First Trust Small Cap Core AlphaDEX® Fund (FYX)
Holdings of the Fund as of 2/18/2020

Total Number of Holdings (excluding cash): 524

Security Name Identifier Classification Shares / Quantity Market Value Weighting Descending sort
Green Dot Corporation (Class A) GDOT Financials 76,892 $2,622,017.20 0.47%
Redfin Corporation RDFN Real Estate 84,749 $2,618,744.10 0.47%
Acceleron Pharma Inc. XLRN Health Care 27,033 $2,549,482.23 0.46%
eHealth, Inc. EHTH Financials 18,647 $2,374,508.98 0.43%
Freshpet, Inc. FRPT Consumer Staples 30,320 $2,257,324.00 0.41%
Principia Biopharma Inc. PRNB Health Care 32,705 $2,272,997.50 0.41%
Taylor Morrison Home Corporation (Class A) TMHC Consumer Discretionary 81,957 $2,278,404.60 0.41%
M.D.C. Holdings, Inc. MDC Consumer Discretionary 46,949 $2,094,864.38 0.38%
Meritage Homes Corporation MTH Consumer Discretionary 29,318 $2,104,152.86 0.38%
NeoGenomics, Inc. NEO Health Care 61,251 $2,087,740.34 0.38%
RH RH Consumer Discretionary 8,392 $2,115,623.20 0.38%
Walker & Dunlop, Inc. WD Financials 27,700 $2,119,050.00 0.38%
Perficient, Inc. PRFT Information Technology 38,889 $2,044,783.62 0.37%
Sleep Number Corporation SNBR Consumer Discretionary 36,385 $2,045,928.55 0.37%
Inphi Corporation IPHI Information Technology 24,204 $2,009,900.16 0.36%
TRI Pointe Group, Inc. TPH Consumer Discretionary 114,992 $1,981,312.16 0.36%
Hub Group, Inc. HUBG Industrials 34,930 $1,938,789.68 0.35%
Inspire Medical Systems, Inc. INSP Health Care 24,142 $1,945,120.94 0.35%
Installed Building Products, Inc. IBP Consumer Discretionary 26,013 $1,957,998.51 0.35%
M/I Homes, Inc. MHO Consumer Discretionary 45,529 $1,922,689.67 0.35%
Meta Financial Group, Inc. CASH Financials 49,071 $1,950,081.54 0.35%
Scientific Games Corporation SGMS Consumer Discretionary 66,901 $1,966,220.39 0.35%
Arcosa, Inc. ACA Industrials 40,215 $1,876,029.75 0.34%
Atkore International Group Inc. ATKR Industrials 44,282 $1,858,515.54 0.34%
Employers Holdings, Inc. EIG Financials 42,911 $1,903,531.96 0.34%
GMS Inc. GMS Industrials 66,160 $1,873,651.20 0.34%
Livent Corporation LTHM Materials 167,635 $1,867,453.90 0.34%
Primoris Services Corporation PRIM Industrials 80,557 $1,882,617.09 0.34%
R1 RCM Inc. RCM Health Care 138,028 $1,857,856.88 0.34%
Werner Enterprises, Inc. WERN Industrials 49,233 $1,876,269.63 0.34%
WillScot Corporation WSC Industrials 96,895 $1,876,856.15 0.34%
ACCO Brands Corporation ACCO Industrials 191,409 $1,843,268.67 0.33%
Advanced Drainage Systems, Inc. WMS Industrials 36,902 $1,835,874.50 0.33%
AppFolio, Inc. (Class A) APPF Information Technology 13,036 $1,838,206.36 0.33%
Epizyme, Inc. EPZM Health Care 72,828 $1,838,907.00 0.33%
Itron, Inc. ITRI Information Technology 21,340 $1,847,617.20 0.33%
Marten Transport, Ltd. MRTN Industrials 83,369 $1,849,958.11 0.33%
PennyMac Financial Services, Inc. PFSI Financials 52,633 $1,856,892.24 0.33%
SPX Corporation SPXC Industrials 35,213 $1,827,202.57 0.33%
Stoneridge, Inc. SRI Consumer Discretionary 61,105 $1,808,708.00 0.33%
Abercrombie & Fitch Co. (Class A) ANF Consumer Discretionary 103,619 $1,749,088.72 0.32%
Adtalem Global Education Inc. ATGE Consumer Discretionary 51,233 $1,759,853.55 0.32%
Atlas Air Worldwide Holdings, Inc. AAWW Industrials 64,984 $1,792,908.56 0.32%
AVX Corporation AVX Information Technology 87,523 $1,791,595.81 0.32%
CoreCivic, Inc. CXW Real Estate 103,084 $1,747,273.80 0.32%
Encore Capital Group, Inc. ECPG Financials 50,668 $1,773,380.00 0.32%
FormFactor, Inc. FORM Information Technology 68,988 $1,772,301.72 0.32%
Korn Ferry KFY Industrials 42,254 $1,762,836.88 0.32%
Momenta Pharmaceuticals, Inc. MNTA Health Care 54,483 $1,788,676.89 0.32%
United States Cellular Corporation USM Communication Services 49,451 $1,765,895.21 0.32%
Urban Outfitters, Inc. URBN Consumer Discretionary 64,515 $1,794,162.15 0.32%
Vector Group Ltd. VGR Consumer Staples 133,801 $1,795,609.42 0.32%
Warrior Met Coal, Inc. HCC Materials 84,790 $1,750,913.50 0.32%
Allegheny Technologies Incorporated ATI Materials 86,718 $1,723,086.66 0.31%
AMC Networks Inc. (Class A) AMCX Communication Services 45,356 $1,691,325.24 0.31%
Dana Inc. DAN Consumer Discretionary 98,439 $1,699,057.14 0.31%
Douglas Dynamics, Inc. PLOW Industrials 32,575 $1,742,762.50 0.31%
JELD-WEN Holding, Inc. JELD Industrials 76,531 $1,706,641.30 0.31%
Laureate Education, Inc (Class A) LAUR Consumer Discretionary 81,389 $1,714,866.23 0.31%
Mack-Cali Realty Corporation CLI Real Estate 77,457 $1,694,759.16 0.31%
Minerals Technologies Inc. MTX Materials 31,087 $1,713,826.31 0.31%
Nevro Corp. NVRO Health Care 12,194 $1,738,742.46 0.31%
