# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007928
**Filing Date:** 2023-2
**Character Count:** 113592
**Document Hash:** bf078ae319174421e6a3fe318920b45a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007928.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007928

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED ALPHADEX FUND II
- **CENTRAL INDEX KEY:** 0001510337
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22519
- **FILM NUMBER:** 23651940

**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

## Series and Classes Contracts Data

### First Trust Developed Markets ex-US AlphaDEX Fund (Series ID: S000031802)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000099056 | First Trust Developed Markets ex-US AlphaDEX Fund | FDT             |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** First Trust Exchange-Traded AlphaDEX Fund II

- **b. Investment Company Act file number:** 811-22519

- **c. CIK number of Registrant:** 0001510337

- **d. LEI of Registrant:** 549300HROUDUV84QFV64

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 120 East Liberty Drive, Suite 400

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

**Item A.2. Information about the Series.**

- **a. Name of Series:** First Trust Developed Markets ex-US AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031802

- **c. LEI of Series:** 549300SVX2E7BU0PDC63

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $442186220.10

**Total Liabilities:** $22876231.98

**Net Assets:** $419309988.12

**Cash Not Reported:** $2433458.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099056 | 6.03%                | 11.83%               | -1.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-61333073.72            | $82337417.63                               |
| Month 2  | $1120893.55              | $41634929.39                               |
| Month 3  | $104369.96               | $-8286507.81                               |

