0001752724-20-059342.txt : 20200325
0001752724-20-059342.hdr.sgml : 20200325
20200325144254
ACCESSION NUMBER: 0001752724-20-059342
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200131
FILED AS OF DATE: 20200325
PERIOD START: 20200731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIRST TRUST EXCHANGE-TRADED ALPHADEX FUND
CENTRAL INDEX KEY: 0001383496
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22019
FILM NUMBER: 20741792
BUSINESS ADDRESS:
STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400
CITY: WHEATON
STATE: IL
ZIP: 60187
BUSINESS PHONE: 630-765-8000
MAIL ADDRESS:
STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400
CITY: WHEATON
STATE: IL
ZIP: 60187
0001383496
S000031807
First Trust Small Cap Value AlphaDEX Fund
C000099062
First Trust Small Cap Value AlphaDEX Fund
FYT
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001383496
XXXXXXXX
S000031807
C000099062
First Trust Exchange-Traded AlphaDEX Fund
811-22019
0001383496
549300PGRVU1P76W4537
120 East Liberty Drive
Suite 400
Wheaton
60187
630-765-8000
First Trust Small Cap Value AlphaDEX Fund
S000031807
54930003QOOB1QPHFY28
2020-07-31
2020-01-31
N
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
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0.00000000
0.00000000
0.00000000
43638.12000000
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
8535.00000000
NS
USD
349764.30000000
0.541514969875
Long
EC
CORP
US
N
1
N
N
N
Kaman Corp
5493003YK076OLTEQF95
Kaman Corp
483548103
1346.00000000
NS
USD
83075.12000000
0.128619247602
Long
EC
CORP
US
N
1
N
N
N
HNI Corp
549300SKRADLC4O5HV93
HNI Corp
404251100
7108.00000000
NS
USD
255674.76000000
0.395842886079
Long
EC
CORP
US
N
1
N
N
N
Park National Corp
5493001T01TDELV5OO63
Park National Corp
700658107
867.00000000
NS
USD
82338.99000000
0.127479550341
Long
EC
CORP
US
N
1
N
N
N
Michaels Cos Inc/The
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
59408Q106
44730.00000000
NS
USD
220518.90000000
0.341413590496
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries Inc
624756102
5699.00000000
NS
USD
166239.83000000
0.257377200973
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653C108
51110.00000000
NS
USD
369525.30000000
0.572109508311
Long
EC
CORP
US
N
1
N
N
N
RPC Inc
N/A
RPC Inc
749660106
34529.00000000
NS
USD
156416.37000000
0.242168242695
Long
EC
CORP
US
N
1
N
N
Trustmark Corp
5493000HPQ4D2RZ79739
Trustmark Corp
898402102
5243.00000000
NS
USD
167671.14000000
0.259593195549
Long
EC
CORP
US
N
1
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327R101
17284.00000000
NS
USD
373161.56000000
0.577739268765
Long
EC
CORP
US
N
1
N
N
N
Provident Financial Services I
529900JOSO3SXEDVE477
Provident Financial Services Inc
74386T105
10802.00000000
NS
USD
246393.62000000
0.381473562944
Long
EC
CORP
US
N
1
N
N
N
Universal Corp/VA
549300BZXZ66F6DTIF20
Universal Corp/VA
913456109
6341.00000000
NS
USD
337024.15000000
0.521790309744
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674X106
158711.00000000
NS
USD
293615.35000000
0.454583579314
Long
EC
CORP
US
N
1
N
N
N
United States Cellular Corp
N/A
United States Cellular Corp
911684108
12484.00000000
NS
USD
399737.68000000
0.618885168507
Long
EC
CORP
US
N
1
N
N
N
Scholastic Corp
N/A
Scholastic Corp
807066105
4705.00000000
NS
USD
155029.75000000
0.240021438440
Long
EC
CORP
US
N
1
N
N
N
PRA Group Inc
549300Q5HW3JSSB86K27
PRA Group Inc
69354N106
2445.00000000
NS
USD
86455.20000000
0.133852382943
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
20692.00000000
NS
USD
535508.96000000
0.829090099654
Long
EC
CORP
US
N
1
N
N
N
CBIZ Inc
529900D5X8CFM8O1N813
CBIZ Inc
124805102
3292.00000000
NS
USD
88884.00000000
0.137612719715
Long
EC
CORP
US
N
1
N
N
N
FGL Holdings
N/A
FGL Holdings
000000000
16989.00000000
NS
USD
163943.85000000
0.253822499878
Long
EC
CORP
BM
N
1
N
N
N
First Busey Corp
549300X4ZNLYSX7GUY60
First Busey Corp
319383204
6579.00000000
NS
USD
167764.50000000
0.259737738138
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc
00737L103
12935.00000000
NS
USD
446386.85000000
0.691108731310
Long
EC
CORP
US
N
1
N
N
N
Gorman-Rupp Co/The
N/A
Gorman-Rupp Co/The
383082104
2367.00000000
NS
USD
87365.97000000
0.135262462786
Long
EC
CORP
US
N
1
N
N
N
Designer Brands Inc
549300X8J6FI8PPRK859
Designer Brands Inc
250565108
22990.00000000
NS
USD
327377.60000000
0.506855248526
Long
EC
CORP
US
N
1
N
N
N
Xenia Hotels & Resorts Inc
54930075IWIPHF5IQL62
Xenia Hotels & Resorts Inc
984017103
16746.00000000
NS
USD
312982.74000000
0.484568719628
Long
EC
CORP
US
N
1
N
N
N
Barnes Group Inc
G1MSYD2DQZX30V5DMX12
Barnes Group Inc
067806109
2920.00000000
NS
USD
184456.40000000
0.285580609254
Long
EC
CORP
US
N
1
N
N
N
Stepan Co