Signet Jewelers Limited SIG Consumer Discretionary 65,928 $1,722,039.36 0.31%
Tactile Systems Technology, Inc. TCMD Health Care 26,537 $1,720,659.08 0.31%
Varonis Systems, Inc. VRNS Information Technology 18,444 $1,696,294.68 0.31%
Vishay Intertechnology, Inc. VSH Information Technology 84,151 $1,710,789.83 0.31%
Waddell & Reed Financial, Inc. WDR Financials 107,152 $1,723,004.16 0.31%
Commercial Metals Company CMC Materials 80,449 $1,664,489.81 0.30%
CONMED Corporation CNMD Health Care 16,021 $1,665,062.53 0.30%
Crocs, Inc. CROX Consumer Discretionary 42,768 $1,636,731.36 0.30%
Dicerna Pharmaceuticals, Inc. DRNA Health Care 81,326 $1,654,984.10 0.30%
Hawaiian Holdings, Inc. HA Industrials 61,166 $1,653,928.64 0.30%
Inovalon Holdings, Inc. (Class A) INOV Health Care 76,156 $1,686,093.84 0.30%
KB Home KBH Consumer Discretionary 41,824 $1,658,739.84 0.30%
Patrick Industries, Inc. PATK Industrials 27,337 $1,681,772.24 0.30%
PGT Innovations, Inc. PGTI Industrials 96,129 $1,647,651.06 0.30%
Rush Enterprises, Inc. (Class A) RUSHA Industrials 38,530 $1,682,219.80 0.30%
Summit Hotel Properties, Inc. INN Real Estate 145,186 $1,668,187.14 0.30%
Triton International Limited TRTN Industrials 44,567 $1,685,969.61 0.30%
Weis Markets, Inc. WMK Consumer Staples 44,249 $1,664,204.89 0.30%
American Woodmark Corporation AMWD Industrials 13,714 $1,586,709.80 0.29%
Big Lots, Inc. BIG Consumer Discretionary 62,380 $1,602,542.20 0.29%
Cannae Holdings, Inc. CNNE Financials 38,540 $1,633,710.60 0.29%
Ebix, Inc. EBIX Information Technology 42,899 $1,597,558.76 0.29%
Fate Therapeutics, Inc. FATE Health Care 54,928 $1,588,792.40 0.29%
Ironwood Pharmaceuticals, Inc. IRWD Health Care 134,604 $1,628,708.40 0.29%
NMI Holdings, Inc. (Class A) NMIH Financials 53,997 $1,592,371.53 0.29%
Reata Pharmaceuticals, Inc. (Class A) RETA Health Care 7,012 $1,599,717.68 0.29%
SeaWorld Entertainment, Inc. SEAS Consumer Discretionary 45,199 $1,625,808.03 0.29%
TTM Technologies, Inc. TTMI Information Technology 119,043 $1,610,651.79 0.29%
Vivint Solar, Inc. VSLR Industrials 148,065 $1,634,637.60 0.29%
Xenia Hotels & Resorts, Inc. XHR Real Estate 82,906 $1,605,889.22 0.29%
Astronics Corporation ATRO Industrials 64,101 $1,557,654.30 0.28%
BMC Stock Holdings, Inc. BMCH Industrials 49,958 $1,531,712.28 0.28%
Carpenter Technology Corporation CRS Materials 35,990 $1,546,850.20 0.28%
CNO Financial Group, Inc. CNO Financials 79,056 $1,532,895.84 0.28%
Dillard's, Inc. (Class A) DDS Consumer Discretionary 24,382 $1,541,430.04 0.28%
Diodes Incorporated DIOD Information Technology 31,782 $1,570,030.80 0.28%
Domtar Corporation UFS Materials 46,852 $1,579,849.44 0.28%
Easterly Government Properties, Inc. DEA Real Estate 60,399 $1,526,282.73 0.28%
Enova International, Inc. ENVA Financials 74,463 $1,567,446.15 0.28%
H&E Equipment Services, Inc. HEES Industrials 53,592 $1,566,494.16 0.28%
MACOM Technology Solutions Holdings, Inc. MTSI Information Technology 53,882 $1,573,354.40 0.28%
Methode Electronics, Inc. MEI Information Technology 45,529 $1,558,457.67 0.28%
Par Pacific Holdings, Inc. PARR Energy 77,091 $1,534,881.81 0.28%
Penn National Gaming, Inc. PENN Consumer Discretionary 42,055 $1,552,670.60 0.28%
ScanSource, Inc. SCSC Information Technology 48,486 $1,542,339.66 0.28%
Stitch Fix, Inc. (Class A) SFIX Consumer Discretionary 55,856 $1,545,535.52 0.28%
Sturm, Ruger & Company, Inc. RGR Consumer Discretionary 30,476 $1,557,018.84 0.28%
Tennant Company TNC Industrials 18,393 $1,551,265.62 0.28%
The Greenbrier Companies, Inc. GBX Industrials 55,245 $1,540,783.05 0.28%
Universal Corporation UVV Consumer Staples 31,399 $1,568,380.05 0.28%
Universal Health Realty Income Trust UHT Real Estate 12,213 $1,563,630.39 0.28%
US Dollar $USD Other 1,550,368 $1,550,367.80 0.28%
Addus HomeCare Corporation ADUS Health Care 14,742 $1,471,104.18 0.27%
Alamo Group Inc. ALG Industrials 11,415 $1,481,438.70 0.27%
Apogee Enterprises, Inc. APOG Industrials 44,102 $1,483,591.28 0.27%
Franklin Electric Co., Inc. FELE Industrials 25,004 $1,469,735.12 0.27%
Gray Television, Inc. GTN Communication Services 66,851 $1,486,097.73 0.27%
Kelly Services, Inc. KELYA Industrials 79,344 $1,521,817.92 0.27%
McGrath RentCorp MGRC Industrials 18,725 $1,520,095.50 0.27%
Papa John's International, Inc. PZZA Consumer Discretionary 22,697 $1,509,123.53 0.27%
PDC Energy, Inc. PDCE Energy 68,461 $1,476,019.16 0.27%
The GEO Group, Inc. GEO Real Estate 86,290 $1,489,365.40 0.27%
Universal Forest Products, Inc. UFPI Industrials 30,047 $1,481,317.10 0.27%
CSG Systems International, Inc. CSGS Information Technology 27,680 $1,447,664.00 0.26%
