%
Albany International Corp. (Class A) AIN Industrials 4,139 $225,575.50 0.05%
Alexander & Baldwin, Inc. ALEX Real Estate 19,930 $215,044.70 0.05%
ATN International, Inc. ATNI Communication Services 4,012 $209,346.16 0.05%
California Water Service Group CWT Utilities 5,093 $213,142.05 0.05%
Capitol Federal Financial, Inc. CFFN Financials 22,066 $204,772.48 0.05%
City Holding Company CHCO Financials 3,729 $226,275.72 0.05%
Colony Credit Real Estate, Inc. (Class A) CLNC Financials 34,607 $188,262.08 0.05%
Columbia Financial, Inc. CLBK Financials 17,410 $199,518.60 0.05%
ConnectOne Bancorp, Inc. CNOB Financials 15,070 $221,076.90 0.05%
Covanta Holding Corporation CVA Industrials 25,331 $209,993.99 0.05%
Cubic Corporation CUB Industrials 5,057 $224,379.09 0.05%
Dril-Quip, Inc. DRQ Energy 8,154 $214,287.12 0.05%
Enanta Pharmaceuticals, Inc. ENTA Health Care 4,839 $223,368.24 0.05%
Enterprise Financial Services Corp EFSC Financials 7,807 $221,328.45 0.05%
Huron Consulting Group Inc. HURN Industrials 5,490 $219,270.60 0.05%
Independent Bank Corp. INDB Financials 3,620 $196,204.00 0.05%
Innospec Inc. IOSP Materials 3,146 $209,240.46 0.05%
Inogen, Inc. INGN Health Care 6,839 $196,758.03 0.05%
iRobot Corporation IRBT Consumer Discretionary 2,894 $226,397.62 0.05%
Middlesex Water Company MSEX Utilities 3,615 $225,648.30 0.05%
Newmark Group, Inc. (Class A) NMRK Real Estate 49,985 $219,184.22 0.05%
Onto Innovation Inc. ONTO Information Technology 7,135 $210,482.50 0.05%
Plantronics, Inc. PLT Information Technology 16,550 $207,702.50 0.05%
Premier, Inc. (Class A) PINC Health Care 7,088 $220,224.16 0.05%
Rogers Corporation ROG Information Technology 1,949 $203,046.82 0.05%
Seacoast Banking Corporation of Florida SBCF Financials 11,910 $221,883.30 0.05%
Southside Bancshares, Inc. SBSI Financials 8,764 $227,075.24 0.05%
SP Plus Corporation SP Industrials 11,731 $217,258.12 0.05%
Tootsie Roll Industries, Inc. TR Consumer Staples 7,090 $214,188.90 0.05%
United Community Banks, Inc. UCBI Financials 12,073 $208,138.52 0.05%
Washington Federal, Inc. WAFD Financials 9,052 $200,954.40 0.05%
World Wrestling Entertainment, Inc. WWE Communication Services 5,590 $224,494.40 0.05%
Yelp Inc. YELP Communication Services 10,504 $215,647.12 0.05%
Delek US Holdings, Inc. DK Energy 13,954 $165,773.52 0.04%
Esperion Therapeutics, Inc. ESPR Health Care 4,733 $185,533.60 0.04%
Monro, Inc. MNRO Consumer Discretionary 4,423 $182,139.14 0.04%
Alector, Inc. ALEC Health Care 9,941 $139,869.87 0.03%
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.