### Schedule of Portfolio Investments

| Name                                                              | Title                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Barratt Developments PLC                                          | BARRATT DEVELOPMENTS PLC /GBP/                    | CUSIP: G08288105<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |    210542 | NS      | $1009993.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Company PLC                                          | BRITISH LAND CO PLC /GBP/                         | CUSIP: G15540118<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |    513598 | NS      | $2453232.31   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                                       | PEARSON PLC /GBP/                                 | CUSIP: G69651100<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |    124679 | NS      | $1415662.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                                     | PERSIMMON PLC /GBP/                               | CUSIP: G70202109<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |    116441 | NS      | $1713187.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC                                                   | UNITE GROUP PLC/THE /GBP/                         | CUSIP: G9283N101<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |    125884 | NS      | $1384905.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                     | RIO TINTO PLC /GBP/                               | CUSIP: G75754104<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     22074 | NS      | $1547275.22   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                            | BP PLC /GBP/                                      | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    415883 | NS      | $2387710.45   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey PLC                                                 | TAYLOR WIMPEY PLC /GBP/                           | CUSIP: G86954107<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |   1631881 | NS      | $2005414.69   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                      | BT GROUP PLC /GBP/                                | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    296858 | NS      | $402132.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                                                | BURBERRY GROUP PLC /GBP/                          | CUSIP: G1700D105<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     39849 | NS      | $977961.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                    | KINGFISHER PLC /GBP/                              | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    490342 | NS      | $1399598.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Glanbia PLC                                                       | GLANBIA PLC /EUR/                                 | CUSIP: G39021103<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |    139384 | NS      | $1778506.91   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP-Energias de Portugal SA                                       | EDP-ENERGIAS DE PORTUGAL /EUR/                    | CUSIP: X67925119<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    277356 | NS      | $1382346.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                           | CRH PLC /EUR/                                     | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     24825 | NS      | $983500.81    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                             | DEUTSCHE LUFTHANSA-REG /EUR/                      | CUSIP: D1908N106<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |    208087 | NS      | $1729628.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Reinsurance AG                                             | MUENCHENER RUECKVER AG-R /EUR/                    | CUSIP: D55535104<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      3317 | NS      | $1079407.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                     | VOLKSWAGENWERK AG PRF /EUR/                       | CUSIP: D94523103<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     11323 | NS      | $1411092.49   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                            | MERCEDES-BENZ GROUP AG /EUR/                      | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     31365 | NS      | $2061484.34   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                                        | ACCIONA SA /EUR/                                  | CUSIP: E0008Z109<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      9092 | NS      | $1673022.11   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                         | REPSOL SA /EUR/                                   | CUSIP: E8471S130<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    139089 | NS      | $2210984.08   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                       | BAYERISCHE MOTOREN WERKE /EUR/                    | CUSIP: D12096109<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     29325 | NS      | $2617377.05   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Philips NV                                                  | KONINKLIJKE PHILIPS NV /EUR/                      | CUSIP: N6817P109<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    102622 | NS      | $1538363.46   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp.                                                       | AISIN CORP /JPY/                                  | CUSIP: J00714105<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     15700 | NS      | $422287.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                     | ALIMENTATION COUCHE-TARD /CAD/                    | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     49681 | NS      | $2183175.41   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co                                                      | AJINOMOTO CO INC /JPY/                            | CUSIP: J00882126<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     58800 | NS      | $1806025.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ana Holdings Inc                                                  | ANA HOLDINGS INC /JPY/                            | CUSIP: J0156Q112<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |     85700 | NS      | $1828405.97   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co., Ltd.                                         | ZENSHO HOLDINGS CO LTD /JPY/                      | CUSIP: J9885X108<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |     64900 | NS      | $1636840.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                                 | ASAHI KASEI CORP /JPY/                            | CUSIP: J0242P110<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     60900 | NS      | $436842.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altagas Ltd                                                       | ALTAGAS LTD /CAD/                                 | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |     62671 | NS      | $1082162.47   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aritzia Inc                                                       | ARITZIA INC-SUBORDINATE  /CAD/                    | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |     36520 | NS      | $1277121.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc.                                                          | AGC INC /JPY/                                     | CUSIP: J02394120<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     25900 | NS      | $867346.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| First International Bank Of Israel                                | FIRST INTL BANK ISRAEL /ILS/                      | CUSIP: M1648G106<br>LEI: 2138002RV6AUUX19F397 | Long             | EC               | CORP              | IL        |     19730 | NS      | $780196.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp.                                                      | B2GOLD CORP /CAD/                                 | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |    373345 | NS      | $1326284.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries Inc                                                | CCL INDUSTRIES INC - CL  /CAD/                    | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     16504 | NS      | $705015.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Inc                                                   | TREND MICRO INC /JPY/                             | CUSIP: J9298Q104<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      7400 | NS      | $346205.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd                                            | BROTHER INDUSTRIES LTD /JPY/                      | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     70100 | NS      | $1072010.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power Corp.                                               | CAPITAL POWER CORP /CAD/                          | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |     47126 | NS      | $1612516.68   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo Inc.                                                       | SAPUTO INC /CAD/                                  | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |     50339 | NS      | $1246206.26   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc.                                                        | CANON INC /JPY/                                   | CUSIP: J05124144<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     36700 | NS      | $798513.03    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| City Developments Ltd                                             | CITY DEVELOPMENTS LTD /SGD/                       | CUSIP: V23130111<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |    151800 | NS      | $932741.53    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited                                | CANADIAN NATURAL RESOURC /CAD/                    | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     17186 | NS      | $954368.79    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Limited                                              | IMPERIAL OIL LTD /CAD/                            | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |     46192 | NS      | $2249898.38   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                                     | DOLLARAMA INC /CAD/                               | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     13936 | NS      | $815060.