Federal Signal Corporation FSS Industrials 44,443 $1,463,952.42 0.26%
Focus Financial Partners Inc. (Class A) FOCS Financials 48,634 $1,456,588.30 0.26%
G-III Apparel Group, Ltd. GIII Consumer Discretionary 53,481 $1,429,279.75 0.26%
Group 1 Automotive, Inc. GPI Consumer Discretionary 14,334 $1,450,314.12 0.26%
Heartland Financial USA, Inc. HTLF Financials 28,814 $1,448,767.92 0.26%
HNI Corporation HNI Industrials 38,261 $1,453,918.00 0.26%
Innospec Inc. IOSP Materials 13,855 $1,434,685.25 0.26%
Peabody Energy Corporation BTU Energy 196,446 $1,449,771.48 0.26%
Saia, Inc. SAIA Industrials 15,392 $1,469,012.48 0.26%
Schneider National, Inc. (Class B) SNDR Industrials 65,685 $1,446,383.70 0.26%
The Andersons, Inc. ANDE Consumer Staples 70,871 $1,453,209.85 0.26%
Trinity Industries, Inc. TRN Industrials 64,707 $1,426,142.28 0.26%
WESCO International, Inc. WCC Industrials 30,167 $1,446,809.32 0.26%
Allegiant Travel Company ALGT Industrials 8,236 $1,363,305.08 0.25%
Altra Industrial Motion Corp. AIMC Industrials 39,583 $1,412,321.44 0.25%
Arch Coal, Inc. ARCH Energy 24,973 $1,379,009.06 0.25%
B&G Foods, Inc. BGS Consumer Staples 99,922 $1,379,922.82 0.25%
Boston Private Financial Holdings, Inc. BPFH Financials 119,141 $1,376,078.55 0.25%
Central Garden & Pet Company (Class A) CENTA Consumer Staples 48,816 $1,373,194.08 0.25%
CSW Industrials, Inc. CSWI Industrials 18,614 $1,375,574.60 0.25%
Encore Wire Corporation WIRE Industrials 24,969 $1,405,754.70 0.25%
First Financial Bancorp. FFBC Financials 56,339 $1,378,897.03 0.25%
Fresh Del Monte Produce Inc. FDP Consumer Staples 40,975 $1,393,559.75 0.25%
Helios Technologies Inc. HLIO Industrials 31,004 $1,362,935.84 0.25%
Huron Consulting Group Inc. HURN Industrials 20,856 $1,386,715.44 0.25%
Kadant Inc. KAI Industrials 13,606 $1,365,089.98 0.25%
Meritor, Inc. MTOR Industrials 54,725 $1,403,696.25 0.25%
National HealthCare Corporation NHC Health Care 16,583 $1,372,243.25 0.25%
Rent-A-Center, Inc. RCII Consumer Discretionary 49,697 $1,409,903.89 0.25%
Safehold Inc. SAFE Real Estate 26,675 $1,395,636.00 0.25%
SEACOR Holdings Inc. CKH Energy 33,216 $1,373,813.76 0.25%
SM Energy Company SM Energy 159,394 $1,391,509.62 0.25%
The Buckle, Inc. BKE Consumer Discretionary 55,663 $1,382,112.29 0.25%
Theravance Biopharma, Inc. TBPH Health Care 55,360 $1,374,588.80 0.25%
Triumph Group, Inc. TGI Industrials 56,718 $1,370,874.06 0.25%
United States Steel Corporation X Materials 157,020 $1,384,916.40 0.25%
Veritex Holdings, Inc. VBTX Financials 49,202 $1,387,004.38 0.25%
AZZ Inc. AZZ Industrials 31,193 $1,337,555.84 0.24%
Boot Barn Holdings, Inc. BOOT Consumer Discretionary 40,234 $1,320,479.88 0.24%
BrightView Holdings, Inc. BV Industrials 84,960 $1,340,668.80 0.24%
Cooper Tire & Rubber Company CTB Consumer Discretionary 49,852 $1,355,974.40 0.24%
DiamondRock Hospitality Company DRH Real Estate 129,357 $1,340,138.52 0.24%
Dycom Industries, Inc. DY Industrials 30,398 $1,346,935.38 0.24%
Eagle Bancorp, Inc. EGBN Financials 29,474 $1,309,529.82 0.24%
Greif, Inc. GEF Materials 32,428 $1,353,220.44 0.24%
Heartland Express, Inc. HTLD Industrials 68,090 $1,345,458.40 0.24%
Helix Energy Solutions Group, Inc. HLX Energy 148,835 $1,312,724.70 0.24%
Hertz Global Holdings Inc. HTZ Industrials 68,251 $1,334,989.56 0.24%
Hope Bancorp, Inc. HOPE Financials 96,452 $1,352,257.04 0.24%
Kinsale Capital Group, Inc. KNSL Financials 10,574 $1,342,580.78 0.24%
National Western Life Group, Inc. NWLI Financials 4,928 $1,349,040.00 0.24%
Simmons First National Corporation SFNC Financials 53,501 $1,320,939.69 0.24%
Steelcase Inc. SCS Industrials 70,052 $1,326,784.88 0.24%
Cadence Bancorporation CADE Financials 79,056 $1,284,660.00 0.23%
Casella Waste Systems, Inc. CWST Industrials 23,354 $1,263,684.94 0.23%
CNX Resources Corporation CNX Energy 202,440 $1,267,274.40 0.23%
Cohen & Steers, Inc. CNS Financials 17,129 $1,290,498.86 0.23%
Designer Brands Inc. DBI Consumer Discretionary 91,060 $1,302,158.00 0.23%
Dick's Sporting Goods, Inc. DKS Consumer Discretionary 28,962 $1,258,688.52 0.23%
Forward Air Corporation FWRD Industrials 20,489 $1,299,207.49 0.23%
Great Western Bancorp, Inc. GWB Financials 41,257 $1,258,338.50 0.23%
Hilltop Holdings Inc. HTH Financials 57,493 $1,268,870.51 0.23%
Houlihan Lokey, Inc. HLI Financials 21,997 $1,269,226.90 0.23%
John Wiley & Sons, Inc. (Class A) JW/A Communication Services 29,539 $1,268,109.27 0.23%
LivePerson, Inc. LPSN Information Technology 38,736 $1,264,343.04 0.23%
Matador Resources Company MTDR Energy 99,699 $1,249,228.47 0.23%
