# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0000940400-26-006883
**Filing Date:** 2026-2
**Character Count:** 75070
**Document Hash:** da0d4c9845b7cf5414c7416e9d069b5a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-006883.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-006883

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED ALPHADEX FUND II
- **CENTRAL INDEX KEY:** 0001510337

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22519
- **FILM NUMBER:** 26663153

**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 Emerging Markets Small Cap AlphaDEX Fund (Series ID: S000036655)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000112037 | First Trust Emerging Markets Small Cap AlphaDEX Fund | FEMS            |

## 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

  - **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 Emerging Markets Small Cap AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000036655

- **c. LEI of Series:** 5493000DZJC8BJLIJI03

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $254881658.85

**Total Liabilities:** $12333083.44

**Net Assets:** $242548575.41

**Cash Not Reported:** $56446.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112037 | -3.58%               | 1.24%                | 0.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $27628917.89             | $-37669920.65                              |
| Month 2  | $348541.31               | $2126604.78                                |
| Month 3  | $1023671.29              | $-1993957.83                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Japfa Comfeed Indonesia Tbk PT     | Japfa Comfeed Indonesia Tbk PT                                   | CUSIP: 000000000<br>LEI: 549300VJMRP8O87R3147 | Long             | EC               | CORP              | ID        |   3481609 | NS      | $547035.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai MicroPort MedBot Grou     | Shanghai MicroPort MedBot Group Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    441369 | NS      | $1378090.73   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Foschini Group Ltd                 | Foschini Group Ltd                                               | CUSIP: 000000000<br>LEI: 3789PTO7LG718IG59F97 | Long             | EC               | CORP              | ZA        |     64751 | NS      | $328251.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Azzas 2154 SA                      | Azzas 2154 SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    289332 | NS      | $1328453.51   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBRA Macquarie Mexico             | FIBRA Macquarie Mexico                                           | CUSIP: 000000000<br>LEI: 4469000001BRQKG5JK62 | Long             | EC               | CORP              | MX        |    956948 | NS      | $1803095.69   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamtri Resources Indonesia Tb     | Alamtri Resources Indonesia Tbk PT                               | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |  20189214 | NS      | $2191452.91   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Dekon Food And Agriculture Gro     | Dekon Food And Agriculture Group                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    209990 | NS      | $1892761.96   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUN PHARMA                      | Consun Pharmaceutical Group Ltd                                  | CUSIP: 000000000<br>LEI: 300300LQFLNDZZHCNN43 | Long             | EC               | CORP              | CN        |    559587 | NS      | $1124537.84   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Is Yatirim Menkul Degerler AS      | Is Yatirim Menkul Degerler AS                                    | CUSIP: 000000000<br>LEI: 7890005YQXBTRIYDY554 | Long             | EC               | CORP              | TR        |   1960784 | NS      | $1809940.41   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Oil PCL                       | Thai Oil PCL                                                     | CUSIP: 000000000<br>LEI: 549300HG5527UPZLTT69 | Long             | EC               | CORP              | TH        |    376500 | NS      | $430217.43    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Grid Co - Rosseti PJSC     | Federal Grid Co - Rosseti PJSC                                   | CUSIP: 000000000<br>LEI: 253400FZQ7Z49QZNSG30 | Long             | EC               | CORP              | RU        | 653736712 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kinsus Interconnect Technology     | Kinsus Interconnect Technology Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    116101 | NS      | $587516.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunonwealth Electric Machine I     | Sunonwealth Electric Machine Industry Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    197327 | NS      | $1007971.98   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN Ilac VE Saglik Urunleri Sa     | GEN Ilac VE Saglik Urunleri Sanayi VE Ticaret AS                 | CUSIP: 000000000<br>LEI: 789000A4NW6W4D8Z4H25 | Long             | EC               | CORP              | TR        |     92090 | NS      | $426958.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TIANNENG POWER                     | Tianneng Power International Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    325847 | NS      | $296844.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMC Enric Holdings Ltd            | CIMC Enric Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 254900RKJGCDZN5ZOB09 | Long             | EC               | CORP              | CN        |    396840 | NS      | $481855.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Hava Tasimaciligi AS       | Pegasus Hava Tasimaciligi AS                                     | CUSIP: 000000000<br>LEI: 789000B1MW5PQ58A8T03 | Long             | EC               | CORP              | TR        |    157298 | NS      | $702530.79    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IRB-Brasil Resseguros SA           | IRB-Brasil Resseguros SA                                         | CUSIP: 000000000<br>LEI: 21380017DVWSU9AEU878 | Long             | EC               | CORP              | BR        |     89014 | NS      | $872312.02    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| West China Cement Ltd              | West China Cement Ltd                                            | CUSIP: 000000000<br>LEI: 529900MMG3NBTIWPPR63 | Long             | EC               | CORP              | CN        |   4842810 | NS      | $1928984.93   | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| Kindom Development Co Ltd          | Kindom Development Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    346692 | NS      | $372395.57    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DRDGOLD