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                                            | TECK RESOURCES LTD CLS B/CAD/                     | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     65764 | NS      | $2485335.21   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerplus Corp                                                     | ENERPLUS CORP /CAD/                               | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |    141245 | NS      | $2493172.45   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Limited                                | FAIRFAX FINANCIAL HLDGS  /CAD/                    | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      1752 | NS      | $1037833.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Ltd.                                                   | SK TELECOM /KRW/                                  | CUSIP: Y4935N104<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |     11326 | NS      | $424557.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Cycle & Ca                                                | JARDINE CYCLE & CARRIAGE /SGD/                    | CUSIP: Y43703100<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |     85400 | NS      | $1823532.93   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Real Estate Investment Trust                              | GRANITE REAL ESTATE INVE /CAD/                    | CUSIP: 387437114<br>LEI: 549300U7HUKRB4S4KZ73 | Long             | EC               | CORP              | CA        |     41439 | NS      | $2114184.73   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller-Maersk                                                  | AP MOLLER-MAERSK A/S-B /DKK/                      | CUSIP: K0514G101<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |      1101 | NS      | $2475617.55   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co                                       | DAITO TRUST CONSTRUCT CO /JPY/                    | CUSIP: J11151107<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     12900 | NS      | $1330889.97   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lawson Inc.                                                       | LAWSON INC /JPY/                                  | CUSIP: J3871L103<br>LEI: 529900IWO8XQO92PR233 | Long             | EC               | CORP              | JP        |     12300 | NS      | $471418.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                                           | FRESENIUS SE & CO KGAA /EUR/                      | CUSIP: D27348263<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     18701 | NS      | $525485.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Ruck SE                                                  | HANNOVER RUECKVERSICHERU SE /EUR/                 | CUSIP: D3015J135<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |     10648 | NS      | $2114357.08   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                        | BOLLORE /EUR/                                     | CUSIP: F10659260<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |    434654 | NS      | $2428737.41   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corporation                                      | INTACT FINANCIAL CORP /CAD/                       | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     11306 | NS      | $1627512.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                        | MITSUBISHI UFJ LEASE & FINANCE /JPY/              | CUSIP: J4706D100<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |    467900 | NS      | $2313830.39   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corp                           | PAN PACIFIC INTERNATIONA /JPY/                    | CUSIP: J6352W100<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     68200 | NS      | $1274722.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                            | OMV AG /EUR/                                      | CUSIP: A51460110<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     43937 | NS      | $2262256.55   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault S.A.                                                      | RENAULT SA /EUR/                                  | CUSIP: F77098105<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     29352 | NS      | $982655.74    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                            | RWE AG /EUR/                                      | CUSIP: D6629K109<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     54312 | NS      | $2417971.03   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                                         | SOLVAY SA /EUR/                                   | CUSIP: B82095116<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |     20617 | NS      | $2084681.87   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Uplus Corp.                                                    | LG UPLUS LTD /KRW/                                | CUSIP: Y5276R125<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    107038 | NS      | $935365.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co                                             | EAST JAPAN RAILWAY CO /JPY/                       | CUSIP: J1257M109<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      7800 | NS      | $446936.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                                        | VIVENDI SE /EUR/                                  | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |    257455 | NS      | $2456633.32   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Corporation                                           | UPM-KYMMENE OYJ /EUR/                             | CUSIP: X9518S108<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |     37798 | NS      | $1413298.13   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings Inc                                                  | SBI HOLDINGS INC /JPY/                            | CUSIP: J6991H100<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     22400 | NS      | $429600.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| S-Oil Corp.                                                       | S-OIL CORP /KRW/                                  | CUSIP: Y80710109<br>LEI: 988400QTUXYDN8W3MZ32 | Long             | EC               | CORP              | KR        |     28411 | NS      | $1873845.31   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                                    | STORA ENSO OYJ-R SHS /EUR/                        | CUSIP: X21349117<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     94076 | NS      | $1324253.03   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                           | BASF SE /EUR/                                     | CUSIP: D06216317<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     31098 | NS      | $1544269.91   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                                               | HEIDELBERGCEMENT AG /EUR/                         | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     30146 | NS      | $1719334.15   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co. KGaA                              | FRESENIUS MEDICAL CARE AG & CO /EUR/              | CUSIP: D2734Z107<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     14140 | NS      | $462712.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Solutions Corp.                                            | HANWHA CHEMICAL CORP /KRW/                        | CUSIP: Y3065K104<br>LEI: 549300M2V0ZS71BRNR68 | Long             | EC               | CORP              | KR        |     60946 | NS      | $2072501.38   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                                       | HANKYU HOLDINGS INC /JPY/                         | CUSIP: J18439109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     66900 | NS      | $1998232.25   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange S.A.                                                       | ORANGE SA /EUR/                                   | CUSIP: F4113C103<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     44387 | NS      | $440978.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                                | LUNDIN MINING CORP /CAD/                          | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |    316648 | NS      | $1943386.17   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CA Immobilien Anlagen AG                                          | CA IMMOBILIEN ANLAGEN AG /EUR/                    | CUSIP: A1144Q155<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |     13503 | NS      | $409779.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Ltd                                        | FORTESCUE METALS GROUP L /AUD/                    | CUSIP: Q39360104<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     74370 | NS      | $1038519.99   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                    | BHP GROUP LTD /AUD/                               | CUSIP: Q1498M100<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     16237 | NS      | $504437.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvey Norman Holdings Ltd.                                       | HARVEY NORMAN HOLDINGS L /AUD/                    | CUSIP: Q4525E117<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |    464443 | NS      | $1305972.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO Tinto Limited                                                 | RIO TINTO LTD /AUD/                               | CUSIP: Q81437107<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     20092 | NS      | $1592446.61   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT Group                                                         | GPT GROUP /AUD/                                   | CUSIP: Q4252X155<br>LEI: 549300N0X6IGFL5O5R09 | Long             | EC               | CORP              | AU        |    489909 | NS      | $1400929.01   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HASEKO Corp.                                                      | HASEKO CORP /JPY/                                 | CUSIP: J18984153<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |     74100 | NS      | $831677.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin Inc                                                | HIKARI TSUSHIN INC /JPY/                          | CUSIP: J1949F108<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |      3400 | NS      | $482383.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OZ Minerals Ltd.                                                  | OZ MINERALS LTD /AUD/                             | CUSIP: Q7161P122<br>LEI: 529900O2VBT5CL7EZT27 | Long             | EC               | CORP              | AU        |     24261 | NS      | $460855.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd.                                                          | IGO LTD /AUD/                                     | CUSIP: Q4875H108<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |     91307 | NS      | $836759.31    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Posco Chemical Co Ltd                                             | POSCO CHEMICAL CO LTD /KRW/                       | CUSIP: Y70754109<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3836 | NS      | $546049.