NOW Inc. DNOW Industrials 127,515 $1,248,371.85 0.23%
Office Depot, Inc. ODP Consumer Discretionary 523,092 $1,265,882.64 0.23%
Oxford Industries, Inc. OXM Consumer Discretionary 19,004 $1,278,779.16 0.23%
Renasant Corporation RNST Financials 40,464 $1,293,634.08 0.23%
Sanmina Corporation SANM Information Technology 41,859 $1,250,746.92 0.23%
Tanger Factory Outlet Centers, Inc. SKT Real Estate 97,304 $1,272,736.32 0.23%
Archrock, Inc. AROC Energy 142,757 $1,212,006.93 0.22%
ATN International, Inc. ATNI Communication Services 19,406 $1,194,827.42 0.22%
Beacon Roofing Supply, Inc. BECN Industrials 33,614 $1,202,372.78 0.22%
Cooper-Standard Holdings Inc. CPS Consumer Discretionary 54,028 $1,205,364.68 0.22%
Dave & Buster's Entertainment, Inc. PLAY Consumer Discretionary 26,760 $1,237,917.60 0.22%
Dine Brands Global, Inc. DIN Consumer Discretionary 12,871 $1,210,131.42 0.22%
ExlService Holdings, Inc. EXLS Information Technology 15,476 $1,212,389.84 0.22%
Knowles Corporation KN Information Technology 67,768 $1,206,948.08 0.22%
Kronos Worldwide, Inc. KRO Materials 106,960 $1,221,483.20 0.22%
Mobile Mini, Inc. MINI Industrials 28,355 $1,220,399.20 0.22%
Patterson Companies, Inc. PDCO Health Care 52,487 $1,208,250.74 0.22%
Resideo Technologies, Inc. REZI Industrials 120,141 $1,199,007.18 0.22%
SPX FLOW, Inc. FLOW Industrials 29,327 $1,221,469.55 0.22%
The Children's Place, Inc. PLCE Consumer Discretionary 17,193 $1,206,604.74 0.22%
Trupanion, Inc. TRUP Financials 38,261 $1,235,256.38 0.22%
Winnebago Industries, Inc. WGO Consumer Discretionary 20,289 $1,220,383.35 0.22%
Benchmark Electronics, Inc. BHE Information Technology 41,713 $1,154,198.71 0.21%
Builders FirstSource, Inc. BLDR Industrials 42,305 $1,153,657.35 0.21%
Diebold Nixdorf, Incorporated DBD Information Technology 135,726 $1,163,171.82 0.21%
ESCO Technologies Inc. ESE Industrials 11,621 $1,163,029.68 0.21%
Global Net Lease, Inc. GNL Real Estate 53,005 $1,141,727.70 0.21%
LCI Industries LCII Consumer Discretionary 10,033 $1,137,140.22 0.21%
Oasis Petroleum Inc. OAS Energy 549,569 $1,154,094.90 0.21%
Office Properties Income Trust OPI Real Estate 33,447 $1,144,890.81 0.21%
Quidel Corporation QDEL Health Care 14,328 $1,144,234.08 0.21%
SailPoint Technologies Holdings, Inc. SAIL Information Technology 45,548 $1,147,809.60 0.21%
Schweitzer-Mauduit International, Inc. SWM Materials 34,134 $1,183,425.78 0.21%
Southwestern Energy Company SWN Energy 740,326 $1,191,924.86 0.21%
SPS Commerce, Inc. SPSC Information Technology 19,398 $1,182,890.04 0.21%
Watts Water Technologies, Inc. WTS Industrials 10,775 $1,151,201.00 0.21%
American Axle & Manufacturing Holdings, Inc. AXL Consumer Discretionary 133,203 $1,101,588.81 0.20%
Antero Resources Corporation AR Energy 628,628 $1,081,240.16 0.20%
Applied Industrial Technologies, Inc. AIT Industrials 16,118 $1,090,866.24 0.20%
Arbor Realty Trust, Inc. ABR Financials 74,909 $1,108,653.20 0.20%
Barnes Group Inc. B Industrials 17,349 $1,127,511.51 0.20%
ePlus inc. PLUS Information Technology 12,754 $1,094,675.82 0.20%
Forrester Research, Inc. FORR Industrials 25,779 $1,087,100.43 0.20%
Horace Mann Educators Corporation HMN Financials 24,621 $1,112,376.78 0.20%
Intercept Pharmaceuticals, Inc. ICPT Health Care 11,567 $1,120,495.29 0.20%
Knoll, Inc. KNL Industrials 42,555 $1,099,621.20 0.20%
Kraton Corp. KRA Materials 70,757 $1,121,498.45 0.20%
Lattice Semiconductor Corporation LSCC Information Technology 56,162 $1,112,569.22 0.20%
La-Z-Boy Incorporated LZB Consumer Discretionary 34,148 $1,109,810.00 0.20%
MRC Global Inc. MRC Industrials 105,079 $1,111,735.82 0.20%
Mueller Industries, Inc. MLI Industrials 33,856 $1,122,326.40 0.20%
Nabors Industries Ltd. NBR Energy 497,664 $1,099,837.44 0.20%
National Research Corporation NRC Health Care 16,301 $1,121,671.81 0.20%
PennyMac Mortgage Investment Trust PMT Financials 48,226 $1,131,864.22 0.20%
Safety Insurance Group, Inc. SAFT Financials 11,617 $1,094,437.57 0.20%
ServisFirst Bancshares, Inc. SFBS Financials 28,528 $1,129,994.08 0.20%
STAAR Surgical Company STAA Health Care 30,564 $1,099,998.36 0.20%
Talos Energy Inc. TALO Energy 59,422 $1,082,074.62 0.20%
The Cheesecake Factory Incorporated CAKE Consumer Discretionary 27,662 $1,110,905.92 0.20%
Trinseo S.A. TSE Materials 38,519 $1,081,998.71 0.20%
Callon Petroleum Company CPE Energy 370,929 $1,053,438.36 0.19%
Comfort Systems USA, Inc. FIX Industrials 21,564 $1,044,560.16 0.19%
CTS Corporation CTS Information Technology 35,820 $1,066,719.60 0.19%
Fabrinet FN Information Technology 16,579 $1,043,648.05 0.19%
FBL Financial Group, Inc. (Class A) FFG Financials 18,241 $1,072,388.39 0.19%
