# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0000940400-26-006902
**Filing Date:** 2026-2
**Character Count:** 56163
**Document Hash:** cfdd9e5d170c0017812bb89a71699179
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-006902.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-006902

**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:** 26663176

**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

  - **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:** 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:** $504504420.04

**Total Liabilities:** $26794144.93

**Net Assets:** $477710275.11

**Cash Not Reported:** $139930.90

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099049 | -0.22%               | -0.22%               | 2.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $47259235.85             | $-49164088.38                              |
| Month 2  | $158762.56               | $-1586790.01                               |
| Month 3  | $-189843.04              | $10818948.94                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Turk Hava Yollari AO           | Turk Hava Yollari AO                                   | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |    677424 | NS      | $4237648.39   | 0.89%             |  |  |  | No            |                  1 | On Loan: —       |
| MOL Hungarian Oil & Gas PLC    | MOL Hungarian Oil & Gas PLC                            | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |    631941 | NS      | $5681159.72   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuxi Biologics Cayman Inc      | Wuxi Biologics Cayman Inc                              | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | CN        |    389690 | NS      | $1574242.05   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTE Corp                       | ZTE Corp                                               | CUSIP: 000000000<br>LEI: 3003004FBGVVG1CW5U45 | Long             | EC               | CORP              | CN        |    224988 | NS      | $784583.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| China Oilfield Services Ltd    | China Oilfield Services Ltd                            | CUSIP: 000000000<br>LEI: 529900J4X53VL8QQW675 | Long             | EC               | CORP              | CN        |   3585892 | NS      | $3220654.15   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd                | Gold Fields Ltd                                        | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     97150 | NS      | $4257411.02   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                       | ORLEN SA                                               | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |    172510 | NS      | $4618366.60   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Yang Ming Marine Transport Cor | Yang Ming Marine Transport Corp                        | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |   2951155 | NS      | $5231595.09   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Health International Inc    | JD Health International Inc                            | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | CN        |    480324 | NS      | $3425287.11   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Coal India Ltd                 | Coal India Ltd                                         | CUSIP: 000000000<br>LEI: 335800NLJQZNHM9LBB31 | Long             | EC               | CORP              | IN        |    701103 | NS      | $3112393.91   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinotruk Hong Kong Ltd         | Sinotruk Hong Kong Ltd                                 | CUSIP: 000000000<br>LEI: 529900BB4WA4W576X724 | Long             | EC               | CORP              | CN        |    348000 | NS      | $1235016.13   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA/Brazil                  | TIM SA/Brazil                                          | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |    233088 | NS      | $907723.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GF Securities Co Ltd           | GF Securities Co Ltd                                   | CUSIP: 000000000<br>LEI: 3003007E0Y3ZJ5HNA936 | Long             | EC               | CORP              | CN        |   1180168 | NS      | $2670378.98   | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| China Nonferrous Mining Corp L | China Nonferrous Mining Corp Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    533128 | NS      | $1010399.73   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jentech Precision Industrial C | Jentech Precision Industrial Co Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     38941 | NS      | $3402016.04   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Conch Cement Co Ltd      | Anhui Conch Cement Co Ltd                              | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |   1019649 | NS      | $2892807.11   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuaishou Technology            | Kuaishou Technology                                    | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | CN        |     94384 | NS      | $775547.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Insurance Co Group of | People's Insurance Co Group of China Ltd/The           | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |   4690726 | NS      | $4068305.41   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk P | Telkom Indonesia Persero Tbk PT                        | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |  11202309 | NS      | $2337873.18   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Communications Co Ltd  | Bank of Communications Co Ltd                          | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |   1222707 | NS      | $1013332.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovent Biologics Inc         | Innovent Biologics Inc                                 | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | CN        |    165908 | NS      | $1625462.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BTG Pactual SA           | Banco BTG Pactual SA                                   | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |    113501 | NS      | $1089079.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Siam Cement PCL/The            | Siam Cement PCL/The                                    | CUSIP: 000000000<br>LEI: 254900RMCZY0X6F2KB70 | Long             | EC               | CORP              | TH        |    289800 | NS      | $1687932.07   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barito Pacific Tbk PT          | Barito Pacific Tbk PT                                  | CUSIP: 000000000<br>LEI: 254900CLXCIVO1KCF078 | Long             | EC               | CORP              | ID        |  22852709 | NS      | $4481460.78   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| China Coal Energy Co Ltd       | China Coal Energy Co Ltd                               | CUSIP: 000000000<br>LEI: 529900KRC89344UI3Z10 | Long             | EC               | CORP              | CN        |   3438462 | NS      | $4395993.28   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tower Corp Ltd           | China Tower Corp Ltd                                   | CUSIP: 000000000<br>LEI: 300300T6BNNP0L7O7H91 | Long             | EC               | CORP              | CN        |   2782561 | NS      | $4133065.02   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co Ltd           | Weichai Power Co Ltd                                   | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |   1144507 | NS      | $2772040.16   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Chicmax Cosmetic Co L | Shanghai Chicmax Cosmetic Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    165400 | NS      | $1547164.87   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Ultrapar Participacoes SA      | Ultrapar Participacoes SA                              | CUSIP: 000000000<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |    747960 | NS      | $2852751.31   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United Tractors Tbk PT         | United Tractors Tbk PT                                 | CUSIP: 000000000<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |   3200659 | NS      | $5662335.26   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Junshi Biosciences Co | Shanghai Junshi Biosciences Co Ltd                     | CUSIP: 000000000<br>LEI: 300300L36FLCKN0WXW06 | Long             | EC               | CORP              | CN        |    524432 | NS      | $1437981.53   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Zijin Mining Group Co Ltd      | Zijin Mining Group Co Ltd                              | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |    734440 | NS      | $3365172.81   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangxi Copper Co Ltd          | Jiangxi Copper Co Ltd                                  | CUSIP: 000000000<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |   1308729 | NS      | $7210646.63   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| YTL POWER INTERNATIONAL BHD    | YTL POWER INTERNATIONAL BHD                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    227020 | NS      | $48111.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALB Group Co Ltd              | CALB Group Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1126048 | NS      | $3634513.18   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| J&T Global Express Ltd         | J&T Global Express Ltd                                 | CUSIP: 000000000<br>LEI: 2549009MQXHGQY558V11 | Long             | EC               | CORP              | CN        |   2449568 | NS      | $3289088.05   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Expressway Co Ltd     | Zhejiang Expressway Co Ltd                             | CUSIP: 000000000<br>LEI: 213800X1ZRKM85U9H438 | Long             | EC               | CORP              | CN        |   3332546 | NS      | $3070188.34   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbright Securities Co Ltd   | Everbright Securities Co Ltd                           | CUSIP: 000000000<br>LEI: 300300631H57L451WO11 | Long             | EC               | CORP              | CN        |    704904 | NS      | $805195.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDWIND                       | Goldwind Science & Technology Co Ltd                   | CUSIP: 000000000<br>LEI: 3003008X6GR2ZPYM2V54 | Long             | EC               | CORP              | CN        |   2851996 | NS      | $4914138.58   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnit PJSC                    | Magnit PJSC                                            | CUSIP: 000000000<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |     11679 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Suzano SA                      | Suzano SA                                              | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |    329312 | NS      | $3091948.06   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC     | JP MORGAN SECURITIES LLC                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  25670586 | PA      | $25670586.00  | 5.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais | Cia Energetica de Minas Gerais                         | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |   2456305 | NS      | $5020414.43   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| InnoCare Pharma Ltd            | InnoCare Pharma Ltd                                    | CUSIP: 000000000<br>LEI: 3003001NYJPPWIEOJT79 | Long             | EC               | CORP              | CN        |   1279716 | NS      | $2022499.49   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Remegen Co Ltd                 | Remegen Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300M9HCX4TFAD4I10 | Long             | EC               | CORP              | CN        |    340920 | NS      | $3153949.14   | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| ENN Energy Holdings Ltd        | ENN Energy Holdings Ltd                                | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | CN        |    124128 | NS      | $1103686.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaga Nasional Bhd            | Tenaga Nasional Bhd                                    | CUSIP: 000000000<br>LEI: 549300FV8X6UID6I1413 | Long             | EC               | CORP              | MY        |    326700 | NS      | $1104564.81   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nedbank Group Ltd              | Nedbank Group Ltd                                      | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |     82940 | NS      | $1333550.99   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Northam Platinum Holdings Ltd  | Northam Platinum Holdings Ltd                          | CUSIP: 000000000<br>LEI: 3789009D0712C7101695 | Long             | EC               | CORP              | ZA        |    126299 | NS      | $2571054.10   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Property Mexico SA de | Prologis Property Mexico SA de CV                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |   1282281 | NS      | $5371943.84   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yapi ve Kredi Bankasi AS       | Yapi ve Kredi Bankasi AS                               | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | EC               | CORP              | TR        |   2514892 | NS      | $2122207.45   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| YITAI COAL                     | Inner Mongolia Yitai Coal Co Ltd                       | CUSIP: 000000000<br>LEI: 529900OW9OHPX81B0T69 | Long             | EC               | CORP              | CN        |   2142772 | NS      | $4092694.52   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| GAIL India Ltd                 | GAIL India Ltd                                         | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |   1550825 | NS      | $2970536.43   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| China Railway Group Ltd        | China Railway Group Ltd                                | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |   4063691 | NS      | $1999811.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinotrans Ltd                  | Sinotrans Ltd                                          | CUSIP: 000000000<br>LEI: 5299005U1RZLKVFWR249 | Long             | EC               | CORP              | CN        |   4919712 | NS      | $3065851.59   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPI Rockcastle NV             | NEPI Rockcastle NV                                     | CUSIP: 000000000<br>LEI: 549300FMWM53K9ULYT15 | Long             | EC               | CORP              | NL        |    384144 | NS      | $3383297.25   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Gold Mining Co Ltd     | Harmony Gold Mining Co Ltd                             | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |     56240 | NS      | $1144769.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tatneft PJSC                   | Tatneft PJSC                                           | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |    403137 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sinopharm Group Co Ltd         | Sinopharm Group Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |    870821 | NS      | $2175178.31   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT PCL                        | PTT PCL                                                | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |   3007200 | NS      | $3054448.50   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| CH ENERGY ENG                  | China Energy Engineering Corp Ltd                      | CUSIP: 000000000<br>LEI: 30030095F4B9XDN9QY57 | Long             | EC               | CORP              | CN        |  13422332 | NS      | $1828115.17   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanta Computer Inc            | Quanta Computer Inc                                    | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |    107870 | NS      | $933805.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz SA           | KGHM Polska Miedz SA                                   | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |     69964 | NS      | $5472393.09   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dongfang Electric Corp Ltd     | Dongfang Electric Corp Ltd                             | CUSIP: 000000000<br>LEI: 529900ISAW6T566F0R12 | Long             | EC               | CORP              | CN        |   1442384 | NS      | $4633302.07   | 0.97%             |  |  |  | No            |                  1 | On Loan: —       |
| Shandong Gold Mining Co Ltd    | Shandong Gold Mining Co Ltd                            | CUSIP: 000000000<br>LEI: 300300KC2K8BC07OSV77 | Long             | EC               | CORP              | CN        |   1080980 | NS      | $4805775.37   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Securities Co Ltd        | CITIC Securities Co Ltd                                | CUSIP: 000000000<br>LEI: 300300E1006744000068 | Long             | EC               | CORP              | CN        |    777944 | NS      | $2738852.27   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                      | Gerdau SA                                              | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |   1319099 | NS      | $4908331.33   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XtalPi Holdings Ltd            | XtalPi Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 8368004IS42UJ5SVEV76 | Long             | EC               | CORP              | CN        |   1122912 | NS      | $1364918.03   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Akeso Inc                      | Akeso Inc                                              | CUSIP: 000000000<br>LEI: 254900ECWYGR3QW5GF30 | Long             | EC               | CORP              | CN        |    113308 | NS      | $1645162.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corp         | Accton Technology Corp                                 | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |    149676 | NS      | $5644915.26   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd      | Alibaba Group Holding Ltd                              | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |     45069 | NS      | $826943.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Material Co Ltd          | Elite Material Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    102146 | NS      | $5347787.91   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RusHydro PJSC                  | RusHydro PJSC                                          | CUSIP: 000000000<br>LEI: 2534005TJN9DX4YWVT97 | Long             | EC               | CORP              | RU        | 262800255 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PTT Exploration & Production P | PTT Exploration & Production PCL                       | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |   1442900 | NS      | $5175295.98   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Far Eastern New Century Corp   | Far Eastern New Century Corp                           | CUSIP: 000000000<br>LEI: 254900CDLU5OS06M6K24 | Long             | EC               | CORP              | TW        |   2250521 | NS      | $1991199.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| REC Ltd                        | REC Ltd                                                | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | EC               | CORP              | IN        |    244419 | NS      | $970285.73    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Huaxin Cement Co Ltd           | Huaxin Cement Co Ltd                                   | CUSIP: 000000000<br>LEI: 300300SD5S95ZOS05G37 | Long             | EC               | CORP              | CN        |   1017904 | NS      | $2356846.61   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Inter RAO UES PJSC             | Inter RAO UES PJSC                                     | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |  76383797 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oil & Natural Gas Corp Ltd     | Oil & Natural Gas Corp Ltd                             | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |   1522032 | NS      | $4070633.01   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Richter Gedeon Nyrt            | Richter Gedeon Nyrt                                    | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |    134914 | NS      | $4069745.43   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co  | Hon Hai Precision Industry Co Ltd                      | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    579301 | NS      | $4249737.61   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Orient Securities Co Ltd/China | Orient Securities Co Ltd/China                         | CUSIP: 000000000<br>LEI: 300300E1005131000066 | Long             | EC               | CORP              | CN        |   1981584 | NS      | $1741559.43   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| XPeng Inc                      | XPeng Inc                                              | CUSIP: 000000000<br>LEI: 549300TZNMIREMWQU857 | Long             | EC               | CORP              | CN        |    171443 | NS      | $1747979.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT     | Astra International Tbk PT                             | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |  14839422 | NS      | $5962466.41   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Financial Co Ltd           | CSC Financial Co Ltd                                   | CUSIP: 000000000<br>LEI: 3003006CDEBNKXHOI130 | Long             | EC               | CORP              | CN        |   1129488 | NS      | $1863444.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumi Resources Minerals Tbk PT | Bumi Resources Minerals Tbk PT                         | CUSIP: 000000000<br>LEI: 529900KOJVEVTZ5IRE24 | Long             | EC               | CORP              | ID        | 102021024 | NS      | $6730022.57   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WT Microelectronics Co Ltd     | WT Microelectronics Co Ltd                             | CUSIP: 000000000<br>LEI: 549300B9CGCS0W06W129 | Long             | EC               | CORP              | TW        |    890598 | NS      | $3883194.92   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil SA           | Telefonica Brasil SA                                   | CUSIP: 000000000<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |    321547 | NS      | $1942279.43   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Leapmotor Technology  | Zhejiang Leapmotor Technology Co Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    481439 | NS      | $3007640.56   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc                      | Baidu Inc                                              | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | CN        |     59977 | NS      | $1013398.37   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                        | Vale SA                                                | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    285389 | NS      | $3747724.34   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrias Penoles SAB de CV   | Industrias Penoles SAB de CV                           | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | EC               | CORP              | MX        |    114943 | NS      | $6043100.70   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhaojin Mining Industry Co Ltd | Zhaojin Mining Industry Co Ltd                         | CUSIP: 000000000<br>LEI: 3003007KU2DRDX06PN04 | Long             | EC               | CORP              | CN        |    766472 | NS      | $3027400.42   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank PCL               | Bangkok Bank PCL                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |    223700 | NS      | $1203528.01   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corp of China Ltd     | Aluminum Corp of China Ltd                             | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |   4947043 | NS      | $7735813.19   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| QINGDAO PORT                   | Qingdao Port International Co Ltd                      | CUSIP: 000000000<br>LEI: 529900URO8Y3C7A1JM55 | Long             | EC               | CORP              | CN        |   4429948 | NS      | $3961663.44   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp   | China Construction Bank Corp                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |   1067590 | NS      | $1054873.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc          | Delta Electronics Inc                                  | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |    146521 | NS      | $4490689.93   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnitogorsk Iron & Steel Work | Magnitogorsk Iron & Steel Works PJSC                   | CUSIP: 000000000<br>LEI: 253400XSJ4C01YMCXG44 | Long             | EC               | CORP              | RU        |   4142443 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Beijing Fourth Paradigm Techno | Beijing Fourth Paradigm Technology Co Ltd              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    230348 | NS      | $1302879.33   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chroma ATE Inc                 | Chroma ATE Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     54028 | NS      | $1332623.61   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhen Ding Technology Holding L | Zhen Ding Technology Holding Ltd                       | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | TW        |    942236 | NS      | $4258287.17   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                     | Embraer SA                                             | CUSIP: 000000000<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     68222 | NS      | $1103055.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Motors Passenger Vehicles | Tata Motors Passenger Vehicles Limited                 | CUSIP: 000000000<br>LEI: 335800BO2LHWJJ8TZI32 | Long             | EC               | CORP              | IN        |    502606 | NS      | $2054222.82   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| China Feihe Ltd                | China Feihe Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1995960 | NS      | $1041232.17   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Latam Airlines Group SA        | Latam Airlines Group SA                                | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |  45262859 | NS      | $1225479.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Circuit Electronics Ltd   | Gold Circuit Electronics Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    287322 | NS      | $6282211.10   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| China Everbright Bank Co Ltd   | China Everbright Bank Co Ltd                           | CUSIP: 000000000<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |   2464640 | NS      | $1152722.01   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROBRAS                      | Petroleo Brasileiro SA - Petrobras                     | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    870559 | NS      | $4896323.44   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiata Group Bhd               | Axiata Group Bhd                                       | CUSIP: 000000000<br>LEI: 254900DM0V7OCPDUUC55 | Long             | EC               | CORP              | MY        |   3223500 | NS      | $2001779.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Magyar Telekom Telecommunicati | Magyar Telekom Telecommunications PLC                  | CUSIP: 000000000<br>LEI: 529900CA1YDA41X76751 | Long             | EC               | CORP              | HU        |    768873 | NS      | $4213138.65   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneva SA                       | Eneva SA                                               | CUSIP: 000000000<br>LEI: 549300T1AP7HKCABII19 | Long             | EC               | CORP              | BR        |    330970 | NS      | $1218846.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CMSC                           | China Merchants Securities Co Ltd                      | CUSIP: 000000000<br>LEI: 30030060IEIMX476KH87 | Long             | EC               | CORP              | CN        |    461100 | NS      | $825900.27    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XD Inc                         | XD Inc                                                 | CUSIP: 000000000<br>LEI: 655600SO97YJOKFJGL95 | Long             | EC               | CORP              | CN        |    491452 | NS      | $4095064.98   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia de Saneamento Basico do Es | Cia de Saneamento Basico do Estado de Sao Paulo SABESP | CUSIP: 000000000<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |     85344 | NS      | $2077484.72   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| YOFC                           | Yangtze Optical Fibre & Cable Joint Stock Ltd Co       | CUSIP: 000000000<br>LEI: 836800VT7MZILX431W47 | Long             | EC               | CORP              | CN        |    675264 | NS      | $4485737.44   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Wistron Corp                   | Wistron Corp                                           | CUSIP: 000000000<br>LEI: 254900DIEONKUALBFM06 | Long             | EC               | CORP              | TW        |   1113247 | NS      | $5332304.50   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenwan Hongyuan Group Co Ltd  | Shenwan Hongyuan Group Co Ltd                          | CUSIP: 000000000<br>LEI: 300300I0GB4QPIGPS572 | Long             | EC               | CORP              | CN        |   6673536 | NS      | $2606749.51   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Lite-On Technology Corp        | Lite-On Technology Corp                                | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |    544039 | NS      | $2830966.30   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co Ltd              | PetroChina Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |   5639223 | NS      | $6072017.26   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharmaron Beijing Co Ltd       | Pharmaron Beijing Co Ltd                               | CUSIP: 000000000<br>LEI: 300300JYXHGVS5SNGG54 | Long             | EC               | CORP              | CN        |    561556 | NS      | $1413504.57   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ayala Corp                     | Ayala Corp                                             | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |    371960 | NS      | $2958862.53   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CRRC TIMES ELEC                | Zhuzhou CRRC Times Electric Co Ltd                     | CUSIP: 000000000<br>LEI: 529900PLNH7NQLN00B53 | Long             | EC               | CORP              | CN        |    186592 | NS      | $901948.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WuXi XDC Cayman Inc            | WuXi XDC Cayman Inc                                    | CUSIP: 000000000<br>LEI: 549300BV0TP5RVPBYO24 | Long             | EC               | CORP              | CN        |    408004 | NS      | $3184787.16   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SINOPEC CORP                   | China Petroleum & Chemical Corp                        | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |   3942763 | NS      | $2365850.31   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NCI                            | New China Life Insurance Co Ltd                        | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |    518968 | NS      | $3624180.66   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp   | United Microelectronics Corp                           | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |   1373534 | NS      | $2152943.13   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HUADIAN POWER                  | Huadian Power International Corp Ltd                   | CUSIP: 000000000<br>LEI: 529900207FCOKWBDRE79 | Long             | EC               | CORP              | CN        |   3812092 | NS      | $1993551.65   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa SA                      | Itausa SA                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |   1948425 | NS      | $4153036.91   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiwynn Corp                    | Wiwynn Corp                                            | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |     47183 | NS      | $6734958.23   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Electric Group Co Ltd | Shanghai Electric Group Co Ltd                         | CUSIP: 000000000<br>LEI: 529900WHVV4GODE91T37 | Long             | EC               | CORP              | CN        |   7830036 | NS      | $3893538.14   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Oil Corp Ltd            | Indian Oil Corp Ltd                                    | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |    608396 | NS      | $1126772.