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Hitachi Construction Machinery Co Ltd.                            | HITACHI CONSTRUCTION MAC /JPY/                    | CUSIP: J20244109<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     65300 | NS      | $1472285.13   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel (Finance) Ltd / BlueScope Steel Finance (USA) LLC | BLUESCOPE STEEL LTD/AUD/                          | CUSIP: Q1415L177<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |    205876 | NS      | $2360474.05   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcrest Mining Ltd.                                              | NEWCREST MINING LTD /AUD/                         | CUSIP: Q6651B114<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |     36965 | NS      | $519459.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTE Chemical Corp.                                              | LOTTE CHEMICAL CORP /KRW/                         | CUSIP: Y3280U101<br>LEI: 988400TPNFJZDPI94Y56 | Long             | EC               | CORP              | KR        |      4166 | NS      | $588083.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyundai Mobis Co., Ltd                                            | HYUNDAI MOBIS CO LTD /KRW/                        | CUSIP: Y3849A109<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      3012 | NS      | $477584.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Incitec Pivot Ltd.                                                | INCITEC PIVOT LTD /AUD/                           | CUSIP: Q4887E101<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |    534573 | NS      | $1368504.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW Hope Corp                                                     | NEW HOPE CORP LTD /AUD/                           | CUSIP: Q66635105<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |    522319 | NS      | $2261748.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                               | QANTAS AIRWAYS LTD /AUD/                          | CUSIP: Q77974550<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    373775 | NS      | $1529453.03   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Onex Corp.                                                        | ONEX CORPORATION /CAD/                            | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |     34883 | NS      | $1682061.35   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc.                                                     | SK HYNIX INC /KRW/                                | CUSIP: Y8085F100<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     34617 | NS      | $2053202.85   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Co.                                                 | HYUNDAI MOTOR CO /KRW/                            | CUSIP: Y38472109<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |      3260 | NS      | $389292.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland Corp Ltd.                                               | STOCKLAND /AUD/                                   | CUSIP: Q8773B105<br>LEI: 549300Y8E5TMSOLM7P64 | Long             | EC               | CORP              | AU        |    382539 | NS      | $945439.55    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo                                                           | EURAZEO /EUR/                                     | CUSIP: F3296A108<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |     30491 | NS      | $1896331.15   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo S.A.                                                       | SODEXO SA /EUR/                                   | CUSIP: F84941123<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |     21280 | NS      | $2038280.63   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexans SA                                                         | NEXANS SA /EUR/                                   | CUSIP: F65277109<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |     22333 | NS      | $2018892.05   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie de Saint-Gobain SA                                      | COMPAGNIE DE SAINT GOBAI /EUR/                    | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     22159 | NS      | $1082822.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendel S.A.                                                       | WENDEL /EUR                                       | CUSIP: F98370103<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |     11117 | NS      | $1037696.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                         | GECINA SA /EUR/                                   | CUSIP: F4268U171<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |     10205 | NS      | $1039413.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio, S.A.                                                     | COVIVIO /EUR/                                     | CUSIP: F3832Y172<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |     24868 | NS      | $1476076.23   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                         | SMARTCENTRES REAL ESTATE /CAD/                    | CUSIP: 83179X108<br>LEI: 549300HKEP2IYWZ14H97 | Long             | EC               | CORP              | CA        |     85172 | NS      | $1684568.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Spin Master Corporation                                           | SPIN MASTER CORP-SUB VTG /CAD/                    | CUSIP: 848510103<br>LEI: 549300JH0ZG8BVEPRY76 | Long             | EC               | CORP              | CA        |     13292 | NS      | $327097.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc.                                                      | STANTEC INC /CAD/                                 | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      9121 | NS      | $437053.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                             | TFI INTERNATIONAL INC /CAD/                       | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |     17680 | NS      | $1770742.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                                              | TOURMALINE OIL CORP /CAD/                         | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |     31653 | NS      | $1597143.99   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc (CA) Inc                                    | WASTE CONNECTIONS INC /CAD/                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      5921 | NS      | $784860.47    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd.                                        | WEST FRASER TIMBER CO LT /CAD/                    | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     27647 | NS      | $1996342.09   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus S.A                                                      | PROXIMUS /EUR/                                    | CUSIP: B6951K109<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     38744 | NS      | $373095.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Biopharmaceutical Limited                                    | SINO BIOPHARMACEUTICAL /HKD/                      | CUSIP: G8167W138<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |   1711130 | NS      | $1001846.67   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                             | DEXUS/AU /AUD/                                    | CUSIP: Q3190P134<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    324068 | NS      | $1709973.07   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jyske Bank A/S                                                    | JYSKE BANK-REG /DKK/                              | CUSIP: K55633117<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |     15353 | NS      | $997410.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                         | NESTE OYJ /EUR/                                   | CUSIP: X5688A109<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     27488 | NS      | $1265843.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                                     | ICL GROUP LTD                                     | CUSIP: M5920A109<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     49667 | NS      | $359598.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Infratil Ltd.                                                     | INFRATIL LTD /NZD/                                | CUSIP: Q4933Q124<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     82188 | NS      | $451367.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                                  | RAIFFEISEN BANK INTERNAT /EUR/                    | CUSIP: A7111G104<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     67238 | NS      | $1104814.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                          | ENGIE /EUR/                                       | CUSIP: F7629A107<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    138654 | NS      | $1987076.03   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                         | ARKEMA /EUR/                                      | CUSIP: F0392W125<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |     21869 | NS      | $1963603.17   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                  | TOTALENERGIES SE /EUR/                            | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     34601 | NS      | $2172316.22   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Group                                                | CHARTER HALL GROUP /AUD/                          | CUSIP: Q2308A138<br>LEI: 254900PJ75X7THUAD153 | Long             | EC               | CORP              | AU        |    108964 | NS      | $888773.87    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimao Group Holdings Ltd                                         | SHIMAO GROUP HOLDINGS LT /HKD/                    | CUSIP: G81043104<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | HK        |    826967 | NS      | $234143.72    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Brambles Ltd.                                                     | BRAMBLES LTD /AUD/                                | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    109632 | NS      | $900940.33    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel, S.A.                                                       | REXEL SA /EUR/                                    | CUSIP: F7782J366<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     53034 | NS      | $1046843.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                                                 | ISUZU MOTORS LTD /JPY/                            | CUSIP: J24994105<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    182200 | NS      | $2147694.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| JGC Holdings Corp                                                 | JGC HOLDINGS CORP /JPY/                           | CUSIP: J26945105<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |     64400 | NS      | $823401.