Ltd                        | DRDGOLD Ltd                                                      | CUSIP: 000000000<br>LEI: 529900Z0P3GRRN23MG34 | Long             | EC               | CORP              | ZA        |    587159 | NS      | $1856500.32   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CanSino Biologics Inc              | CanSino Biologics Inc                                            | CUSIP: 000000000<br>LEI: 254900SPBQ0ZVM8QC931 | Long             | EC               | CORP              | CN        |    128827 | NS      | $578030.61    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Maanshan Iron & Steel Co Ltd       | Maanshan Iron & Steel Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900A75J4LKKIUAJ17 | Long             | EC               | CORP              | CN        |   2387113 | NS      | $769868.25    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| China Metal Recycling Holdings     | China Metal Recycling Holdings Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     11550 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CR MEDICAL                         | China Resources Medical Holdings Co Ltd                          | CUSIP: 000000000<br>LEI: 529900M3NPCL2RKPWJ72 | Long             | EC               | CORP              | CN        |   2723213 | NS      | $1123198.08   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| MAS P.L.C.                         | MAS P.L.C.                                                       | CUSIP: 000000000<br>LEI: 213800T1TZPGQ7HS4Q13 | Long             | EC               | CORP              | MT        |   1329881 | NS      | $1814131.15   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Yulon Motor Co Ltd                 | Yulon Motor Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    357619 | NS      | $377303.67    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ral Yatirim Holding AS             | Ral Yatirim Holding AS                                           | CUSIP: 000000000<br>LEI: 7890000ABDRM27CZ0H22 | Long             | EC               | CORP              | TR        |    427021 | NS      | $2275283.13   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| SINOPEC SEG                        | Sinopec Engineering Group Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900MZVFFC7D57VV51 | Long             | EC               | CORP              | CN        |    942450 | NS      | $927591.58    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogna Educacao SA                  | Cogna Educacao SA                                                | CUSIP: 000000000<br>LEI: 549300BTP1E45NJ6R194 | Long             | EC               | CORP              | BR        |   3591207 | NS      | $2070936.47   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Lepu Biopharma Co Ltd              | Lepu Biopharma Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1604740 | NS      | $1024780.32   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Advanced Laser Corp          | Elite Advanced Laser Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     45886 | NS      | $394303.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Ltd                          | Sasol Ltd                                                        | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |    131491 | NS      | $843257.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom SA SOC Ltd                  | Telkom SA SOC Ltd                                                | CUSIP: 000000000<br>LEI: 529900GES0BUVJEDKF90 | Long             | EC               | CORP              | ZA        |    690345 | NS      | $2459979.38   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepco Group NV                     | Pepco Group NV                                                   | CUSIP: 000000000<br>LEI: 213800OVMJPFP79OB449 | Long             | EC               | CORP              | GB        |    172080 | NS      | $1437994.43   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| JG Summit Holdings Inc             | JG Summit Holdings Inc                                           | CUSIP: 000000000<br>LEI: 8945008FXJ2QCVCRJM25 | Long             | EC               | CORP              | PH        |   3108700 | NS      | $1249662.26   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Indo Tambangraya Megah Tbk PT      | Indo Tambangraya Megah Tbk PT                                    | CUSIP: 000000000<br>LEI: 52990056ZNHB217ZKL92 | Long             | EC               | CORP              | ID        |   1491575 | NS      | $1956713.83   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Tatung Co Ltd                      | Tatung Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900BJL17PBLYDPC59 | Long             | EC               | CORP              | TW        |   1288352 | NS      | $1293661.96   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Huang Hsiang Construction Corp     | Huang Hsiang Construction Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    291270 | NS      | $362922.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| China Youran Dairy Group Ltd       | China Youran Dairy Group Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1930870 | NS      | $1260336.34   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Anadolu Anonim Turk Sigorta Si     | Anadolu Anonim Turk Sigorta Sirketi                              | CUSIP: 000000000<br>LEI: 7890003EBGYKQKKFKE32 | Long             | EC               | CORP              | TR        |   3179729 | NS      | $1718692.34   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Movida Participacoes SA            | Movida Participacoes SA                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   1216988 | NS      | $2167581.16   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Holdings Corp               | Legend Holdings Corp                                             | CUSIP: 000000000<br>LEI: 5299003ONUYCE70HZ185 | Long             | EC               | CORP              | CN        |   1391291 | NS      | $1587452.18   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitra Adiperkasa Tbk PT            | Mitra Adiperkasa Tbk PT                                          | CUSIP: 000000000<br>LEI: 254900Z2B7Y7F69ZZZ04 | Long             | EC               | CORP              | ID        |  12131474 | NS      | $847566.25    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerya Enerji AS                   | Enerya Enerji AS                                                 | CUSIP: 000000000<br>LEI: 789000Q4JDFLV7BXZG76 | Long             | EC               | CORP              | TR        |   8924238 | NS      | $1993929.51   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange Polska SA                   | Orange Polska SA                                                 | CUSIP: 000000000<br>LEI: 259400TOMPUOLS65II22 | Long             | EC               | CORP              | PL        |    338874 | NS      | $961873.55    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Newborn Town Inc                   | Newborn Town Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1221486 | NS      | $1756257.90   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Emlak Konut Gayrimenkul Yatiri     | Emlak Konut Gayrimenkul Yatirim Ortakligi AS                     | CUSIP: 000000000<br>LEI: 789000IA5R88NAGSC462 | Long             | EC               | CORP              | TR        |   4284712 | NS      | $2040434.12   | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| Angang Steel Co Ltd                | Angang Steel Co Ltd                                              | CUSIP: 000000000<br>LEI: 213800QMMVMR3ABCKL62 | Long             | EC               | CORP              | CN        |   2818845 | NS      | $684546.