# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001752724-25-204205
**Filing Date:** 2025-8
**Character Count:** 75895
**Document Hash:** 0e2d85f8fd9fbba925e87e806fad1e1a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204205.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204205

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**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:** 251254218

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Emerging Markets Small Cap AlphaDEX Fund (Series ID: S000036655)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

- **a. Name of Series:** First Trust Emerging Markets Small Cap AlphaDEX Fund

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $252644280.10

**Total Liabilities:** $5000800.38

**Net Assets:** $247643479.72

**Cash Not Reported:** $338128.82

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112037 | -0.19%               | 5.35%                | 4.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16277718.23            | $12988966.47                               |
| Month 2  | $822304.41               | $10602589.26                               |
| Month 3  | $144184.37               | $9593447.85                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tatung Co Ltd                      | Tatung Co Ltd                                                        | CUSIP: 000000000<br>LEI: 529900BJL17PBLYDPC59 | Long             | EC               | CORP              | TW        |    586268 | NS      | $796756.11    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| China Lesso Group Holdings Ltd     | China Lesso Group Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   3303723 | NS      | $1763399.69   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| La Comer SAB de CV                 | La Comer SAB de CV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |   1135078 | NS      | $2487378.15   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medco Energi Internasional Tbk     | Medco Energi Internasional Tbk PT                                    | CUSIP: 000000000<br>LEI: 254900YN7RH1JFLP4J36 | Long             | EC               | CORP              | ID        |  23939799 | NS      | $1835851.54   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Flytech Technology Co Ltd          | Flytech Technology Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    404952 | NS      | $1656571.41   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Holdings Corp               | Legend Holdings Corp                                                 | CUSIP: 000000000<br>LEI: 5299003ONUYCE70HZ185 | Long             | EC               | CORP              | CN        |   1740550 | NS      | $1973374.99   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Dogan Sirketler Grubu Holding      | Dogan Sirketler Grubu Holding AS                                     | CUSIP: 000000000<br>LEI: 789000J24Q4JM3H6UX22 | Long             | EC               | CORP              | TR        |   4419551 | NS      | $1728184.27   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Oil PCL                       | Thai Oil PCL                                                         | CUSIP: 000000000<br>LEI: 549300HG5527UPZLTT69 | Long             | EC               | CORP              | TH        |   1539000 | NS      | $1278209.71   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Tekfen Holding AS                  | Tekfen Holding AS                                                    | CUSIP: 000000000<br>LEI: 7890005HRE0XXST1BR56 | Long             | EC               | CORP              | TR        |    468767 | NS      | $1280882.26   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Guan Chong Bhd                     | Guan Chong Bhd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   5183633 | NS      | $1526589.46   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrosea Tbk PT                    | Petrosea Tbk PT                                                      | CUSIP: 000000000<br>LEI: 254900FVV2ENXMCVUE96 | Long             | EC               | CORP              | ID        |   2514169 | NS      | $432062.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom SA SOC Ltd                  | Telkom SA SOC Ltd                                                    | CUSIP: 000000000<br>LEI: 529900GES0BUVJEDKF90 | Long             | EC               | CORP              | ZA        |    550519 | NS      | $1678571.81   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Itau Chile SA                | Banco Itau Chile SA                                                  | CUSIP: 000000000<br>LEI: 549300DDPTTIZ06NIV06 | Long             | EC               | CORP              | CL        |     54682 | NS      | $757169.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kindom Development Co Ltd          | Kindom Development Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    924844 | NS      | $1595650.34   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NET Holding AS                     | NET Holding AS                                                       | CUSIP: 000000000<br>LEI: 789000XITVOL7BUS2730 | Long             | EC               | CORP              | TR        |   1478761 | NS      | $1678648.27   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Sri Trang Agro-Industry PCL        | Sri Trang Agro-Industry PCL                                          | CUSIP: 000000000<br>LEI: 254900D4NQ5CJSXKLT05 | Long             | EC               | CORP              | TH        |   1745600 | NS      | $638986.12    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Amber Enterprises India Ltd        | Amber Enterprises India Ltd                                          | CUSIP: 000000000<br>LEI: 3358009JZU4XT3666G06 | Long             | EC               | CORP              | IN        |      8782 | NS      | $693210.69    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CanSino Biologics Inc              | CanSino Biologics Inc                                                | CUSIP: 000000000<br>LEI: 254900SPBQ0ZVM8QC931 | Long             | EC               | CORP              | CN        |    172604 | NS      | $757483.53    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Expressway Co Ltd            | Anhui Expressway Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900UGCN9D11VHIL29 | Long             | EC               | CORP              | CN        |    262800 | NS      | $421821.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Manappuram Finance Ltd             | Manappuram Finance Ltd                                               | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | EC               | CORP              | IN        |    408135 | NS      | $1310495.98   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DATANG RENEW                       | China Datang Corp Renewable Power Co Ltd                             | CUSIP: 000000000<br>LEI: 52990099S0ALQQ25XM62 | Long             | EC               | CORP              | CN        |   1293001 | NS      | $401903.