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitehaven Coal Ltd.                                              | WHITEHAVEN COAL LTD /AUD/                         | CUSIP: Q97664108<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |    347087 | NS      | $2226079.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilbara Minerals Ltd.                                             | PILBARA MINERALS LTD /AUD/                        | CUSIP: Q7539C100<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |    685801 | NS      | $1750978.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                                                 | JAPAN TOBACCO INC /JPY/                           | CUSIP: J27869106<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     24500 | NS      | $496757.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Aeon Co Ltd.                                                      | AEON CO LTD /JPY/                                 | CUSIP: J00288100<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |     21500 | NS      | $455916.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc.                                                | SUNCOR ENERGY INC /CAD/                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     42613 | NS      | $1351719.61   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                            | WHITECAP RESOURCES INC /CAD/                      | CUSIP: 96467A200<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |    316105 | NS      | $2507361.67   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| MEG Energy Corporation                                            | MEG ENERGY CORP /CAD/                             | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |    142963 | NS      | $1990289.92   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                                | CENOVUS ENERGY INC /CAD/                          | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     78436 | NS      | $1521797.43   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                        | KAWASAKI KISEN KAISHA LT /JPY/                    | CUSIP: J31588148<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |    143200 | NS      | $3040981.41   | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| Kia Corp.                                                         | KIA CORP /KRW/                                    | CUSIP: Y47601102<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     32007 | NS      | $1501000.47   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vermilion Energy Inc.                                             | VERMILION ENERGY INC /CAD/                        | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | RF                | CA        |     93431 | NS      | $1654018.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd.                               | SITC INTERNATIONAL HOLDI /HKD/                    | CUSIP: G8187G105<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    651730 | NS      | $1449504.23   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kintetsu Group Holdings Co Ltd                                    | KINTETSU GROUP HOLDINGS  /JPY/                    | CUSIP: J3S955116<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48300 | NS      | $1602762.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                                             | KIRIN HOLDINGS CO LTD /JPY/                       | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     26100 | NS      | $399932.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ARC Resources Ltd.                                                | ARC RESOURCES LTD /CAD/                           | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |    133225 | NS      | $1795684.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Point Energy Corp                                        | CRESCENT POINT ENERGY CORP COMMON/CAD/_           | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |    326095 | NS      | $2326497.56   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Zinc                                                        | KOREA ZINC CO LTD /KRW/                           | CUSIP: Y4960Y108<br>LEI: 988400D0HSQUB1I1VO41 | Long             | EC               | CORP              | KR        |      4835 | NS      | $2156536.18   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Korean Air Lines Co Ltd.                                          | KOREAN AIR LINES CO LTD /KRW/                     | CUSIP: Y4936S102<br>LEI: 988400C2UFBF4B660C58 | Long             | EC               | CORP              | KR        |     52066 | NS      | $944970.11    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                                     | ELEMENT FLEET MANAGEMENT /CAD/                    | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     67798 | NS      | $923835.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                       | NUTRIEN LTD /CAD/                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     19186 | NS      | $1400691.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp                                                      | KYOCERA CORP /JPY/                                | CUSIP: J37479110<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15900 | NS      | $793788.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corp.                                                          | KT CORP /KRW/                                     | CUSIP: Y49915104<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | NUSS              | KR        |     47679 | NS      | $1274456.47   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kojamo Oyj                                                        | KOJAMO OYJ /EUR/                                  | CUSIP: X4543E117<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |    125148 | NS      | $1848712.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw N.V.                                           | WAREHOUSES DE PAUW SCA /EUR/                      | CUSIP: B9T59Z100<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     65364 | NS      | $1868169.43   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc.                                        | TOKIO MARINE HOLDINGS INC /JPY/                   | CUSIP: J86298106<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     45400 | NS      | $978120.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Electronics, Inc.                                              | LG ELECTRONICS INC /KRW/                          | CUSIP: Y5275H177<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |     14639 | NS      | $1001402.53   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Limited                                                  | WH GROUP LTD /HKD/                                | CUSIP: G96007102<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   1275666 | NS      | $741984.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Allkem Ltd.                                                       | ALLKEM LTD /AUD/                                  | CUSIP: Q0226L103<br>LEI: 2138006SR6M416DVKM86 | Long             | EC               | CORP              | AU        |    225794 | NS      | $1727945.85   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd                                                         | AMPOL LTD /AUD/                                   | CUSIP: Q03608124<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |     21755 | NS      | $418880.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Limited                                     | CK HUTCHISON HOLDINGS LT /HKD/                    | CUSIP: G21765105<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    218373 | NS      | $1310722.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp                                                           | LG CORP /KRW/                                     | CUSIP: Y52755108<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     15550 | NS      | $960423.09    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holding Inc.                                                  | JFE HOLDINGS INC /JPY/                            | CUSIP: J2817M100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    173600 | NS      | $2031770.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                                     | MARUBENI CORP /JPY/                               | CUSIP: J39788138<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |    229500 | NS      | $2649287.56   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                                                      | SOJITZ CORPORATION /JPY/                          | CUSIP: J7608R119<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |    137000 | NS      | $2623293.20   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd.                                                      | SOUTH32 LTD /AUD/                                 | CUSIP: Q86668102<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    861502 | NS      | $2346214.43   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Centres Re Ltd                                           | VICINITY CENTRES /AUD/                            | CUSIP: Q9395F102<br>LEI: 549300S7GOEVR0EGFN47 | Long             | EC               | CORP              | AU        |    720980 | NS      | $981758.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                                   | MITSUBISHI CORP /JPY/                             | CUSIP: J43830116<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     44000 | NS      | $1435934.17   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                  | MITSUBISHI HEAVY INDUSTR /JPY/                    | CUSIP: J44002129<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     36300 | NS      | $1447685.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                                           | SPIE SA /EUR/                                     | CUSIP: F8691R101<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     38043 | NS      | $992015.41    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd.                                            | CK ASSET HOLDINGS LTD /HKD/                       | CUSIP: G2177B101<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |     66925 | NS      | $411987.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                                   | MITSUI & CO LTD /JPY/                             | CUSIP: J44690139<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     94200 | NS      | $2765563.85   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Chemicals Inc                                              | MITSUI CHEMICALS INC /JPY/                        | CUSIP: J4466L102<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |     61900 | NS      | $1403173.58   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                                    | BAWAG GROUP AG /EUR/                              | CUSIP: A0997C107<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      9233 | NS      | $492196.