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| CSBC Corp Taiwan                   | CSBC Corp Taiwan                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1547220 | NS      | $984847.47    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Thaifoods Group PCL                | Thaifoods Group PCL                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |  13138600 | NS      | $1859963.69   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| JHSF Participacoes SA              | JHSF Participacoes SA                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   1685349 | NS      | $2438946.59   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indah Kiat Pulp & Paper Tbk PT     | Indah Kiat Pulp & Paper Tbk PT                                   | CUSIP: 000000000<br>LEI: 529900F19DXXA9HNCB51 | Long             | EC               | CORP              | ID        |   2785287 | NS      | $1419786.48   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Tres Tentos Agroindustrial S/A     | Tres Tentos Agroindustrial S/A                                   | CUSIP: 000000000<br>LEI: 549300QQ67YECUJQIV31 | Long             | EC               | CORP              | BR        |    311995 | NS      | $939443.86    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Converge Information and Commu     | Converge Information and Communications Technology Solutions Inc | CUSIP: 000000000<br>LEI: 254900CGJPNECN6ENN96 | Long             | EC               | CORP              | PH        |   5710800 | NS      | $1487093.97   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NET Holding AS                     | NET Holding AS                                                   | CUSIP: 000000000<br>LEI: 789000XITVOL7BUS2730 | Long             | EC               | CORP              | TR        |   1591350 | NS      | $1796673.52   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Aviation Technologie     | Evergreen Aviation Technologies Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    154085 | NS      | $696362.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Sud Americana de Vapores S     | Cia Sud Americana de Vapores SA                                  | CUSIP: 000000000<br>LEI: 549300F26ZOE5LM26551 | Long             | EC               | CORP              | CL        |  42278543 | NS      | $2195495.58   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Pakuwon Jati Tbk PT                | Pakuwon Jati Tbk PT                                              | CUSIP: 000000000<br>LEI: 254900GUXQAQB065PM73 | Long             | EC               | CORP              | ID        |  54446443 | NS      | $1103622.05   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Container Lines PCL       | Regional Container Lines PCL                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   2503800 | NS      | $2165641.96   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Anadolu Efes Biracilik Ve Malt     | Anadolu Efes Biracilik Ve Malt Sanayii AS                        | CUSIP: 000000000<br>LEI: 7890006LGARYVIPOJX03 | Long             | EC               | CORP              | TR        |   2462393 | NS      | $901267.28    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Supalai PCL                        | Supalai PCL                                                      | CUSIP: 000000000<br>LEI: 9845000F0E39B2C16696 | Long             | EC               | CORP              | TH        |   2916500 | NS      | $1573734.33   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankey Engineering Co Ltd          | Yankey Engineering Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     56411 | NS      | $1001808.95   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Pasifik Eurasia Lojistik Dis T     | Pasifik Eurasia Lojistik Dis Ticaret AS                          | CUSIP: 000000000<br>LEI: 789000Z7WGJJL43HVP51 | Long             | EC               | CORP              | TR        |    597454 | NS      | $1886096.10   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechel PJSC                        | Mechel PJSC                                                      | CUSIP: 000000000<br>LEI: 253400C9GSPBSKERRP65 | Long             | EC               | CORP              | RU        |    580351 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Airlines Ltd                 | China Airlines Ltd                                               | CUSIP: 000000000<br>LEI: 25490032B2A0G6D0JP27 | Long             | EC               | CORP              | TW        |    598605 | NS      | $384838.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Mutual Ltd                     | Old Mutual Ltd                                                   | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |    529213 | NS      | $476163.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| YSB Inc                            | YSB Inc                                                          | CUSIP: 000000000<br>LEI: 655600S0RFW1TQ6MZP78 | Long             | EC               | CORP              | CN        |    583470 | NS      | $402589.58    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| BAIC Motor Corp Ltd                | BAIC Motor Corp Ltd                                              | CUSIP: 000000000<br>LEI: 5299003EYHISIDNLZQ19 | Long             | EC               | CORP              | CN        |   3005707 | NS      | $745373.01    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Motus Holdings Ltd                 | Motus Holdings Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    135865 | NS      | $1000363.49   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| XINHUA WINSHARE                    | Xinhua Winshare Publishing and Media Co Ltd                      | CUSIP: 000000000<br>LEI: 529900GRONU6MXRSA398 | Long             | EC               | CORP              | CN        |    296710 | NS      | $390392.