Marcus & Millichap, Inc. MMI Real Estate 28,858 $1,077,269.14 0.19%
MyoKardia, Inc. MYOK Health Care 14,748 $1,042,831.08 0.19%
Perdoceo Education Corp. PRDO Consumer Discretionary 58,453 $1,038,709.81 0.19%
Quotient Technology Inc. QUOT Consumer Discretionary 109,021 $1,045,511.39 0.19%
Stepan Company SCL Materials 10,494 $1,071,122.58 0.19%
Stock Yards Bancorp, Inc. SYBT Financials 26,181 $1,032,055.02 0.19%
Sykes Enterprises, Incorporated SYKE Information Technology 29,061 $1,025,853.30 0.19%
The Chefs' Warehouse, Inc. CHEF Consumer Staples 28,207 $1,044,787.28 0.19%
TowneBank TOWN Financials 38,640 $1,062,600.00 0.19%
Urban Edge Properties UE Real Estate 56,046 $1,050,862.50 0.19%
1st Source Corporation SRCE Financials 20,720 $978,812.80 0.18%
Air Transport Services Group, Inc. ATSG Industrials 45,821 $976,445.51 0.18%
Amkor Technology, Inc. AMKR Information Technology 82,689 $997,229.34 0.18%
Axos Financial Inc. AX Financials 35,501 $1,008,938.42 0.18%
BancFirst Corporation BANF Financials 17,215 $1,020,505.20 0.18%
Banner Corporation BANR Financials 18,996 $1,011,537.00 0.18%
Bottomline Technologies (de), Inc. EPAY Information Technology 20,056 $988,359.68 0.18%
Brookdale Senior Living Inc. BKD Health Care 147,861 $1,024,676.73 0.18%
CorVel Corporation CRVL Health Care 12,305 $1,008,394.75 0.18%
EchoStar Corporation (Class A) SATS Information Technology 24,819 $994,249.14 0.18%
First Bancorp FBNC Financials 26,934 $983,360.34 0.18%
First Commonwealth Financial Corporation FCF Financials 74,083 $1,009,010.46 0.18%
Flagstar Bancorp, Inc. FBC Financials 28,103 $998,499.59 0.18%
H.B. Fuller Company FUL Materials 20,844 $979,042.68 0.18%
International Bancshares Corporation IBOC Financials 24,959 $1,014,583.35 0.18%
Kaiser Aluminum Corporation KALU Materials 9,693 $1,008,556.65 0.18%
Matson, Inc. MATX Industrials 26,348 $974,349.04 0.18%
NIC Inc. EGOV Information Technology 48,097 $993,203.05 0.18%
OceanFirst Financial Corp. OCFC Financials 42,089 $983,619.93 0.18%
Pacific Premier Bancorp, Inc. PPBI Financials 32,970 $996,683.10 0.18%
Provident Financial Services, Inc. PFS Financials 43,608 $998,187.12 0.18%
Sandy Spring Bancorp, Inc. SASR Financials 28,378 $998,054.26 0.18%
SITE Centers Corp. SITC Real Estate 76,672 $1,000,569.60 0.18%
Skyline Champion Corporation SKY Consumer Discretionary 33,910 $983,050.90 0.18%
Standex International Corporation SXI Industrials 13,547 $999,362.19 0.18%
Tompkins Financial Corporation TMP Financials 11,747 $1,018,229.96 0.18%
TriCo Bancshares TCBK Financials 26,341 $979,885.20 0.18%
Trustmark Corporation TRMK Financials 31,149 $993,030.12 0.18%
United Community Banks, Inc. UCBI Financials 34,811 $988,284.29 0.18%
Veracyte, Inc. VCYT Health Care 38,502 $1,012,987.62 0.18%
Asbury Automotive Group, Inc. ABG Consumer Discretionary 9,617 $927,078.80 0.17%
AtriCure, Inc. ATRC Health Care 22,043 $951,375.88 0.17%
BlackLine, Inc. BL Information Technology 13,899 $945,132.00 0.17%
Cabot Corporation CBT Materials 22,621 $955,058.62 0.17%
Cardiovascular Systems, Inc. CSII Health Care 22,123 $964,120.34 0.17%
Core-Mark Holding Company, Inc. CORE Consumer Discretionary 39,535 $937,770.20 0.17%
First Midwest Bancorp, Inc. FMBI Financials 46,615 $962,133.60 0.17%
Herc Holdings, Inc. HRI Industrials 21,965 $962,067.00 0.17%
Heron Therapeutics, Inc. HRTX Health Care 45,743 $966,778.31 0.17%
LGI Homes, Inc. LGIH Consumer Discretionary 10,144 $936,595.52 0.17%
Meridian Bancorp, Inc. EBSB Financials 53,506 $964,445.65 0.17%
Scholastic Corporation SCHL Communication Services 27,957 $965,075.64 0.17%
Seacoast Banking Corporation of Florida SBCF Financials 35,164 $952,241.12 0.17%
World Fuel Services Corporation INT Energy 24,758 $963,086.20 0.17%
AMN Healthcare Services, Inc. AMN Health Care 11,501 $870,280.67 0.16%
Healthcare Services Group, Inc. HCSG Industrials 29,468 $873,136.84 0.16%
Insight Enterprises, Inc. NSIT Information Technology 15,293 $891,123.11 0.16%
Sprouts Farmers Market, Inc. SFM Consumer Staples 55,554 $887,197.38 0.16%
AAON, Inc. AAON Industrials 14,505 $808,508.70 0.15%
Cavco Industries, Inc. CVCO Consumer Discretionary 3,668 $845,290.60 0.15%
Emergent BioSolutions Inc. EBS Health Care 13,284 $847,386.36 0.15%
FGL Holdings FG Financials 67,289 $811,505.34 0.15%
Hannon Armstrong Sustainable Infrastructure Capital, Inc. HASI Real Estate 22,270 $830,225.60 0.15%
Independence Realty Trust, Inc. IRT Real Estate 50,897 $830,130.07 0.15%
Moelis & Company MC Financials 22,451 $828,217.39 0.15%
NanoString Technologies, Inc. NSTG Health Care 25,760 $850,466.40 0.15%