IZU1EW9GB3WC7CYCSR17
Stepan Co
858586100
1766.00000000
NS
USD
174215.90000000
0.269725977866
Long
EC
CORP
US
N
1
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Cos Inc
703395103
8835.00000000
NS
USD
194458.35000000
0.301065910792
Long
EC
CORP
US
N
1
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings Inc
79546E104
19828.00000000
NS
USD
304359.80000000
0.471218440328
Long
EC
CORP
US
N
1
N
N
N
Sykes Enterprises Inc
549300JJ24XHULP7Q562
Sykes Enterprises Inc
871237103
4891.00000000
NS
USD
164288.69000000
0.254356390907
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop Inc
N/A
Walker & Dunlop Inc
93148P102
5594.00000000
NS
USD
371273.78000000
0.574816554440
Long
EC
CORP
US
N
1
N
N
N
PriceSmart Inc
549300JVYOSTGVSDZS46
PriceSmart Inc
741511109
1250.00000000
NS
USD
76575.00000000
0.118555578194
Long
EC
CORP
US
N
1
N
N
N
Urban Outfitters Inc
549300N3DUFR5U6NRN38
Urban Outfitters Inc
917047102
16288.00000000
NS
USD
416972.80000000
0.645569068172
Long
EC
CORP
US
N
1
N
N
N
Summit Hotel Properties Inc
N/A
Summit Hotel Properties Inc
866082100
36656.00000000
NS
USD
406515.04000000
0.629378068715
Long
EC
CORP
US
N
1
N
N
N
TriCo Bancshares
N/A
TriCo Bancshares
896095106
4434.00000000
NS
USD
161397.60000000
0.249880323698
Long
EC
CORP
US
N
1
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559203
11829.00000000
NS
USD
411885.78000000
0.637693200103
Long
EC
CORP
US
N
1
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS Inc
36251C103
13363.00000000
NS
USD
357059.36000000
0.552809387848
Long
EC
CORP
US
N
1
N
N
N
Columbia Property Trust Inc
549300J5GYF2C9BGCC39
Columbia Property Trust Inc
198287203
4245.00000000
NS
USD
89569.50000000
0.138674030180
Long
EC
CORP
US
N
1
N
N
N
Mack-Cali Realty Corp
N/A
Mack-Cali Realty Corp
554489104
19556.00000000
NS
USD
429449.76000000
0.664886250110
Long
EC
CORP
US
N
1
N
N
N
USANA Health Sciences Inc
549300YTURXE814MAH96
USANA Health Sciences Inc
90328M107
2303.00000000
NS
USD
142095.10000000
0.219995647914
Long
EC
CORP
US
N
1
N
N
N
ProAssurance Corp
54930015E5J57R675E89
ProAssurance Corp
74267C106
2456.00000000
NS
USD
74588.72000000
0.115480363387
Long
EC
CORP
US
N
1
N
N
N
Knoll Inc
549300R7T7KP3H4DHH46
Knoll Inc
498904200
7163.00000000
NS
USD
177355.88000000
0.274587383605
Long
EC
CORP
US
N
1
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National Inc
80689H102
16584.00000000
NS
USD
369325.68000000
0.571800450988
Long
EC
CORP
US
N
1
N
N
N
Kforce Inc
5493003RDQQDVXY2SK46
Kforce Inc
493732101
2235.00000000
NS
USD
82806.75000000
0.128203749587
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corp
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285103
7269.00000000
NS
USD
288870.06000000
0.447236787284
Long
EC
CORP
US
N
1
N
N
N
Greenbrier Cos Inc/The
5493001GAGGFR30BP390
Greenbrier Cos Inc/The
393657101
13948.00000000
NS
USD
336007.32000000
0.520216024814
Long
EC
CORP
US
N
1
N
N
N
Archrock Inc
549300K3RIHMHDVFTL28
Archrock Inc
03957W106
36042.00000000
NS
USD
300950.70000000
0.465940375403
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
10479.00000000
NS
USD
259826.81000000
0.402271207181
Long
EC
CORP
US
N
1
N
N
N
Ebix Inc
549300DHXVZR5SW5QR44
Ebix Inc
278715206
10831.00000000
NS
USD
372911.33000000
0.577351855610
Long
EC
CORP
US
N
1
N
N
N
Arcosa Inc
549300WFHLTCZV7D6V29
Arcosa Inc
039653100
10153.00000000
NS
USD
444193.75000000
0.687713311936
Long
EC
CORP
US
N
1
N
N
N
Tanger Factory Outlet Centers
UKEW8YSXE4Y581KYOL30
Tanger Factory Outlet Centers Inc
875465106
18078.00000000
NS
USD
264481.14000000
0.409477172369
Long
EC
CORP
US
N
1
N
N
Chase Corp
N/A
Chase Corp
16150R104
749.00000000
NS
USD
68885.53000000
0.106650523517
Long
EC
CORP
US
N
1
N
N
N
First Commonwealth Financial C
549300ZHLQ42NXDETL24
First Commonwealth Financial Corp
319829107
12469.00000000
NS
USD
168580.88000000
0.261001680717
Long
EC
CORP
US
N
1
N
N
N
WSFS Financial Corp
549300SU7VQHD6QRG886
WSFS Financial Corp
929328102
4113.00000000
NS
USD
164067.57000000
0.254014046677
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739D100
2430.00000000
NS
USD
87966.00000000
0.136191446182
Long
EC
CORP
US
N
1
N
N
N
ePlus Inc
529900FFY8AAFJ21NE91
ePlus Inc
294268107
2147.00000000
NS
USD
171158.84000000
0.264992951214
Long
EC
CORP
US
N
1
N
N
N
Healthcare Services Group Inc
529900GVZ1D2FBYMS719
Healthcare Services Group Inc
421906108
3650.00000000
NS
USD
93440.00000000
0.144666447619
Long
EC
CORP
US
N
1
N
N
N
GEO Group Inc/The
5493003VOR6NTY465495
GEO Group Inc/The
36162J106
21786.00000000
NS
USD
344218.80000000
0.532929270119
Long
EC
CORP
US
N
1
N
N
N
Fresh Del Monte Produce Inc
529900I72V9F0FEZR228
Fresh Del Monte Produce Inc
000000000
10345.00000000
NS
USD
324626.10000000
0.502595298497