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Solusi Sinergi Digital Tbk PT      | Solusi Sinergi Digital Tbk PT                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   7285360 | NS      | $1419935.23   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter & Co Inc                     | Inter & Co Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    177467 | NS      | $1504920.16   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Test Research Inc                  | Test Research Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     69921 | NS      | $426150.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetic Development Group Ltd      | Kinetic Development Group Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   9727740 | NS      | $1674890.67   | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Electricity Generating PCL         | Electricity Generating PCL                                       | CUSIP: 000000000<br>LEI: 5299009MZ255FT79SF55 | Long             | EC               | CORP              | TH        |    231800 | NS      | $838762.10    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| COPASA                             | Cia de Saneamento de Minas Gerais Copasa MG                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     63231 | NS      | $506794.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aygaz AS                           | Aygaz AS                                                         | CUSIP: 000000000<br>LEI: 7890000PALXE0100Q814 | Long             | EC               | CORP              | TR        |    186705 | NS      | $865188.59    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Keymed Biosciences Inc             | Keymed Biosciences Inc                                           | CUSIP: 000000000<br>LEI: 549300600S6M6SOT7P36 | Long             | EC               | CORP              | CN        |    128590 | NS      | $883129.95    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sri Trang Agro-Industry PCL        | Sri Trang Agro-Industry PCL                                      | CUSIP: 000000000<br>LEI: 254900D4NQ5CJSXKLT05 | Long             | EC               | CORP              | TH        |   2106400 | NS      | $815682.59    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukit Asam Tbk PT                  | Bukit Asam Tbk PT                                                | CUSIP: 000000000<br>LEI: 529900XX13TXG5L4CN33 | Long             | EC               | CORP              | ID        |  11615241 | NS      | $1609067.87   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Puregold Price Club Inc            | Puregold Price Club Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   2269800 | NS      | $1466067.22   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ripley Corp SA                     | Ripley Corp SA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |   1682731 | NS      | $783608.25    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Surya Semesta Internusa Tbk PT     | Surya Semesta Internusa Tbk PT                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  11341752 | NS      | $1142677.26   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Gubre Fabrikalari TAS              | Gubre Fabrikalari TAS                                            | CUSIP: 000000000<br>LEI: 789000SGBEVHE90LX945 | Long             | EC               | CORP              | TR        |     59693 | NS      | $483974.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Bhd                        | Genting Bhd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    590200 | NS      | $439232.13    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amata Corp PCL                     | Amata Corp PCL                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    824200 | NS      | $434271.39    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Chinasoft International Ltd        | Chinasoft International Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    503320 | NS      | $321418.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbisko Cayman Ltd                 | Abbisko Cayman Ltd                                               | CUSIP: 000000000<br>LEI: 655600UAX2YV03PRXN31 | Long             | EC               | CORP              | CN        |    533740 | NS      | $892229.87    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GT Capital Holdings Inc            | GT Capital Holdings Inc                                          | CUSIP: 000000000<br>LEI: 254900P0ZPSRAHUO2131 | Long             | EC               | CORP              | PH        |    207070 | NS      | $2094193.69   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| SHINEWAY PHARM                     | China Shineway Pharmaceutical Group Ltd                          | CUSIP: 000000000<br>LEI: 5299001VVE1YDGPXXR74 | Long             | EC               | CORP              | CN        |   1523080 | NS      | $1683026.20   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Prima Marine PCL                   | Prima Marine PCL                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   5769600 | NS      | $1263616.57   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannstar Board Corp                | Hannstar Board Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    682017 | NS      | $2003474.45   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Sao Martinho S/A                   | Sao Martinho S/A                                                 | CUSIP: 000000000<br>LEI: 549300R3Z74BNJBF4161 | Long             | EC               | CORP              | BR        |    251249 | NS      | $693258.79    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ZYLOXTB                            | Zylox-Tonbridge Medical Technology Co Ltd                        | CUSIP: 000000000<br>LEI: 254900QSIU3I0P3OEJ92 | Long             | EC               | CORP              | CN        |    130890 | NS      | $388497.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ITEQ Corp                          | ITEQ Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    470978 | NS      | $1701309.75   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT      | Indofood Sukses Makmur Tbk PT                                    | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |   2833476 | NS      | $1151232.38   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sime Darby Bhd                     | Sime Darby Bhd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   3779400 | NS      | $2002392.80   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SIHUAN PHARM                       | Sihuan Pharmaceutical Holdings Group Ltd                         | CUSIP: 000000000<br>LEI: 529900UD7C9N3AQO1V88 | Long             | EC               | CORP              | CN        |   5936790 | NS      | $938267.14    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Surya Citra Media Tbk PT           | Surya Citra Media Tbk PT                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  20309387 | NS      | $411668.