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui O.S.K. Lines Ltd.                                          | MITSUI OSK LINES LTD /JPY/                        | CUSIP: J45013109<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |    111900 | NS      | $2805173.73   | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi Motors Corp                                            | MITSUBISHI MOTORS CORP /JPY/                      | CUSIP: J44131167<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |    561800 | NS      | $2183160.62   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                                                  | SEIKO EPSON CORP /JPY/                            | CUSIP: J7030F105<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     59100 | NS      | $867316.37    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Insulators Ltd                                                | NGK INSULATORS LTD /JPY/                          | CUSIP: J49076110<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |     97000 | NS      | $1240216.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Spark Plug Co Ltd.                                            | NGK SPARK PLUG CO LTD /JPY/                       | CUSIP: J49119100<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |     90900 | NS      | $1689310.42   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph and Telephone Corp.                              | NIPPON TELEGRAPH & TELEP /JPY/                    | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     14900 | NS      | $427109.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Holdings Co Ltd.                                     | NISSIN FOOD HOLDINGS CO LTD /JPY/                 | CUSIP: J58063124<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |     17300 | NS      | $1373559.89   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp.                                                | NIPPON STEEL AND SUMITOMO METAL CORPORATION /JPY/ | CUSIP: J55999122<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |    145000 | NS      | $2532307.22   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co Ltd                                               | NISSAN MOTOR CO LTD /JPY/                         | CUSIP: J57160129<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |    126500 | NS      | $402999.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                     | NIPPON YUSEN KK /JPY/                             | CUSIP: J56515133<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |    118000 | NS      | $2796251.14   | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Oji Holdings Corp.                                                | OJI HOLDINGS CORPORIATON /JPY/                    | CUSIP: J6031N109<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |    216400 | NS      | $875559.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                                  | OSAKA GAS CO LTD /JPY/                            | CUSIP: J62320114<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     26600 | NS      | $431712.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                                                | POSCO HOLDINGS INC /KRW/                          | CUSIP: Y70750115<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |     13634 | NS      | $2981258.20   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd.                                                     | RICOH CO LTD /JPY/                                | CUSIP: J64683105<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     55100 | NS      | $422780.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                                       | ROHTO PHARMACEUTICAL CO  /JPY/                    | CUSIP: J65371106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100400 | NS      | $1774824.75   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Engineering Co.,Ltd                                       | SAMSUNG ENGINEERING CO L /KRW/                    | CUSIP: Y7472L100<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |     50579 | NS      | $889982.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electro-Mechanics Co Ltd.                                 | SAMSUNG ELECTRO-MECHANIC /KRW/                    | CUSIP: Y7470U102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     15411 | NS      | $1590459.07   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                        | SAMSUNG ELECTRONICS CO L /KRW/                    | CUSIP: Y74718100<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     32504 | NS      | $1421487.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                                                 | SEKISUI HOUSE LTD /JPY/                           | CUSIP: J70746136<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     48500 | NS      | $862349.51    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimamura Corp                                                    | SHIMAMURA CO LTD /JPY/                            | CUSIP: J72208101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $948262.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd.                                           | SINGAPORE AIRLINES LTD /SGD/                      | CUSIP: Y7992P128<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    113100 | NS      | $466957.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co Ltd                                          | SUMITOMO CHEMICAL CO LTD /JPY/                    | CUSIP: J77153120<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |    351300 | NS      | $1268791.53   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                                      | SUMITOMO METAL MINING CO /JPY/                    | CUSIP: J77712123<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |     70000 | NS      | $2491389.82   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                                                    | SUMITOMO CORP /JPY/                               | CUSIP: J77282119<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    129200 | NS      | $2161865.28   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd.                                                | SWIRE PACIFIC LTD - CL A /HKD/                    | CUSIP: Y83310105<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |    161125 | NS      | $1418148.54   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                                          | TDK CORP /JPY/                                    | CUSIP: J82141136<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     52300 | NS      | $1727525.91   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                                       | TAISEI CORP /JPY/                                 | CUSIP: J79561130<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |     29000 | NS      | $939119.17    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiyo Yuden Co Ltd                                                | TAIYO YUDEN CO LTD /JPY/                          | CUSIP: J80206113<br>LEI: 353800V9G3X5PLB9AD43 | Long             | EC               | CORP              | JP        |     15600 | NS      | $455257.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobu Railway Co Ltd                                               | TOBU RAILWAY CO LTD /JPY/                         | CUSIP: J84162148<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34100 | NS      | $800274.31    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                                  | TOKYO GAS CO LTD /JPY/                            | CUSIP: J87000105<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     71200 | NS      | $1402407.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Toppan Inc                                                        | TOPPAN INC /JPY/                                  | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     81100 | NS      | $1207477.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries Inc                                              | TORAY INDUSTRIES INC /JPY/                        | CUSIP: J89494116<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |     81800 | NS      | $459112.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Toshiba Corp.                                                     | TOSHIBA CORP /JPY/                                | CUSIP: J89752117<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |     11300 | NS      | $396326.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                            | TOYO SUISAN KAISHA LTD /JPY/                      | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9800 | NS      | $380829.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                                                        | TOSOH CORP /JPY/                                  | CUSIP: J90096116<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |    180780 | NS      | $2162637.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                                                  | MAZDA MOTOR CORP /JPY/                            | CUSIP: J41551102<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |    121800 | NS      | $932711.06    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                                | TOYOTA TSUSHO CORP /JPY/                          | CUSIP: J92719111<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     26000 | NS      | $967768.97    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co Ltd                                              | YAKULT HONSHA CO LTD /JPY/                        | CUSIP: J95468120<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |     20800 | NS      | $1356659.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd.                                              | YAMAHA MOTOR CO LTD /JPY/                         | CUSIP: J95776126<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     64500 | NS      | $1479312.71   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Porsche Automobil Holding SE                                      | PORSCHE AUTOMOBIL HLDG-P /EUR/                    | CUSIP: D6240C122<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |     35289 | NS      | $1935596.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                       | EQUINOR ASA /NOK/                                 | CUSIP: R8413J103<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     62050 | NS      | $2228195.94   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                           | ENI SPA /EUR/                                     | CUSIP: T3643A145<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    150499 | NS      | $2140396.54   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                        | TENARIS SA /EUR/                                  | CUSIP: L90272102<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |    123780 | NS      | $2157767.36   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                            | YARA INTERNATIONAL ASA /NOK/                      | CUSIP: R9900C106<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     35074 | NS      | $1541612.