Long
EC
CORP
US
N
1
N
N
N
World Fuel Services Corp
D3W7PCXCBRQLL17DZ313
World Fuel Services Corp
981475106
4167.00000000
NS
USD
163013.04000000
0.252381393541
Long
EC
CORP
US
N
1
N
N
N
First Interstate BancSystem In
N/A
First Interstate BancSystem Inc
32055Y201
2117.00000000
NS
USD
81504.50000000
0.126187569349
Long
EC
CORP
US
N
1
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685109
8326.00000000
NS
USD
275673.86000000
0.426806057660
Long
EC
CORP
US
N
1
N
N
N
Moelis & Co
549300891QNU7VTQUR83
Moelis & Co
60786M105
2781.00000000
NS
USD
100116.00000000
0.155002419412
Long
EC
CORP
US
N
1
N
N
N
National Western Life Group In
549300HPXNVHFT1BJ192
National Western Life Group Inc
638517102
1244.00000000
NS
USD
330904.00000000
0.512314920624
Long
EC
CORP
US
N
1
N
N
N
Piper Sandler Cos
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos
724078100
1110.00000000
NS
USD
91497.30000000
0.141658704599
Long
EC
CORP
US
N
1
N
N
N
LCI Industries
549300E1B98YNJ1WIQ04
LCI Industries
50189K103
1689.00000000
NS
USD
182361.33000000
0.282336962695
Long
EC
CORP
US
N
1
N
N
N
Magellan Health Inc
N/A
Magellan Health Inc
559079207
1135.00000000
NS
USD
83093.35000000
0.128647471803
Long
EC
CORP
US
N
1
N
N
N
Weis Markets Inc
N/A
Weis Markets Inc
948849104
11171.00000000
NS
USD
409863.99000000
0.634563007711
Long
EC
CORP
US
N
1
N
N
N
Methode Electronics Inc
529900VM413LGLUS3F07
Methode Electronics Inc
591520200
9196.00000000
NS
USD
301169.00000000
0.466278353629
Long
EC
CORP
US
N
1
N
N
N
Kaiser Aluminum Corp
N/A
Kaiser Aluminum Corp
483007704
1632.00000000
NS
USD
163444.80000000
0.253049856570
Long
EC
CORP
US
N
1
N
N
N
Argo Group International Holdi
549300M4T8Y5TTWI6O03
Argo Group International Holdings Ltd
000000000
1349.00000000
NS
USD
88494.40000000
0.137009529989
Long
EC
CORP
BM
N
1
N
N
N
National Beverage Corp
549300O9MZIQJI8TGV17
National Beverage Corp
635017106
1740.00000000
NS
USD
74663.40000000
0.115595985072
Long
EC
CORP
US
N
1
N
N
Marten Transport Ltd
N/A
Marten Transport Ltd
573075108
21048.00000000
NS
USD
436956.48000000
0.676508366074
Long
EC
CORP
US
N
1
N
N
N
American Woodmark Corp
N/A
American Woodmark Corp
030506109
2548.00000000
NS
USD
279388.20000000
0.432556703776
Long
EC
CORP
US
N
1
N
N
N
Nabors Industries Ltd
N/A
Nabors Industries Ltd
000000000
125647.00000000
NS
USD
260089.29000000
0.402677586132
Long
EC
CORP
US
N
1
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp
292562105
6304.00000000
NS
USD
342370.24000000
0.530067277306
Long
EC
CORP
US
N
1
N
N
N
BMC Stock Holdings Inc
549300GHSZDJ1FJEJG18
BMC Stock Holdings Inc
05591B109
12613.00000000
NS
USD
368110.41000000
0.569918935643
Long
EC
CORP
US
N
1
N
N
N
Universal Forest Products Inc
5493007KB485C9OV5572
Universal Forest Products Inc
913543104
5582.00000000
NS
USD
267377.80000000
0.413961863210
Long
EC
CORP
US
N
1
N
N
N
AVX Corp
549300DPW0ZJSVMJJM83
AVX Corp
002444107
22097.00000000
NS
USD
447906.19000000
0.693461016418
Long
EC
CORP
US
N
1
N
N
N
Standex International Corp
RCX52GR0JW2LRRMH9Z54
Standex International Corp
854231107
2281.00000000
NS
USD
166718.29000000
0.258117966262
Long
EC
CORP
US
N
1
N
N
N
Talos Energy Inc
N/A
Talos Energy Inc
87484T108
15002.00000000
NS
USD
329143.88000000
0.509589853118
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
10559.00000000
NS
USD
396490.45000000
0.613857715289
Long
EC
CORP
US
N
1
N
N
N
First Merchants Corp
TZTBT0OTGQ2FEK6XMX94
First Merchants Corp
320817109
4351.00000000
NS
USD
172952.25000000
0.267769559239
Long
EC
CORP
US
N
1
N
N
N
Towne Bank/Portsmouth VA
54930039UO39UJGI7078
Towne Bank/Portsmouth VA
89214P109
6504.00000000
NS
USD
172681.20000000
0.267349911972
Long
EC
CORP
US
N
1
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings Inc
42704L104
3697.00000000
NS
USD
148323.64000000
0.229638849495
Long
EC
CORP
US
N
1
N
N
N
ScanSource Inc
7FHBAN017QDY4K2KP156
ScanSource Inc
806037107
9794.00000000
NS
USD
341712.66000000
0.529049193374
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676108
9482.00000000
NS
USD
399571.48000000
0.618627852972
Long
EC
CORP
US
N
1
N
N
N
Comfort Systems USA Inc
5299009DT1ZA5HTU6R38
Comfort Systems USA Inc
199908104
3629.00000000
NS
USD
168385.60000000
0.260699342704
Long
EC
CORP
US
N
1
N
N
N
Peabody Energy Corp
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
704551100
49597.00000000
NS
USD
335275.72000000
0.519083341026
Long
EC
CORP
US
N
1
N
N
N
Winnebago Industries Inc
549300B7OYKYJLTE3G11
Winnebago Industries Inc
974637100
5026.00000000
NS
USD
275223.76000000
0.426109200125
Long
EC
CORP
US
N
1
N
N
N
Primoris Services Corp
549300UF3OLBJ8D5K349
Primoris Services Corp
74164F103
16271.00000000
NS
USD
347060.43000000
0.537328761959