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Metalurgica Gerdau SA              | Metalurgica Gerdau SA                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    610864 | NS      | $1003289.57   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Enea SA                            | Enea SA                                                          | CUSIP: 000000000<br>LEI: 2594003JTXPYO8NOG018 | Long             | EC               | CORP              | PL        |    252371 | NS      | $1369411.44   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Guan Chong Bhd                     | Guan Chong Bhd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1883533 | NS      | $338831.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentera SAB de CV                  | Gentera SAB de CV                                                | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |    790404 | NS      | $2022591.49   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| AUO Corp                           | AUO Corp                                                         | CUSIP: 000000000<br>LEI: 391200L7PIS4QXYJUQ72 | Long             | EC               | CORP              | TW        |    914352 | NS      | $356481.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marketech International Corp       | Marketech International Corp                                     | CUSIP: 000000000<br>LEI: 2549004A0CNQ3K1DFZ53 | Long             | EC               | CORP              | TW        |     51047 | NS      | $446775.99    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Grendene SA                        | Grendene SA                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   2092939 | NS      | $1756926.76   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Betagro PCL                        | Betagro PCL                                                      | CUSIP: 000000000<br>LEI: 549300V7W7WH9E6DPM03 | Long             | EC               | CORP              | TH        |   3586500 | NS      | $2071871.13   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Chenbro Micom Co Ltd               | Chenbro Micom Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     63248 | NS      | $2023018.09   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Direcional Engenharia SA           | Direcional Engenharia SA                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    404609 | NS      | $1042580.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainturk Tarim AS                 | Grainturk Tarim AS                                               | CUSIP: 000000000<br>LEI: 789000A5T2VZUP0ZGI54 | Long             | EC               | CORP              | TR        |    138646 | NS      | $928678.18    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| General Interface Solution GIS     | General Interface Solution GIS Holding Ltd                       | CUSIP: 000000000<br>LEI: 529900UF1EE97VL5NU66 | Long             | EC               | CORP              | TW        |    796230 | NS      | $1083331.98   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Isa Energia Brasil sa              | Isa Energia Brasil sa                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    353602 | NS      | $1777124.70   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| EEKA Fashion Holdings Ltd          | EEKA Fashion Holdings Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1688255 | NS      | $1642115.25   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Power Ltd                 | Reliance Power Ltd                                               | CUSIP: 000000000<br>LEI: 335800D1QMGOF93XZU85 | Long             | EC               | CORP              | IN        |   2458936 | NS      | $953432.26    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Vukile Property Fund Ltd           | Vukile Property Fund Ltd                                         | CUSIP: 000000000<br>LEI: 549300BDQAETROOTKO37 | Long             | EC               | CORP              | ZA        |    340646 | NS      | $514260.27    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipar Carbocloro SA               | Unipar Carbocloro SA                                             | CUSIP: 000000000<br>LEI: 25490038QVMHO6NX9E92 | Long             | EP               | CORP              | BR        |     92422 | NS      | $977053.05    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Usinas Siderurgicas de Minas G     | Usinas Siderurgicas de Minas Gerais S/A Usiminas                 | CUSIP: 000000000<br>LEI: 2549001OK55PFGXM4827 | Long             | EP               | CORP              | BR        |   1031131 | NS      | $1119618.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonking Holdings Ltd               | Lonking Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | CN        |   3207788 | NS      | $1220020.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYAA                              | Boyaa Interactive International Ltd                              | CUSIP: 000000000<br>LEI: 529900S38ZOYWV30WR67 | Long             | EC               | CORP              | CN        |   1431148 | NS      | $628898.22    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| COFCO Joycome Foods Ltd            | COFCO Joycome Foods Ltd                                          | CUSIP: 000000000<br>LEI: 3003003OFHF11IML2X42 | Long             | EC               | CORP              | CN        |   7080143 | NS      | $1419176.26   | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Asia Optical Co Inc                | Asia Optical Co Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     78744 | NS      | $348352.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JF SmartInvest Holdings Ltd        | JF SmartInvest Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 83680005BPS0CICDED02 | Long             | EC               | CORP              | CN        |    213586 | NS      | $1347485.14   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINACOMSERVICE                    | China Communications Services Corp Ltd                           | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |    692411 | NS      | $398576.49    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Plus Legend Holdings Ltd      | Star Plus Legend Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 529900XU2BADHG0J4Y70 | Long             | EC               | CORP              | CN        |    876760 | NS      | $673676.85    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyprop Investments Ltd             | Hyprop Investments Ltd                                           | CUSIP: 000000000<br>LEI: 3789003E3E1AD1E96166 | Long             | EC               | CORP              | ZA        |    151155 | NS      | $520462.