# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007885
**Filing Date:** 2023-2
**Character Count:** 74882
**Document Hash:** 89611b14a7cef9afbed2257d5693a3f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007885.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007885

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22519
- **FILM NUMBER:** 23651889

**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, Suite 400

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

- **a. Name of Series:** First Trust Emerging Markets 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:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $173103057.16

**Total Liabilities:** $6358520.04

**Net Assets:** $166744537.12

**Cash Not Reported:** $127707.84

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112037 | 4.94%                | 14.92%               | 1.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11187583.59            | $16437534.93                               |
| Month 2  | $-17017.18               | $16789494.79                               |
| Month 3  | $0.00                    | $1794783.18                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CAP SA                                                        | CAP SA /CLP/                    | CUSIP: P25625107<br>LEI: 54930079GPG23NTBB003 | Long             | EC               | CORP              | CL        |    138549 | NS      | $1135178.96   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyrela Brazil Realty S.A. Empreendimentos E Participacoes     | CYRELA BRAZIL REALTY SA  /BRL/  | CUSIP: P34085103<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     67007 | NS      | $165875.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Embotelladora Andina SA                                       | EMBOTELLADORA ANDINA-PRE /CLP/  | CUSIP: P3697S103<br>LEI: 254900NNPKP1J9XTSA53 | Long             | EP               | CORP              | CL        |    259868 | NS      | $637193.58    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa S.A.B.                                         | GRUPO TELEVISA SAB /MXN/        | CUSIP: P4987V137<br>LEI: 549300O4AF0C816ILN62 | Long             | EP               | CORP              | MX        |    209684 | NS      | $190460.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Usinas Siderurgicas De Minas Gerais SA                        | USINAS SIDER MINAS GER-P /BRL/  | CUSIP: P9632E117<br>LEI: 2549001OK55PFGXM4827 | Long             | EP               | CORP              | BR        |    814021 | NS      | $1103914.08   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcopolo Sa                                                  | MARCOPOLO SA-PREF /BRL/         | CUSIP: P64331112<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    850965 | NS      | $456125.94    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Metalurgica Gerdau                                            | METALURGICA GERDAU SA-PR /BRL/  | CUSIP: P4834C118<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    462434 | NS      | $1135994.88   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Brasileira Distr(Pao De Acucar)                           | CIA BRASILEIRA DE DISTRI /BRL/  | CUSIP: P30558103<br>LEI: 5299003V5B6KLICZCC14 | Long             | EC               | CORP              | BR        |    189430 | NS      | $592714.35    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipar Carbocloro Sa                                          | UNIPAR CARBOCLORO SA /BRL/      | CUSIP: P9441U104<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     38265 | NS      | $637852.67    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupy SA                                                       | TUPY SA /BRL/                   | CUSIP: P9414P108<br>LEI: 254900YH8MOZMIBO3R79 | Long             | EC               | CORP              | BR        |    195114 | NS      | $1010723.59   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange Polska S.A                                             | ORANGE POLSKA SA /PLN/          | CUSIP: X5984X100<br>LEI: 259400TOMPUOLS65II22 | Long             | EC               | CORP              | PL        |   1078688 | NS      | $1631320.64   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| African Rainbow Minerals Ltd                                  | AFRICAN RAINBOW MINERALS /ZAR/  | CUSIP: S01680107<br>LEI: 529900L3TPSCK8ZVZ589 | Long             | EC               | CORP              | ZA        |     66552 | NS      | $1128049.79   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumi Resources Tbk                                            | BUMI RESOURCES TBK PT /IDR/     | CUSIP: Y7122M110<br>LEI: 529900UUMEQCPSDKFD75 | Long             | EC               | CORP              | ID        | 100636547 | NS      | $1040789.08   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Pt Akr Corporindo Tbk                                         | AKR CORPORINDO TBK PT /IDR/     | CUSIP: Y71161163<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  12765932 | NS      | $1148052.34   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Walsin Technology Corp.                                       | WALSIN TECHNOLOGY CORP /TWD/    | CUSIP: Y9494B102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    193764 | NS      | $498035.04    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Agro Lestari                                            | ASTRA AGRO LESTARI TBK P /IDR/  | CUSIP: Y7116Q119<br>LEI: 529900XU6T7VIQ56SN17 | Long             | EC               | CORP              | ID        |    839243 | NS      | $432627.27    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitech Printed Circuit Board Corp.                           | UNITECH PRINTED CIRCUIT /TWD/   | CUSIP: Y9167M104<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    368396 | NS      | $206758.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Giga-byte Technology Co Ltd.                                  | GIGABYTE TECHNOLOGY CO L /TWD/  | CUSIP: Y2711J107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     81190 | NS      | $281327.29    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Aluminum                                             | NATIONAL ALUMINIUM CO LT /INR/  | CUSIP: Y6211M130<br>LEI: 335800OM1V78CX7SSC72 | Long             | EC               | CORP              | IN        |   1033040 | NS      | $1003945.56   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EFG-Hermes Holding S.A.E.                                     | EFG-HERMES HOLDING SAE /EGP/    | CUSIP: M3047P109<br>LEI: 5586005JYFTUMPVGE837 | Long             | EC               | CORP              | EG        |    771223 | NS      | $557037.66    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicony Electronics Co Ltd.                                   | CHICONY ELECTRONICS CO L /TWD/  | CUSIP: Y1364B106<br>LEI: 254900JBP5GB5B1IHS51 | Long             | EC               | CORP              | TW        |     87603 | NS      | $245974.