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527205
9069.00000000
NS
USD
271707.24000000
0.420664824522
Long
EC
CORP
US
N
1
N
N
N
Dycom Industries Inc
549300F56EKTHQI3WT60
Dycom Industries Inc
267475101
7674.00000000
NS
USD
310183.08000000
0.480234206927
Long
EC
CORP
US
N
1
N
N
N
MRC Global Inc
529900TSBPOLCLI2L582
MRC Global Inc
55345K103
19522.00000000
NS
USD
219817.72000000
0.340328003812
Long
EC
CORP
US
N
1
N
N
N
Office Depot Inc
549300OI428NU7XTM839
Office Depot Inc
676220106
132066.00000000
NS
USD
293186.52000000
0.453919652594
Long
EC
CORP
US
N
1
N
N
N
American Axle & Manufacturing
N/A
American Axle & Manufacturing Holdings Inc
024061103
24747.00000000
NS
USD
228662.28000000
0.354021401457
Long
EC
CORP
US
N
1
N
N
N
Mobile Mini Inc
529900IYC4GQUZJ42W95
Mobile Mini Inc
60740F105
2341.00000000
NS
USD
97713.34000000
0.151282553326
Long
EC
CORP
US
N
1
N
N
N
CTS Corp
549300YV1HQLBVHOI649
CTS Corp
126501105
6029.00000000
NS
USD
176709.99000000
0.273587398461
Long
EC
CORP
US
N
1
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081T108
48326.00000000
NS
USD
417536.64000000
0.646442021188
Long
EC
CORP
US
N
1
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357K103
18800.00000000
NS
USD
471128.00000000
0.729413678662
Long
EC
CORP
US
N
1
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389375106
16878.00000000
NS
USD
342285.84000000
0.529936606842
Long
EC
CORP
US
N
1
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155203
13015.00000000
NS
USD
242209.15000000
0.374995048282
Long
EC
CORP
US
N
1
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
000000000
2790.00000000
NS
USD
175881.60000000
0.272304861661
Long
EC
CORP
TH
N
1
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises Inc
45765U103
2575.00000000
NS
USD
169615.25000000
0.262603121571
Long
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
7312.00000000
NS
USD
323409.76000000
0.500712126549
Long
EC
CORP
US
N
1
N
N
N
Greif Inc
54930070FVGKR0Z1FI24
Greif Inc
397624107
8187.00000000
NS
USD
330918.54000000
0.512337431863
Long
EC
CORP
US
N
1
N
N
N
Buckle Inc/The
5299007IU0461T3GDL34
Buckle Inc/The
118440106
10334.00000000
NS
USD
252252.94000000
0.390545127690
Long
EC
CORP
US
N
1
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215108
138751.00000000
NS
USD
312189.75000000
0.483340990109
Long
EC
CORP
US
N
1
N
N
N
Abercrombie & Fitch Co
5493000J7LL72TOGT983
Abercrombie & Fitch Co
002896207
26161.00000000
NS
USD
427993.96000000
0.662632339425
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp
801056102
10569.00000000
NS
USD
336516.96000000
0.521005063859
Long
EC
CORP
US
N
1
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc
98262P101
2323.00000000
NS
USD
76612.54000000
0.118613698682
Long
EC
CORP
US
N
1
N
N
N
Atlas Air Worldwide Holdings I
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings Inc
049164205
16406.00000000
NS
USD
366674.10000000
0.567695199926
Long
EC
CORP
US
N
1
N
N
N
Matson Inc
549300OI5H3Y0I9I4I12
Matson Inc
57686G105
6526.00000000
NS
USD
235001.26000000
0.363835589365
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001A102
7402.00000000
NS
USD
525245.92000000
0.813200571202
Long
EC
CORP
US
N
1
N
N
N
1st Source Corp
N/A
1st Source Corp
336901103
3487.00000000
NS
USD
164551.53000000
0.254763327220
Long
EC
CORP
US
N
1
N
N
N
Heritage Financial Corp/WA
N/A
Heritage Financial Corp/WA
42722X106
6394.00000000
NS
USD
164837.32000000
0.255205795371
Long
EC
CORP
US
N
1
N
N
N
Brookdale Senior Living Inc
LH7MQB13NWY7CJ9VC445
Brookdale Senior Living Inc
112463104
36627.00000000
NS
USD
241371.93000000
0.373698840627
Long
EC
CORP
US
N
1
N
N
N
PGT Innovations Inc
549300LRW9WM59C1S579
PGT Innovations Inc
69336V101
24270.00000000
NS
USD
376185.00000000
0.582420243983
Long
EC
CORP
US
N
1
N
N
N
Helix Energy Solutions Group I
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330P107
37577.00000000
NS
USD
313392.18000000
0.485202626202
Long
EC
CORP
US
N
1
N
N
N
NOW Inc
549300AVH5SOCFVVDW91
NOW Inc
67011P100
32194.00000000
NS
USD
322261.94000000
0.498935039199
Long
EC
CORP
US
N
1
N
N
N
OceanFirst Financial Corp
N/A
OceanFirst Financial Corp
675234108
7084.00000000
NS
USD
164773.84000000
0.255107513842
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market Inc
85208M102
13761.00000000
NS
USD
215084.43000000
0.332999790522
Long
EC
CORP
US
N
1
N
N
N
Flagstar Bancorp Inc
549300Q22V2Y3J4R2715
Flagstar Bancorp Inc
337930705
6961.00000000
NS
USD
245305.64000000
0.379789121574
Long
EC
CORP
US
N
1
N
N
N
Sturm Ruger & Co Inc
529900DV1BWFJSHFO847
Sturm Ruger & Co Inc
864159108
5662.00000000
NS
USD
280382.24000000
0.434095704585
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
BNP PARIBAS SECURITIES CORP.