National Storage Affiliates Trust NSA Real Estate 21,315 $812,314.65 0.15%
NetScout Systems, Inc. NTCT Information Technology 29,773 $859,248.78 0.15%
PJT Partners Inc. PJT Financials 15,880 $828,142.00 0.15%
QEP Resources, Inc. QEP Energy 318,506 $844,040.90 0.15%
Shenandoah Telecommunications Company SHEN Communication Services 17,223 $832,732.05 0.15%
SVMK Inc. SVMK Information Technology 40,104 $855,017.28 0.15%
Badger Meter, Inc. BMI Information Technology 11,038 $765,154.16 0.14%
Boise Cascade Company BCC Materials 19,617 $759,766.41 0.14%
CBIZ, Inc. CBZ Industrials 26,581 $757,558.50 0.14%
Essential Properties Realty Trust, Inc. EPRT Real Estate 28,885 $778,450.75 0.14%
Gibraltar Industries, Inc. ROCK Industrials 14,207 $781,385.00 0.14%
II-VI Incorporated IIVI Information Technology 21,285 $761,364.45 0.14%
Industrial Logistics Properties Trust ILPT Real Estate 31,964 $756,587.88 0.14%
KKR Real Estate Finance Trust Inc. KREF Financials 35,094 $751,713.48 0.14%
Magnolia Oil & Gas Corporation MGY Energy 85,450 $784,431.00 0.14%
Moog Inc. MOG/A Industrials 8,399 $773,715.88 0.14%
Natera, Inc. NTRA Health Care 21,272 $766,004.72 0.14%
Nu Skin Enterprises, Inc. (Class A) NUS Consumer Staples 26,231 $782,733.04 0.14%
Pacira BioSciences Inc. PCRX Health Care 15,820 $792,107.40 0.14%
Piedmont Office Realty Trust, Inc. PDM Real Estate 32,223 $793,008.03 0.14%
Piper Sandler Companies PIPR Financials 8,964 $768,842.28 0.14%
Sally Beauty Holdings, Inc. SBH Consumer Discretionary 58,901 $789,273.40 0.14%
Select Medical Holdings Corporation SEM Health Care 30,705 $775,608.30 0.14%
The St. Joe Company JOE Real Estate 36,138 $793,590.48 0.14%
Bain Capital Specialty Finance, Inc. BCSF Financials 36,268 $721,733.20 0.13%
Bloomin' Brands, Inc. BLMN Consumer Discretionary 32,470 $724,405.70 0.13%
Coca-Cola Consolidated Inc. COKE Consumer Staples 2,523 $700,132.50 0.13%
Columbia Financial, Inc. CLBK Financials 42,305 $725,530.75 0.13%
Cubic Corporation CUB Industrials 11,272 $717,688.24 0.13%
Element Solutions Inc ESI Materials 61,355 $738,714.20 0.13%
Empire State Realty Trust, Inc. (Class A) ESRT Real Estate 51,335 $701,236.10 0.13%
EVERTEC, Inc. EVTC Information Technology 21,053 $728,644.33 0.13%
Ferro Corporation FOE Materials 48,323 $700,683.50 0.13%
First Merchants Corporation FRME Financials 17,231 $710,778.75 0.13%
Independent Bank Group, Inc. IBTX Financials 12,927 $712,019.16 0.13%
Kaman Corporation KAMN Industrials 10,872 $693,633.60 0.13%
ManTech International Corporation MANT Information Technology 8,971 $732,123.31 0.13%
Park National Corporation PRK Financials 7,000 $698,040.00 0.13%
Power Integrations, Inc. POWI Information Technology 7,244 $738,888.00 0.13%
PRA Group, Inc. PRAA Financials 19,743 $731,280.72 0.13%
RPT Realty RPT Real Estate 47,648 $699,472.64 0.13%
Southside Bancshares, Inc. SBSI Financials 19,296 $694,848.96 0.13%
Acushnet Holdings Corp. GOLF Consumer Discretionary 22,050 $663,705.00 0.12%
Brady Corporation BRC Industrials 12,515 $645,273.40 0.12%
Brookline Bancorp, Inc. BRKL Financials 43,538 $673,097.48 0.12%
Callaway Golf Company ELY Consumer Discretionary 33,804 $663,234.48 0.12%
City Holding Company CHCO Financials 8,745 $678,437.10 0.12%
Cloudera, Inc. CLDR Information Technology 61,620 $663,647.40 0.12%
Columbus McKinnon Corporation CMCO Industrials 17,902 $657,361.44 0.12%
Diversified Healthcare Trust DHC Real Estate 84,909 $657,195.66 0.12%
Editas Medicine, Inc. EDIT Health Care 24,203 $651,302.73 0.12%
Enterprise Financial Services Corp EFSC Financials 14,866 $669,564.64 0.12%
First Busey Corporation BUSE Financials 26,059 $673,625.15 0.12%
First Interstate BancSystem, Inc. FIBK Financials 17,096 $669,308.40 0.12%
Heritage Financial Corporation HFWA Financials 25,322 $668,247.58 0.12%
Herman Miller, Inc. MLHR Industrials 17,206 $691,337.08 0.12%
ICF International, Inc. ICFI Industrials 7,822 $676,837.66 0.12%
Independent Bank Corporation (Massachusetts) INDB Financials 8,609 $655,058.81 0.12%
Inter Parfums, Inc. IPAR Consumer Staples 9,855 $684,429.75 0.12%
Kosmos Energy Ltd. KOS Energy 125,725 $660,056.25 0.12%
Lakeland Financial Corporation LKFN Financials 14,646 $681,771.30 0.12%
Magellan Health, Inc. MGLN Health Care 9,158 $666,427.66 0.12%
NBT Bancorp Inc. NBTB Financials 17,668 $692,497.28 0.12%
Neenah Inc. NP Materials 10,176 $688,202.88 0.12%
Northwest Bancshares, Inc. NWBI Financials 43,092 $676,113.48 0.12%
Oceaneering International, Inc. OII Energy 48,065 $637,822.55 0.12%
Plexus Corp. PLXS Information Technology 9,313 $674,168.07 0.12%