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dogan Sirketler Grubu Holding      | Dogan Sirketler Grubu Holding AS                                 | CUSIP: 000000000<br>LEI: 789000J24Q4JM3H6UX22 | Long             | EC               | CORP              | TR        |    994013 | NS      | $392538.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Cyfrowy Polsat SA                  | Cyfrowy Polsat SA                                                | CUSIP: 000000000<br>LEI: 259400EM1ITR201TTX36 | Long             | EC               | CORP              | PL        |    106726 | NS      | $362690.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                               | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    444601 | NS      | $444601.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahlatci Dogal Gaz Dagitim Ener     | Ahlatci Dogal Gaz Dagitim Enerji VE Yatirim AS                   | CUSIP: 000000000<br>LEI: 789000X6O430WWEWJ527 | Long             | EC               | CORP              | TR        |   1178370 | NS      | $617709.45    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitac Holdings Corp                | Mitac Holdings Corp                                              | CUSIP: 000000000<br>LEI: 254900VPWYCPE8WTC337 | Long             | EC               | CORP              | TW        |    711568 | NS      | $1956667.63   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA ZHONGWANG HOLDINGS           | CHINA ZHONGWANG HOLDINGS                                         | CUSIP: 000000000<br>LEI: 529900J21TD2P9K4YC63 | Long             | EC               | CORP              | CN        |   3171951 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Minerva SA/Brazil                  | Minerva SA/Brazil                                                | CUSIP: 000000000<br>LEI: 391200UHL6YHY0OA1P30 | Long             | EC               | CORP              | BR        |    969263 | NS      | $1018833.87   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrosea Tbk PT                    | Petrosea Tbk PT                                                  | CUSIP: 000000000<br>LEI: 254900FVV2ENXMCVUE96 | Long             | EC               | CORP              | ID        |   4028903 | NS      | $2639626.10   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamic Holding Co Ltd             | Dynamic Holding Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    559389 | NS      | $2269922.42   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerjisa Enerji AS                 | Enerjisa Enerji AS                                               | CUSIP: 000000000<br>LEI: 789000D0QULW3EE31N02 | Long             | EC               | CORP              | TR        |   1070235 | NS      | $2252824.48   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Tauron Polska Energia SA           | Tauron Polska Energia SA                                         | CUSIP: 000000000<br>LEI: 259400NAPDFBOTNCRL54 | Long             | EC               | CORP              | PL        |    816636 | NS      | $1965840.75   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Pou Chen Corp                      | Pou Chen Corp                                                    | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |   1297841 | NS      | $1245362.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Yixin Group Ltd                    | Yixin Group Ltd                                                  | CUSIP: 000000000<br>LEI: 529900YTV0F6LHZT7H57 | Long             | EC               | CORP              | CN        |   4634230 | NS      | $1524359.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| Truworths International Ltd        | Truworths International Ltd                                      | CUSIP: 000000000<br>LEI: 37890099AFD770037522 | Long             | EC               | CORP              | ZA        |    258318 | NS      | $888046.12    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hua Medicine                       | Hua Medicine                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   3687648 | NS      | $1459385.03   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Tofas Turk Otomobil Fabrikasi      | Tofas Turk Otomobil Fabrikasi AS                                 | CUSIP: 000000000<br>LEI: 789000YSTNETKLRWHT29 | Long             | EC               | CORP              | TR        |    131359 | NS      | $755921.74    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Adaro Andalan Indonesia PT         | Adaro Andalan Indonesia PT                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   4579835 | NS      | $1915703.10   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcopolo SA                       | Marcopolo SA                                                     | CUSIP: 000000000<br>LEI: 254900XL58LF2D2QUX37 | Long             | EP               | CORP              | BR        |    538479 | NS      | $586654.43    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alsea SAB de CV                    | Alsea SAB de CV                                                  | CUSIP: 000000000<br>LEI: 4469000001BJLPKNUN21 | Long             | EC               | CORP              | MX        |    246665 | NS      | $737906.07    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Thailand PCL                    | AP Thailand PCL                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   5997800 | NS      | $1637234.72   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.              | BOFA SECURITIES INC                                              | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |  12159727 | PA      | $12159727.00  | 5.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                  | Aneka Tambang Tbk                                                | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |  10797396 | NS      | $2039688.