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA Technologies                                              | VIA TECHNOLOGIES INC /TWD/      | CUSIP: Y9363G109<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    182261 | NS      | $399087.87    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sercomm Corp                                                  | SERCOMM CORP /TWD/              | CUSIP: Y7670W106<br>LEI: 254900MJ2QQG3VODNZ25 | Long             | EC               | CORP              | TW        |    274182 | NS      | $680648.98    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Charoen Pokphand Enterprise Co Ltd                            | CHAROEN POKPHAND ENTERPR /TWD/  | CUSIP: Y1294A103<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     90795 | NS      | $231304.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International Csrc Investment Holdi                           | INTERNATIONAL CSRC INVE /TWD/   | CUSIP: Y15055109<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    370947 | NS      | $234742.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnia Hldgs                                                   | OMNIA HOLDINGS LTD /ZAR/        | CUSIP: S58080102<br>LEI: 529900T6L5CEOP1PNP91 | Long             | EC               | CORP              | ZA        |    120890 | NS      | $445104.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Compeq Manufacturing                                          | COMPEQ MANUFACTURING CO  /TWD/  | CUSIP: Y1690B101<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    159169 | NS      | $230450.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ctci Corp                                                     | CTCI CORP /TWD/                 | CUSIP: Y18229107<br>LEI: 54930026E4DTBSJUWH86 | Long             | EC               | CORP              | TW        |    474863 | NS      | $646581.85    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Topco Scientific C                                            | TOPCO SCIENTIFIC CO LTD /TWD/   | CUSIP: Y8896T109<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    139656 | NS      | $745183.39    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Medco Energi Internasional Tbk                                | PT MEDCO ENERGI INTL TBK /IDR/  | CUSIP: Y7129J136<br>LEI: 254900YN7RH1JFLP4J36 | Long             | EC               | CORP              | ID        |  18834976 | NS      | $1228039.23   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Huaku Development                                             | HUAKU DEVELOPMENT CO LTD /TWD/  | CUSIP: Y3742X107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    159169 | NS      | $460901.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Greatek Electronics Inc                                       | GREATEK ELECTRONICS INC /TWD/   | CUSIP: Y2858G106<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    438976 | NS      | $685554.10    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Elitegroup Computer Systems Co Ltd                            | ELITEGROUP COMPUTER SYST /TWD/  | CUSIP: Y22877107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1110429 | NS      | $744248.10    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Hon Chuan Enterprise                                   | TAIWAN HON CHUAN ENTERPR /TWD/  | CUSIP: Y8421M108<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     86000 | NS      | $243431.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Astral Foods                                                  | ASTRAL FOODS LTD /ZAR/          | CUSIP: S0752H102<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     63455 | NS      | $607801.15    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| King Yuan Electronics Co. Ltd                                 | KING YUAN ELECTRONICS CO /TWD/  | CUSIP: Y4801V107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    702625 | NS      | $827545.51    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Shougang Fushan Resources Gp Ltd                              | SHOUGANG FUSHAN RESOURCES /HKD/ | CUSIP: Y7760F104<br>LEI: 529900OPUNJYLOX4OL37 | Long             | EC               | CORP              | HK        |   3878790 | NS      | $1237364.55   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Pacif Petroc                                            | GRAND PACIFIC PETROCHEMI /TWD/  | CUSIP: Y2846G101<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1237342 | NS      | $758858.54    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Semiconductor Microelectronic                           | ELITE SEMICONDUCTOR MICR /TWD/  | CUSIP: Y2287H105<br>LEI: 213800SXIDCIJQJH4I42 | Long             | EC               | CORP              | TW        |    338823 | NS      | $716549.10    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kindom Development Company Limited                            | KINDOM DEVELOPMENT CO LT /TWD/  | CUSIP: Y4792R107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    285282 | NS      | $271029.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Vital Components Co Ltd                                  | ASIA VITAL COMPONENTS /TWD/     | CUSIP: Y0392D100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    129459 | NS      | $471747.91    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Supalai Public Company Limited                                | SUPALAI PUBLIC CO LTD-FO /THB/  | CUSIP: Y8309K190<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1360600 | NS      | $954600.26    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Macronix International Co Ltd.                                | MACRONIX INTERNATIONAL C /TWD/  | CUSIP: Y5369A104<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    922808 | NS      | $1013315.87   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom SA SOC Ltd.                                            | TELKOM SA SOC LTD /ZAR/         | CUSIP: S84197102<br>LEI: 529900GES0BUVJEDKF90 | Long             | EC               | CORP              | ZA        |    176117 | NS      | $311162.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Powertech Technology Inc.                                     | POWERTECH TECHNOLOGY INC /TWD/  | CUSIP: Y7083Y103<br>LEI: 254900O6KNZXH2RI9Q14 | Long             | EC               | CORP              | TW        |    279908 | NS      | $721273.89    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nantex Industry                                               | NANTEX INDUSTRY CO LTD /TWD/    | CUSIP: Y58162101<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    402157 | NS      | $484778.74    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| China Everbright Environment Group Ltd.                       | CHINA EVERBRIGHT ENVIRON /HKD/  | CUSIP: Y14226107<br>LEI: N/A                  | Long             | EC               | NUSS              | HK        |   1094512 | NS      | $489382.02    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigurd Microelectronics Corp                                  | SIGURD MICROELECTRONICS  /TWD/  | CUSIP: Y79355106<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    508290 | NS      | $802898.26    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Wistron Neweb Corp                                            | WISTRON NEWEB CORP /TWD/        | CUSIP: Y96739100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    264710 | NS      | $675221.29    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsus Interconne                                             | KINSUS INTERCONNECT TECH /TWD/  | CUSIP: Y4804T109<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    155217 | NS      | $527734.26    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Cont Line                                            | REGIONAL CONTAINER LINES /THB/  | CUSIP: Y72509147<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1478600 | NS      | $1312745.78   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Precious Shipping Public Company Limited                      | PRECIOUS SHIPPING PCL-FO /THB/  | CUSIP: Y7078V148<br>LEI: 984500F66CA49E3F6C33 | Long             | EC               | CORP              | TH        |   2450300 | NS      | $1139016.31   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Sitronix Technolog                                            | SITRONIX TECHNOLOGY CORP /TWD/  | CUSIP: Y8118H107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    130918 | NS      | $756062.05    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Gas Negara Tbk                                     | PERUSAHAAN GAS NEGARA TB /IDR/  | CUSIP: Y7136Y118<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |   5917671 | NS      | $669028.49    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Limited                                                 | SAPPI LIMITED /ZAR/             | CUSIP: S73544108<br>LEI: 549300SSI7XQH8ESJG95 | Long             | EC               | CORP              | ZA        |    462075 | NS      | $1339075.88   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanyang Motor Co Ltd                                          | SANYANG MOTOR CO LTD /TWD/      | CUSIP: Y7525U107<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    376087 | NS      | $414196.77    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| China Overseas Grand Oceans Group Limited                     | CHINA OVERSEAS GRAND /HKD/      | CUSIP: Y1505S117<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1839295 | NS      | $798827.75    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinon Corp                                                    | SINON CORP /TWD/                | CUSIP: Y8002P108<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    559518 | NS      | $663546.42    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Glass Industrial Corporation                           | TAIWAN GLASS IND CORP /TWD/     | CUSIP: Y8420M109<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1239673 | NS      | $857088.75    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TA Chen Stainless Pipe Corp                                   | TA CHEN STAINLESS PIPE C /TWD/  | CUSIP: Y8358R104<br>LEI: 254900953CKYO1W5WB63 | Long             | EC               | CORP              | TW        |    381227 | NS      | $525907.33    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Timah                                                         | TIMAH TBK PT /IDR/              | CUSIP: Y7148A124<br>LEI: 5299004I8EXG4Q5XEY96 | Long             | EC               | CORP              | ID        |   7779408 | NS      | $584673.67    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| IRPC Public Co Ltd.                                           | IRPC PCL - FOREIGN /THB/        | CUSIP: Y4177E119<br>LEI: 254900IKV8DJ1C05JB68 | Long             | EC               | CORP              | TH        |   5496600 | NS      | $479276.22    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Dagang Nexchange Berhad                                       | DAGANG NEXCHANGE BHD /MYR/      | CUSIP: Y8839H105<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   4134600 | NS      | $478693.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ton Yi Industrial Corp                                        | TON YI INDUSTRIAL CORP /TWD/    | CUSIP: Y8895R104<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1592558 | NS      | $883444.68    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Ming Marine Transport Corp.                                 | U-MING MARINE TRANSPORT  /TWD/  | CUSIP: Y9046H102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    395343 | NS      | $625129.57    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Winbond Electronics Corp.                                     | WINBOND ELECTRONICS CORP /TWD/  | CUSIP: Y95873108<br>LEI: 254900STBMBTLA91J410 | Long             | EC               | CORP              | TW        |   1455476 | NS      | $928155.70    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Randon Sa Implementos E Participacao SA                       | RANDON PARTICIPACOES SA- /BRL/  | CUSIP: P7988W103<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    129435 | NS      | $201271.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| King Slide Works                                              | KING SLIDE WORKS CO LTD /TWD/   | CUSIP: Y4771C113<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     14116 | NS      | $176361.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bradespar SA                                                  | BRADESPAR SA -PREF /BRL/        | CUSIP: P1808W104<br>LEI: 9598001UD1DHEH3PZ471 | Long             | EP               | CORP              | BR        |    257643 | NS      | $1450286.46   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Oil Public Co Ltd.                                       | THAI OIL PCL-FOREIGN /THB/      | CUSIP: Y8620B119<br>LEI: 549300HG5527UPZLTT69 | Long             | EC               | CORP              | TH        |    836100 | NS      | $1357893.03   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Alarko Holding                                                | ALARKO HOLDING /TRY/            | CUSIP: M04125106<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    285698 | NS      | $1252642.65   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Anadolu Efes Biracilik ve Malt Sanayii A.S.                   | ANADOLU EFES BIRACILIK V /TRY/  | CUSIP: M10225106<br>LEI: 7890006LGARYVIPOJX03 | Long             | EC               | CORP              | TR        |    523741 | NS      | $1897282.56   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimsa                                                         | CIMSA CIMENTO SANAYI VE  /TRY/  | CUSIP: M2422Q104<br>LEI: 789000AZR4YMJIHZ1145 | Long             | EC               | CORP              | TR        |    361119 | NS      | $1938608.86   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dogan Sirketler Grubu Holding AS                              | DOGAN SIRKETLER GRUBU HL /TRY/  | CUSIP: M2810S100<br>LEI: 789000J24Q4JM3H6UX22 | Long             | EC               | CORP              | TR        |   4361979 | NS      | $2467603.51   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Hektas Ticaret T.A.S.                                         | HEKTAS TICARET T.A.S /TRY/      | CUSIP: M5297Q109<br>LEI: 789000G8MR3GA25EEC51 | Long             | EC               | CORP              | TR        |   1067012 | NS      | $2146318.84   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kardemir Karabuk Demir Celik Sanayi Ve Ticaret Anonim Sirketi | KARDEMIR KARABUK DEMIR-C /TRY/  | CUSIP: M8765T100<br>LEI: 789000HKISRM8ZEH0128 | Long             | EC               | CORP              | TR        |   1404583 | NS      | $1351091.35   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Otokar Otomotiv ve Savunma Sanayi AS                          | OTOKAR OTOMOTIV VE SAVUN /TRY/  | CUSIP: M76023106<br>LEI: 5493000NBAE8C7SELC90 | Long             | EC               | CORP              | TR        |     29768 | NS      | $1652163.99   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Petkim Petrokimya Holding A S.                                | PETKIM PETROKIMYA HLDG AS /TRY  | CUSIP: M7871F103<br>LEI: 529900XZCVZOEYWNBQ67 | Long             | EC               | CORP              | TR        |   1692029 | NS      | $1805820.09   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Turk Traktor ve Ziraat Makineleri AS                          | TURK TRAKTOR VE ZIRAAT M /TRY/  | CUSIP: M9044T101<br>LEI: 7890002G98SY237S0Y70 | Long             | EC               | CORP              | TR        |     60100 | NS      | $2120921.28   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestel Electronik Sanayi ve Ticaret A.S.                      | VESTEL ELEKTRONIK SANAYI /TRY/  | CUSIP: M9747B100<br>LEI: 789000X20ITI3ANQEL70 | Long             | EC               | CORP              | TR        |    524524 | NS      | $1998280.15   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Anadolu Grubu Holding A.S                                  | AG ANADOLU GRUBU HOLDING /TRY/  | CUSIP: M9879B100<br>LEI: 789000K5XY4AZWGQQU40 | Long             | EC               | CORP              | TR        |    256644 | NS      | $1514978.02   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Haci Omer Sabanci Holding A.S.                                | HACI OMER SABANCI HOLDIN /TRY/  | CUSIP: M8223R100<br>LEI: 78900090FFOWNLGP0F20 | Long             | EC               | CORP              | TR        |    813844 | NS      | $1961693.78   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitra Adiperkasa Tbk PT                                       | MITRA ADIPERKASA TBK PT /IDR/   | CUSIP: Y71299104<br>LEI: 254900Z2B7Y7F69ZZZ04 | Long             | EC               | CORP              | ID        |   9755093 | NS      | $905483.18    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Porto Seguro SA                                               | PORTO SEGURO SA /BRL/           | CUSIP: P7905C107<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    116382 | NS      | $510297.51    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Unichip Cor                                            | GLOBAL UNICHIP CORP /TWD/       | CUSIP: Y2724H114<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11947 | NS      | $249159.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Icecek AS                                           | COCA-COLA ICECEK AS /TRY/       | CUSIP: M253EL109<br>LEI: 789000WT80VVLUWJDK41 | Long             | EC               | CORP              | TR        |    124701 | NS      | $1362877.96   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SRI Trang Agro Ind                                            | SRI TRANG AGRO-INDUSTRY- /THB/  | CUSIP: Y81375175<br>LEI: 254900D4NQ5CJSXKLT05 | Long             | EC               | CORP              | TH        |   1759900 | NS      | $1072149.27   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Ferro Ligas Da Bahia(Ferbasa)                             | CIA FERRO LIGAS DA BAHIA /BRL/  | CUSIP: P3054X117<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     70667 | NS      | $715671.10    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipmos Technologi                                            | CHIPMOS TECHNOLOGIES INC /TWD/  | CUSIP: Y6S18H102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1197735 | NS      | $1305465.10   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Energias do Brasil SA                                     | EDP - ENERGIAS DO BRASIL /BRL/  | CUSIP: P3769R108<br>LEI: 529900MT3VH5D7T9FR43 | Long             | EC               | CORP              | BR        |    112657 | NS      | $443607.94    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kossan Rubber Industries                                      | KOSSAN RUBBER INDUSTRIES /MYR/  | CUSIP: Y4964F105<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   4859200 | NS      | $1213421.11   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzlon Energy Ltd.                                            | SUZLON ENERGY LTD /INR/         | CUSIP: Y8315Y119<br>LEI: 724500ZW9AZP283ZN723 | Long             | EC               | CORP              | IN        |   6377346 | NS      | $817114.32    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Agile Group Holdings Limited                                  | AGILE GROUP HOLDINGS LTD /HKD/  | CUSIP: G01198103<br>LEI: 549300ZRISRT38EEYY07 | Long             | EC               | CORP              | HK        |   1939111 | NS      | $573874.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Brasilagro                                                    | BRASILAGRO-CIA BRASILEIR /BRL/  | CUSIP: P18023104<br>LEI: HNU7Z5273PRV5T5S5F07 | Long             | EC               | CORP              | BR        |     81435 | NS      | $462103.81    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Plaza Hotel Public Co Ltd.                            | CENTRAL PLAZA HOTEL PCL- /THB/  | CUSIP: Y12431220<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    174300 | NS      | $252882.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Forth Corporation                                             | FORTH CORP PCL-FOREIGN /THB/    | CUSIP: Y26155146<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    169600 | NS      | $157921.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| M. Dias Branco Sa Industria E Comercio De Alimentos, Brazil   | M DIAS BRANCO SA /BRL/          | CUSIP: P64876108<br>LEI: 894500SZMRHGUL2PHQ60 | Long             | EC               | CORP              | BR        |     84201 | NS      | $571413.77    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotes Co Ltd                                                  | LOTES CO LTD /TWD/              | CUSIP: Y53302116<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8976 | NS      | $241225.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingboard Laminates Holdings Ltd.                             | KINGBOARD LAMINATES HLDG /HKD/  | CUSIP: G5257K107<br>LEI: 529900B76JV9QCZINB33 | Long             | EC               | CORP              | KY        |    757314 | NS      | $832463.74    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| China Communications Services Corp Ltd.                       | CHINA COMMUNICATIONS SER /HKD/  | CUSIP: Y1436A102<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |    677134 | NS      | $247241.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tong Hsing Electronic Industries Ltd.                         | TONG HSING ELECTRONIC IN /TWD/  | CUSIP: Y8862W102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     39133 | NS      | $243184.