# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001752724-25-204178
**Filing Date:** 2025-8
**Character Count:** 137335
**Document Hash:** e7cd98f01a0b3542524991ea16951a35
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204178.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204178

**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:** 251254175

**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 Developed Markets ex-US Small Cap AlphaDEX Fund (Series ID: S000036654)

| Class ID   | Class Name                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000112036 | First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | FDTS            |

## 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 Developed Markets ex-US Small Cap AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000036654

- **c. LEI of Series:** 549300MQEZAKNP64I421

**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:** $7712672.77

**Total Liabilities:** $116510.21

**Net Assets:** $7596162.56

**Cash Not Reported:** $22217.26

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112036 | 5.04%                | 8.13%                | 7.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-107779.17              | $398736.95                                 |
| Month 2  | $5.87                    | $520468.69                                 |
| Month 3  | $4256.10                 | $530043.22                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Happinet Corp                  | Happinet Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $23832.51     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wereldhave NV                  | Wereldhave NV                                        | CUSIP: 000000000<br>LEI: 724500YRQCY3BD9RJZ92 | Long             | EC               | CORP              | NL        |       300 | NS      | $6035.83      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Drilling Corp        | Precision Drilling Corp                              | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |       447 | NS      | $21169.11     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Glory Ltd                      | Glory Ltd                                            | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |      1200 | NS      | $28024.03     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Uplus Corp                  | LG Uplus Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       742 | NS      | $7862.03      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Yellow Group PLC           | Big Yellow Group PLC                                 | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |      1726 | NS      | $23976.17     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Iyogin Holdings Inc            | Iyogin Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $14285.96     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Logisnext Co Ltd    | Mitsubishi Logisnext Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $5466.48      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pasona Group Inc               | Pasona Group Inc                                     | CUSIP: 000000000<br>LEI: 3538002LRFQSFLGGLX89 | Long             | EC               | CORP              | JP        |      1800 | NS      | $27974.03     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| INVISIO AB                     | INVISIO AB                                           | CUSIP: 000000000<br>LEI: 54930054EB7KX3MY2Q11 | Long             | EC               | CORP              | DK        |       407 | NS      | $15379.35     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC            | Johnson Matthey PLC                                  | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |      1215 | NS      | $28952.40     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Menora Mivtachim Holdings Ltd  | Menora Mivtachim Holdings Ltd                        | CUSIP: 000000000<br>LEI: 2549009I6K3RDXFFY773 | Long             | EC               | CORP              | IL        |       520 | NS      | $40957.16     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC TELECOM                  | CITIC Telecom International Holdings Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     35000 | NS      | $10700.71     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV       | Koninklijke BAM Groep NV                             | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |      4670 | NS      | $41560.38     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Iino Kaiun Kaisha Ltd          | Iino Kaiun Kaisha Ltd                                | CUSIP: 000000000<br>LEI: 353800VWL98SRNE0NX81 | Long             | EC               | CORP              | JP        |      3100 | NS      | $21785.35     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED LAB                     | United Laboratories International Holdings Ltd/The   | CUSIP: 000000000<br>LEI: 2549007JL3XIH77JXN70 | Long             | EC               | CORP              | HK        |      6500 | NS      | $12437.02     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Inc           | Transcontinental Inc                                 | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |       801 | NS      | $12299.55     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| E-MART Inc                     | E-MART Inc                                           | CUSIP: 000000000<br>LEI: 988400SAX0Q74FRA9981 | Long             | EC               | CORP              | KR        |       283 | NS      | $17907.68     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiheiyo Cement Corp           | Taiheiyo Cement Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $14932.81     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsubakimoto Chain Co           | Tsubakimoto Chain Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $9982.99      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyoda Gosei Co Ltd            | Toyoda Gosei Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |      1200 | NS      | $23674.18     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shikoku Electric Power Co Inc  | Shikoku Electric Power Co Inc                        | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |      2000 | NS      | $16770.25     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OSB Group PLC                  | OSB Group PLC                                        | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |      1874 | NS      | $13440.47     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dalata Hotel Group PLC         | Dalata Hotel Group PLC                               | CUSIP: 000000000<br>LEI: 635400L2CWET7ONOBJ04 | Long             | EC               | CORP              | IE        |       926 | NS      | $7035.56      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Karoon Energy Ltd              | Karoon Energy Ltd                                    | CUSIP: 000000000<br>LEI: 529900VXILHR2CNBWD62 | Long             | EC               | CORP              | AU        |     26445 | NS      | $33417.18     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ Logistics Corp              | CJ Logistics Corp                                    | CUSIP: 000000000<br>LEI: 988400MIXJ2YDYLYR916 | Long             | EC               | CORP              | KR        |       177 | NS      | $11462.51     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| San-A Co Ltd                   | San-A Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $4099.86      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwa Co Ltd                   | Hanwa Co Ltd                                         | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |       300 | NS      | $11332.94     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Healthcare Ltd           | Regis Healthcare Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2465 | NS      | $12719.15     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| YUE YUEN IND                   | Yue Yuen Industrial Holdings Ltd                     | CUSIP: 000000000<br>LEI: 254900YUFIBANZ1XU687 | Long             | EC               | CORP              | HK        |     16250 | NS      | $24882.32     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Anycolor Inc                   | Anycolor Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $18124.37     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United Energy Group Ltd        | United Energy Group Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    384000 | NS      | $25437.10     | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordex SE                      | Nordex SE                                            | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |      1013 | NS      | $20070.75     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Daesang Corp                   | Daesang Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       663 | NS      | $10758.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 SMN                | SpareBank 1 SMN                                      | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |       299 | NS      | $5753.13      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Corp                      | Life Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12288.46     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.          | BOFA SECURITIES INC                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |    105239 | PA      | $105239.00    | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Implenia AG                    | Implenia AG                                          | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |       344 | NS      | $24062.01     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| APERAM SA                      | APERAM SA                                            | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |       321 | NS      | $10375.70     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanto Bank Ltd/The             | Nanto Bank Ltd/The                                   | CUSIP: 000000000<br>LEI: 353800923E4YW3IDES52 | Long             | EC               | CORP              | JP        |       800 | NS      | $22804.76     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Kayaku Co Ltd           | Nippon Kayaku Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $4496.37      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perenti Ltd                    | Perenti Ltd                                          | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |     18719 | NS      | $19958.26     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Department Store Co Lt | Hyundai Department Store Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       255 | NS      | $14284.23     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shizuoka Gas Co Ltd            | Shizuoka Gas Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |      2100 | NS      | $15603.62     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iM Financial Group Co Ltd      | iM Financial Group Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       851 | NS      | $7926.10      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Storskogen Group AB            | Storskogen Group AB                                  | CUSIP: 000000000<br>LEI: 549300DL3K4HLJ41KD24 | Long             | EC               | CORP              | SE        |      4022 | NS      | $4797.46      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matas A/S                      | Matas A/S                                            | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |       272 | NS      | $5728.80      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydbank AS                     | Sydbank AS                                           | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |       166 | NS      | $12312.90     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stolt-Nielsen Ltd              | Stolt-Nielsen Ltd                                    | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | GB        |      1114 | NS      | $28293.75     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Minerals Ltd           | Genesis Minerals Ltd                                 | CUSIP: 000000000<br>LEI: 894500AK5BVRCNP0FP48 | Long             | EC               | CORP              | AU        |      8981 | NS      | $25416.64     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tire Corp                 | Toyo Tire Corp                                       | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |      1400 | NS      | $29690.64     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Furukawa Electric Co Ltd       | Furukawa Electric Co Ltd                             | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |       200 | NS      | $9767.72      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Basin Shipping Ltd     | Pacific Basin Shipping Ltd                           | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | HK        |     93000 | NS      | $23931.36     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Garage Inc             | Digital Garage Inc                                   | CUSIP: 000000000<br>LEI: 353800XMG9BC18FQ8862 | Long             | EC               | CORP              | JP        |       300 | NS      | $9843.41      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankook Tire & Technology Co L | Hankook Tire & Technology Co Ltd                     | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |       969 | NS      | $28540.12     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NOK Corp                       | NOK Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $16247.35     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Iwatani Corp                   | Iwatani Corp                                         | CUSIP: 000000000<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |      1600 | NS      | $17016.08     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Harel Insurance Investments &  | Harel Insurance Investments & Financial Services Ltd | CUSIP: 000000000<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |      1637 | NS      | $45839.69     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMONY Holdings Inc            | TOMONY Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $16124.44     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Odakyu Electric Railway Co Ltd | Odakyu Electric Railway Co Ltd                       | CUSIP: 000000000<br>LEI: 353800LA6BC6E1MK6U35 | Long             | EC               | CORP              | JP        |      1100 | NS      | $12878.72     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd   | Sumitomo Osaka Cement Co Ltd                         | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |       400 | NS      | $10507.97     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Elevator Co Ltd        | Hyundai Elevator Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       283 | NS      | $18033.49     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Holdings Corp            | Orion Holdings Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1430 | NS      | $23310.61     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilfinger SE                   | Bilfinger SE                                         | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |       363 | NS      | $34913.30     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Keikyu Corp                    | Keikyu Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $15660.91     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paper Industries Co Ltd | Nippon Paper Industries Co Ltd                       | CUSIP: 000000000<br>LEI: 3538007UWR5N9X8B8S30 | Long             | EC               | CORP              | JP        |      2300 | NS      | $16578.59     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mutares SE & Co KGaA           | Mutares SE & Co KGaA                                 | CUSIP: 000000000<br>LEI: 391200NWMO6NLQFSCU64 | Long             | EC               | CORP              | DE        |       612 | NS      | $26024.76     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI YUKIZAI CORP             | ASAHI YUKIZAI CORP                                   | CUSIP: 000000000<br>LEI: 353800BBLKAGEXVVBE41 | Long             | EC               | CORP              | JP        |       400 | NS      | $11235.72     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DL E&C Co Ltd                  | DL E&C Co Ltd                                        | CUSIP: 000000000<br>LEI: 988400UU0MCCBS1YP242 | Long             | EC               | CORP              | KR        |       735 | NS      | $28210.58     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinnihon Corp                 | Shinnihon Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $5781.05      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PharmaResearch Co Ltd          | PharmaResearch Co Ltd                                | CUSIP: 000000000<br>LEI: 988400WCI2SXC6H7SG23 | Long             | EC               | CORP              | KR        |        69 | NS      | $25230.81     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Holdings Corp               | GS Holdings Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       415 | NS      | $14344.81     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CGN New Energy Holdings Co Ltd | CGN New Energy Holdings Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     18000 | NS      | $5686.66      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toshiba TEC Corp               | Toshiba TEC Corp                                     | CUSIP: 000000000<br>LEI: 529900BU7UO2N2ITYD43 | Long             | EC               | CORP              | JP        |       600 | NS      | $12237.08     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                         | OCI NV                                               | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      2246 | NS      | $20292.39     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Engineering & Construc | Hyundai Engineering & Construction Co Ltd            | CUSIP: 000000000<br>LEI: 988400CEQG9N710HN313 | Long             | EC               | CORP              | KR        |      1063 | NS      | $61829.80     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MPC Container Ships ASA        | MPC Container Ships ASA                              | CUSIP: 000000000<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |     17185 | NS      | $27228.25     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JS Global Lifestyle Co Ltd     | JS Global Lifestyle Co Ltd                           | CUSIP: 000000000<br>LEI: 254900YP54EOBADL7333 | Long             | EC               | CORP              | HK        |    102000 | NS      | $25727.55     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyu Inc                     | Sankyu Inc                                           | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |       400 | NS      | $21477.03     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Lifeline Co Ltd          | Japan Lifeline Co Ltd                                | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |       500 | NS      | $5190.79      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikkiso Co Ltd                 | Nikkiso Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800FFQ5RKIIYVIY98 | Long             | EC               | CORP              | JP        |      2400 | NS      | $21382.59     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Perseus Mining Ltd             | Perseus Mining Ltd                                   | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |      5003 | NS      | $11195.27     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Athabasca Oil Corp             | Athabasca Oil Corp                                   | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |      1339 | NS      | $5545.78      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TCL Electronics Holdings Ltd   | TCL Electronics Holdings Ltd                         | CUSIP: 000000000<br>LEI: 5299000Y9D001SNNTJ48 | Long             | EC               | CORP              | HK        |     22000 | NS      | $26736.48     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQA Insurance Group AG       | UNIQA Insurance Group AG                             | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |      1961 | NS      | $26564.62     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankook & Co Co Ltd            | Hankook & Co Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300ET8LEWSPTMRK47 | Long             | EC               | CORP              | KR        |      2523 | NS      | $35893.30     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kangwon Land Inc               | Kangwon Land Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       918 | NS      | $12447.69     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Road Resources Ltd        | Gold Road Resources Ltd                              | CUSIP: 000000000<br>LEI: 213800HJWH96TDEMNY83 | Long             | EC               | CORP              | AU        |      5765 | NS      | $12407.15     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Protector Forsikring ASA       | Protector Forsikring ASA                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXAIO813 | Long             | EC               | CORP              | NO        |       645 | NS      | $27452.53     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kojima Co Ltd                  | Kojima Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $6003.26      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubis SCA                      | Rubis SCA                                            | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |       185 | NS      | $5975.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Glass Co Ltd           | Central Glass Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $14451.58     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Co | Nippon Light Metal Holdings Co Ltd                   | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |      1000 | NS      | $11312.11     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Materials Corp      | Mitsubishi Materials Corp                            | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |       600 | NS      | $9501.75      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Penta-Ocean Cons               | Penta-Ocean Construction Co Ltd                      | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |      2200 | NS      | $13806.05     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Cake PLC                | Yellow Cake PLC                                      | CUSIP: 000000000<br>LEI: 213800CVMYUGOA9EZY95 | Long             | EC               | CORP              | GB        |      3843 | NS      | $27773.29     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc         | Whitecap Resources Inc                               | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |      3227 | NS      | $21683.17     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Industrial Co Ltd      | Pacific Industrial Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $26249.09     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Oki Electric Industry Co Ltd   | Oki Electric Industry Co Ltd                         | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |      3900 | NS      | $43602.65     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ki-Star Real Estate Co Ltd     | Ki-Star Real Estate Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $22481.86     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Engineering & Construction  | GS Engineering & Construction Corp                   | CUSIP: 000000000<br>LEI: 988400BQ69DJXXFA0D28 | Long             | EC               | CORP              | KR        |       451 | NS      | $6934.09      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Poongsan Corp                  | Poongsan Corp                                        | CUSIP: 000000000<br>LEI: 2549007P08ZD5QJS1369 | Long             | EC               | CORP              | KR        |       370 | NS      | $35283.79     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TRE Holdings Corp              | TRE Holdings Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $9506.61      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRILLIANCE CHINA               | Brilliance China Automotive Holdings Ltd             | CUSIP: 000000000<br>LEI: 5299005WPCSQN14NBM26 | Long             | EC               | CORP              | HK        |     78000 | NS      | $31597.65     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Daicel Corp                    | Daicel Corp                                          | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |      1800 | NS      | $15118.23     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LX Semicon Co Ltd              | LX Semicon Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       569 | NS      | $27277.93     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Currys PLC                     | Currys PLC                                           | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |     18490 | NS      | $30887.73     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Shinyaku Co Ltd         | Nippon Shinyaku Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $4369.29      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontron AG                     | Kontron AG                                           | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |       868 | NS      | $25561.59     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Betsson AB                     | Betsson AB                                           | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |       675 | NS      | $14262.12     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IAMGOLD Corp                   | IAMGOLD Corp                                         | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |      4160 | NS      | $30640.57     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Yonex Co Ltd                   | Yonex Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $20138.19     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stabilus SE                    | Stabilus SE                                          | CUSIP: 000000000<br>LEI: 529900JOSL94HJN4VZ28 | Long             | EC               | CORP              | DE        |       199 | NS      | $6469.79      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FCC Co Ltd                     | FCC Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900JG0O5C2NAEHF11 | Long             | EC               | CORP              | JP        |       500 | NS      | $9697.58      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Corp/Republic of Korea   | Orion Corp/Republic of Korea                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        65 | NS      | $5240.07      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Showa Sangyo Co Ltd            | Showa Sangyo Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300JPYQ7YV93EU469 | Long             | EC               | CORP              | JP        |       800 | NS      | $16566.09     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinofert Holdings Ltd          | Sinofert Holdings Ltd                                | CUSIP: 000000000<br>LEI: 5299003MF6ZDA7K38F96 | Long             | EC               | CORP              | HK        |     64000 | NS      | $10435.74     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADENTRA Inc                    | ADENTRA Inc                                          | CUSIP: 00686A108<br>LEI: 254900S1MZ7WZBPR5U32 | Long             | EC               | CORP              | CA        |       271 | NS      | $5741.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CECONOMY AG                    | CECONOMY AG                                          | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | EC               | CORP              | DE        |      5797 | NS      | $24719.52     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DAH SING                       | Dah Sing Financial Holdings Ltd                      | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |      5600 | NS      | $21223.07     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVista Energy Ltd             | NuVista Energy Ltd                                   | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |      1648 | NS      | $18128.91     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NS United Kaiun Kaisha Ltd     | NS United Kaiun Kaisha Ltd                           | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |      1000 | NS      | $27151.84     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hazama Ando Corp               | Hazama Ando Corp                                     | CUSIP: 000000000<br>LEI: 353800YSSP5B2GMQ6E51 | Long             | EC               | CORP              | JP        |      1100 | NS      | $11083.