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                     | HEINEKEN NV /EUR/                                 | CUSIP: N39427211<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      4568 | NS      | $429716.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sainsbury (J) PLC                                                 | SAINSBURY (J) PLC /GBP/                           | CUSIP: G77732173<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    413354 | NS      | $1087899.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades De Construccion Y Servicios S.A.                  | ACS ACTIVIDADES CONS Y S /EUR/                    | CUSIP: E7813W163<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     53241 | NS      | $1525671.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker ASA                                                          | AKER ASA/NOK/                                     | CUSIP: R0114P108<br>LEI: 5967007LIEEXZXJ10071 | Long             | EC               | CORP              | NO        |     24828 | NS      | $1823426.63   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                                      | CENTRICA PLC /GBP/                                | CUSIP: G2018Z143<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |   1525569 | NS      | $1780153.65   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                                             | IG GROUP HOLDINGS PLC /GBP/                       | CUSIP: G4753Q106<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     47182 | NS      | $446058.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd.                                          | SEMBCORP INDUSTRIES LTD /SGD/                     | CUSIP: Y79711159<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |    936700 | NS      | $2363779.30   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding N.V.                                             | HEINEKEN HOLDING NV /EUR/                         | CUSIP: N39338194<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |     11645 | NS      | $898131.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd.                                        | SEVEN & I HOLDINGS CO LT /JPY/                    | CUSIP: J7165H108<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     50100 | NS      | $2160667.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd.                                            | DAIICHI SANKYO CO LTD /JPY/                       | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     14400 | NS      | $466321.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                             | MITSUBISHI CHEMICAL GROU /JPY/                    | CUSIP: J44046100<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     88000 | NS      | $459110.03    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumco Corp.                                                       | SUMCO CORP /JPY/                                  | CUSIP: J76896109<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |     34500 | NS      | $461875.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyundai Glovis Co., Ltd                                           | HYUNDAI GLOVIS CO LTD /KRW/                       | CUSIP: Y27294100<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |     10622 | NS      | $1373425.86   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Castellum AB                                                      | CASTELLUM AB /SEK/                                | CUSIP: W2084X107<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |    142634 | NS      | $1725711.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Inpex Corp.                                                       | INPEX CORP /JPY/                                  | CUSIP: J2467E101<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    171300 | NS      | $1822118.26   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Unilever PLC                                                      | UNILEVER PLC /GBP/                                | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      9076 | NS      | $458867.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                   | NORSK HYDRO ASA /NOK/                             | CUSIP: R61115102<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    297902 | NS      | $2229521.34   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Chemie AG                                                  | WACKER CHEMIE AG /EUR/                            | CUSIP: D9540Z106<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |     15468 | NS      | $1976991.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB Swedish Steel AB                                             | SSAB AB - B SHARES /SEK/                          | CUSIP: W8615U108<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    466416 | NS      | $2422626.79   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                                                         | MONDI PLC /GBP/                                   | CUSIP: G6258S107<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     77526 | NS      | $1321054.63   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Holdings Inc.                                  | NOMURA REAL ESTATE HOLDI /JPY/                    | CUSIP: J5893B104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     71100 | NS      | $1533168.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                                           | IDEMITSU KOSAN CO LTD /JPY/                       | CUSIP: J2388K103<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     92800 | NS      | $2170801.58   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbio AG                                                         | VERBIO VEREINIGTE BIOENE /EUR/                    | CUSIP: D86145105<br>LEI: 529900W51PINCFFALS96 | Long             | EC               | CORP              | DE        |     20355 | NS      | $1320413.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuoka Financial Group Inc                                       | FUKUOKA FINANCIAL GROUP  /JPY/                    | CUSIP: J17129107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22700 | NS      | $519761.51    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Corp Ltd                                                   | KEPPEL CORP LTD /SGD/                             | CUSIP: Y4722Z120<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |    332100 | NS      | $1800094.07   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian S.p.A.                                                   | PRYSMIAN SPA /EUR/                                | CUSIP: T7630L105<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     55434 | NS      | $2056700.97   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                                  | SMITHS GROUP PLC /GBP/                            | CUSIP: G82401111<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     47714 | NS      | $922076.15    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                                | ANGLO AMERICAN PLC /GBP/                          | CUSIP: G03764134<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     26338 | NS      | $1030544.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                                      | 3I GROUP PLC /GBP/                                | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    164793 | NS      | $2672623.35   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Innovation Co., Ltd.                                           | SK INNOVATION CO. LTD                             | CUSIP: Y8063L103<br>LEI: 988400PXP70BWVSJVF07 | Long             | EC               | CORP              | KR        |      8019 | NS      | $976612.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ CheilJedang Corp.                                              | CJ CHEILJEDANG CORP /KRW/                         | CUSIP: Y1661W134<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |      5599 | NS      | $1684792.01   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Matsukiyococokara & Co                                            | MATSUKIYOCOCOKARA & CO /JPY/                      | CUSIP: J41208109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28000 | NS      | $1408107.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank S.A.                                                    | CAIXABANK SA /EUR/                                | CUSIP: E2427M123<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    371930 | NS      | $1461942.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                                   | IBERDROLA SA /EUR/                                | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     42839 | NS      | $501217.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                   | ISETAN MITSUKOSHI HOLDIN /JPY/                    | CUSIP: J25038100<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     94900 | NS      | $1039098.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                                           | TIS INC /JPY/                                     | CUSIP: J8T622102<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |     45500 | NS      | $1206491.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Innotek Co., Ltd.                                              | LG INNOTEK CO LTD /KRW/                           | CUSIP: Y5S54X104<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |      4207 | NS      | $840069.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Inc.                                                           | SK INC /KRW/                                      | CUSIP: Y8066F103<br>LEI: 988400GMME8AOAFMDK34 | Long             | EC               | CORP              | KR        |      2996 | NS      | $447800.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Persol Holdings Co Ltd.                                           | PERSOL HOLDINGS CO LTD /JPY/                      | CUSIP: J6367Q106<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |     43500 | NS      | $937351.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsonite International SA                                        | SAMSONITE INTERNATIONAL  /HKD/                    | CUSIP: L80308106<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |    829935 | NS      | $2185032.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                                      | GLENCORE PLC /GBP/                                | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    376699 | NS      | $2515686.15   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| K & S AG                                                          | K+S AG-REG /EUR/                                  | CUSIP: D48164129<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |    105796 | NS      | $2080956.