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fufeng Group Limited                                          | FUFENG GROUP LTD /HKD/          | CUSIP: G36844119<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | KY        |   2215590 | NS      | $1348295.42   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sao Martinho SA                                               | SAO MARTINHO SA /BRL/           | CUSIP: P8493J108<br>LEI: 549300R3Z74BNJBF4161 | Long             | EC               | CORP              | BR        |     48178 | NS      | $241996.41    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TAV Havalimanlari Holding AS                                  | TAV HAVALIMANLARI HOLDIN /TRY/  | CUSIP: M8782T109<br>LEI: 789000PBM9TT5D88M597 | Long             | EC               | CORP              | TR        |    266630 | NS      | $1332989.61   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Jhsf Participacoes                                            | JHSF PARTICIPACOES SA /BRL/     | CUSIP: P6050T105<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    166164 | NS      | $157989.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IS Yatirim Menkul                                             | IS YATIRIM MENKUL DEGERL /TRY/  | CUSIP: M6025C107<br>LEI: 7890005YQXBTRIYDY554 | Long             | EC               | CORP              | TR        |    760740 | NS      | $2643965.30   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Tianneng Power International Limited.                         | TIANNENG POWER INTL LTD /HKD/   | CUSIP: G8655K109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    520064 | NS      | $549017.34    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Log-In Logistica I                                            | LOG-IN LOGISTICA INTERMO /BRL/  | CUSIP: P6401A102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     74639 | NS      | $496203.21    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Marfrig Global Foods SA                                       | MARFRIG ALIMENTOS S.A /BRL/     | CUSIP: P64389102<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |    496163 | NS      | $817580.02    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Focaltech Systems Co Ltd                                      | FOCALTECH SYSTEMS CO LTD /TWD/  | CUSIP: Y2576H105<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    471250 | NS      | $898480.58    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco ABC Brasil SA                                           | BANCO ABC BRASIL SA /BRL/       | CUSIP: P0763M135<br>LEI: 549300K1V1WOTCGNSI96 | Long             | EP               | CORP              | BR        |    234324 | NS      | $871655.54    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Estado do Rio Grande do Sul S.A                      | BANCO ESTADO RIO GRAN-PR /BRL/  | CUSIP: P12553247<br>LEI: 254900W2BN097WLYIM20 | Long             | EP               | CORP              | BR        |    416777 | NS      | $765706.12    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerva SA                                                    | MINERVA SA /BRL/                | CUSIP: P6831V106<br>LEI: 391200UHL6YHY0OA1P30 | Long             | EC               | CORP              | BR        |    196107 | NS      | $481376.34    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Megacable Holdings                                            | MEGACABLE HOLDINGS-CPO /MXN/    | CUSIP: P652AE117<br>LEI: N/A                  | Long             | EP               | CORP              | MX        |    336464 | NS      | $895614.28    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Tekfen Holding AS                                             | TEKFEN HOLDING AS /TRY/         | CUSIP: M8788F103<br>LEI: 7890005HRE0XXST1BR56 | Long             | EC               | CORP              | TR        |    712675 | NS      | $1877120.16   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dongyue Group Ltd                                             | DONGYUE GROUP /HKD/             | CUSIP: G2816P107<br>LEI: 529900EJNEZTJBHCHW95 | Long             | EC               | CORP              | KY        |    680290 | NS      | $748668.06    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Indo Tambangray                                               | INDO TAMBANGRAYA MEGAH T /IDR/  | CUSIP: Y71244100<br>LEI: 52990056ZNHB217ZKL92 | Long             | EC               | CORP              | ID        |    416038 | NS      | $1042934.51   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartalega Holdings Berhad                                     | HARTALEGA HOLDINGS BHD /MYR/    | CUSIP: Y31139101<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1897700 | NS      | $732370.03    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyfrowy Polsat SA                                             | CYFROWY POLSAT SA /PLN/         | CUSIP: X1809Y100<br>LEI: 259400EM1ITR201TTX36 | Long             | EC               | CORP              | PL        |    348277 | NS      | $1399832.92   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Esso (Thailand) PCL                                           | ESSO THAILAND PCL-FOREIG /THB/  | CUSIP: Y23188124<br>LEI: 529900B0FJ7G35MF2S50 | Long             | EC               | CORP              | TH        |   3348700 | NS      | $1218236.47   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Indika Energy Tbk                                             | INDIKA ENERGY TBK PT /IDR/      | CUSIP: Y71247103<br>LEI: 254900YVKE6BJ1I4V036 | Long             | EC               | CORP              | ID        |   5744661 | NS      | $1007414.46   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Jentech Precision Industrial Co., Ltd                         | JENTECH PRECISION INDUST /TWD/  | CUSIP: Y4432G115<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     18588 | NS      | $227697.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arezzo Industria E                                            | AREZZO INDUSTRIA E COMER /BRL/  | CUSIP: P04508100<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     37323 | NS      | $553155.88    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| China Zhongwang Hl                                            | CHINA ZHONGWANG HOLDINGS /HKD/  | CUSIP: G215AT102<br>LEI: 529900J21TD2P9K4YC63 | Long             | EC               | CORP              | KY        |   3171951 | NS      | $682712.42    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Aksa Enerji Uretim                                            | AKSA ENERJI URETIM AS /TRY/     | CUSIP: M03829104<br>LEI: 789000KQC5JTW1S3JG98 | Long             | EC               | CORP              | TR        |    568899 | NS      | $1429681.08   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdom Marine Lines Co., Limited                              | WISDOM MARINE LINES CO L /TWD/  | CUSIP: G9721M103<br>LEI: 2138002Y4SAHF7NM3W37 | Long             | EC               | CORP              | KY        |    695021 | NS      | $1388436.48   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Comercial Chedraui S.A.B. de C.V.                       | GRUPO COMERCIAL CHEDRAUI /MXN/  | CUSIP: P4612W104<br>LEI: 4469000001BRXSV0JO96 | Long             | EC               | CORP              | MX        |    382412 | NS      | $1629222.50   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerlong Real Estate Holdings Ltd                            | POWERLONG REAL ESTATE HO /HKD/  | CUSIP: G72005104<br>LEI: 549300R3K12EPXCGDP22 | Long             | EC               | CORP              | HK        |   4461675 | NS      | $897428.05    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| West China Cement Ltd.                                        | WEST CHINA CEMENT LTD /HKD/     | CUSIP: G9550B111<br>LEI: 529900MMG3NBTIWPPR63 | Long             | EC               | CORP              | JE        |   6692498 | NS      | $788820.40    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Migros Turk Tas                                               | MIGROS TICARET A.S /TRY/        | CUSIP: M7024Q105<br>LEI: 5493002IOWNT1QZMAA74 | Long             | EC               | CORP              | TR        |    207328 | NS      | $1624058.71   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| PGE Polska Grupa Energetyczna S.A.                            | PGE SA /PLN/                    | CUSIP: X6447Z104<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |    712521 | NS      | $1119516.72   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| China Metal Recycl                                            | CHINA METAL RECYCLING /HKD/     | CUSIP: G21131100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11550 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Continental Holdings Corporation                              | CONTINENTAL HOLDINGS COR /TWD/  | CUSIP: Y1753K105<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    953418 | NS      | $868562.54    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                     | KAISA GROUP HOLDINGS LTD /HKD/  | CUSIP: G52132100<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | HK        |   1617908 | NS      | $87057.29     | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Mechel Public Joint Stock Company                             | MECHEL PJSC /RUB/               | CUSIP: X8487H101<br>LEI: 253400C9GSPBSKERRP65 | Long             | EC               | CORP              | RU        |    580351 | NS      | $16410.36     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Grid Company Unified Energy Systems PJSC              | FEDERAL GRID CO UNIFIED /RUB/   | CUSIP: X2393G109<br>LEI: 253400FZQ7Z49QZNSG30 | Long             | EC               | CORP              | RU        | 378620637 | NS      | $11705.15     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Direcional Engenharia SA                                      | DIRECIONAL ENGENHARIA SA /BRL/  | CUSIP: P3561Q100<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    290626 | NS      | $860910.20    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Rosseti Public Joint Stock Company                            | IDGC HOLDING JSC /RUB/          | CUSIP: X3490A102<br>LEI: 549300BVSSKP13UVXI08 | Long             | EC               | CORP              | RU        |  41053967 | NS      | $9485.55      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Mills Locacao Servicos E Logistica                            | MILLS ESTRUTURAS E SERVI /BRL/  | CUSIP: P6799C108<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    443180 | NS      | $959429.40    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Tian Lun Gas Holdings Ltd                                     | TIAN LUN GAS HOLDINGS LTD /HKD  | CUSIP: G84396103<br>LEI: 529900S7M3E7M2CXPQ78 | Long             | EC               | CORP              | KY        |   1551710 | NS      | $775313.27    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Primax Electronics                                            | PRIMAX ELECTRONICS LTD /TWD/    | CUSIP: Y7080U112<br>LEI: 254900JO4CQFFG7AIQ15 | Long             | EC               | CORP              | TW        |    226264 | NS      | $408571.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tauron Polska Energia SA                                      | TAURON POLSKA ENERGIA SA /PLN/  | CUSIP: X893AL104<br>LEI: 259400NAPDFBOTNCRL54 | Long             | EC               | CORP              | PL        |    553933 | NS      | $267904.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cielo SA                                                      | CIELO SA /BRL/                  | CUSIP: P2859E100<br>LEI: 635400V276LMQ5UZ6C26 | Long             | EC               | CORP              | BR        |    455430 | NS      | $452001.17    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fitipower Integrat                                            | FITIPOWER INTEGRATED TEC /TWD/  | CUSIP: Y2574L108<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    309343 | NS      | $1162470.64   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Far East Horizon Ltd.                                         | FAR EAST HORIZON LTD /HKD/      | CUSIP: Y24286109<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | EC               | CORP              | HK        |    336290 | NS      | $262812.39    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jastrzebska Spolka Weglowa SA                                 | JASTRZEBSKA SPOLKA WEGLO /PLN/  | CUSIP: X4038D103<br>LEI: 259400D4E0H5BGXNIK97 | Long             | EC               | CORP              | PL        |    167668 | NS      | $2225700.04   | 1.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Bharat Heavy Electricals Ltd                                  | BHARAT HEAVY ELECTRICALS /INR/  | CUSIP: Y0882L133<br>LEI: 3358007X5FQ2R445Z747 | Long             | EC               | CORP              | IN        |    922242 | NS      | $882890.93    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerospace Industrial Development Corporation                  | AEROSPACE INDUSTRIAL DEV /TWD/  | CUSIP: Y0R18S102<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    426145 | NS      | $495670.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| China Medical System Holdings Limited                         | CHINA MEDICAL SYSTEM HOL /HKD/  | CUSIP: G21108124<br>LEI: 529900Z57DVJXUBLHX66 | Long             | EC               | CORP              | KY        |    189971 | NS      | $298873.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Surya Esa Perkasa                                             | SURYA ESA PERKASA TBK PT /IDR/  | CUSIP: Y83134109<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  10437712 | NS      | $613490.06    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcom Group Ltd                                           | BRIGHTCOM GROUP LTD /INR/       | CUSIP: Y5S76N118<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |   1643947 | NS      | $584214.21    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| China Nonferrous Mining Corp Ltd                              | CHINA NONFERROUS MINING  /HKD/  | CUSIP: Y13982106<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1189719 | NS      | $611210.52    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| China Yongda Automobiles Ser                                  | CHINA YONGDA AUTOMOBILES /HKD/  | CUSIP: G2162W102<br>LEI: 529900G4APWIO18G0C95 | Long             | EC               | CORP              | KY        |   1688028 | NS      | $1254323.89   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Sun International Co Ltd                              | FULGENT SUN INTERNATIONA /TWD/  | CUSIP: G36889106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     90795 | NS      | $449019.54    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFI Holdings Group Co Ltd                                    | CIFI HOLDINGS GROUP CO L /HKD/  | CUSIP: G2140A107<br>LEI: 549300WGKSV867C0JF48 | Long             | EC               | CORP              | HK        |   4460449 | NS      | $628598.47    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AP (Thailand) Public Company Ltd                              | AP THAILAND PCL-FOREIGN /THB/   | CUSIP: Y0209X117<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1805500 | NS      | $604700.45    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| PTG Energy Public Company Ltd                                 | PTG ENERGY PCL-FOREIGN /THB/    | CUSIP: Y708F6119<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   2143300 | NS      | $897296.09    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Growthpoint Properties Ltd                                    | GROWTHPOINT PROPERTIES L /ZAR/  | CUSIP: S3373C239<br>LEI: 37890019DD1E46632291 | Long             | EC               | CORP              | ZA        |    346558 | NS      | $296561.