000000000
1806990.71000000
PA
USD
1806990.71000000
2.797634063543
Long
RA
CORP
US
N
2
Repurchase
N
1.56000000
2020-02-03
1806990.71000000
USD
1842827.34400000
USD
UST
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623C109
8285.00000000
NS
USD
281938.55000000
0.436505227692
Long
EC
CORP
US
N
1
N
N
N
Acushnet Holdings Corp
529900W5FI106H543E43
Acushnet Holdings Corp
005098108
2731.00000000
NS
USD
84579.07000000
0.130947705478
Long
EC
CORP
US
N
1
N
N
N
M/I Homes Inc
5299005M71FH9CCSFB69
M/I Homes Inc
55305B101
11495.00000000
NS
USD
510263.05000000
0.790003668611
Long
EC
CORP
US
N
1
N
N
N
Renasant Corp
549300OVE6OZHW2UUH81
Renasant Corp
75970E107
7517.00000000
NS
USD
240017.81000000
0.371602353790
Long
EC
CORP
US
N
1
N
N
N
ATN International Inc
54930013NP7VEU877V56
ATN International Inc
00215F107
3266.00000000
NS
USD
189003.42000000
0.292620434068
Long
EC
CORP
US
N
1
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P107
10516.00000000
NS
USD
81183.52000000
0.125690619046
Long
EC
CORP
US
N
1
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
2636.00000000
NS
USD
88701.40000000
0.137330013237
Long
EC
CORP
US
N
1
N
N
N
Boston Private Financial Holdi
9LC5YYBM83TLRL460X73
Boston Private Financial Holdings Inc
101119105
22134.00000000
NS
USD
252327.60000000
0.390660718411
Long
EC
CORP
US
N
1
N
N
N
AMN Healthcare Services Inc
529900W3ARRTCNFH2I39
AMN Healthcare Services Inc
001744101
1424.00000000
NS
USD
95949.12000000
0.148551138084
Long
EC
CORP
US
N
1
N
N
N
Plexus Corp
549300W7HCBI5YT25I79
Plexus Corp
729132100
1153.00000000
NS
USD
82001.36000000
0.126956822037
Long
EC
CORP
US
N
1
N
N
N
HB Fuller Co
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
359694106
3509.00000000
NS
USD
162150.89000000
0.251046588556
Long
EC
CORP
US
N
1
N
N
N
Wolverine World Wide Inc
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097103
5363.00000000
NS
USD
169309.91000000
0.262130385557
Long
EC
CORP
US
N
1
N
N
N
Cadence BanCorp
54930022CKKXKBR5CK30
Cadence BanCorp
12739A100
14687.00000000
NS
USD
229557.81000000
0.355407886302
Long
EC
CORP
US
N
1
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P105
7616.00000000
NS
USD
368690.56000000
0.570817140262
Long
EC
CORP
US
N
1
N
N
N
Neenah Inc
8SR38IKUT3O1F1I6VH65
Neenah Inc
640079109
1260.00000000
NS
USD
83966.40000000
0.129999152476
Long
EC
CORP
US
N
1
N
N
N
WesBanco Inc
N/A
WesBanco Inc
950810101
4787.00000000
NS
USD
158545.44000000
0.245464529014
Long
EC
CORP
US
N
1
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454L100
40243.00000000
NS
USD
369430.74000000
0.571963107848
Long
EC
CORP
US
N
1
N
N
N
Enterprise Financial Services
5493001XTU5DLD632129
Enterprise Financial Services Corp
293712105
1841.00000000
NS
USD
80101.91000000
0.124016039889
Long
EC
CORP
US
N
1
N
N
N
Select Medical Holdings Corp
N/A
Select Medical Holdings Corp
81619Q105
3803.00000000
NS
USD
86860.52000000
0.134479910817
Long
EC
CORP
US
N
1
N
N
N
Global Net Lease Inc
549300NUYANCT5SU8Z65
Global Net Lease Inc
379378201
13130.00000000
NS
USD
272184.90000000
0.421404351227
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
16249.00000000
NS
USD
333916.95000000
0.516979654928
Long
EC
CORP
US
N
1
N
N
N
Nu Skin Enterprises Inc
54930050DETB6CP71D38
Nu Skin Enterprises Inc
67018T105
4415.00000000
NS
USD
143884.85000000
0.222766589424
Long
EC
CORP
US
N
1
N
N
N
Heartland Express Inc
5299005V45FZIQGLOG39
Heartland Express Inc
422347104
17191.00000000
NS
USD
321299.79000000
0.497445411389
Long
EC
CORP
US
N
1
N
N
N
Dave & Buster's Entertainment
529900WTVU85QZLYHR86
Dave & Buster's Entertainment Inc
238337109
6629.00000000
NS
USD
292736.64000000
0.453223135669
Long
EC
CORP
US
N
1
N
N
N
Oil States International Inc
5493004TF4KQJGMYL777
Oil States International Inc
678026105
5442.00000000
NS
USD
58664.76000000
0.090826438673
Long
EC
CORP
US
N
1
N
N
N
RPT Realty
N/A
RPT Realty
74971D101
5901.00000000
NS
USD
82318.95000000
0.127448523847
Long
EC
CORP
US
N
1
N
N
N
Schweitzer-Mauduit Internation
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International Inc
808541106
6341.00000000
NS
USD
222125.23000000
0.343900555980
Long
EC
CORP
US
N
1
N
N
N
TRI Pointe Group Inc
N/A
TRI Pointe Group Inc
87265H109
29033.00000000
NS
USD
472076.58000000
0.730882297014
Long
EC
CORP
US
N
1
N
N
N
Cubic Corp
6HHLXIOGCDNZ4IRAIW26
Cubic Corp
229669106
1396.00000000
NS
USD
91144.84000000
0.141113016070
Long
EC
CORP
US
N
1
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp
459044103
6182.00000000
NS
USD
243570.80000000
0.377103193277
Long
EC
CORP
US
N
1
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436104
1619.00000000
NS
USD
156152.55000000
0.241759789118
Long
EC
CORP
US
N
1
N
N
N
Compass Minerals International
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451N101
1456.00000000
NS
USD
84287.84000000
0.130496814965
Long
EC
CORP
US
N
1
N
N
N
Eagle Bancorp Inc
549300B47NZODRMG3D47
Eagle Bancorp Inc
268948106
5476.00000000
NS
USD
239301.20000000
0.370492877944
Long
EC
CORP
US
N
1
N
N
N
Astronics Corp
549300NNXCF8H4MSMK17
Astronics Corp
046433108
16183.00000000
NS
USD
407811.60000000
0.631385439534
Long
EC
CORP
US
N
1
N
N
N
Cooper Tire & Rubber Co
DE46ECQ8KH195MRIQN56
Cooper Tire & Rubber Co
216831107