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                | Cemex SAB de CV                                        | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |   4589331 | NS      | $5267886.81   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Vital Components Co Ltd   | Asia Vital Components Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     95664 | NS      | $4597401.06   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Eva Airways Corp               | Eva Airways Corp                                       | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |   3284226 | NS      | $3820386.70   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibra Energia SA               | Vibra Energia SA                                       | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |   1192970 | NS      | $5514472.39   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Ltd       | China Hongqiao Group Ltd                               | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | CN        |   1511285 | NS      | $6334320.57   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wan Hai Lines Ltd              | Wan Hai Lines Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2105131 | NS      | $5279493.41   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas Copec SA              | Empresas Copec SA                                      | CUSIP: 000000000<br>LEI: 549300Q3IDJYG6Z7PA50 | Long             | EC               | CORP              | CL        |    561928 | NS      | $4403902.67   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| China Reinsurance Group Corp   | China Reinsurance Group Corp                           | CUSIP: 000000000<br>LEI: 300300F3000111000079 | Long             | EC               | CORP              | CN        |  15456233 | NS      | $3336434.84   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Aselsan Elektronik Sanayi Ve T | Aselsan Elektronik Sanayi Ve Ticaret AS                | CUSIP: 000000000<br>LEI: 7890008XT4M710MU8714 | Long             | EC               | CORP              | TR        |    595503 | NS      | $3214622.92   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Inbursa SAB d | Grupo Financiero Inbursa SAB de CV                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    373635 | NS      | $904027.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNBM                           | China National Building Material Co Ltd                | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |   5786544 | NS      | $3806790.10   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Logistics Inc               | JD Logistics Inc                                       | CUSIP: 000000000<br>LEI: 655600LWTFVMV3E2A890 | Long             | EC               | CORP              | CN        |   1828834 | NS      | $2683552.53   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| China Galaxy Securities Co Ltd | China Galaxy Securities Co Ltd                         | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |   1349008 | NS      | $1738541.93   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MCC                            | Metallurgical Corp of China Ltd                        | CUSIP: 000000000<br>LEI: 3003002HS6H57JTIFW38 | Long             | EC               | CORP              | CN        |   8840652 | NS      | $2078763.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| PRIO SA/Brazil                 | PRIO SA/Brazil                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    718274 | NS      | $5429245.69   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co   | Metropolitan Bank & Trust Co                           | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |    880310 | NS      | $1024964.69   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC Group Ltd                 | CMOC Group Ltd                                         | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |   1526548 | NS      | $3773855.28   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd | COSCO SHIPPING Holdings Co Ltd                         | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |   3297159 | NS      | $5825219.56   | 1.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Turkcell Iletisim Hizmetleri A | Turkcell Iletisim Hizmetleri AS                        | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | EC               | CORP              | TR        |   1744618 | NS      | $3784165.13   | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| Tripod Technology Corp         | Tripod Technology Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    104101 | NS      | $1051926.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Falabella SA                   | Falabella SA                                           | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | EC               | CORP              | CL        |    347015 | NS      | $2420676.55   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Charoen Pokphand Foods PCL     | Charoen Pokphand Foods PCL                             | CUSIP: 000000000<br>LEI: 529900FJ3AI2GKGIWK15 | Long             | EC               | CORP              | TH        |   5978500 | NS      | $4136844.95   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan L | Evergreen Marine Corp Taiwan Ltd                       | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |    873806 | NS      | $5283911.46   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sibanye Stillwater Ltd         | Sibanye Stillwater Ltd                                 | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |   1437026 | NS      | $5250004.41   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| King Slide Works Co Ltd        | King Slide Works Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     38033 | NS      | $4539194.16   | 0.95%             |  |  |  | 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