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGRO PLC                                                         | SEGRO PLC /GBP/                                   | CUSIP: G80277141<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |    239202 | NS      | $2208203.26   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                              | EVONIK INDUSTRIES AG /EUR/                        | CUSIP: D2R90Y117<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     23796 | NS      | $456847.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneos Holdings Inc                                                | ENEOS HOLDINGS INC /JPY/                          | CUSIP: J29699105<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    625700 | NS      | $2135885.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc                                                | SOMPO HOLDINGS INC /JPY/                          | CUSIP: J58699109<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     30300 | NS      | $1352925.94   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                            | BKW SA /CHF/                                      | CUSIP: H10053108<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |     13406 | NS      | $1834055.05   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunello Cucinelli S.p.A.                                         | BRUNELLO CUCINELLI SPA /EUR/                      | CUSIP: T2R05S109<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      8201 | NS      | $606612.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co.,Ltd.                                           | JAPAN AIRLINES CO LTD /JPY/                       | CUSIP: J25979121<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |     90200 | NS      | $1852247.79   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                         | TALANX AG /EUR/                                   | CUSIP: D82827110<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     11277 | NS      | $535007.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                    | COMMERZBANK AG /EUR/                              | CUSIP: D172W1279<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    223638 | NS      | $2115279.13   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                  | COCA-COLA HBC AG-DI /GBP/                         | CUSIP: H1512E100<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     38040 | NS      | $907352.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                                 | LEG IMMOBILIEN SE /EUR/                           | CUSIP: D4960A103<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |     33449 | NS      | $2179121.59   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd                                       | SUNTORY BEVERAGE & FOOD  /JPY/                    | CUSIP: J78186103<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     11300 | NS      | $387458.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                        | VONOVIA SE /EUR/                                  | CUSIP: D9581T100<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     18482 | NS      | $435644.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                                         | BANK OF IRELAND GROUP PL /EUR/                    | CUSIP: G0756R109<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |    186982 | NS      | $1781378.41   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Railway Co.                                                | KYUSHU RAILWAY COMPANY /JPY/                      | CUSIP: J41079104<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |     74500 | NS      | $1658709.23   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                                            | OCI NV /EUR/                                      | CUSIP: N6667A111<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |     54644 | NS      | $1954858.41   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                                 | COMPASS GROUP PLC /GBP/                           | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     79831 | NS      | $1850611.53   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                                       | TOKYU FUDOSAN HOLDINGS C /JPY/                    | CUSIP: J88764105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    232500 | NS      | $1112541.91   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                                     | AIB GROUP PLC /EUR/                               | CUSIP: G0R4HJ106<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    330239 | NS      | $1278271.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Abrdn PLC                                                         | ABRDN PLC /GBP/                                   | CUSIP: G84246118<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    776933 | NS      | $1777574.36   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IIDA Group Holdings Co Ltd.                                       | IIDA GROUP HOLDINGS CO L /JPY/                    | CUSIP: J23426109<br>LEI: 35380051BV8PV1I4S949 | Long             | EC               | CORP              | JP        |     89000 | NS      | $1356971.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                | VODAFONE GROUP PLC /GBP/                          | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    356248 | NS      | $362809.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Man Group PLC (New)                                               | MAN GROUP PLC/JERSEY /GBP/                        | CUSIP: G57991104<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |    160749 | NS      | $415299.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                         | PROSUS NV /EUR/                                   | CUSIP: N62598102<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      7606 | NS      | $524741.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Express Holdings Inc                                       | NIPPON EXPRESS HOLDINGS  /JPY/                    | CUSIP: J53377107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31600 | NS      | $1815483.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings Inc                                                | SEIBU HOLDINGS INC /JPY/                          | CUSIP: J7030Q119<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |     80500 | NS      | $884494.06    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                        | BOLIDEN AB /SEK/                                  | CUSIP: W17218194<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     12877 | NS      | $482817.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                                                        | ATLAS CORP                                        | CUSIP: Y0436Q109<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |     57861 | NS      | $887587.74    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| NatWest Group PLC                                                 | NATWEST GROUP PLC /GBP/                           | CUSIP: G6422B147<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    318935 | NS      | $1022548.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Harbour Energy PLC                                                | HARBOUR ENERGY PLC /GBP/                          | CUSIP: G4289T111<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |    402141 | NS      | $1479896.43   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Properties Socimi S.A.                                     | MERLIN PROPERTIES SOCIMI /EUR/                    | CUSIP: E7390Z100<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |    207710 | NS      | $1951061.27   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTE Chemical Corp.                                              | LOTTE CHEMICAL CORP RTS /KRW/                     | CUSIP: 000000000<br>LEI: 988400TPNFJZDPI94Y56 | Long             | EC               | CORP              | KR        |       797 | NS      | $22375.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                         | SHELL PLC-NEW /GBP/                               | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     80178 | NS      | $2254619.46   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                                              | FASTIGHETS AB BALDER-B S /SEK/                    | CUSIP: W2951M127<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |    498567 | NS      | $2318238.48   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                                  | UNICREDIT SPA /EUR/                               | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    117753 | NS      | $1672918.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal S.A.                                                | ARCELORMITTAL /EUR/                               | CUSIP: L0302D210<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     99319 | NS      | $2612716.23   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC (UK)                                                  | BEAZLEY PLC /GBP/                                 | CUSIP: G0936K107<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |    319360 | NS      | $2623483.29   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                                       | COVESTRO AG /EUR/                                 | CUSIP: D15349109<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     55584 | NS      | $2174721.04   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                         | LAND SECURITIES GROUP PL /GBP/                    | CUSIP: G5375M142<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |    276150 | NS      | $2074553.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                                                        | SIGNIFY NV /EUR/                                  | CUSIP: N8063K107<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     15415 | NS      | $517800.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Frasers Logistics & Commercial Trust                              | FRASERS LOGISTICS & COMM /SGD/                    | CUSIP: Y26465107<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1876500 | NS      | $1625160.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pirelli & C S.p.A.                                                | PIRELLI & C SPA /EUR/                             | CUSIP: T76434264<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |    122169 | NS      | $523626.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Trust                                               | GOLDMAN SACHS TR FINL SQ TSY IN                   | CUSIP: 38141W323<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |  19545743 | NS      | $19545742.58  | 4.66%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** First Trust Exchange-Traded AlphaDEX Fund II

**Signature:** Donald P. Swade

**Name of Signer:** First Trust Exchange-Traded AlphaDEX Fund II

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer