# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007917
**Filing Date:** 2023-2
**Character Count:** 58838
**Document Hash:** a1c5d73f6e4da9db2b7e389eedba6ef5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007917.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007917

**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:** 23651927

**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 AlphaDEX Fund (Series ID: S000031795)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000099049 | First Trust Emerging Markets AlphaDEX Fund | FEM             |

## 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 Emerging Markets AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031795

- **c. LEI of Series:** 54930075W3FUHU1JJG48

**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:** $376589803.94

**Total Liabilities:** $4221780.61

**Net Assets:** $372368023.33

**Cash Not Reported:** $4309923.97

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099049 | -0.54%               | 15.46%               | -0.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-45234611.30            | $42992439.28                               |
| Month 2  | $0.00                    | $42499119.30                               |
| Month 3  | $0.00                    | $-635865.61                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Accton Technology Corp.                                        | ACCTON TECHNOLOGY CORP /TWD/              | CUSIP: Y0002S109<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |     82184 | NS      | $627032.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASUSTeK Computer Inc.                                          | ASUSTEK COMPUTER INC /TWD/                | CUSIP: Y04327105<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |    289664 | NS      | $2530454.49   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| China Steel Corp                                               | CHINA STEEL CORP /TWD/                    | CUSIP: Y15041109<br>LEI: 529900D3N7UIJMVJ9120 | Long             | EC               | CORP              | TW        |   1693279 | NS      | $1641740.47   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd                                                | GOLD FIELDS LTD /ZAR/                     | CUSIP: S31755101<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     86792 | NS      | $899781.41    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanya Technology Corp.                                         | NANYA TECHNOLOGY CORPORA /TWD/            | CUSIP: Y62066108<br>LEI: 254900STKVKJBRRO0835 | Long             | EC               | CORP              | TW        |   2308999 | NS      | $3846390.94   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUO Corporation                                                | AUO CORPORATION /TWD/                     | CUSIP: Y0451X104<br>LEI: 391200L7PIS4QXYJUQ72 | Long             | EC               | CORP              | TW        |   5695767 | NS      | $2779733.70   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Remgro Ltd                                                     | REMGRO LTD /ZAR/                          | CUSIP: S6873K106<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    385563 | NS      | $3018697.62   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Chile                                                 | BANCO DE CHILE /CLP/                      | CUSIP: P0939W108<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |  16016107 | NS      | $1661558.99   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas CMPC SA                                               | EMPRESAS CMPC SA /CLP/                    | CUSIP: P3712V107<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |   1851982 | NS      | $3091330.76   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas Copec SA                                              | EMPRESAS COPEC SA /CLP/                   | CUSIP: P7847L108<br>LEI: 549300Q3IDJYG6Z7PA50 | Long             | EC               | CORP              | CL        |    439931 | NS      | $3282432.42   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                                      | VALE SA /BRL/                             | CUSIP: P96609139<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    160357 | NS      | $2699470.65   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Compania Sud Americana De Vapores S A                          | CIA SUD AMERICANA DE VAP /CLP/            | CUSIP: P3064M101<br>LEI: 549300F26ZOE5LM26551 | Long             | EC               | CORP              | CL        |  51127933 | NS      | $4038398.48   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Paranaense de Energia COPEL                                | CIA PARANAENSE DE ENERGI /BRL/            | CUSIP: P30557139<br>LEI: 2549001AS1I9A71VG663 | Long             | EP               | CORP              | BR        |   1755812 | NS      | $2630517.15   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| El Puerto de Liverpool S.A.B. de C.V.                          | EL PUERTO DE LIVERPOOL-C /MXN/            | CUSIP: P36918137<br>LEI: 4469000001BO4JEXZL32 | Long             | EC               | CORP              | MX        |    161755 | NS      | $957090.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Eastern New Century Corp.                                  | FAR EASTERN NEW CENTURY CORPORATION /TWD/ | CUSIP: Y24374103<br>LEI: 254900CDLU5OS06M6K24 | Long             | EC               | CORP              | TW        |   1397535 | NS      | $1450484.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp.                                 | NOVATEK MICROELECTRONICS /TWD/            | CUSIP: Y64153102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    309000 | NS      | $3171885.93   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxaro Resources Ltd.                                          | EXXARO RESOURCES LTD /ZAR/                | CUSIP: S26949107<br>LEI: 378900BC3D9BFF4E4A37 | Long             | EC               | CORP              | ZA        |    189630 | NS      | $2425277.44   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics PLC                                          | DELTA ELECTRONICS THAI-F /THB/            | CUSIP: Y20266154<br>LEI: 529900JKLVG9Y2SVWL93 | Long             | EC               | CORP              | TH        |    120800 | NS      | $2894875.13   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| NAN Ya Plastics Corp                                           | NAN YA PLASTICS CORP /TWD/                | CUSIP: Y62061109<br>LEI: 254900L66RP14M9UOM28 | Long             | EC               | CORP              | TW        |    336792 | NS      | $778000.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Ltd.                                                     | SASOL LTD /ZAR/                           | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |    179111 | NS      | $2840160.48   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoprite Holdings Ltd                                          | SHOPRITE HOLDINGS LTD /ZAR/               | CUSIP: S76263102<br>LEI: 529900Q4O1EYP6NH5150 | Long             | EC               | CORP              | ZA        |    117938 | NS      | $1568689.06   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp                                   | UNITED MICROELECTRONICS  /TWD/            | CUSIP: Y92370108<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |   1896947 | NS      | $2511940.36   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Wan Hai Lines Ltd.                                             | WAN HAI LINES LTD /TWD/                   | CUSIP: Y9507R102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1691782 | NS      | $4408964.82   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walsin Lihwa Corp.                                             | WALSIN LIHWA CORP /TWD/                   | CUSIP: Y9489R104<br>LEI: 254900SKYY99YINZ3U83 | Long             | EC               | CORP              | TW        |   2790474 | NS      | $4285284.86   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil S.A.                                           | BANCO DO BRASIL S.A. /BRL/                | CUSIP: P11427112<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |    399910 | NS      | $2630593.17   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Bimbo S.A.B de C.V.                                      | GRUPO BIMBO SAB CV /MXN/                  | CUSIP: P4949B104<br>LEI: 5493000RIXURZEBFEV60 | Long             | EC               | CORP              | MX        |    605158 | NS      | $2555846.53   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Yageo Corp                                                     | YAGEO CORPORATION /TWD/                   | CUSIP: Y9723R100<br>LEI: 5493001P0TOZH7GGNQ21 | Long             | EC               | CORP              | TW        |    133128 | NS      | $1953465.15   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| YangMing Marine Transport Corp.                                | YANG MING MARINE TRANSPO /TWD/            | CUSIP: Y9729D105<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |   1837460 | NS      | $3915785.66   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Carso S.A.B. de C.V.                                     | GRUPO CARSO SAB DE CV /MXN/               | CUSIP: P46118108<br>LEI: 5493007R35VF4W6YVW92 | Long             | EC               | CORP              | MX        |    388205 | NS      | $1633981.17   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Transmissao de Energia Eletrica Paulista          | CIA DE TRANSMISSAO DE EN /BRL/            | CUSIP: P30576113<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    335318 | NS      | $1460734.69   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa S.A.                                                    | ITAUSA SA /BRL/                           | CUSIP: P58711105<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    870760 | NS      | $1403507.29   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                                      | GERDAU SA-PREF /BRL/                      | CUSIP: P2867P113<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |    787868 | NS      | $4382723.27   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                                         | PETROBRAS - PETROLEO BRA /BRL/            | CUSIP: P78331140<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    646132 | NS      | $2998292.34   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S A                         | SOC QUIMICA Y MINERA CHI /CLP/            | CUSIP: P8716X108<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |     30290 | NS      | $2449624.52   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental S.A.B. de C.V.                                | ARCA CONTINENTAL SAB DE  /MXN/            | CUSIP: P0448R103<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |    197426 | NS      | $1601170.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ccr SA                                                         | CCR SA /BRL/                              | CUSIP: P1413U105<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    307364 | NS      | $629893.