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Heiwado Co Ltd                 | Heiwado Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $17686.89     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fila SpA                       | Fila SpA                                             | CUSIP: 000000000<br>LEI: 81560094A389646CAF21 | Long             | EC               | CORP              | IT        |      1710 | NS      | $19478.28     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shibaura Machine Co Ltd        | Shibaura Machine Co Ltd                              | CUSIP: 000000000<br>LEI: 529900T7KEXD7VGOFO59 | Long             | EC               | CORP              | JP        |       600 | NS      | $13249.54     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eckert & Ziegler SE            | Eckert & Ziegler SE                                  | CUSIP: 000000000<br>LEI: 391200EUDABLUKXCKG48 | Long             | EC               | CORP              | DE        |       173 | NS      | $13888.01     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Insulators Ltd             | NGK Insulators Ltd                                   | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |       400 | NS      | $5034.55      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kandenko Co Ltd                | Kandenko Co Ltd                                      | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |      1200 | NS      | $27774.04     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumiai Chemical                | Kumiai Chemical Industry Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $15516.13     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sakata INX Corp                | Sakata INX Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $16224.44     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                     | Signify NV                                           | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |       241 | NS      | $6523.72      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Daishi Hokuetsu Financial Grou | Daishi Hokuetsu Financial Group Inc                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $11579.46     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitz Corp                      | Kitz Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $10706.57     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitie Group PLC                | Mitie Group PLC                                      | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |      3503 | NS      | $6799.04      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Terminal Co Ltd | Korea Electric Terminal Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       571 | NS      | $27585.36     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Electric Holdings Ltd  | Johnson Electric Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | HK        |     10500 | NS      | $28891.90     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumho Tire Co Inc              | Kumho Tire Co Inc                                    | CUSIP: 000000000<br>LEI: 988400XUTAI2SOBDES17 | Long             | EC               | CORP              | KR        |      6457 | NS      | $21553.63     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Core REIT Management P | Digital Core REIT Management Pte Ltd                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     49000 | NS      | $25970.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LUK FOOK HOLD                  | Luk Fook Holdings International Ltd                  | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | HK        |     10750 | NS      | $27457.18     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS SGPS SA                    | NOS SGPS SA                                          | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |      1104 | NS      | $5032.78      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sugi Holdings Co Ltd           | Sugi Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900N86BFWB1FADG87 | Long             | EC               | CORP              | JP        |       600 | NS      | $13728.69     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Quilter PLC                    | Quilter PLC                                          | CUSIP: 000000000<br>LEI: 54930092XIVK28RZGM95 | Long             | EC               | CORP              | GB        |      5457 | NS      | $11752.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung E&A Co Ltd             | Samsung E&A Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |      1546 | NS      | $25316.09     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Corp                    | Nissin Corp                                          | CUSIP: 000000000<br>LEI: 353800I34CZNQXPM2G81 | Long             | EC               | CORP              | JP        |       800 | NS      | $44942.88     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Exedy Corp                     | Exedy Corp                                           | CUSIP: 000000000<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |       700 | NS      | $20075.69     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishio Holdings Co Ltd         | Nishio Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $11180.17     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Per Aarsleff Holding A/S       | Per Aarsleff Holding A/S                             | CUSIP: 000000000<br>LEI: 5493008HS8STXVZXYZ63 | Long             | EC               | CORP              | DK        |       147 | NS      | $15248.31     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Webuild SpA                    | Webuild SpA                                          | CUSIP: 000000000<br>LEI: 549300UKR289DF4UXQ47 | Long             | EC               | CORP              | IT        |      7584 | NS      | $32125.22     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Post Ltd             | Singapore Post Ltd                                   | CUSIP: 000000000<br>LEI: 2549001SP50468BWD892 | Long             | EC               | CORP              | SG        |     34000 | NS      | $16311.44     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellcom Israel Ltd             | Cellcom Israel Ltd                                   | CUSIP: 000000000<br>LEI: 529900438MNY6TZ5ZY17 | Long             | EC               | CORP              | IL        |       858 | NS      | $6964.26      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JINS Holdings Inc              | JINS Holdings Inc                                    | CUSIP: 000000000<br>LEI: 353800IG2NOMKC105309 | Long             | EC               | CORP              | JP        |       200 | NS      | $11860.70     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zigup PLC                      | Zigup PLC                                            | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |      5472 | NS      | $26664.47     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyoei Steel Ltd                | Kyoei Steel Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $17132.74     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Baytex Energy Corp             | Baytex Energy Corp                                   | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |      7026 | NS      | $12589.27     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Mining & Smelting Co Lt | Mitsui Mining & Smelting Co Ltd                      | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |       900 | NS      | $31492.66     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ARE Holdings Inc               | ARE Holdings Inc                                     | CUSIP: 000000000<br>LEI: 353800W25FCOFE32EM73 | Long             | EC               | CORP              | JP        |      1600 | NS      | $20054.86     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturecell Co Ltd              | Naturecell Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       805 | NS      | $16611.77     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikkon Holdings Co Ltd         | Nikkon Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Long             | EC               | CORP              | JP        |      1400 | NS      | $31197.53     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NCC AB                         | NCC AB                                               | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |      1109 | NS      | $20677.48     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuriku Electric Power Co     | Hokuriku Electric Power Co                           | CUSIP: 000000000<br>LEI: 353800Z4ZNGBULYR8W57 | Long             | EC               | CORP              | JP        |      2800 | NS      | $13989.79     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NHK Spring Co Ltd              | NHK Spring Co Ltd                                    | CUSIP: 000000000<br>LEI: 35380033IJ3XRDV8VH57 | Long             | EC               | CORP              | JP        |      1500 | NS      | $16379.64     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Megmilk Snow Brand Co Ltd      | Megmilk Snow Brand Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $11374.61     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| XPS Pensions Group PLC         | XPS Pensions Group PLC                               | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |      2145 | NS      | $11291.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Food & Life Cos Ltd            | Food & Life Cos Ltd                                  | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |       900 | NS      | $43842.23     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MFE-MediaForEurope NV          | MFE-MediaForEurope NV                                | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | IT        |      4309 | NS      | $14770.58     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokuyama Corp                  | Tokuyama Corp                                        | CUSIP: 000000000<br>LEI: 529900MHGZKHNMNCQB62 | Long             | EC               | CORP              | JP        |       600 | NS      | $12566.23     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsukishima Holdings Co Ltd     | Tsukishima Holdings Co Ltd                           | CUSIP: 000000000<br>LEI: 353800K8E7URAH6LTR26 | Long             | EC               | CORP              | JP        |      2300 | NS      | $34003.68     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MA Financial Group Ltd         | MA Financial Group Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6063 | NS      | $30286.87     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KH Neochem Co Ltd              | KH Neochem Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $5262.32      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanki Engineering Co Ltd       | Sanki Engineering Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $30936.43     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KCC Corp                       | KCC Corp                                             | CUSIP: 000000000<br>LEI: 988400BF3M5UFPF3PH17 | Long             | EC               | CORP              | KR        |        61 | NS      | $14101.96     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trigano SA                     | Trigano SA                                           | CUSIP: 000000000<br>LEI: 969500KLZPNMO8TUM811 | Long             | EC               | CORP              | FR        |       186 | NS      | $32404.79     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co  | Electric Power Development Co Ltd                    | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |       900 | NS      | $15349.47     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HDC Holdings Co Ltd            | HDC Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2567 | NS      | $44698.06     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group PLC         | Lion Finance Group PLC                               | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |       221 | NS      | $21477.52     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| F&F Co Ltd / New               | F&F Co Ltd / New                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       121 | NS      | $7082.84      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Healthcare REIT PLC     | Target Healthcare REIT PLC                           | CUSIP: 000000000<br>LEI: 213800RXPY9WULUSBC04 | Long             | EC               | CORP              | GB        |      4376 | NS      | $6258.98      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clas Ohlson AB                 | Clas Ohlson AB                                       | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |       896 | NS      | $30627.78     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SBS Holdings Inc               | SBS Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6049.79      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Secure Waste Infrastructure Co | Secure Waste Infrastructure Corp                     | CUSIP: 813921103<br>LEI: 894500UQR7AONHFERA55 | Long             | EC               | CORP              | CA        |      1906 | NS      | $21792.85     | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Truecaller AB                  | Truecaller AB                                        | CUSIP: 000000000<br>LEI: 549300TEYF1FA5G5GK26 | Long             | EC               | CORP              | SE        |      2322 | NS      | $16468.43     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SHANGHAI IND H                 | Shanghai Industrial Holdings Ltd                     | CUSIP: 000000000<br>LEI: 529900S37EMGYP84J616 | Long             | EC               | CORP              | HK        |      3000 | NS      | $5182.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizen Watch Co Ltd           | Citizen Watch Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |       900 | NS      | $5343.56      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VSTECS Holdings Ltd            | VSTECS Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     30000 | NS      | $29694.46     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Yuasa Corp                  | GS Yuasa Corp                                        | CUSIP: 000000000<br>LEI: 353800MW7O6PQQHLDR79 | Long             | EC               | CORP              | JP        |      1000 | NS      | $18721.57     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nojima Corp                    | Nojima Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $32811.36     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambea AB                       | Ambea AB                                             | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |      2381 | NS      | $28362.91     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Bobcat Inc              | Doosan Bobcat Inc                                    | CUSIP: 000000000<br>LEI: 9884007K6X0Q0112FX44 | Long             | EC               | CORP              | KR        |       306 | NS      | $13195.91     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Godo Steel Ltd                 | Godo Steel Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $20832.61     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduit Holdings Ltd           | Conduit Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 21380085AE62D1BXSF19 | Long             | EC               | CORP              | BM        |      4831 | NS      | $24900.36     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Entertainment Co Ltd        | SM Entertainment Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        71 | NS      | $7417.75      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Namura Shipbuilding Co Ltd     | Namura Shipbuilding Co Ltd                           | CUSIP: 000000000<br>LEI: 353800L4EGBFKO3C4X44 | Long             | EC               | CORP              | JP        |      1700 | NS      | $37127.18     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyosung Heavy Industries Corp  | Hyosung Heavy Industries Corp                        | CUSIP: 000000000<br>LEI: 988400IDLF9EQ95M0928 | Long             | EC               | CORP              | KR        |        71 | NS      | $46873.89     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Energy Ltd            | Cardinal Energy Ltd                                  | CUSIP: 14150G400<br>LEI: 54930032PTI7XWCLOD92 | Long             | EC               | CORP              | CA        |      3464 | NS      | $17145.11     | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| TerraVest Industries Inc       | TerraVest Industries Inc                             | CUSIP: 88105G103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       210 | NS      | $26077.47     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ai Holdings Corp               | Ai Holdings Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $17912.57     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesdome Gold Mines Ltd         | Wesdome Gold Mines Ltd                               | CUSIP: 95083R100<br>LEI: 254900D63U62QS84H719 | Long             | EC               | CORP              | CA        |      1744 | NS      | $24294.97     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Belluna Co Ltd                 | Belluna Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800Q8P5LM0569VS75 | Long             | EC               | CORP              | JP        |      2500 | NS      | $15433.49     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Raito Kogyo Co Ltd             | Raito Kogyo Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $11928.75     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Valor Holdings Co Ltd          | Valor Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $5251.90      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanken Electric Co Ltd         | Sanken Electric Co Ltd                               | CUSIP: 000000000<br>LEI: 529900516DFVRCC25K90 | Long             | EC               | CORP              | JP        |       500 | NS      | $27995.56     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Rika Co Ltd              | Tokai Rika Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $10801.01     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Steel Manufacturing Co L | Tokyo Steel Manufacturing Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $15759.87     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mongolian Mining Corp          | Mongolian Mining Corp                                | CUSIP: 000000000<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | EC               | CORP              | MN        |     37500 | NS      | $30334.59     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nittetsu Mining Co Ltd         | Nittetsu Mining Co Ltd                               | CUSIP: 000000000<br>LEI: 213800HBRWZK44PCU381 | Long             | EC               | CORP              | JP        |       600 | NS      | $30998.92     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleUGames Co Ltd            | DoubleUGames Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300YX1GSB0NJDFU35 | Long             | EC               | CORP              | KR        |       613 | NS      | $25935.31     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Daewoo Engineering & Construct | Daewoo Engineering & Construction Co Ltd             | CUSIP: 000000000<br>LEI: 988400P76EU13V47BI82 | Long             | EC               | CORP              | KR        |      2427 | NS      | $7516.94      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Noritake Co Ltd                | Noritake Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |       700 | NS      | $17766.74     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| D/S Norden A/S                 | D/S Norden A/S                                       | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |      1031 | NS      | $32751.09     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Etablissements Maurel et Prom  | Etablissements Maurel et Prom SA                     | CUSIP: 000000000<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |      4954 | NS      | $28185.86     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp               | Mazda Motor Corp                                     | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |      3300 | NS      | $19923.06     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tanso Co Ltd              | Toyo Tanso Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900YTFHZ3XYGL3R93 | Long             | EC               | CORP              | JP        |       600 | NS      | $20395.13     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Gas Ltd                     | SK Gas Ltd                                           | CUSIP: 000000000<br>LEI: 5493005JC6AP53N4D383 | Long             | EC               | CORP              | KR        |       124 | NS      | $23704.80     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagers Automotive Ltd          | Eagers Automotive Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2779 | NS      | $31916.04     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Bank Ltd/The              | Toho Bank Ltd/The                                    | CUSIP: 000000000<br>LEI: 35380078ABDFHIKLTV03 | Long             | EC               | CORP              | JP        |      2200 | NS      | $5056.77      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyosung TNC Corp               | Hyosung TNC Corp                                     | CUSIP: 000000000<br>LEI: 988400BL3EUWYB39P076 | Long             | EC               | CORP              | KR        |        70 | NS      | $12966.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sakata Seed Corp               | Sakata Seed Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $4867.89      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UACJ Corp                      | UACJ Corp                                            | CUSIP: 000000000<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |       300 | NS      | $10999.62     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JET2 PLC                       | JET2 PLC                                             | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |       325 | NS      | $8230.73      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Toa Corp/Tokyo                 | Toa Corp/Tokyo                                       | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |      2400 | NS      | $25215.79     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd             | Teekay Tankers Ltd                                   | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |       693 | NS      | $28911.96     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-Dan Co Ltd                 | Dai-Dan Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $18520.19     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Innotek Co Ltd              | LG Innotek Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |       143 | NS      | $15618.11     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujita Kanko Inc               | Fujita Kanko Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $7735.84      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hope Corp Ltd              | New Hope Corp Ltd                                    | CUSIP: 000000000<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |      8981 | NS      | $21870.13     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokohama Rubber Co Ltd/The     | Yokohama Rubber Co Ltd/The                           | CUSIP: 000000000<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |       700 | NS      | $19307.66     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| APR Corp/Korea                 | APR Corp/Korea                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       329 | NS      | $37590.25     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefinch Ltd                  | Firefinch Ltd                                        | CUSIP: 000000000<br>LEI: 52990065EGEF8FEI8S51 | Long             | EC               | CORP              | AU        |     46585 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Stanmore Resources Ltd         | Stanmore Resources Ltd                               | CUSIP: 000000000<br>LEI: 52990090OHRBVS7DDA54 | Long             | EC               | CORP              | AU        |     19646 | NS      | $24179.14     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Opmobility                     | Opmobility                                           | CUSIP: 000000000<br>LEI: 9695001VLC2KYXX0DW73 | Long             | EC               | CORP              | FR        |       527 | NS      | $6741.69      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wasion Holdings Ltd            | Wasion Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     24000 | NS      | $25498.25     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Solar Inc             | Canadian Solar Inc                                   | CUSIP: 136635109<br>LEI: 5493001XSC6TKMBVOM15 | Long             | EC               | CORP              | CA        |       600 | NS      | $6624.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuhoku Financial Group Inc   | Hokuhoku Financial Group Inc                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $22803.37     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Gimv NV                        | Gimv NV                                              | CUSIP: 000000000<br>LEI: 549300UFHGFY5IOON989 | Long             | EC               | CORP              | BE        |       366 | NS      | $18021.27     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Teijin Ltd                     | Teijin Ltd                                           | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |      3000 | NS      | $24332.49     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Safestore Holdings PLC         | Safestore Holdings PLC                               | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               | CORP              | GB        |      3275 | NS      | $31827.54     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishi-Nippon Railroad Co Ltd   | Nishi-Nippon Railroad Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $5651.19      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                      | Loomis AB                                            | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |       385 | NS      | $16179.86     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Fund Management PLC    | Jupiter Fund Management PLC                          | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |     22689 | NS      | $31143.96     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| X-Fab Silicon Foundries SE     | X-Fab Silicon Foundries SE                           | CUSIP: 000000000<br>LEI: 5493003UDPENPUQBJH65 | Long             | EC               | CORP              | BE        |      3861 | NS      | $30585.83     | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| LX INTERNATIONAL CORP          | LX INTERNATIONAL CORP                                | CUSIP: 000000000<br>LEI: 988400KZJVVPCZ6BC265 | Long             | EC               | CORP              | KR        |       607 | NS      | $14010.11     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wallenius Wilhelmsen ASA       | Wallenius Wilhelmsen ASA                             | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |      3761 | NS      | $30895.77     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Artience Co Ltd                | Artience Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6281.03      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sebang Global Battery Co Ltd   | Sebang Global Battery Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       589 | NS      | $29938.80     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd         | Golden Ocean Group Ltd                               | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | NO        |      1948 | NS      | $14446.59     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Metaplanet Inc                 | Metaplanet Inc                                       | CUSIP: 000000000<br>LEI: 3538006DGBY53D3UEV95 | Long             | EC               | CORP              | JP        |      5800 | NS      | $66456.03     | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Youngone Corp                  | Youngone Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       780 | NS      | $36526.38     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO internet group Inc         | GMO internet group Inc                               | CUSIP: 000000000<br>LEI: 529900BFZEY3BESHBW90 | Long             | EC               | CORP              | JP        |       300 | NS      | $7514.32      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryobi Ltd                      | Ryobi Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $10426.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Corp                        | SL Corp                                              | CUSIP: 000000000<br>LEI: 549300W7X9LRFVNUKN83 | Long             | EC               | CORP              | KR        |       997 | NS      | $23085.54     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA JINMAO                   | China Jinmao Holdings Group Ltd                      | CUSIP: 000000000<br>LEI: 3003000CW9WBO3PJ7R66 | Long             | EC               | CORP              | HK        |     32000 | NS      | $4850.99      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fugro NV                       | Fugro NV                                             | CUSIP: 000000000<br>LEI: 7245000R8GNBSDTSZ396 | Long             | EC               | CORP              | NL        |      1449 | NS      | $20362.77     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lintec Corp                    | Lintec Corp                                          | CUSIP: 000000000<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |       300 | NS      | $6160.20      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosmax Inc                     | Cosmax Inc                                           | CUSIP: 000000000<br>LEI: 988400ZU10J4AP3M4Y14 | Long             | EC               | CORP              | KR        |       139 | NS      | $28786.68     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinsegae Inc                  | Shinsegae Inc                                        | CUSIP: 000000000<br>LEI: 9884005BGBN4CVNXZ186 | Long             | EC               | CORP              | KR        |        56 | NS      | $7817.43      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Towa Pharmaceutical Co Ltd     | Towa Pharmaceutical Co Ltd                           | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |       600 | NS      | $12462.07     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Corp                    | Hanwha Corp                                          | CUSIP: 000000000<br>LEI: 988400JE9FIHQS7TX614 | Long             | EC               | CORP              | KR        |       933 | NS      | $65191.09     | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpen Co Ltd                   | Alpen Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9882.99      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FF Group                       | FF Group                                             | CUSIP: 000000000<br>LEI: 213800ZMDLVEKZIKFX90 | Long             | EC               | CORP              | GR        |      3231 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SHENZHEN INT'L                 | Shenzhen International Holdings Ltd                  | CUSIP: 000000000<br>LEI: 5493002NKD14ZZMEJF98 | Long             | EC               | CORP              | HK        |     15500 | NS      | $15282.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Motors Corp         | Mitsubishi Motors Corp                               | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |      5700 | NS      | $16169.23     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boardwalk Real Estate Investme | Boardwalk Real Estate Investment Trust               | CUSIP: 096631106<br>LEI: 549300RMNRTTJRCOYW23 | Long             | EC               | CORP              | CA        |       334 | NS      | $17166.63     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rami Levy Chain Stores Hashikm | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        73 | NS      | $7045.78      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Migdal Insurance & Financial H | Migdal Insurance & Financial Holdings Ltd            | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |     11500 | NS      | $31652.91     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Helia Group Ltd                | Helia Group Ltd                                      | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |      6263 | NS      | $23206.83     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                  | Proximus SADP                                        | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      2816 | NS      | $27399.39     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Heijmans N.V       | Koninklijke Heijmans N.V                             | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |       618 | NS      | $40002.24     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Clariane SE                    | Clariane SE                                          | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | EC               | CORP              | FR        |      3367 | NS      | $20624.08     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Europris ASA                   | Europris ASA                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |      1301 | NS      | $11023.02     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DB HiTek Co Ltd                | DB HiTek Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       715 | NS      | $24794.01     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinopec Kantons Holdings Ltd   | Sinopec Kantons Holdings Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     18000 | NS      | $10433.19     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Furukawa Co Ltd                | Furukawa Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800PX0BWY7U1VKE72 | Long             | EC               | CORP              | JP        |      1900 | NS      | $28208.74     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Marine & Fire Insuranc | Hyundai Marine & Fire Insurance Co Ltd               | CUSIP: 000000000<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |       700 | NS      | $13718.88     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LET'S GOWEX S.A                | LET'S GOWEX S.A                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       533 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Emeis SA                       | Emeis SA                                             | CUSIP: 000000000<br>LEI: 969500LHIH3NT7PK1V89 | Long             | EC               | CORP              | FR        |      2190 | NS      | $28996.03     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Minth Group Ltd                | Minth Group Ltd                                      | CUSIP: 000000000<br>LEI: 254900B2AH0G13K9G204 | Long             | EC               | CORP              | TW        |     10000 | NS      | $28535.21     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Innocean Worldwide Inc         | Innocean Worldwide Inc                               | CUSIP: 000000000<br>LEI: 9884004U41HRH3VEBX04 | Long             | EC               | CORP              | KR        |       875 | NS      | $12856.59     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrotec Holdings Corp         | Ferrotec Holdings Corp                               | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | EC               | CORP              | JP        |       300 | NS      | $6343.53      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rengo Co Ltd                   | Rengo Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $10852.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Linamar Corp                   | Linamar Corp                                         | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |       150 | NS      | $7137.87      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Token Corp                     | Token Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $9819.10      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Pharma Co Ltd         | Sumitomo Pharma Co Ltd                               | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |      5300 | NS      | $35736.95     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexteer Automotive Group Ltd   | Nexteer Automotive Group Ltd                         | CUSIP: 000000000<br>LEI: 529900O9GGNBKMJ9UO48 | Long             | EC               | CORP              | US        |     32000 | NS      | $23235.82     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Television Francaise 1 SA      | Television Francaise 1 SA                            | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |      1607 | NS      | $16686.55     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitchells & Butlers PLC        | Mitchells & Butlers PLC                              | CUSIP: 000000000<br>LEI: 213800JHYNDNB1NS2W10 | Long             | EC               | CORP              | GB        |      1906 | NS      | $7495.59      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jusung Engineering Co Ltd      | Jusung Engineering Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       200 | NS      | $4601.36      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trican Well Service Ltd        | Trican Well Service Ltd                              | CUSIP: 895945103<br>LEI: 5493003PMAE3KEW1DL91 | Long             | EC               | CORP              | CA        |      1603 | NS      | $5309.