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Kardemir Karabuk Demir Celik S     | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS                    | CUSIP: 000000000<br>LEI: 789000HKISRM8ZEH0128 | Long             | EC               | CORP              | TR        |    959278 | NS      | $581092.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Advancetek Enterprise Co Ltd       | Advancetek Enterprise Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    452222 | NS      | $1113061.82   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| China Nonferrous Mining Corp L     | China Nonferrous Mining Corp Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1025427 | NS      | $952281.59    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Cervecerias Unidas SA          | Cia Cervecerias Unidas SA                                            | CUSIP: 000000000<br>LEI: 529900BJW9B0O6LI2R39 | Long             | EC               | CORP              | CL        |    198280 | NS      | $1287742.54   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivara Participacoes SA            | Vivara Participacoes SA                                              | CUSIP: 000000000<br>LEI: 254900KO2WRLAVSJDR42 | Long             | EC               | CORP              | BR        |    213364 | NS      | $1061498.76   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Is Yatirim Menkul Degerler AS      | Is Yatirim Menkul Degerler AS                                        | CUSIP: 000000000<br>LEI: 7890005YQXBTRIYDY554 | Long             | EC               | CORP              | TR        |   1397219 | NS      | $1280797.97   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CR MEDICAL                         | China Resources Medical Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 529900M3NPCL2RKPWJ72 | Long             | EC               | CORP              | CN        |   2324451 | NS      | $1214052.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Wanguo Gold Group Ltd              | Wanguo Gold Group Ltd                                                | CUSIP: 000000000<br>LEI: 984500A4815DA9DE4623 | Long             | EC               | CORP              | CN        |    183968 | NS      | $734704.91    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Healthcare Group Holdings     | Life Healthcare Group Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 529900NEEWARTDD80135 | Long             | EC               | CORP              | ZA        |   1970670 | NS      | $1589559.70   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Sinai Kalkinma Bankasi     | Turkiye Sinai Kalkinma Bankasi AS                                    | CUSIP: 000000000<br>LEI: 549300MFCXK5HOOEWP84 | Long             | EC               | CORP              | TR        |   3835367 | NS      | $1202111.63   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EcoRodovias Infraestrutura e L     | EcoRodovias Infraestrutura e Logistica SA                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    391496 | NS      | $539711.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JSE Ltd                            | JSE Ltd                                                              | CUSIP: 000000000<br>LEI: 213800MZ1VUQEBWRFO39 | Long             | EC               | CORP              | ZA        |    164991 | NS      | $1241923.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahlatci Dogal Gaz Dagitim Ener     | Ahlatci Dogal Gaz Dagitim Enerji VE Yatirim AS                       | CUSIP: 000000000<br>LEI: 789000X6O430WWEWJ527 | Long             | EC               | CORP              | TR        |   2704426 | NS      | $1892254.29   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Indo Tambangraya Megah Tbk PT      | Indo Tambangraya Megah Tbk PT                                        | CUSIP: 000000000<br>LEI: 52990056ZNHB217ZKL92 | Long             | EC               | CORP              | ID        |   1336509 | NS      | $1811099.35   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Health Tech Co Ltd         | Johnson Health Tech Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    312194 | NS      | $1854226.31   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| African Rainbow Minerals Ltd       | African Rainbow Minerals Ltd                                         | CUSIP: 000000000<br>LEI: 529900L3TPSCK8ZVZ589 | Long             | EC               | CORP              | ZA        |     46700 | NS      | $453896.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannstar Board Corp                | Hannstar Board Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    470380 | NS      | $990290.63    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Pou Chen Corp                      | Pou Chen Corp                                                        | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |   1045362 | NS      | $1107556.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CG SERVICES                        | Country Garden Services Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 549300P2JRKENZSEBB42 | Long             | EC               | CORP              | CN        |   1718637 | NS      | $1436220.45   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Grid Co - Rosseti PJSC     | Federal Grid Co - Rosseti PJSC                                       | CUSIP: 000000000<br>LEI: 253400FZQ7Z49QZNSG30 | Long             | EC               | CORP              | RU        | 653736712 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DigiPlus Interactive Corp          | DigiPlus Interactive Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   2936280 | NS      | $2710572.70   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resilient REIT Ltd                 | Resilient REIT Ltd                                                   | CUSIP: 000000000<br>LEI: 378900F37FF47D486C58 | Long             | EC               | CORP              | ZA        |    239662 | NS      | $816302.68    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Securities Corp            | Capital Securities Corp                                              | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | Long             | EC               | CORP              | TW        |    485224 | NS      | $325564.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA ZHONGWANG HOLDINGS           | CHINA ZHONGWANG HOLDINGS                                             | CUSIP: 000000000<br>LEI: 529900J21TD2P9K4YC63 | Long             | EC               | CORP              | CN        |   3171951 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Q Technology Group Co Ltd          | Q Technology Group Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1939378 | NS      | $2050565.60   | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| Tres Tentos Agroindustrial S/A     | Tres Tentos Agroindustrial S/A                                       | CUSIP: 000000000<br>LEI: 549300QQ67YECUJQIV31 | Long             | EC               | CORP              | BR        |    732196 | NS      | $2036311.05   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SMU SA                             | SMU SA                                                               | CUSIP: 000000000<br>LEI: 549300QG0Y4T5SJUVS13 | Long             | EC               | CORP              | CL        |   4007664 | NS      | $718400.52    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxaro Resources Ltd               | Exxaro Resources Ltd                                                 | CUSIP: 000000000<br>LEI: 378900BC3D9BFF4E4A37 | Long             | EC               | CORP              | ZA        |    183717 | NS      | $1524735.65   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechel PJSC                        | Mechel PJSC                                                          | CUSIP: 000000000<br>LEI: 253400C9GSPBSKERRP65 | Long             | EC               | CORP              | RU        |    580351 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Greatek Electronics Inc            | Greatek Electronics Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    213549 | NS      | $421805.33    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sawit Sumbermas Sarana Tbk PT      | Sawit Sumbermas Sarana Tbk PT                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   7644328 | NS      | $619174.09    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cury Construtora e Incorporado     | Cury Construtora e Incorporadora SA                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    345728 | NS      | $1878465.44   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangchak Corp PCL                  | Bangchak Corp PCL                                                    | CUSIP: 000000000<br>LEI: 254900M7L6ML94L1YX58 | Long             | EC               | CORP              | TH        |    992200 | NS      | $930890.91    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| AK Medical Holdings Ltd            | AK Medical Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    484348 | NS      | $369587.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayang Enterprise Holdings Bhd     | Dayang Enterprise Holdings Bhd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   3355000 | NS      | $1466144.16   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibra Energia SA                   | Vibra Energia SA                                                     | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |    596711 | NS      | $2378892.39   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Parque Arauco SA                   | Parque Arauco SA                                                     | CUSIP: 000000000<br>LEI: 2549001WW2PV1Y0UEU97 | Long             | EC               | CORP              | CL        |    187853 | NS      | $396222.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhen Ding Technology Holding L     | Zhen Ding Technology Holding Ltd                                     | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | TW        |    118845 | NS      | $408870.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai MicroPort MedBot Grou     | Shanghai MicroPort MedBot Group Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    510649 | NS      | $1051228.08   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyrela Brazil Realty SA Empree     | Cyrela Brazil Realty SA Empreendimentos e Participacoes              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    266348 | NS      | $1281466.70   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Angang Steel Co Ltd                | Angang Steel Co Ltd                                                  | CUSIP: 000000000<br>LEI: 213800QMMVMR3ABCKL62 | Long             | EC               | CORP              | CN        |   4969203 | NS      | $1044488.81   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner SA                    | Lojas Renner SA                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    173500 | NS      | $628458.89    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Ltd                          | Sappi Ltd                                                            | CUSIP: 000000000<br>LEI: 549300SSI7XQH8ESJG95 | Long             | EC               | CORP              | ZA        |    941363 | NS      | $1582431.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcelik AS                         | Arcelik AS                                                           | CUSIP: 000000000<br>LEI: 789000748KTQCUMJ0R25 | Long             | EC               | CORP              | TR        |    102575 | NS      | $315573.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Bhd                        | Genting Bhd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1011600 | NS      | $732782.33    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Astor Transformator Enerji Tur     | Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    123794 | NS      | $288982.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TA Chen Stainless Pipe             | TA Chen Stainless Pipe                                               | CUSIP: 000000000<br>LEI: 254900953CKYO1W5WB63 | Long             | EC               | CORP              | TW        |    249755 | NS      | $296248.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUN PHARMA                      | Consun Pharmaceutical Group Ltd                                      | CUSIP: 000000000<br>LEI: 300300LQFLNDZZHCNN43 | Long             | EC               | CORP              | CN        |    312073 | NS      | $450024.06    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Akdital Holding                    | Akdital Holding                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |      8427 | NS      | $1358823.49   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| YONGDA AUTO                        | China Yongda Automobiles Services Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900G4APWIO18G0C95 | Long             | EC               | CORP              | CN        |   2142948 | NS      | $614224.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UNI MEDICAL                        | Genertec Universal Medical Group Co Ltd                              | CUSIP: 000000000<br>LEI: 2549007JDMSRWFODDQ05 | Long             | EC               | CORP              | CN        |   1102119 | NS      | $786230.03    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tauron Polska Energia SA           | Tauron Polska Energia SA                                             | CUSIP: 000000000<br>LEI: 259400NAPDFBOTNCRL54 | Long             | EC               | CORP              | PL        |   1161650 | NS      | $2711112.91   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Indah Kiat Pulp & Paper Tbk PT     | Indah Kiat Pulp & Paper Tbk PT                                       | CUSIP: 000000000<br>LEI: 529900F19DXXA9HNCB51 | Long             | EC               | CORP              | ID        |   6234323 | NS      | $2208029.40   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Aneka Tambang Tbk                  | Aneka Tambang Tbk                                                    | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |  11256098 | NS      | $2107701.75   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroreconcavo S/A                 | Petroreconcavo S/A                                                   | CUSIP: 000000000<br>LEI: 2549002HI638C802VA74 | Long             | EC               | CORP              | BR        |    257356 | NS      | $678785.86    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruentex Development Co Ltd         | Ruentex Development Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1051319 | NS      | $1070681.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ChipMOS Technologies Inc           | ChipMOS Technologies Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    848305 | NS      | $782617.41    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dongyue Group Ltd                  | Dongyue Group Ltd                                                    | CUSIP: 000000000<br>LEI: 529900EJNEZTJBHCHW95 | Long             | EC               | CORP              | CN        |   1265289 | NS      | $1689211.87   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Conant Optical Co Ltd     | Shanghai Conant Optical Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    208380 | NS      | $992797.66    | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Randon SA Implementos e Partic     | Randon SA Implementos e Participacoes                                | CUSIP: 000000000<br>LEI: 254900LW6AGK8N452319 | Long             | EP               | CORP              | BR        |    252007 | NS      | $413278.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia De Sanena Do Parana            | Cia De Sanena Do Parana                                              | CUSIP: 000000000<br>LEI: 254900SZW9X2D21A7X94 | Long             | EC               | CORP              | BR        |    393237 | NS      | $2756878.64   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo SBF SA                       | Grupo SBF SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    724200 | NS      | $1626187.63   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneta Money Bank AS               | Moneta Money Bank AS                                                 | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |    117082 | NS      | $807681.34    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Metalurgica Gerdau SA              | Metalurgica Gerdau SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    711253 | NS      | $1169035.96   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JG Summit Holdings Inc             | JG Summit Holdings Inc                                               | CUSIP: 000000000<br>LEI: 8945008FXJ2QCVCRJM25 | Long             | EC               | CORP              | PH        |   5139400 | NS      | $1822922.28   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| YDUQS Participacoes SA             | YDUQS Participacoes SA                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    374107 | NS      | $1135452.03   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| China Metal Recycling Holdings     | China Metal Recycling Holdings Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     11550 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Converge Information and Commu     | Converge Information and Communications Technology Solutions Inc     | CUSIP: 000000000<br>LEI: 254900CGJPNECN6ENN96 | Long             | EC               | CORP              | PH        |   2284500 | NS      | $789213.03    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Vina Concha y Toro SA              | Vina Concha y Toro SA                                                | CUSIP: 000000000<br>LEI: 5493008GQ74NEYBVB518 | Long             | EC               | CORP              | CL        |    580534 | NS      | $669876.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Hava Tasimaciligi AS       | Pegasus Hava Tasimaciligi AS                                         | CUSIP: 000000000<br>LEI: 789000B1MW5PQ58A8T03 | Long             | EC               | CORP              | TR        |    272803 | NS      | $1760781.84   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Greentown China Holdings Ltd       | Greentown China Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 529900BLBC6YDNWS8530 | Long             | EC               | CORP              | CN        |   1309994 | NS      | $1577009.19   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentum Group Ltd                 | Momentum Group Ltd                                                   | CUSIP: 000000000<br>LEI: 98450051AABCKEC84814 | Long             | EC               | CORP              | ZA        |    873257 | NS      | $1691392.08   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                                   | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    260709 | NS      | $260709.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| C&A MODAS SA                       | C&A MODAS SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    599408 | NS      | $2168994.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Huang Hsiang Construction Corp     | Huang Hsiang Construction Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    590108 | NS      | $871667.81    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Anadolu Grubu Holding AS        | AG Anadolu Grubu Holding AS                                          | CUSIP: 000000000<br>LEI: 789000K5XY4AZWGQQU40 | Long             | EC               | CORP              | TR        |     95262 | NS      | $622037.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Innolux Corp                       | Innolux Corp                                                         | CUSIP: 000000000<br>LEI: 3003007EXL0825P1MJ10 | Long             | EC               | CORP              | TW        |   1629196 | NS      | $652526.13    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Genomma Lab Internacional SAB      | Genomma Lab Internacional SAB de CV                                  | CUSIP: 000000000<br>LEI: 984500B7084AA76ACF85 | Long             | EC               | CORP              | MX        |    299332 | NS      | $326857.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Thungela Resources Ltd             | Thungela Resources Ltd                                               | CUSIP: 000000000<br>LEI: 213800EGYK3BN3SRIF27 | Long             | EC               | CORP              | ZA        |    337574 | NS      | $1616770.43   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sansiri PCL                        | Sansiri PCL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |  26552300 | NS      | $1045470.65   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco ABC Brasil SA                | Banco ABC Brasil SA                                                  | CUSIP: 000000000<br>LEI: 549300K1V1WOTCGNSI96 | Long             | EP               | CORP              | BR        |    103508 | NS      | $426560.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EEKA Fashion Holdings Ltd          | EEKA Fashion Holdings Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1145097 | NS      | $1155315.41   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT      | Indofood Sukses Makmur Tbk PT                                        | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |    864024 | NS      | $432411.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie Energia Chile SA             | Engie Energia Chile SA                                               | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | EC               | CORP              | CL        |   1443908 | NS      | $2014845.46   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanco Holdings Bhd                 | Tanco Holdings Bhd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1635800 | NS      | $355482.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bradespar SA                       | Bradespar SA                                                         | CUSIP: 000000000<br>LEI: 9598001UD1DHEH3PZ471 | Long             | EP               | CORP              | BR        |    592380 | NS      | $1711797.32   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyak Cimento Fabrikalari AS        | Oyak Cimento Fabrikalari AS                                          | CUSIP: 000000000<br>LEI: 789000RZ63UR4V4JZH98 | Long             | EC               | CORP              | TR        |   1847965 | NS      | $1008966.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualitas Controladora SAB de C     | Qualitas Controladora SAB de CV                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     42620 | NS      | $437658.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ez Tec Empreendimentos e Parti     | Ez Tec Empreendimentos e Participacoes S/A                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    279014 | NS      | $714854.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rechi Precision Co Ltd             | Rechi Precision Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300MCM5ZPS4TYF428 | Long             | EC               | CORP              | TW        |   2029773 | NS      | $1691940.73   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumi Resources Minerals Tbk PT     | Bumi Resources Minerals Tbk PT                                       | CUSIP: 000000000<br>LEI: 529900KOJVEVTZ5IRE24 | Long             | EC               | CORP              | ID        |  18477631 | NS      | $450701.69    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Container Lines PCL       | Regional Container Lines PCL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   2674100 | NS      | $2118139.73   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyprop Investments Ltd             | Hyprop Investments Ltd                                               | CUSIP: 000000000<br>LEI: 3789003E3E1AD1E96166 | Long             | EC               | CORP              | ZA        |    653738 | NS      | $1578978.29   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumi Armada Bhd                    | Bumi Armada Bhd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |  14945000 | NS      | $1597256.86   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MAS P.L.C.                         | MAS P.L.C.                                                           | CUSIP: 000000000<br>LEI: 213800T1TZPGQ7HS4Q13 | Long             | EC               | CORP              | MT        |   1887421 | NS      | $2587457.89   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greentown Management Holdings      | Greentown Management Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   2001444 | NS      | $754689.42    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Orbia Advance Corp SAB de CV       | Orbia Advance Corp SAB de CV                                         | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |    971680 | NS      | $676802.34    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIC Motor Corp Ltd                | BAIC Motor Corp Ltd                                                  | CUSIP: 000000000<br>LEI: 5299003EYHISIDNLZQ19 | Long             | EC               | CORP              | CN        |   2853799 | NS      | $705274.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Redefine Properties Ltd            | Redefine Properties Ltd                                              | CUSIP: 000000000<br>LEI: 37890061EC026A7DA532 | Long             | EC               | CORP              | ZA        |   1630046 | NS      | $421696.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Embotelladora Andina SA            | Embotelladora Andina SA                                              | CUSIP: 000000000<br>LEI: 254900NNPKP1J9XTSA53 | Long             | EP               | CORP              | CL        |    496725 | NS      | $2026622.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Newborn Town Inc                   | Newborn Town Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   2447514 | NS      | $3064868.26   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Baticim Bati Anadolu Cimento S     | Baticim Bati Anadolu Cimento Sanayii AS                              | CUSIP: 000000000<br>LEI: 789000T5ZHK9XKKUWL57 | Long             | EC               | CORP              | TR        |   3218081 | NS      | $370156.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusheng Precision Co Ltd           | Fusheng Precision Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    105886 | NS      | $1076548.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JHSF Participacoes SA              | JHSF Participacoes SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   2538164 | NS      | $2489999.10   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange Polska SA                   | Orange Polska SA                                                     | CUSIP: 000000000<br>LEI: 259400TOMPUOLS65II22 | Long             | EC               | CORP              | PL        |    328082 | NS      | $831958.46    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricity Generating PCL         | Electricity Generating PCL                                           | CUSIP: 000000000<br>LEI: 5299009MZ255FT79SF55 | Long             | EC               | CORP              | TH        |    137000 | NS      | $425639.25    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Elang Mahkota Teknologi Tbk PT     | Elang Mahkota Teknologi Tbk PT                                       | CUSIP: 000000000<br>LEI: 254900EYBP9KM4RW7F31 | Long             | EC               | CORP              | ID        |  33768294 | NS      | $1006704.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JNCEC                              | Beijing Jingneng Clean Energy Co Ltd                                 | CUSIP: 000000000<br>LEI: 300300V2LM8I1L2JUP40 | Long             | EC               | CORP              | CN        |   5387890 | NS      | $1619809.09   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINACOMSERVICE                    | China Communications Services Corp Ltd                               | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |    676741 | NS      | $366390.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Direcional Engenharia SA           | Direcional Engenharia SA                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    202536 | NS      | $1521694.71   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Megacable Holdings SAB de CV       | Megacable Holdings SAB de CV                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    705854 | NS      | $1978249.45   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogna Educacao SA                  | Cogna Educacao SA                                                    | CUSIP: 000000000<br>LEI: 549300BTP1E45NJ6R194 | Long             | EC               | CORP              | BR        |   5076327 | NS      | $2625476.96   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 361 Degrees International Ltd      | 361 Degrees International Ltd                                        | CUSIP: 000000000<br>LEI: 2138008WRC2652IBSX12 | Long             | EC               | CORP              | CN        |   1301108 | NS      | $827079.02    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Petroleum Refining PCL        | Star Petroleum Refining PCL                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   6982300 | NS      | $1084649.98   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Sao Martinho S/A                   | Sao Martinho S/A                                                     | CUSIP: 000000000<br>LEI: 549300R3Z74BNJBF4161 | Long             | EC               | CORP              | BR        |    307523 | NS      | $994492.85    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Weikeng Industrial Co Ltd          | Weikeng Industrial Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    732168 | NS      | $834629.41    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentera SAB de CV                  | Gentera SAB de CV                                                    | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |   1201887 | NS      | $2567808.89   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enea SA                            | Enea SA                                                              | CUSIP: 000000000<br>LEI: 2594003JTXPYO8NOG018 | Long             | EC               | CORP              | PL        |    468887 | NS      | $2544544.71   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelbras SA Industria de Tele     | Intelbras SA Industria de Telecomunicacao Eletronica Brasileira      | CUSIP: 000000000<br>LEI: 254900KMTRJJ34YRJE34 | Long             | EC               | CORP              | BR        |    165774 | NS      | $486664.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdom Marine Lines Co Ltd         | Wisdom Marine Lines Co Ltd                                           | CUSIP: 000000000<br>LEI: 2138002Y4SAHF7NM3W37 | Long             | EC               | CORP              | TW        |    349941 | NS      | $649281.19    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimsa Cimento Sanayi VE Ticare     | Cimsa Cimento Sanayi VE Ticaret AS                                   | CUSIP: 000000000<br>LEI: 789000AZR4YMJIHZ1145 | Long             | EC               | CORP              | TR        |   1092273 | NS      | $1316726.94   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulker Biskuvi Sanayi AS            | Ulker Biskuvi Sanayi AS                                              | CUSIP: 000000000<br>LEI: 7890009HEU9BS7J3DA93 | Long             | EC               | CORP              | TR        |    233218 | NS      | $618513.62    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcopolo SA                       | Marcopolo SA                                                         | CUSIP: 000000000<br>LEI: 254900XL58LF2D2QUX37 | Long             | EP               | CORP              | BR        |   1040150 | NS      | $1523917.10   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vamos Locacao de Caminhoes Maq     | Vamos Locacao de Caminhoes Maquinas e Equipamentos SA                | CUSIP: 000000000<br>LEI: 9845004ADLE5510G4A37 | Long             | EC               | CORP              | BR        |    483349 | NS      | $371868.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Thailand PCL                    | AP Thailand PCL                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   6658600 | NS      | $1280155.34   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Supalai PCL                        | Supalai PCL                                                          | CUSIP: 000000000<br>LEI: 9845000F0E39B2C16696 | Long             | EC               | CORP              | TH        |   3927500 | NS      | $1751797.59   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyfrowy Polsat SA                  | Cyfrowy Polsat SA                                                    | CUSIP: 000000000<br>LEI: 259400EM1ITR201TTX36 | Long             | EC               | CORP              | PL        |    285337 | NS      | $1396068.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| IRB-Brasil Resseguros SA           | IRB-Brasil Resseguros SA                                             | CUSIP: 000000000<br>LEI: 21380017DVWSU9AEU878 | Long             | EC               | CORP              | BR        |    165580 | NS      | $1378741.27   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| XD Inc                             | XD Inc                                                               | CUSIP: 000000000<br>LEI: 655600SO97YJOKFJGL95 | Long             | EC               | CORP              | CN        |    446202 | NS      | $2742596.64   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fufeng Group Ltd                   | Fufeng Group Ltd                                                     | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | CN        |   1898737 | NS      | $1666545.38   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| 3SBio Inc                          | 3SBio Inc                                                            | CUSIP: 000000000<br>LEI: 529900P0TQC1E9Y7FN31 | Long             | EC               | CORP              | CN        |    963787 | NS      | $2903657.04   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Sud Americana de Vapores S     | Cia Sud Americana de Vapores SA                                      | CUSIP: 000000000<br>LEI: 549300F26ZOE5LM26551 | Long             | EC               | CORP              | CL        |  22225491 | NS      | $1136055.69   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Prima Marine PCL                   | Prima Marine PCL                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   3837600 | NS      | $666972.43    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Asseco Poland SA                   | Asseco Poland SA                                                     | CUSIP: 000000000<br>LEI: 259400O79EWIK4XZPL40 | Long             | EC               | CORP              | PL        |     36371 | NS      | $2040372.38   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Motus Holdings Ltd                 | Motus Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    156383 | NS      | $831039.34    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.              | BOFA SECURITIES INC                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   4836028 | PA      | $4836028.00   | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA Macquarie Mexico             | FIBRA Macquarie Mexico                                               | CUSIP: 000000000<br>LEI: 4469000001BRQKG5JK62 | Long             | EC               | CORP              | MX        |   1251503 | NS      | $2000190.52   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TIANNENG POWER                     | Tianneng Power International Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1254201 | NS      | $1004964.91   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Dogus Otomotiv Servis ve Ticar     | Dogus Otomotiv Servis ve Ticaret AS                                  | CUSIP: 000000000<br>LEI: 789000PVDP82LTUNS694 | Long             | EC               | CORP              | TR        |    184151 | NS      | $805648.34    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamtri Resources Indonesia Tb     | Alamtri Resources Indonesia Tbk PT                                   | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |  16624860 | NS      | $1873944.80   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Isa Energia Brasil sa              | Isa Energia Brasil sa                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    379929 | NS      | $1620944.62   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| China BlueChemical Ltd             | China BlueChemical Ltd                                               | CUSIP: 000000000<br>LEI: 529900A9VMPOCJ331Y42 | Long             | EC               | CORP              | CN        |   6035495 | NS      | $1614601.30   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciputra Development Tbk PT         | Ciputra Development Tbk PT                                           | CUSIP: 000000000<br>LEI: 2549000JMJUYB9U5Y204 | Long             | EC               | CORP              | ID        |  24538294 | NS      | $1443429.06   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bukit Asam Tbk PT                  | Bukit Asam Tbk PT                                                    | CUSIP: 000000000<br>LEI: 529900XX13TXG5L4CN33 | Long             | EC               | CORP              | ID        |   9737418 | NS      | $1475457.24   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Marfrig Global Foods SA            | Marfrig Global Foods SA                                              | CUSIP: 000000000<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |    587460 | NS      | $2476088.05   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliances Developpement Immobi     | Alliances Developpement Immobilier SA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |     19284 | NS      | $1017919.35   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nan Pao Resins Chemical Co Ltd     | Nan Pao Resins Chemical Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     34073 | NS      | $349338.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Chongqing Co Ltd           | Bank of Chongqing Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900SL6VGZ82VFC372 | Long             | EC               | CORP              | CN        |   1288784 | NS      | $1338045.41   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CNBM                               | China National Building Material Co Ltd                              | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |   2157026 | NS      | $1030433.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruentex Industries Ltd             | Ruentex Industries Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1040646 | NS      | $1905879.81   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| COFCO Joycome Foods Ltd            | COFCO Joycome Foods Ltd                                              | CUSIP: 000000000<br>LEI: 3003003OFHF11IML2X42 | Long             | EC               | CORP              | CN        |   1947741 | NS      | $392031.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| COPASA                             | Cia de Saneamento de Minas Gerais Copasa MG                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    537191 | NS      | $2765498.94   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Maanshan Iron & Steel Co Ltd       | Maanshan Iron & Steel Co Ltd                                         | CUSIP: 000000000<br>LEI: 529900A75J4LKKIUAJ17 | Long             | EC               | CORP              | CN        |   6198895 | NS      | $1539862.71   | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| YOFC                               | Yangtze Optical Fibre & Cable Joint Stock Ltd Co                     | CUSIP: 000000000<br>LEI: 836800VT7MZILX431W47 | Long             | EC               | CORP              | CN        |    182572 | NS      | $495389.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Everest Medicines Ltd              | Everest Medicines Ltd                                                | CUSIP: 000000000<br>LEI: 3003005FQADBCG83AX84 | Long             | EC               | CORP              | CN        |    215420 | NS      | $1706905.65   | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Meitu Inc                          | Meitu Inc                                                            | CUSIP: 000000000<br>LEI: 529900P2POH56W116T02 | Long             | EC               | CORP              | CN        |   2115252 | NS      | $2433228.95   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Gas Negara Tbk PT       | Perusahaan Gas Negara Tbk PT                                         | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |  15780253 | NS      | $1569763.39   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ratch Group PCL                    | Ratch Group PCL                                                      | CUSIP: 000000000<br>LEI: 2138004IGHN9UQGDSH20 | Long             | EC               | CORP              | TH        |    497800 | NS      | $370569.77    