12586.00000000
NS
USD
333403.14000000
0.516184159771
Long
EC
CORP
US
N
1
N
N
N
Oxford Industries Inc
IDZ20O0XD3GS4UOI2L88
Oxford Industries Inc
691497309
3530.00000000
NS
USD
244982.00000000
0.379288052983
Long
EC
CORP
US
N
1
N
N
N
Employers Holdings Inc
N/A
Employers Holdings Inc
292218104
10834.00000000
NS
USD
462070.10000000
0.715389982002
Long
EC
CORP
US
N
1
N
N
N
PolyOne Corp
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179P106
2412.00000000
NS
USD
80030.16000000
0.123904954512
Long
EC
CORP
US
N
1
N
N
N
Gibraltar Industries Inc
N/A
Gibraltar Industries Inc
374689107
1760.00000000
NS
USD
95955.20000000
0.148560551312
Long
EC
CORP
US
N
1
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
7599.00000000
NS
USD
88908.30000000
0.137650341662
Long
EC
CORP
US
N
1
N
N
N
Waddell & Reed Financial Inc
549300DZMO2208Z36F25
Waddell & Reed Financial Inc
930059100
27053.00000000
NS
USD
432306.94000000
0.669309816900
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
2663.00000000
NS
USD
268350.51000000
0.415467840310
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons Inc
5493003XM719UN7E8P64
John Wiley & Sons Inc
968223206
5488.00000000
NS
USD
239386.56000000
0.370625034707
Long
EC
CORP
US
N
1
N
N
N
First Midwest Bancorp Inc/IL
7XRS7ORI584PF41IVU88
First Midwest Bancorp Inc/IL
320867104
11547.00000000
NS
USD
230247.18000000
0.356475188410
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
19959.00000000
NS
USD
351078.81000000
0.543550131391
Long
EC
CORP
US
N
1
N
N
N
American Equity Investment Lif
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676206
2965.00000000
NS
USD
78305.65000000
0.121235019414
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
39643.00000000
NS
USD
359562.01000000
0.556684061276
Long
EC
CORP
US
N
1
N
N
Werner Enterprises Inc
549300P6XRGOCHHJST37
Werner Enterprises Inc
950755108
9944.00000000
NS
USD
366535.84000000
0.567481141889
Long
EC
CORP
US
N
1
N
N
N
Banner Corp
N/A
Banner Corp
06652V208
3197.00000000
NS
USD
164805.35000000
0.255156298514
Long
EC
CORP
US
N
1
N
N
N
Hub Group Inc
N/A
Hub Group Inc
443320106
7056.00000000
NS
USD
373050.72000000
0.577567663146
Long
EC
CORP
US
N
1
N
N
N
Allegiant Travel Co
549300JM9OZXOHWL2K18
Allegiant Travel Co
01748X102
1530.00000000
NS
USD
257101.20000000
0.398051340783
Long
EC
CORP
US
N
1
N
N
N
PennyMac Financial Services In
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932M107
10630.00000000
NS
USD
358443.60000000
0.554952507320
Long
EC
CORP
US
N
1
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp
127055101
5603.00000000
NS
USD
223279.55000000
0.345687706813
Long
EC
CORP
US
N
1
N
N
N
EchoStar Corp
549300EE20907QZ9GT38
EchoStar Corp
278768106
6148.00000000
NS
USD
245335.94000000
0.379836032890
Long
EC
CORP
US
N
1
N
N
N
Northwest Bancshares Inc
N/A
Northwest Bancshares Inc
667340103
5337.00000000
NS
USD
83924.33000000
0.129934018514
Long
EC
CORP
US
N
1
N
N
N
AMKOR TECHNOLOGY INC
529900VHLRTKPWZJBM84
AMKOR TECHNOLOGY INC
031652100
20483.00000000
NS
USD
230433.75000000
0.356764041354
Long
EC
CORP
US
N
1
N
N
N
TTM Technologies Inc
549300SC4BDOIS008048
TTM Technologies Inc
87305R109
24044.00000000
NS
USD
345993.16000000
0.535676384395
Long
EC
CORP
US
N
1
N
N
N
Kraton Corp
N/A
Kraton Corp
50077C106
17865.00000000
NS
USD
293879.25000000
0.454992156749
Long
EC
CORP
US
N
1
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J109
12905.00000000
NS
USD
164022.55000000
0.253944345441
Long
EC
CORP
US
N
1
N
N
N
Altra Industrial Motion Corp
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp
02208R106
7354.00000000
NS
USD
244594.04000000
0.378687402351
Long
EC
CORP
US
N
1
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164V103
9161.00000000
NS
USD
335200.99000000
0.518967641929
Long
EC
CORP
US
N
1
N
N
N
Callaway Golf Co
5493005UB0KFRKBPCU72
Callaway Golf Co
131193104
4187.00000000
NS
USD
89685.54000000
0.138853686586
Long
EC
CORP
US
N
1
N
N
N
AZZ Inc
549300HD1X2NFLWPYC83
AZZ Inc
002474104
5795.00000000
NS
USD
239101.70000000
0.370184006408
Long
EC
CORP
US
N
1
N
N
N
B&G Foods Inc
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508R106
25228.00000000
NS
USD
405161.68000000
0.627282758532
Long
EC
CORP
US
N
1
N
N
Trinseo SA
222100SZ6J5ZF05ZTR58
Trinseo SA
000000000
7156.00000000
NS
USD
205520.32000000
0.318192365240
Long
EC
CORP
US
N
1
N
N
N
Marcus & Millichap Inc
549300B2HE8ULXNB1N48
Marcus & Millichap Inc
566324109
4857.00000000
NS
USD
171937.80000000
0.266198959091
Long
EC
CORP
US
N
1
N
N
N
Arch Coal Inc
W47HVZ7Q6FXL86RELH91
Arch Coal Inc
039380407
6305.00000000
NS
USD
324896.65000000
0.503014171650
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q102
5354.00000000
NS
USD
261864.14000000
0.405425459041
Long
EC
CORP
US
N
1
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc
65158N102
13447.00000000
NS
USD
158271.19000000
0.245039927417
Long
EC
CORP
US
N
1
N
N
N
Playa Hotels & Resorts NV
529900BUP3KWPCJNLS49
Playa Hotels & Resorts NV
000000000
21539.00000000
NS
USD
151203.78000000
0.234097963605
Long
EC
CORP
US
N
1
N
N
N
Axos Financial Inc
529900D8M56422GK9O25
Axos Financial Inc
05465C100
5975.00000000
NS
USD
168315.75000000
0.260591198961
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS TR FINL SQ TSY IN