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| UNI MEDICAL                        | Genertec Universal Medical Group Co Ltd                          | CUSIP: 000000000<br>LEI: 2549007JDMSRWFODDQ05 | Long             | EC               | CORP              | CN        |   1049663 | NS      | $802484.34    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sansiri PCL                        | Sansiri PCL                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |  18178100 | NS      | $773167.88    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| MRV Engenharia e Participacoes     | MRV Engenharia e Participacoes SA                                | CUSIP: 000000000<br>LEI: 2549008V044NSKWJZ777 | Long             | EC               | CORP              | BR        |    878191 | NS      | $1248434.31   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen International Storag     | Evergreen International Storage & Transport Corp                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    356597 | NS      | $654847.85    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SANY INT'L                         | Sany Heavy Equipment International Holdings Co Ltd               | CUSIP: 000000000<br>LEI: 254900BKG9FQLCKFVK72 | Long             | EC               | CORP              | CN        |   1568050 | NS      | $1744807.46   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo SBF SA                       | Grupo SBF SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    167757 | NS      | $396757.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunway Construction Group Bhd      | Sunway Construction Group Bhd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    284900 | NS      | $397371.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eternal Materials Co Ltd           | Eternal Materials Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    307034 | NS      | $399665.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Silicon International      | Phoenix Silicon International Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    138677 | NS      | $785617.86    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EZconn Corp                        | EZconn Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     78694 | NS      | $3406178.77   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Brands Manufacture Ltd      | Global Brands Manufacture Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    416030 | NS      | $1482960.49   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| 361 Degrees International Ltd      | 361 Degrees International Ltd                                    | CUSIP: 000000000<br>LEI: 2138008WRC2652IBSX12 | Long             | EC               | CORP              | CN        |   1527094 | NS      | $1189071.87   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyrela Brazil Realty SA Empree     | Cyrela Brazil Realty SA Empreendimentos e Participacoes          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    213111 | NS      | $1151940.84   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Q Technology Group Co Ltd          | Q Technology Group Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    949986 | NS      | $1027777.26   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCH VENTURE                      | China Conch Venture Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 836800AA0Q4R3O6ZDB17 | Long             | EC               | CORP              | CN        |    581105 | NS      | $701862.72    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruentex Industries Ltd             | Ruentex Industries Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    952741 | NS      | $1670757.28   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| JNCEC                              | Beijing Jingneng Clean Energy Co Ltd                             | CUSIP: 000000000<br>LEI: 300300V2LM8I1L2JUP40 | Long             | EC               | CORP              | CN        |   5037816 | NS      | $1469392.67   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroreconcavo S/A                 | Petroreconcavo S/A                                               | CUSIP: 000000000<br>LEI: 2549002HI638C802VA74 | Long             | EC               | CORP              | BR        |    864727 | NS      | $1786342.38   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ASROCK Inc                         | ASROCK Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    133963 | NS      | $1057361.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobio Pharmaceuticals Group      | Jacobio Pharmaceuticals Group Co Ltd                             | CUSIP: 000000000<br>LEI: 836800ZEHY59DQTEOW40 | Long             | EC               | CORP              | CN        |   1609080 | NS      | $1317003.05   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergrande Property Services G     | Evergrande Property Services Group Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   5400370 | NS      | $791039.33    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxaro Resources Ltd               | Exxaro Resources Ltd                                             | CUSIP: 000000000<br>LEI: 378900BC3D9BFF4E4A37 | Long             | EC               | CORP              | ZA        |    156843 | NS      | $1695344.02   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcabras SA                       | Vulcabras SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    117341 | NS      | $429342.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HBM Holdings Ltd                   | HBM Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 254900ZT5QBQG3JL9J21 | Long             | EC               | CORP              | CN        |    811980 | NS      | $1268669.84   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Dharma Satya Nusantara Tbk PT      | Dharma Satya Nusantara Tbk PT                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  20678649 | NS      | $1909752.29   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| WinWay Technology Co Ltd           | WinWay Technology Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     22041 | NS      | $1992216.55   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Fositek Corp                       | Fositek Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     12531 | NS      | $648076.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cury Construtora e Incorporado     | Cury Construtora e Incorporadora SA                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    126170 | NS      | $742088.43    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Energi Mega Persada Tbk PT         | Energi Mega Persada Tbk PT                                       | CUSIP: 000000000<br>LEI: 25490019ABALWIGUDM79 | Long             | EC               | CORP              | ID        |  42384809 | NS      | $4066908.21   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Ltd                          | Sappi Ltd                                                        | CUSIP: 000000000<br>LEI: 549300SSI7XQH8ESJG95 | Long             | EC               | CORP              | ZA        |   1222317 | NS      | $1812070.19   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Lingbao Gold Group Co Ltd          | Lingbao Gold Group Co Ltd                                        | CUSIP: 000000000<br>LEI: 5299006AEAGY8D467B59 | Long             | EC               | CORP              | CN        |    863470 | NS      | $1987067.17   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Linklogis Inc                      | Linklogis Inc                                                    | CUSIP: 000000000<br>LEI: 254900PYFTBGPA68BN15 | Long             | EC               | CORP              | CN        |   1863340 | NS      | $536302.