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Minerva SA/Brazil                  | Minerva SA/Brazil                                                    | CUSIP: 000000000<br>LEI: 391200UHL6YHY0OA1P30 | Long             | EC               | CORP              | BR        |   1516784 | NS      | $1367955.97   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Energisa S/A                       | Energisa S/A                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    212190 | NS      | $1887140.09   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Gubre Fabrikalari TAS              | Gubre Fabrikalari TAS                                                | CUSIP: 000000000<br>LEI: 789000SGBEVHE90LX945 | Long             | EC               | CORP              | TR        |    106943 | NS      | $613170.93    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KCE Electronics PCL                | KCE Electronics PCL                                                  | CUSIP: 000000000<br>LEI: 529900LNPH5MFQ9L6T25 | Long             | EC               | CORP              | TH        |    800500 | NS      | $448159.34    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo de Inversiones Surameric     | Grupo de Inversiones Suramericana SA                                 | CUSIP: 000000000<br>LEI: 549300AC1Q176TZL0305 | Long             | EP               | CORP              | CO        |    202766 | NS      | $1866226.45   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonking Holdings Ltd               | Lonking Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | CN        |   4411682 | NS      | $1185822.71   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcabras SA                       | Vulcabras SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    134298 | NS      | $521312.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTVS SA                           | TOTVS SA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     63587 | NS      | $494010.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCH VENTURE                      | China Conch Venture Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 836800AA0Q4R3O6ZDB17 | Long             | EC               | CORP              | CN        |   1118749 | NS      | $1291201.34   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tigerair Taiwan Co Ltd             | Tigerair Taiwan Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    679582 | NS      | $2012318.33   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Grendene SA                        | Grendene SA                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   1543203 | NS      | $1562205.09   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Anadolu Anonim Turk Sigorta Si     | Anadolu Anonim Turk Sigorta Sirketi                                  | CUSIP: 000000000<br>LEI: 7890003EBGYKQKKFKE32 | Long             | EC               | CORP              | TR        |    453646 | NS      | $1059554.55   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| InnoCare Pharma Ltd                | InnoCare Pharma Ltd                                                  | CUSIP: 000000000<br>LEI: 3003001NYJPPWIEOJT79 | Long             | EC               | CORP              | CN        |    946148 | NS      | $1578932.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Japfa Comfeed Indonesia Tbk PT     | Japfa Comfeed Indonesia Tbk PT                                       | CUSIP: 000000000<br>LEI: 549300VJMRP8O87R3147 | Long             | EC               | CORP              | ID        |  15260133 | NS      | $1424028.43   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| L&K Engineering Co Ltd             | L&K Engineering Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     52905 | NS      | $555093.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BTN                                | Bank Tabungan Negara Persero Tbk PT                                  | CUSIP: 000000000<br>LEI: 2549009BLYOGL9ZLAW17 | Long             | EC               | CORP              | ID        |   6931721 | NS      | $476062.14    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcadyan Technology Corp           | Arcadyan Technology Corp                                             | CUSIP: 000000000<br>LEI: 254900R5W61G3GO1Q067 | Long             | EC               | CORP              | TW        |     54668 | NS      | $375220.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DPC Dash Ltd                       | DPC Dash Ltd                                                         | CUSIP: 000000000<br>LEI: 254900OG7TEI5GQICO05 | Long             | EC               | CORP              | CN        |    146240 | NS      | $1913241.23   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Migros Ticaret AS                  | Migros Ticaret AS                                                    | CUSIP: 000000000<br>LEI: 5493002IOWNT1QZMAA74 | Long             | EC               | CORP              | TR        |     85187 | NS      | $1058479.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Banpu PCL                          | Banpu PCL                                                            | CUSIP: 000000000<br>LEI: 529900AJ2Z6SUR6TSW75 | Long             | EC               | CORP              | TH        |   3050500 | NS      | $377221.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Surya Citra Media Tbk PT           | Surya Citra Media Tbk PT                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  61345734 | NS      | $566791.51    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Emlak Konut Gayrimenkul Yatiri     | Emlak Konut Gayrimenkul Yatirim Ortakligi AS                         | CUSIP: 000000000<br>LEI: 789000IA5R88NAGSC462 | Long             | EC               | CORP              | TR        |   5438133 | NS      | $2458360.76   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Douja Promotion Groupe Addoha      | Douja Promotion Groupe Addoha SA                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |    156539 | NS      | $643471.81    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JF SmartInvest Holdings Ltd        | JF SmartInvest Holdings Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    226224 | NS      | $1380407.47   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Aygaz AS                           | Aygaz AS                                                             | CUSIP: 000000000<br>LEI: 7890000PALXE0100Q814 | Long             | EC               | CORP              | TR        |    166623 | NS      | $535634.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morimatsu International Holdin     | Morimatsu International Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 254900S979D8JU8HAB24 | Long             | EC               | CORP              | CN        |    464616 | NS      | $357490.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2025-08-25

**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