N/A
GOLDMAN SACHS TR FINL SQ TSY IN
38141W323
391920.79000000
NS
USD
391920.79000000
0.606782838587
Long
STIV
RF
US
N
1
N
N
Dillard's Inc
529900FGYKMWL6019P91
Dillard's Inc
254067101
6155.00000000
NS
USD
373731.60000000
0.578621820796
Long
EC
CORP
US
N
1
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298108
16996.00000000
NS
USD
344848.84000000
0.533904715845
Long
EC
CORP
US
N
1
N
N
N
Brookline Bancorp Inc
N/A
Brookline Bancorp Inc
11373M107
5393.00000000
NS
USD
81973.60000000
0.126913843221
Long
EC
CORP
US
N
1
N
N
N
Green Dot Corp
N/A
Green Dot Corp
39304D102
19414.00000000
NS
USD
583973.12000000
0.904123681247
Long
EC
CORP
US
N
1
N
N
N
Trinity Industries Inc
R1JB4KXN77XFCXOQKV49
Trinity Industries Inc
896522109
16337.00000000
NS
USD
332131.21000000
0.514214921814
Long
EC
CORP
US
N
1
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733V100
80414.00000000
NS
USD
254912.38000000
0.394662547826
Long
EC
CORP
US
N
1
N
N
N
Cavco Industries Inc
N/A
Cavco Industries Inc
149568107
454.00000000
NS
USD
101705.08000000
0.157462677958
Long
EC
CORP
US
N
1
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia Inc
78709Y105
2859.00000000
NS
USD
249018.90000000
0.385538095603
Long
EC
CORP
US
N
1
N
N
N
Allegheny Technologies Inc
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741R102
21894.00000000
NS
USD
377671.50000000
0.584721685276
Long
EC
CORP
US
N
1
N
N
N
Kronos Worldwide Inc
549300OBZ34C65APL277
Kronos Worldwide Inc
50105F105
19871.00000000
NS
USD
215401.64000000
0.333490904005
Long
EC
CORP
US
N
1
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
4628.00000000
NS
USD
85108.92000000
0.131768034216
Long
EC
CORP
US
N
1
N
N
N
Artisan Partners Asset Managem
549300T1FUI6JF63XU51
Artisan Partners Asset Management Inc
04316A108
2746.00000000
NS
USD
91716.40000000
0.141997921409
Long
EC
CORP
US
N
1
N
N
N
Empire State Realty Trust Inc
549300VOKY1DUEQSB456
Empire State Realty Trust Inc
292104106
6358.00000000
NS
USD
86214.48000000
0.133479693439
Long
EC
CORP
US
N
1
N
N
N
Great Western Bancorp Inc
5493004X4OTHDTFBHI90
Great Western Bancorp Inc
391416104
7665.00000000
NS
USD
226500.75000000
0.350674859650
Long
EC
CORP
US
N
1
N
N
N
National HealthCare Corp
N/A
National HealthCare Corp
635906100
3081.00000000
NS
USD
258557.52000000
0.400306056547
Long
EC
CORP
US
N
1
N
N
N
Children's Place Inc/The
549300BGVK2OO5O7TC19
Children's Place Inc/The
168905107
4259.00000000
NS
USD
254134.53000000
0.393458258482
Long
EC
CORP
US
N
1
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123X102
93650.00000000
NS
USD
280950.00000000
0.434974726656
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp Inc
N/A
NBT Bancorp Inc
628778102
2188.00000000
NS
USD
82684.52000000
0.128014509648
Long
EC
CORP
US
N
1
N
N
N
ManTech International Corp/VA
5299007N03CAU4SWNR02
ManTech International Corp/VA
564563104
1111.00000000
NS
USD
89191.08000000
0.138088149646
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp Inc
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp Inc
084680107
5503.00000000
NS
USD
154909.45000000
0.239835186582
Long
EC
CORP
US
N
1
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569109
10418.00000000
NS
USD
310768.94000000
0.481141251930
Long
EC
CORP
US
N
1
N
N
N
Worthington Industries Inc
1WRCIANKYOIK6KYE5E82
Worthington Industries Inc
981811102
2104.00000000
NS
USD
77385.12000000
0.119809828863
Long
EC
CORP
US
N
1
N
N
N
Hope Bancorp Inc
549300UTF4QGMBHIZ219
Hope Bancorp Inc
43940T109
24351.00000000
NS
USD
338600.66000000
0.524231107062
Long
EC
CORP
US
N
1
N
N
N
Kelly Services Inc
N/A
Kelly Services Inc
488152208
20032.00000000
NS
USD
355768.32000000
0.550810563249
Long
EC
CORP
US
N
1
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485205
25171.00000000
NS
USD
369258.57000000
0.571696549390
Long
EC
CORP
US
N
1
N
N
N
Core-Mark Holding Co Inc
529900CI5YANWVE54N57
Core-Mark Holding Co Inc
218681104
6654.00000000
NS
USD
155969.76000000
0.241476788477
Long
EC
CORP
US
N
1
N
N
N
Simmons First National Corp
549300IVR5AJKUVOGN05
Simmons First National Corp
828730200
9940.00000000
NS
USD
238361.20000000
0.369037543390
Long
EC
CORP
US
N
1
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
Encore Capital Group Inc
292554102
12792.00000000
NS
USD
434288.40000000
0.672377569247
Long
EC
CORP
US
N
1
N
N
N
Stoneridge Inc
PNBCIH9LE7WI83VJIF08
Stoneridge Inc
86183P102
12342.00000000
NS
USD
343848.12000000
0.532355372871
Long
EC
CORP
US
N
1
N
N
N
Laureate Education Inc
5JL7TMOH5TY3IUYSUP91
Laureate Education Inc
518613203
20548.00000000
NS
USD
428220.32000000
0.662982796371
Long
EC
CORP
US
N
1
N
N
N
ICF International Inc
5493003KYFDDC5B3WY64
ICF International Inc
44925C103
969.00000000
NS
USD
84874.71000000
0.131405423677
Long
EC
CORP
US
N
1
N
N
N
Hillenbrand Inc
U246OE781574J2BUD366
Hillenbrand Inc
431571108
2665.00000000
NS
USD
77364.95000000
0.119778601099
Long
EC
CORP
US
N
1
N
N
N
Minerals Technologies Inc
549300D3I1QU67GP6403
Minerals Technologies Inc
603158106
6279.00000000
NS
USD
339882.27000000
0.526215331868
Long
EC
CORP
US
N
1
N
N
N
NETGEAR Inc
54930067KX3UNRHDWA78
NETGEAR Inc
64111Q104
3621.00000000
NS
USD
93132.12000000
0.144189779106
Long
EC
CORP
US
N
1
N
N
N
Rush Enterprises Inc