ProPetro Holding Corp. PUMP Energy 63,701 $648,476.18 0.12%
S&T Bancorp, Inc. STBA Financials 17,788 $670,874.50 0.12%
Standard Motor Products, Inc. SMP Consumer Discretionary 13,466 $681,244.94 0.12%
The Gorman-Rupp Company GRC Industrials 19,110 $680,698.20 0.12%
The Michaels Companies, Inc. MIK Consumer Discretionary 132,873 $651,077.70 0.12%
TriMas Corporation TRS Industrials 22,816 $653,450.24 0.12%
USANA Health Sciences, Inc. USNA Consumer Staples 9,124 $662,037.44 0.12%
Washington Trust Bancorp, Inc. WASH Financials 13,322 $644,918.02 0.12%
WesBanco, Inc. WSBC Financials 18,964 $648,379.16 0.12%
Whiting Petroleum Corporation WLL Energy 244,085 $685,878.85 0.12%
Wolverine World Wide, Inc. WWW Consumer Discretionary 21,240 $673,308.00 0.12%
WSFS Financial Corporation WSFS Financials 16,290 $656,487.00 0.12%
Appian Corporation APPN Information Technology 9,378 $593,627.40 0.11%
Berkshire Hills Bancorp, Inc. BHLB Financials 21,796 $598,954.08 0.11%
Blucora, Inc. BCOR Financials 27,414 $600,366.60 0.11%
Cactus, Inc. (Class A) WHD Energy 20,881 $599,284.70 0.11%
Extreme Networks, Inc. EXTR Information Technology 97,237 $620,372.06 0.11%
First BanCorp. FBP Financials 67,671 $611,069.13 0.11%
Kforce Inc. KFRC Industrials 18,051 $613,372.98 0.11%
National Beverage Corp. FIZZ Consumer Staples 14,046 $613,529.28 0.11%
Newmark Group, Inc. (Class A) NMRK Real Estate 53,262 $602,925.84 0.11%
OSI Systems, Inc. OSIS Information Technology 7,113 $635,262.03 0.11%
Playa Hotels & Resorts NV PLYA Consumer Discretionary 85,315 $603,177.05 0.11%
PQ Group Holdings Inc. PQG Materials 41,713 $634,037.60 0.11%
PriceSmart, Inc. PSMT Consumer Staples 10,091 $604,854.54 0.11%
The Simply Good Foods Company SMPL Consumer Staples 25,110 $602,891.10 0.11%
Worthington Industries, Inc. WOR Materials 16,989 $631,990.80 0.11%
Denali Therapeutics Inc. DNLI Health Care 20,570 $539,139.70 0.10%
Hillenbrand, Inc. HI Industrials 21,513 $572,030.67 0.10%
RPC, Inc. RES Energy 136,763 $568,934.08 0.10%
Sunrun Inc. RUN Industrials 25,946 $564,844.42 0.10%
Harsco Corporation HSC Industrials 31,144 $481,174.80 0.09%
Innovative Industrial Properties, Inc. IIPR Real Estate 4,723 $483,210.13 0.09%
Oil States International, Inc. OIS Energy 43,938 $478,484.82 0.09%
Patterson-UTI Energy, Inc. PTEN Energy 68,251 $500,962.34 0.09%
Axonics Modulation Technologies, Inc. AXNX Health Care 12,932 $446,800.60 0.08%
Glu Mobile Inc. GLUU Communication Services 59,227 $437,983.67 0.08%
Hamilton Lane Incorporated (Class A) HLNE Financials 6,011 $432,491.45 0.08%
Tenable Holdings, Inc. TENB Information Technology 14,955 $417,244.50 0.08%
Upland Software, Inc. UPLD Information Technology 10,033 $438,141.11 0.08%
Advanced Energy Industries, Inc. AEIS Information Technology 5,032 $362,304.00 0.07%
AeroVironment, Inc. AVAV Industrials 5,804 $362,169.60 0.07%
Alexander & Baldwin, Inc. ALEX Real Estate 17,096 $386,027.68 0.07%
Ambarella, Inc. AMBA Information Technology 5,917 $411,468.18 0.07%
American Equity Investment Life Holding Company AEL Financials 11,972 $398,308.44 0.07%
American Finance Trust, Inc. AFIN Real Estate 27,023 $362,378.43 0.07%
Artisan Partners Asset Management Inc. APAM Financials 11,086 $395,659.34 0.07%
BioTelemetry, Inc. BEAT Health Care 7,740 $411,922.80 0.07%
Brandywine Realty Trust BDN Real Estate 22,750 $369,460.00 0.07%
Clearway Energy Inc. (Class C) CWEN Utilities 17,961 $399,811.86 0.07%
Columbia Property Trust, Inc. CXP Real Estate 17,137 $384,040.17 0.07%
Compass Minerals International, Inc. CMP Materials 5,877 $374,306.13 0.07%
Corcept Therapeutics Incorporated CORT Health Care 29,614 $404,971.45 0.07%
Denny's Corporation DENN Consumer Discretionary 18,023 $374,337.71 0.07%
GCP Applied Technologies Inc. GCP Materials 15,777 $367,446.33 0.07%
Gentherm Incorporated THRM Consumer Discretionary 8,073 $372,649.68 0.07%
Granite Construction Incorporated GVA Industrials 12,950 $364,542.50 0.07%
Innoviva, Inc. INVA Health Care 25,306 $381,614.48 0.07%
InterDigital, Inc. IDCC Information Technology 6,575 $382,139.00 0.07%
Jack in the Box Inc. JACK Consumer Discretionary 4,593 $404,689.23 0.07%
James River Group Holdings, Ltd. JRVR Financials 8,695 $378,928.10 0.07%
LendingClub Corporation LC Financials 28,393 $373,651.88 0.07%
MGE Energy, Inc. MGEE Utilities 4,546 $373,772.12 0.07%
MicroStrategy Incorporated MSTR Information Technology 2,513 $371,848.61 0.07%
Mueller Water Products, Inc. MWA Industrials 29,909 $363,992.53 0.07%
NexPoint Residential Trust, Inc. NXRT Real Estate 7,962 $397,383.42 0.07%
Northwest Natural Holding Company NWN Utilities 4,859 $373,657.10 0.07%