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz SA                                           | KGHM POLSKA MIEDZ SA /PLN/                | CUSIP: X45213109<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |    200569 | NS      | $5802348.76   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Polski Koncern Naftowy ORLEN SA                                | POLSKI KONCERN NAFTOWY O /PLN/            | CUSIP: X6922W204<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |    328388 | NS      | $4814873.30   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangxi Copper Co., Ltd.                                       | JIANGXI COPPER CO LTD-H /HKD/             | CUSIP: Y4446C100<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |    615712 | NS      | $908724.32    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Angang Steel Co Ltd                                            | ANGANG STEEL CO LTD-H /HKD/               | CUSIP: Y0132D105<br>LEI: 213800QMMVMR3ABCKL62 | Long             | EC               | CORP              | CN        |   8641802 | NS      | $2358228.96   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumrungrad Hospital Public Co Ltd.                             | BUMRUNGRAD HOSPITAL /THB/                 | CUSIP: Y1002E256<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    354700 | NS      | $2171110.15   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank T.A.S.                                                  | AKBANK T.A.S. /TRY/                       | CUSIP: M0300L106<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |   5845597 | NS      | $6110570.73   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Aselsan AS                                                     | ASELSAN ELEKTRONIK SANAY /TRY/            | CUSIP: M1501H100<br>LEI: 7890008XT4M710MU8714 | Long             | EC               | CORP              | TR        |   1801971 | NS      | $5988183.11   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Enka Insaat ve Sanayi AS                                       | ENKA INSAAT VE SANAYI AS /TRY/            | CUSIP: M4055T108<br>LEI: 789000EE9HXTYDRH9O46 | Long             | EC               | CORP              | TR        |   2341706 | NS      | $4149454.58   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari T.A.S.                       | EREGLI DEMIR VE CELIK FA /TRY/            | CUSIP: M40710101<br>LEI: 789000VYQF5IDGG49908 | Long             | EC               | CORP              | TR        |   1821851 | NS      | $4019279.62   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                        | FORD OTOMOTIV SANAYI AS /TRY/             | CUSIP: M7608S105<br>LEI: 7890006XJG6ZE2H34671 | Long             | EC               | CORP              | TR        |    201837 | NS      | $5660469.01   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Inner Mongolia Yitai Coal Co., Ltd.                            | INNER MONGOLIA YITAI COAL-B               | CUSIP: Y40848106<br>LEI: 529900OW9OHPX81B0T69 | Long             | EC               | CORP              | CN        |   2361976 | NS      | $3120170.30   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Conch Cement Co Ltd.                                     | ANHUI CONCH CEMENT CO LT /HKD/            | CUSIP: Y01373102<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |    897792 | NS      | $3140077.97   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| KOC Holdings AG                                                | KOC HOLDING AS /TRY/                      | CUSIP: M63751107<br>LEI: 7890005U0H950VH19H45 | Long             | EC               | CORP              | TR        |   1453668 | NS      | $6505741.91   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Innolux Corp.                                                  | INNOLUX CORP /TWD/                        | CUSIP: Y4083P109<br>LEI: 3003007EXL0825P1MJ10 | Long             | EC               | CORP              | TW        |   8613771 | NS      | $3096815.39   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Exploration and Production Public Co Ltd.                  | PTT EXPLORATION & PROD-F /THB/            | CUSIP: Y7145P165<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |    500900 | NS      | $2552586.98   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                                   | IMPALA PLATINUM HOLDINGS /ZAR/            | CUSIP: S37840113<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |    301695 | NS      | $3784493.33   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Datang International Power Generation Co Ltd.                  | DATANG INTL POWER GEN CO /HKD/            | CUSIP: Y20020106<br>LEI: 213800VW156IS7SJUL96 | Long             | EC               | NUSS              | CN        |  11177968 | NS      | $1818731.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Enterprises Holdings Ltd.                              | BEIJING ENTERPRISES HLDGS /HKD            | CUSIP: Y07702122<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |   1013612 | NS      | $3246488.03   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd                                        | MAHINDRA & MAHINDRA LTD /INR/             | CUSIP: Y54164150<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |    137010 | NS      | $2068812.91   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Yankuang Energy Group Co Ltd.                                  | YANKUANG ENERGY GROUP CO /HKD/            | CUSIP: Y97417102<br>LEI: 3003005N7A6HYZ4Z0K39 | Long             | EC               | CORP              | CN        |    979217 | NS      | $2985781.04   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnitogorsk Iron and Steel Works PJSC                         | MAGNITOGORSK IRON&                        | CUSIP: X5171A103<br>LEI: 253400XSJ4C01YMCXG44 | Long             | EC               | CORP              | RU        |   4142443 | NS      | $67988.86     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Inter Rao Ues Public Joint Stock Company                       | INTER RAO UES PJSC                        | CUSIP: X39961101<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |  76383797 | NS      | $73908.44     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Indorama Ventures Public Co Ltd.                               | INDORAMA VENTURES-FOREIG /THB/            | CUSIP: Y39742112<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1377200 | NS      | $1620352.24   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Global Chemical PCL                                        | PTT GLOBAL CHEMICAL PCL- /THB/            | CUSIP: Y594BL106<br>LEI: 5493007X3230PPPZFF40 | Long             | EC               | CORP              | TH        |    645500 | NS      | $880608.49    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Authority of India Ltd                                   | STEEL AUTHORITY OF INDIA /INR/            | CUSIP: Y8166R114<br>LEI: 335800ZJXMF183ZCQI90 | Long             | EC               | NUSS              | IN        |   3773426 | NS      | $3769777.09   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Ltd.                                                   | VEDANTA LTD /INR/                         | CUSIP: Y7673N111<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |    428960 | NS      | $1599072.45   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Public Co Ltd.                                             | PTT PCL/FOREIGN /THB/                     | CUSIP: Y6883U139<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | NUSS              | TH        |   1581000 | NS      | $1517778.26   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepkor Holdings Ltd                                            | PEPKOR HOLDINGS LTD /ZAR/                 | CUSIP: S60064102<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    616082 | NS      | $725175.61    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Company Ltd.                                             | TITAN CO LTD /INR/                        | CUSIP: Y88425148<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |     44442 | NS      | $1395359.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| China Overseas Land & Investment Ltd                           | CHINA OVERSEAS LAND & IN /HKD/            | CUSIP: Y15004107<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |    273086 | NS      | $720723.55    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE Technology Holding Co Ltd                                  | ASE TECHNOLOGY HOLDING C /TWD/            | CUSIP: Y0249T100<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |    846511 | NS      | $2586175.04   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Retail Corp Public Co Ltd.                             | CENTRAL RETAIL CORP-FORE /THB/            | CUSIP: Y1244X104<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    678700 | NS      | $906305.04    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd.                                             | PETROCHINA CO LTD H /HKD/                 | CUSIP: Y6883Q104<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | NUSS              | CN        |   6941968 | NS      | $3175066.88   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| UTD Tractors                                                   | UNITED TRACTORS TBK PT /IDR/              | CUSIP: Y7146Y140<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |   1651467 | NS      | $2766147.55   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Sibanye-Stillwater Limited                                     | SIBANYE STILLWATER LTD /ZAR/              | CUSIP: S7627K103<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |    913822 | NS      | $2405127.34   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Energy Development Ltd                                    | GULF ENERGY DEVELOPM-FOR /THB/            | CUSIP: Y2957T132<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1023200 | NS      | $1632215.97   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Dusit Medical Services Public Co Ltd.                  | BANGKOK DUSIT MED SERVIC /THB/            | CUSIP: Y06071255<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1822800 | NS      | $1526236.47   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Northam Platinum Holdings Limited                              | NORTHAM PLATINUM HOLDING /ZAR/            | CUSIP: S56431109<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     81587 | NS      | $898783.47    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Oil And Retail Business Public Company Limited             | PTT OIL & RETAIL BUS-FOR /THB/            | CUSIP: Y7150Z108<br>LEI: 254900E86F1OANU6B371 | Long             | EC               | CORP              | TH        |   3130600 | NS      | $2151242.38   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongfang Electric Corp Ltd.                                    | DONGFANG ELECTRIC CORP /HKD/              | CUSIP: Y20958107<br>LEI: 529900ISAW6T566F0R12 | Long             | EC               | NUSS              | CN        |    522440 | NS      | $888866.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| China Petroleum & Chemical Corp.                               | CHINA PETROLEUM & CHEMIC /HKD/            | CUSIP: Y15010104<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | NUSS              | CN        |   4976318 | NS      | $2403540.97   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Kunlun Energy Co Ltd.                                          | KUNLUN ENERGY CO LTD /HKD/                | CUSIP: G5320C108<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | BM        |   1970530 | NS      | $1406178.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Port Holdings Co Ltd.                          | CHINA MERCHANTS PORT HOLD/HKD/            | CUSIP: Y1489Q103<br>LEI: 529900GA4UH90FUOR048 | Long             | EC               | CORP              | HK        |   2265241 | NS      | $3320033.70   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Inner Mongolia Eerduosi Resources Co Ltd.                      | INNER MONGOLIA EERDUOSI RESOUR            | CUSIP: Y40841119<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1504165 | NS      | $2450284.79   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| China Gas Holdings Limited                                     | CHINA GAS HOLDINGS LTD /HKD/              | CUSIP: G2109G103<br>LEI: 254900KTSZLZ21VV8T33 | Long             | EC               | NUSS              | BM        |    593999 | NS      | $864502.19    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Indah Kiat Pulp & Paper Tbk PT                                 | INDAH KIAT PULP & PAPER  /IDR/            | CUSIP: Y71278116<br>LEI: 529900F19DXXA9HNCB51 | Long             | EC               | CORP              | ID        |   4792043 | NS      | $2685760.41   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Jollibee Foods Corp.                                           | JOLLIBEE FOODS CORP /PHP/                 | CUSIP: Y4466S100<br>LEI: 2138009XN3KTAAKUPR35 | Long             | EC               | CORP              | PH        |    546870 | NS      | $2257056.21   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingboard Holdings Ltd.                                        | KINGBOARD HOLDINGS LTD /HKD/              | CUSIP: G52562140<br>LEI: 529900G89MY26MMSDR76 | Long             | EC               | CORP              | KY        |   1258692 | NS      | $4007263.67   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bukit Asam Tbk                                                 | BUKIT ASAM TBK PT /IDR/                   | CUSIP: Y8520P101<br>LEI: 529900XX13TXG5L4CN33 | Long             | EC               | CORP              | ID        |  13000013 | NS      | $3081422.71   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinotrans Ltd.                                                 | SINOTRANS LIMITED-H /HKD/                 | CUSIP: Y6145J104<br>LEI: 5299005U1RZLKVFWR249 | Long             | EC               | CORP              | CN        |   8467825 | NS      | $2755545.87   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri (Persero) Tbk PT                                  | BANK MANDIRI PERSERO TBK /IDR/            | CUSIP: Y7123S108<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | NUSS              | ID        |   1150358 | NS      | $733406.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Orient Overseas (International) Ltd.                           | ORIENT OVERSEAS INTL LTD /HKD/            | CUSIP: G67749153<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |    203100 | NS      | $3668859.58   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosco Shipping Engy Tpt Co Ltd                                 | COSCO SHIPPING ENERGY TR /HKD/            | CUSIP: Y1765K101<br>LEI: 529900IGB8FVHRCR1W95 | Long             | EC               | CORP              | CN        |   1712896 | NS      | $1312303.34   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaga Nasional Bhd                                            | TENAGA NASIONAL BHD /MYR/                 | CUSIP: Y85859109<br>LEI: 549300FV8X6UID6I1413 | Long             | EC               | CORP              | MY        |    412000 | NS      | $900694.67    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                            | BANCO BRADESCO SA-PREF /BRL/              | CUSIP: P1808G117<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |    776450 | NS      | $2227987.59   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencosud S.A.                                                  | CENCOSUD SA /CLP/                         | CUSIP: P2205J100<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |    556760 | NS      | $915626.53    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Larsen & Toubro Ltd.                                           | LARSEN & TOUBRO LTD /INR/                 | CUSIP: Y5217N159<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |     31357 | NS      | $790576.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosco Shipping Development Co Ltd                              | COSCO SHIPPING DEVELOPME /HKD/            | CUSIP: Y17656102<br>LEI: 529900CWRQN9ME25NV73 | Long             | EC               | NUSS              | CN        |  11291376 | NS      | $1504465.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Siderurgica Nacional                                 | CIA SIDERURGICA NACIONAL /BRL/            | CUSIP: P8661X103<br>LEI: 529900K40TEND42S0T46 | Long             | EC               | CORP              | BR        |    908272 | NS      | $2503027.15   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashok Leyland                                                  | ASHOK LEYLAND LTD /INR/                   | CUSIP: Y0266N143<br>LEI: 3358001BZKWERVWYCK35 | Long             | EC               | CORP              | IN        |   1517784 | NS      | $2630850.06   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Enterprises Ltd.                                         | ADANI ENTERPRISES LTD /INR/               | CUSIP: Y00106131<br>LEI: 335800OTN96B3M38HC30 | Long             | EC               | CORP              | IN        |     67047 | NS      | $3126928.47   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale Indonesia Tbk                                             | VALE INDONESIA TBK /IDR/                  | CUSIP: Y39128148<br>LEI: 5299002HHYBH7C6WBQ62 | Long             | EC               | CORP              | ID        |   1694063 | NS      | $772625.49    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holdings S.A.                                    | ITAU UNIBANCO HOLDING S- /BRL/            | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |    548969 | NS      | $2599408.12   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Xinyi Glass Holdings Ltd.                                      | XINYI GLASS HOLDINGS LIMITED /HKD/        | CUSIP: G9828G108<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | KY        |   1467785 | NS      | $2734191.35   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| China Shenhua Energy Co Ltd.                                   | CHINA SHENHUA ENERGY CO- /HKD/            | CUSIP: Y1504C113<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |    476827 | NS      | $1377556.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co., Ltd.                              | COSCO SHIPPING HOLDINGS  /HKD/            | CUSIP: Y1455B106<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | NUSS              | CN        |   3034005 | NS      | $3094079.11   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| China State Construction International Holdings Limited        | CHINA STATE CONSTRUC INTER/HKD            | CUSIP: G21677136<br>LEI: 529900QVUUH13RIZIR85 | Long             | EC               | NUSS              | KY        |    703809 | NS      | $790781.43    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner SA                                                | LOJAS RENNER S.A. /BRL/                   | CUSIP: P6332C102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    276537 | NS      | $1072679.15   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd.                                       | HINDALCO INDUSTRIES LTD /INR/             | CUSIP: Y3196V185<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |    148302 | NS      | $848528.37    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Ltd.                                                       | ITC LTD /INR/                             | CUSIP: Y4211T171<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |    348723 | NS      | $1397547.57   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp.                                  | CHINA CONSTRUCTION BANK- /HKD/            | CUSIP: Y1397N101<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | NUSS              | CN        |   1231053 | NS      | $771236.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dongfeng Motor Group Co Ltd.                                   | DONGFENG MOTOR GRP CO LT /HKD/            | CUSIP: Y21042109<br>LEI: 3003002JNYOYPX54GE50 | Long             | EC               | CORP              | CN        |   3991322 | NS      | $2290850.95   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| China National Building Material Co Ltd.                       | CHINA NATIONAL BUILDING  /HKD/            | CUSIP: Y15045100<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | NUSS              | CN        |   2789263 | NS      | $2290601.55   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Equatorial Energia SA                                          | EQUATORIAL ENERGIA SA -  /BRL/            | CUSIP: P3773H104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    429503 | NS      | $2198053.14   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Greentown China Holdings Ltd.                                  | GREENTOWN CHINA HOLDINGS /HKD/            | CUSIP: G4100M105<br>LEI: 529900BLBC6YDNWS8530 | Long             | EC               | CORP              | HK        |   1514833 | NS      | $2212440.82   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| China Coal Energy Co Ltd.                                      | CHINA COAL ENERGY CO-H /HKD/              | CUSIP: Y1434L100<br>LEI: 529900KRC89344UI3Z10 | Long             | EC               | CORP              | CN        |   3924601 | NS      | $3192796.87   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS SA                                                         | JBS SA /BRL/                              | CUSIP: P59695109<br>LEI: 529900RM0MTMZL9O5050 | Long             | EC               | CORP              | BR        |    613220 | NS      | $2554042.86   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Energetica Minas Gerais-Cemig                              | CEMIG CIA ENERG PN /BRL/                  | CUSIP: P2577R110<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |    357911 | NS      | $755173.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP | SABESP ON /BRL/                           | CUSIP: P8228H104<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |     77645 | NS      | $840605.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fosun International Ltd.                                       | FOSUN INTERNATIONAL LTD /HKD/             | CUSIP: Y2618Y108<br>LEI: 213800Z99WQEXDF82F09 | Long             | EC               | CORP              | HK        |   2295279 | NS      | $1870228.42   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| China Railway Group Ltd.                                       | CHINA RAILWAY GROUP LTD /HKD/             | CUSIP: Y1509D116<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | NUSS              | CN        |   2903542 | NS      | $1532594.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hypera SA                                                      | HYPERA SA /BRL/                           | CUSIP: P5230A101<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    261108 | NS      | $2235348.57   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaro Energy Indonesia TBK                                     | ADARO ENERGY INDONESIA /IDR/              | CUSIP: Y7087B109<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |  13689410 | NS      | $3385529.37   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Power Limited                                            | ADANI POWER LTD /INR/                     | CUSIP: Y0019Q104<br>LEI: 33580074T4XKFXBDG813 | Long             | EC               | CORP              | IN        |    620301 | NS      | $2245994.98   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinopharm Group Co Ltd                                         | SINOPHARM GROUP CO-H /HKD/                | CUSIP: Y8008N107<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | NUSS              | CN        |    355193 | NS      | $902834.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Cement Holdings Limited                        | CHINA RESOURCES CEMENT /HKD/              | CUSIP: G2113L106<br>LEI: 529900E0EOYXYJ0GHY66 | Long             | EC               | CORP              | KY        |   6141907 | NS      | $3257659.07   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Limited                                   | CHINA HONGQIAO GROUP LTD /HKD/            | CUSIP: G21150100<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |   4299161 | NS      | $4059319.65   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Limited                                   | SUNAC CHINA HOLDINGS LTD /HKD/            | CUSIP: G8569A106<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | HK        |   1757614 | NS      | $515657.14    | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| Rushydro Public Joint Stock Company                            | RUSHYDRO JSC /RUB/                        | CUSIP: X34577100<br>LEI: 2534005TJN9DX4YWVT97 | Long             | EC               | CORP              | RU        | 262800255 | NS      | $62430.65     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Tatneft Pjsc                                                   | TATNEFT PJSC /RUB/                        | CUSIP: X89366102<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |    403137 | NS      | $51304.39     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Magnit Public Joint Stock Company                              | MAGNIT CLS RUB                            | CUSIP: X51729105<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |     11679 | NS      | $12290.03     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telefonica Brasil S.A                                          | TELEFONICA BRASIL S.A. /BRL/              | CUSIP: P90337174<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |     95091 | NS      | $690703.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Power Company Ltd                                         | TATA POWER CO LTD /INR/                   | CUSIP: Y85481169<br>LEI: 335800H5R3TGTJ7LQ663 | Long             | EC               | CORP              | IN        |    535084 | NS      | $1343369.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kalbe Farma Tbk PT                                             | KALBE FARMA TBK PT /IDR/                  | CUSIP: Y71287208<br>LEI: 529900PRQI8S32HOE387 | Long             | EC               | CORP              | ID        |   5924622 | NS      | $795404.53    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhen Ding Technology Holding Ltd                               | ZHEN DING TECHNOLOGY HOL /TWD/            | CUSIP: G98922100<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |    426500 | NS      | $1457028.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk Pt                                     | ASTRA INTERNATIONAL TBK  /IDR/            | CUSIP: Y7117N172<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |   4909585 | NS      | $1797631.89   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Richter Gedeon Chemical Factory Public Limited Company         | RICHTER GEDEON NYRT /HUF/                 | CUSIP: X3124S107<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |     83084 | NS      | $1848798.45   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                                    | MOL HUNGARIAN OIL AND GA /HUF/            | CUSIP: X5S32S129<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |    638986 | NS      | $4457513.98   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Country Garden Services Holdings Co Ltd                        | COUNTRY GARDEN SERVICES  /HKD/            | CUSIP: G2453A108<br>LEI: 549300P2JRKENZSEBB42 | Long             | EC               | CORP              | HK        |    966424 | NS      | $2406944.19   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Atacadao SA                                                    | ATACADAO SA /BRL/                         | CUSIP: P0565P138<br>LEI: 549300SMI26ISJIRM371 | Long             | EC               | CORP              | BR        |    199209 | NS      | $557660.