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Turkiye Sinai Kalkinma Bankasi     | Turkiye Sinai Kalkinma Bankasi AS                                | CUSIP: 000000000<br>LEI: 549300MFCXK5HOOEWP84 | Long             | EC               | CORP              | TR        |   3823529 | NS      | $1100148.72   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Depo Auto Parts Ind Co Ltd         | Depo Auto Parts Ind Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    283657 | NS      | $1259373.71   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Bradespar SA                       | Bradespar SA                                                     | CUSIP: 000000000<br>LEI: 9598001UD1DHEH3PZ471 | Long             | EP               | CORP              | BR        |    644076 | NS      | $2338995.83   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Amber Enterprises India Ltd        | Amber Enterprises India Ltd                                      | CUSIP: 000000000<br>LEI: 3358009JZU4XT3666G06 | Long             | EC               | CORP              | IN        |      4495 | NS      | $319423.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fufeng Group Ltd                   | Fufeng Group Ltd                                                 | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | CN        |   1454859 | NS      | $1473047.78   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| China Lesso Group Holdings Ltd     | China Lesso Group Holdings Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1958311 | NS      | $1167533.51   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Gas Negara Tbk PT       | Perusahaan Gas Negara Tbk PT                                     | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |  12113528 | NS      | $1387516.55   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Megacable Holdings SAB de CV       | Megacable Holdings SAB de CV                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    381596 | NS      | $1095995.84   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Com7 PCL                           | Com7 PCL                                                         | CUSIP: 000000000<br>LEI: 984500C71C65E6KC5A42 | Long             | EC               | CORP              | HU        |   1546000 | NS      | $961802.89    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| XXF Group Holdings Ltd             | XXF Group Holdings Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    580890 | NS      | $596362.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Ez Tec Empreendimentos e Parti     | Ez Tec Empreendimentos e Participacoes S/A                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    674711 | NS      | $1690548.30   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphamab Oncology                  | Alphamab Oncology                                                | CUSIP: 000000000<br>LEI: 254900VOW925DTFGNA02 | Long             | EC               | CORP              | CN        |    930580 | NS      | $1171789.22   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dogus Otomotiv Servis ve Ticar     | Dogus Otomotiv Servis ve Ticaret AS                              | CUSIP: 000000000<br>LEI: 789000PVDP82LTUNS694 | Long             | EC               | CORP              | TR        |    290406 | NS      | $1272665.97   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Engie Energia Chile SA             | Engie Energia Chile SA                                           | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | EC               | CORP              | CL        |   1133120 | NS      | $1694321.57   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Topco Scientific Co Ltd            | Topco Scientific Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     39748 | NS      | $368124.89    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas CMPC SA                   | Empresas CMPC SA                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |    555568 | NS      | $872045.15    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Foxconn Technology Co Ltd          | Foxconn Technology Co Ltd                                        | CUSIP: 000000000<br>LEI: 3003003OO8QC88ZHCE44 | Long             | EC               | CORP              | TW        |    177538 | NS      | $348628.91    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Energisa S/A                       | Energisa S/A                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    141502 | NS      | $1217799.05   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Thungela Resources Ltd             | Thungela Resources Ltd                                           | CUSIP: 000000000<br>LEI: 213800EGYK3BN3SRIF27 | Long             | EC               | CORP              | ZA        |    403668 | NS      | $2340104.35   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| IOI Properties Group Bhd           | IOI Properties Group Bhd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   4123000 | NS      | $2682286.84   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GPS Participacoes e Empreendim     | GPS Participacoes e Empreendimentos SA                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    383337 | NS      | $1130476.01   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Innolux Corp                       | Innolux Corp                                                     | CUSIP: 000000000<br>LEI: 3003007EXL0825P1MJ10 | Long             | EC               | CORP              | TW        |   2600189 | NS      | $1410964.89   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulker Biskuvi Sanayi AS            | Ulker Biskuvi Sanayi AS                                          | CUSIP: 000000000<br>LEI: 7890009HEU9BS7J3DA93 | Long             | EC               | CORP              | TR        |    488826 | NS      | $1229980.15   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Brava Energia                      | Brava Energia                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    485171 | NS      | $1490994.96   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelbras SA Industria de Tele     | Intelbras SA Industria de Telecomunicacao Eletronica Brasileira  | CUSIP: 000000000<br>LEI: 254900KMTRJJ34YRJE34 | Long             | EC               | CORP              | BR        |    370262 | NS      | $784477.73    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-21

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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