529900V3XHTN7A6DFT17
Rush Enterprises Inc
781846209
9728.00000000
NS
USD
418304.00000000
0.647630069618
Long
EC
CORP
US
N
1
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825205
24853.00000000
NS
USD
382984.73000000
0.592947778057
Long
EC
CORP
US
N
1
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd
000000000
12248.00000000
NS
USD
297748.88000000
0.460983227229
Long
EC
CORP
US
N
1
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic Inc
21871N101
26025.00000000
NS
USD
415098.75000000
0.642667611021
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
186913.00000000
NS
USD
293453.41000000
0.454332859231
Long
EC
CORP
US
N
1
N
N
N
SEACOR Holdings Inc
549300IQTYSR1SC4II14
SEACOR Holdings Inc
811904101
8387.00000000
NS
USD
315267.33000000
0.488105786404
Long
EC
CORP
US
N
1
N
N
N
NetScout Systems Inc
5493005HZXZ3SPNVCV76
NetScout Systems Inc
64115T104
3688.00000000
NS
USD
94818.48000000
0.146800649296
Long
EC
CORP
US
N
1
N
N
N
DiamondRock Hospitality Co
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co
252784301
24033.00000000
NS
USD
232399.11000000
0.359806867226
Long
EC
CORP
US
N
1
N
N
N
Resideo Technologies Inc
5493006TKFPYISY2DS54
Resideo Technologies Inc
76118Y104
30332.00000000
NS
USD
308779.76000000
0.478061547261
Long
EC
CORP
US
N
1
N
N
N
Cheesecake Factory Inc/The
529900872XMLK10SY247
Cheesecake Factory Inc/The
163072101
4656.00000000
NS
USD
178790.40000000
0.276808347993
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
10467.00000000
NS
USD
251626.68000000
0.389575534267
Long
EC
CORP
US
N
1
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387409
61626.00000000
NS
USD
279782.04000000
0.433166457990
Long
EC
CORP
US
N
1
N
N
FBL Financial Group Inc
N/A
FBL Financial Group Inc
30239F106
3070.00000000
NS
USD
165104.60000000
0.255619605818
Long
EC
CORP
US
N
1
N
N
N
BrightView Holdings Inc
549300F8QN8YHVI7L866
BrightView Holdings Inc
10948C107
15784.00000000
NS
USD
249387.20000000
0.386108308067
Long
EC
CORP
US
N
1
N
N
N
Safety Insurance Group Inc
254900LDCFLA3J746840
Safety Insurance Group Inc
78648T100
1956.00000000
NS
USD
180108.48000000
0.278849036684
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Holdings Inc
529900TQUS2JVPSSPP86
Hawaiian Holdings Inc
419879101
15443.00000000
NS
USD
430550.84000000
0.666590973271
Long
EC
CORP
US
N
1
N
N
N
Apogee Enterprises Inc
549300579S7QW8V4IJ60
Apogee Enterprises Inc
037598109
8193.00000000
NS
USD
260701.26000000
0.403625055374
Long
EC
CORP
US
N
1
N
N
N
Cooper-Standard Holdings Inc
549300VVOH2RQP5YMB08
Cooper-Standard Holdings Inc
21676P103
13641.00000000
NS
USD
361759.32000000
0.560085998691
Long
EC
CORP
US
N
1
N
N
N
S&T Bancorp Inc
N/A
S&T Bancorp Inc
783859101
2203.00000000
NS
USD
82810.77000000
0.128209973464
Long
EC
CORP
US
N
1
N
N
N
G-III Apparel Group Ltd
529900O5KABM3R3SFM87
G-III Apparel Group Ltd
36237H101
13502.00000000
NS
USD
367389.42000000
0.568802678558
Long
EC
CORP
US
N
1
N
N
N
Benchmark Electronics Inc
549300W18RHYZOZKOP53
Benchmark Electronics Inc
08160H101
7749.00000000
NS
USD
238514.22000000
0.369274453276
Long
EC
CORP
US
N
1
N
N
N
La-Z-Boy Inc
549300WNO1WMN9ZG2519
La-Z-Boy Inc
505336107
5747.00000000
NS
USD
176088.08000000
0.272624539830
Long
EC
CORP
US
N
1
N
N
N
Meritor Inc
5LTG829X630QFHTFBO82
Meritor Inc
59001K100
13816.00000000
NS
USD
302708.56000000
0.468661943913
Long
EC
CORP
US
N
1
N
N
N
Patrick Industries Inc
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343103
6902.00000000
NS
USD
358075.76000000
0.554383007041
Long
EC
CORP
US
N
1
N
N
N
Oceaneering International Inc
549300L6PH74701W0R30
Oceaneering International Inc
675232102
12135.00000000
NS
USD
150595.35000000
0.233155975091
Long
EC
CORP
US
N
1
N
N
N
Big Lots Inc
N/A
Big Lots Inc
089302103
15750.00000000
NS
USD
426195.00000000
0.659847138733
Long
EC
CORP
US
N
1
N
N
N
Applied Industrial Technologie
549300NU173IJRC6PO38
Applied Industrial Technologies Inc
03820C105
2713.00000000
NS
USD
175178.41000000
0.271216163039
Long
EC
CORP
US
N
1
N
N
N
Bloomin' Brands Inc
E1UJ2GO305B5FXGV7N04
Bloomin' Brands Inc
094235108
8198.00000000
NS
USD
170272.46000000
0.263620632659
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings Inc
54930010TA543US0PM65
Hilltop Holdings Inc
432748101
10681.00000000
NS
USD
241817.84000000
0.374389211085
Long
EC
CORP
US
N
1
N
N
N
Horace Mann Educators Corp
254900G5YAV3A2YK8T32
Horace Mann Educators Corp
440327104
4144.00000000
NS
USD
178233.44000000
0.275946046787
Long
EC
CORP
US
N
1
N
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627C101
21407.00000000
NS
USD
403736.02000000
0.625075511446
Long
EC
CORP
US
N
1
N
N
N
Andersons Inc/The
L38MWB8MVRFV7HVJPU11
Andersons Inc/The
034164103
17893.00000000
NS
USD
404739.66000000
0.626629375246
Long
EC
CORP
US
N
1
N
N
N
Core Laboratories NV
724500MDYY5VBSAF5W50
Core Laboratories NV
000000000
2357.00000000
NS
USD
82801.41000000
0.128195482048
Long
EC
CORP
NL
N
1
N
N
N
Standard Motor Products Inc
THGK1EO5B5HK0JHQVZ90
Standard Motor Products Inc
853666105
1668.00000000
NS
USD
81031.44000000
0.125455164493
Long
EC
CORP
US
N
1
N
N
N
2020-03-25
First Trust Exchange-Traded AlphaDEX Fund
Donald P. Swade
Donald P. Swade
Treasurer, Chief Financial Officer and Chief Accounting Officer