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tower Corp Ltd                                           | CHINA TOWER CORP LTD-H /HKD/              | CUSIP: Y15076105<br>LEI: 300300T6BNNP0L7O7H91 | Long             | EC               | NUSS              | CN        |  13306913 | NS      | $1432051.57   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Orbia Advance Corp S A B De Cv                                 | ORBIA ADVANCE CORP SAB D /MXN/            | CUSIP: P57908157<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |    847618 | NS      | $1502845.66   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| YES Bank Ltd.                                                  | YES BANK LTD /INR/                        | CUSIP: Y97636149<br>LEI: 335800X6WKDDXJUSFZ86 | Long             | EC               | CORP              | IN        |   3701088 | NS      | $921581.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eicher Motors Ltd.                                             | EICHER MOTORS LTD /INR/                   | CUSIP: Y2251M148<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |     31533 | NS      | $1230274.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sendas Distribuidora S.A.                                      | SENDAS DISTRIBUIDORA SA /BRL/             | CUSIP: P8T81L100<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    658309 | NS      | $2427629.38   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Tim S A                                                        | TIM SA /BRL/                              | CUSIP: P9153B104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    318793 | NS      | $748715.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuexiu Property Co Ltd                                         | YUEXIU PROPERTY CO LTD /HKD/              | CUSIP: Y9863Z128<br>LEI: 529900GASK6R1FD08W10 | Long             | EC               | CORP              | HK        |   2358736 | NS      | $2855704.05   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Steel Ltd                                                 | TATA STEEL LTD /INR/                      | CUSIP: Y8547N220<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |   2333220 | NS      | $3177048.63   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangtze Optical Fibre & Cable Joint Stock Ltd Co.              | YANGTZE OPTICAL FIBRE AN /HKD/            | CUSIP: Y9737F100<br>LEI: 52990001VWJO1YB9S047 | Long             | EC               | CORP              | CN        |   1253448 | NS      | $2232148.97   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| State Bank of India                                            | STATE BANK OF INDIA /INR/                 | CUSIP: Y8155P103<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |    109151 | NS      | $809693.81    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Baroda                                                 | BANK OF BARODA /INR/                      | CUSIP: Y0643L141<br>LEI: 549300CQ6M9Q0TJEZR23 | Long             | EC               | CORP              | IN        |   1312430 | NS      | $2945947.67   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Pharmaceutical Group Limited                   | CHINA RESOURCES PHARMACE /HKD/            | CUSIP: Y1511B108<br>LEI: 3003004H1KDKMJ8JD874 | Long             | EC               | NUSS              | HK        |   4148048 | NS      | $3358635.74   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Petro Rio SA                                                   | PETRO RIO SA /BRL/                        | CUSIP: P7S19Q109<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    559541 | NS      | $3943467.14   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| C&D International Investment Group Ltd.                        | C&D INTERNATIONAL INVEST /HKD/            | CUSIP: G3165D109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    827512 | NS      | $2411891.43   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Sise ve Cam Fabrikalari A.S.                           | TURK SISE VE CAM FABRIKA /TRY/            | CUSIP: M9013U105<br>LEI: 789000KWOK751Q6R8875 | Long             | EC               | CORP              | TR        |   2596258 | NS      | $5958181.15   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Turk Hava Yollari AO                                           | TURK HAVA YOLLARI AO /TRY/                | CUSIP: M8926R100<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |    934790 | NS      | $7042570.33   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Garanti Bankasi A.S.                                   | TURKIYE GARANTI BANKASI /TRY/             | CUSIP: M4752S106<br>LEI: 5493002XSS7K7RHN1V37 | Long             | EC               | CORP              | TR        |   3396627 | NS      | $5455743.30   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Is Bankasi AS                                          | TURKIYE IS BANKASI-C /TRY/                | CUSIP: M8933F115<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |   8776168 | NS      | $5992416.17   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Petrol Rafinerileri A.S.                               | TUPRAS-TURKIYE PETROL RA /TRY/            | CUSIP: M8966X108<br>LEI: 789000RCNG97UV50EE03 | Long             | EC               | CORP              | TR        |    227909 | NS      | $6457457.21   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BIM Birlesik Magaz                                             | BIM BIRLESIK MAGAZALAR A /TRY/            | CUSIP: M2014F102<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |    570417 | NS      | $4175438.11   | 1.12%             |  |  |  | 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