O-I Glass, Inc. OI Materials 30,035 $401,868.30 0.07%
Progress Software Corporation PRGS Information Technology 8,623 $384,068.42 0.07%
QTS Realty Trust, Inc. (Class A) QTS Real Estate 6,602 $398,562.74 0.07%
Redwood Trust, Inc. RWT Financials 21,663 $388,850.85 0.07%
SJW Group SJW Utilities 5,042 $370,082.80 0.07%
Third Point Reinsurance Ltd. TPRE Financials 34,060 $373,297.60 0.07%
TPG RE Finance Trust, Inc. TRTX Financials 17,676 $366,777.00 0.07%
TTEC Holdings, Inc. TTEC Information Technology 9,044 $395,675.00 0.07%
United Fire Group, Inc. UFCS Financials 8,194 $363,321.96 0.07%
Unitil Corporation UTL Utilities 5,797 $375,645.60 0.07%
Virtusa Corporation VRTU Information Technology 7,906 $389,133.32 0.07%
Washington Real Estate Investment Trust WRE Real Estate 12,279 $383,104.80 0.07%
AAR CORP. AIR Industrials 7,944 $356,129.52 0.06%
Albany International Corp. (Class A) AIN Industrials 4,720 $349,893.60 0.06%
Amphastar Pharmaceuticals, Inc. AMPH Health Care 18,575 $349,395.75 0.06%
ANGI Homeservices Inc. (Class A) ANGI Communication Services 42,305 $351,977.60 0.06%
Argo Group International Holdings, Ltd. ARGO Financials 5,451 $343,413.00 0.06%
BGC Partners, Inc. BGCP Financials 60,322 $324,532.36 0.06%
Box, Inc. (Class A) BOX Information Technology 21,353 $346,772.72 0.06%
Brinker International, Inc. EAT Consumer Discretionary 8,531 $344,993.64 0.06%
Core Laboratories N.V. CLB Energy 9,511 $314,148.33 0.06%
EnPro Industries, Inc. NPO Industrials 5,357 $316,223.71 0.06%
FB Financial Corporation FBK Financials 9,051 $324,749.88 0.06%
Garrett Motion Inc. GTX Consumer Discretionary 35,868 $325,322.76 0.06%
GUESS?, Inc. GES Consumer Discretionary 16,011 $352,882.44 0.06%
HealthStream, Inc. HSTM Health Care 13,173 $339,995.13 0.06%
Hecla Mining Company HL Materials 105,699 $341,407.77 0.06%
Hostess Brands, Inc. TWNK Consumer Staples 24,643 $324,794.74 0.06%
Kearny Financial Corp. KRNY Financials 25,909 $312,721.63 0.06%
Kite Realty Group Trust KRG Real Estate 18,348 $330,264.00 0.06%
Kontoor Brands Inc. KTB Consumer Discretionary 8,534 $332,484.64 0.06%
Lindblad Expeditions Holdings, Inc. LIND Consumer Discretionary 21,915 $332,669.70 0.06%
Materion Corporation MTRN Materials 6,027 $313,283.46 0.06%
Matthews International Corporation MATW Industrials 9,387 $314,746.11 0.06%
Medifast, Inc. MED Consumer Staples 3,269 $334,909.05 0.06%
MSG Networks Inc. MSGN Communication Services 20,594 $309,321.88 0.06%
MTS Systems Corporation MTSC Information Technology 7,460 $329,582.80 0.06%
National Bank Holdings Corporation (Class A) NBHC Financials 10,174 $340,727.26 0.06%
Nelnet, Inc. NNI Financials 6,153 $359,335.20 0.06%
NETGEAR, Inc. NTGR Information Technology 14,620 $319,885.60 0.06%
NextGen Healthcare Inc. NXGN Health Care 22,298 $313,955.84 0.06%
OFG Bancorp OFG Financials 15,177 $306,120.09 0.06%
PotlatchDeltic Corporation PCH Real Estate 8,280 $346,683.60 0.06%
ProAssurance Corporation PRA Financials 9,914 $324,584.36 0.06%
Retail Properties of America, Inc. RPAI Real Estate 26,739 $337,446.18 0.06%
Shutterstock, Inc. SSTK Consumer Discretionary 8,356 $342,011.08 0.06%
State Auto Financial Corporation STFC Financials 11,552 $349,101.44 0.06%
Summit Materials, Inc. (Class A) SUM Materials 14,993 $354,584.45 0.06%
The E.W. Scripps Company SSP Communication Services 22,808 $307,451.84 0.06%
uniQure NV QURE Health Care 5,000 $313,550.00 0.06%
Varex Imaging Corporation VREX Health Care 12,020 $307,231.20 0.06%
Viad Corp VVI Industrials 5,307 $338,692.74 0.06%
Visteon Corporation VC Consumer Discretionary 4,137 $342,667.71 0.06%
WD-40 Company WDFC Consumer Staples 1,845 $348,705.00 0.06%
Westamerica Bancorporation WABC Financials 5,288 $346,945.68 0.06%
WW International, Inc. WW Consumer Discretionary 9,378 $349,986.96 0.06%
Yelp Inc. YELP Communication Services 10,288 $355,656.16 0.06%
Aerie Pharmaceuticals, Inc. AERI Health Care 14,825 $281,823.25 0.05%
Calavo Growers, Inc. CVGW Consumer Staples 3,955 $300,698.65 0.05%
Chase Corporation CCF Materials 3,025 $290,279.00 0.05%
PolyOne Corporation POL Materials 9,740 $302,232.20 0.05%
Premier, Inc. (Class A) PINC Health Care 9,460 $298,273.80 0.05%
REV Group, Inc. REVG Industrials 29,299 $293,282.99 0.05%
Inogen, Inc. INGN Health Care 5,244 $236,923.92 0.04%
Portola Pharmaceuticals, Inc. PTLA Health Care 15,005 $204,068.00 0.04%
Zogenix, Inc. ZGNX Health Care 6,873 $206,155.64 0.04%
Diamond Offshore Drilling, Inc. DO Energy 49,836 $192,366.96 0.03%
Plantronics, Inc. PLT Information Technology 13,107 $185,857.26 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.