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Petroleum Refining Public Limited Company                | STAR PETROLEUM REFINING  /THB/  | CUSIP: Y8162W117<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   4044300 | NS      | $1249430.06   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinte Energy Co Ltd                                           | XINTE ENERGY CO LTD-H /HKD/     | CUSIP: Y972BC104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    426270 | NS      | $788594.99    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Boe Varitronix Ltd                                            | BOE VARITRONIX LTD /HKD/        | CUSIP: G1223L105<br>LEI: 529900SG21VXEZYNQO29 | Long             | EC               | CORP              | BM        |    374961 | NS      | $712889.23    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Motus Holdings Ltd                                            | MOTUS HOLDINGS LTD /ZAR/        | CUSIP: S5252J102<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     71202 | NS      | $463805.63    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitac Holdings Corporation                                    | MITAC HOLDINGS CORP /TWD/       | CUSIP: Y60778100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1330827 | NS      | $1277330.66   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia De Saneamento Do Parana - Sanepar                         | CIA DE SANEAMENTO DO PA- /BRL/  | CUSIP: P3R668101<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    285544 | NS      | $976736.52    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Anima Holding Sa                                              | ANIMA HOLDING SA /BRL/          | CUSIP: P4611H116<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    202903 | NS      | $148341.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Living Smart City Services Co Ltd                           | A-LIVING SMART CITY SERV /HKD/  | CUSIP: Y0038M100<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1428356 | NS      | $1721980.15   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Log Commercial Properties E Participacoes SA                  | LOG COMMERCIAL PROPERTIE /BRL/  | CUSIP: P64016101<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     49688 | NS      | $151706.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| China Conch Venture Holdings Limited                          | CHINA CONCH VENTURE HOLD /HKD/  | CUSIP: G2116J108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    709826 | NS      | $1542338.87   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola FEMSA SAB de CV                                     | COCA-COLA FEMSA SAB DE C /MXN/  | CUSIP: P2861Y177<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |    154716 | NS      | $1047160.51   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogna Educacao SA                                             | COGNA EDUCACAO /BRL/            | CUSIP: P6S43Y203<br>LEI: 549300BTP1E45NJ6R194 | Long             | EC               | CORP              | BR        |    418240 | NS      | $167937.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentera SAB de CV                                             | GENTERA SAB DE CV /MXN/         | CUSIP: P4831V101<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    786066 | NS      | $886651.31    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Banpu Public Co Ltd                                           | BANPU PUBLIC CO LTD-FOR  /THB/  | CUSIP: Y0697Z186<br>LEI: 529900AJ2Z6SUR6TSW75 | Long             | EC               | CORP              | TH        |   2788200 | NS      | $1102882.63   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                                        | CHINA AOYUAN GROUP LTD /HKD/    | CUSIP: G2119Z109<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | HK        |    912000 | NS      | $68936.45     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Enauta Participacoes Sa                                       | ENAUTA PARTICIPACOES SA /BRL/   | CUSIP: P3762E104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    421587 | NS      | $1077972.35   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Vamos Locacao De Caminhoes Maquinas E Equipamentos SA         | VAMOS LOCACAO DE CAMINHO /BRL/  | CUSIP: P9680U112<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     89953 | NS      | $215352.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| China Risun Group Limited                                     | CHINA RISUN GROUP LTD /HKD/     | CUSIP: G2120H106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   1162211 | NS      | $454136.99    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Shenzhen International Holdings Ltd                           | SHENZHEN INTL HOLDINGS /HKD/    | CUSIP: G8086V146<br>LEI: 5493002NKD14ZZMEJF98 | Long             | EC               | CORP              | BM        |    594966 | NS      | $583879.16    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TSEC Corporation                                              | TSEC CORP /TWD/                 | CUSIP: Y89777109<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    197681 | NS      | $222214.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennostar Inc                                                  | ENNOSTAR INC /TWD/              | CUSIP: Y229G1108<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    173917 | NS      | $253218.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tres Tentos Agroindustrial SA                                 | TRES TENTOS AGROINDUSTRI /BRL/  | CUSIP: P9368F106<br>LEI: 549300QQ67YECUJQIV31 | Long             | EC               | CORP              | BR        |    445205 | NS      | $785891.49    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Brasileira de Aluminio                              | COMPANHIA BRASILEIRA DE  /BRL/  | CUSIP: P3059U100<br>LEI: 5493001QYTIDILBVYO18 | Long             | EC               | CORP              | BR        |    321054 | NS      | $702338.88    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Thungela Resources Limited                                    | THUNGELA RESOURCES LTD /ZAR/    | CUSIP: S84485101<br>LEI: 213800EGYK3BN3SRIF27 | Long             | EC               | CORP              | ZA        |     48839 | NS      | $823964.55    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| China Ruyi Holdings Ltd.                                      | CHINA RUYI HOLDINGS LTD /HKD/   | CUSIP: G4404N114<br>LEI: 984500976440498D1C06 | Long             | EC               | CORP              | BM        |   2125604 | NS      | $531029.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Shimao Services Holdings Limited                              | SHIMAO SERVICES HOLDINGS /HKD/  | CUSIP: G8104A108<br>LEI: 254900CXWYN3QX5DWO89 | Long             | EC               | CORP              | KY        |   2137169 | NS      | $772129.29    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Sri Trang Gloves (Thailand) PCL                               | SRI TRANG GLOVES THA-FOR /THB/  | CUSIP: Y813B5121<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   3009100 | NS      | $868803.23    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukalapak Com Tbk                                             | BUKALAPAK.COM PT TBK /IDR/      | CUSIP: Y1R0GP109<br>LEI: 89450012N75X9LCSQB06 | Long             | EC               | CORP              | ID        |  63360331 | NS      | $1066350.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Seazen Group Limited                                          | SEAZEN GROUP LTD /HKD/          | CUSIP: G7956A109<br>LEI: 5493006M8GRAQRCSCD67 | Long             | EC               | CORP              | KY        |   1939621 | NS      | $718152.66    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkah Beton Sadaya Tbk PT                                    | BERKAH BETON SADAYA TBK  /IDR/  | CUSIP: Y08076104<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   8547729 | NS      | $406315.69    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Outsurance Group Ltd.                                         | OUTSURANCE GROUP LTD /ZAR/      | CUSIP: S6815J126<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    139552 | NS      | $259043.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexco SA                                                      | DEXCO SA /BRL/                  | CUSIP: P3R899102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    286189 | NS      | $367510.09    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Equites Property Fund Limited                                 | EQUITES PROPERTY FUND LT /ZAR/  | CUSIP: S2755Y108<br>LEI: 378900F47D60FBC7C419 | Long             | EC               | CORP              | ZA        |    253781 | NS      | $251521.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cifi Ever Sunshine Services Group Ltd.                        | CIFI EVER SUNSHINE SERVI /HKD/  | CUSIP: G2139U106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    610976 | NS      | $343629.73    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Semirara Mining And Power Co                                  | SEMIRARA MINING AND POWE /PHP/  | CUSIP: Y7628G112<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   1367000 | NS      | $846287.74    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Airways Public Co Ltd                                 | BANGKOK AIRWAYS-FOREIGN /THB/   | CUSIP: Y05966117<br>LEI: 2549008213W0DMOZ4M30 | Long             | EC               | CORP              | TH        |    707900 | NS      | $273880.76    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Baic Motor Corp Ltd.                                          | BAIC MOTOR CORP LTD-H /HKD/     | CUSIP: Y0506H104<br>LEI: 5299003EYHISIDNLZQ19 | Long             | EC               | CORP              | CN        |   3112367 | NS      | $825397.60    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WHA Corporation Public Company Limited                        | WHA CORP PCL-FOREIGN /THB/      | CUSIP: Y95310168<br>LEI: 254900E68VLEZZULQP27 | Long             | EC               | CORP              | TH        |   2435600 | NS      | $286913.47    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| General Interface Solution Holding                            | GENERAL INTERFACE SOLUTI /TWD/  | CUSIP: G3808R101<br>LEI: 529900UF1EE97VL5NU66 | Long             | EC               | CORP              | KY        |     92951 | NS      | $266131.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Chile S.A.                                               | ENEL CHILE SA /CLP/             | CUSIP: P3762G109<br>LEI: 549300YM5CWCAUVOPB53 | Long             | EC               | CORP              | CL        |  23240133 | NS      | $1068237.89   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Holdings Corporation                                   | LEGEND HOLDINGS CORP-H /HKD/    | CUSIP: Y52237107<br>LEI: 5299003ONUYCE70HZ185 | Long             | EC               | CORP              | CN        |    261680 | NS      | $279936.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Thaifoods Group Public Company Limited                        | THAIFOODS GROUP PCL-F /THB/     | CUSIP: Y8636A113<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1490600 | NS      | $221642.56    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Genertec Universal Med Gp Co Ltd                              | GENERTEC UNIVERSAL MEDIC /HKD/  | CUSIP: Y2774E102<br>LEI: 2549007JDMSRWFODDQ05 | Long             | EC               | CORP              | HK        |    443691 | NS      | $269439.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangchak Corporation Public Company Limited                   | BANGCHAK CORP PCL-FOREIG /THB/  | CUSIP: Y0559Y103<br>LEI: 254900M7L6ML94L1YX58 | Long             | EC               | CORP              | TH        |   1162400 | NS      | $1057184.93   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasus Have Tasimaciligi AS                                  | PEGASUS HAVA TASIMACILIG /TRY/  | CUSIP: M7846J107<br>LEI: 789000B1MW5PQ58A8T03 | Long             | EC               | CORP              | TR        |     88078 | NS      | $2260553.68   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MLP Saglik Hizmetleri AS                                      | MLP SAGLIK HIZMETLERI AS /TRY/  | CUSIP: M7030H107<br>LEI: 789000M2LTGHSXVOQL65 | Long             | EC               | CORP              | TR        |    340884 | NS      | $1644066.18   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerjisa Enerji AS                                            | ENERJISA ENERJI AS /TRY/        | CUSIP: M4049T107<br>LEI: 789000D0QULW3EE31N02 | Long             | EC               | CORP              | TR        |   1209276 | NS      | $2331617.46   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sok Marketler Tickaret A.S                                    | SOK MARKETLER TICARET AS /TRY/  | CUSIP: M8T8CL101<br>LEI: 7890005KB5WP0KUURR88 | Long             | EC               | CORP              | TR        |   1014555 | NS      | $1516767.12   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| E-Commodities Holdings Limited                                | E-COMMODITIES HOLDINGS L /HKD/  | CUSIP: G2921V106<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |   5416715 | NS      | $1096465.89   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Trust                                           | GOLDMAN SACHS TR FINL SQ TSY IN | CUSIP: 38141W323<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |   2767630 | NS      | $2767630.40   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Donald P. Swade

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

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