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramelius Resources Ltd         | Ramelius Resources Ltd                               | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |      3515 | NS      | $5829.76      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bekaert SA                     | Bekaert SA                                           | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |       436 | NS      | $18001.25     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dowa Holdings Co Ltd           | Dowa Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |       200 | NS      | $6488.66      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurabo Industries Ltd          | Kurabo Industries Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $5187.32      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trusco Nakayama Corp           | Trusco Nakayama Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $11471.82     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersen SA                      | Mersen SA                                            | CUSIP: 000000000<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |       524 | NS      | $13641.17     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMABIKO Corp                  | YAMABIKO Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $19174.33     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rainbow Robotics               | Rainbow Robotics                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        87 | NS      | $18082.02     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TV Asahi Holdings Corp         | TV Asahi Holdings Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $5820.63      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Engine                  | Hanwha Engine                                        | CUSIP: 000000000<br>LEI: 9884003YHS5XI9WJAL96 | Long             | EC               | CORP              | KR        |      1798 | NS      | $37902.42     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LS Eco Energy Ltd              | LS Eco Energy Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       251 | NS      | $6425.64      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Modern Times Group MTG AB      | Modern Times Group MTG AB                            | CUSIP: 000000000<br>LEI: 549300E8NDODRSX29339 | Long             | EC               | CORP              | SE        |       460 | NS      | $5834.54      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui-Soko Holdings Co Ltd    | Mitsui-Soko Holdings Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $16395.26     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker Solutions ASA             | Aker Solutions ASA                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |      8109 | NS      | $28013.11     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Attendo AB                     | Attendo AB                                           | CUSIP: 000000000<br>LEI: 549300KEJDL2FNITUW65 | Long             | EC               | CORP              | SE        |      4338 | NS      | $29070.09     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Torex Gold Resources Inc       | Torex Gold Resources Inc                             | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |       937 | NS      | $30564.74     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Resources Ltd        | Paramount Resources Ltd                              | CUSIP: 699320206<br>LEI: 549300JSO4G6XV6Y5V84 | Long             | EC               | CORP              | CA        |      2003 | NS      | $31874.43     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Boshoku Corp            | Toyota Boshoku Corp                                  | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |       400 | NS      | $5463.70      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hornbach Holding AG & Co KGaA  | Hornbach Holding AG & Co KGaA                        | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |       108 | NS      | $13485.21     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Future PLC                     | Future PLC                                           | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |       541 | NS      | $5413.56      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hochschild Mining PLC          | Hochschild Mining PLC                                | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | PE        |      7602 | NS      | $26671.48     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirae Asset Securities Co Ltd  | Mirae Asset Securities Co Ltd                        | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | EC               | CORP              | KR        |      2501 | NS      | $39749.89     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsugami Corp                   | Tsugami Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $21933.96     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonae SGPS SA                  | Sonae SGPS SA                                        | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |     22625 | NS      | $32194.65     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Aichi Steel Corp               | Aichi Steel Corp                                     | CUSIP: 000000000<br>LEI: 353800P9OWOVHHY4ML18 | Long             | EC               | CORP              | JP        |      1200 | NS      | $17807.72     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Binggrae Co Ltd                | Binggrae Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       328 | NS      | $20657.97     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Riko Co Ltd           | Sumitomo Riko Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $20849.28     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANAGOLD CORP                | OCEANAGOLD CORP                                      | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |      2075 | NS      | $29286.95     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Krosaki Harima Corp            | Krosaki Harima Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6916.43      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Temple & Webster Group Ltd     | Temple & Webster Group Ltd                           | CUSIP: 000000000<br>LEI: 549300BZZ48T6HQ11E08 | Long             | EC               | CORP              | AU        |      1007 | NS      | $14129.98     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aryzta AG                      | Aryzta AG                                            | CUSIP: 000000000<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |        58 | NS      | $5910.01      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bure Equity AB                 | Bure Equity AB                                       | CUSIP: 000000000<br>LEI: 5493000EHCBQ7QQBGX32 | Long             | EC               | CORP              | SE        |       807 | NS      | $24275.94     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Iluka Resources Ltd            | Iluka Resources Ltd                                  | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |      8588 | NS      | $21478.34     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tohoku Electric Power Co Inc   | Tohoku Electric Power Co Inc                         | CUSIP: 000000000<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |      2300 | NS      | $16778.24     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VusionGroup                    | VusionGroup                                          | CUSIP: 000000000<br>LEI: 969500U51BYOMEW9M549 | Long             | EC               | CORP              | FR        |        24 | NS      | $7751.88      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orla Mining Ltd                | Orla Mining Ltd                                      | CUSIP: 68634K106<br>LEI: 529900DU63EUQ1UZKL30 | Long             | EC               | CORP              | CA        |      2224 | NS      | $22342.07     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TORM PLC                       | TORM PLC                                             | CUSIP: 000000000<br>LEI: 213800VL1H1ABVM1ZF63 | Long             | EC               | CORP              | GB        |      1589 | NS      | $26781.25     | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Chugoku Electric Power Co Inc/ | Chugoku Electric Power Co Inc/The                    | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |      1800 | NS      | $8912.19      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Salzgitter AG                  | Salzgitter AG                                        | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |       205 | NS      | $4945.52      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiab Oyj                       | Hiab Oyj                                             | CUSIP: 000000000<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |       114 | NS      | $6902.34      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| G-Tekt Corp                    | G-Tekt Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $22111.73     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaneka Corp                    | Kaneka Corp                                          | CUSIP: 000000000<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |       600 | NS      | $16582.76     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Wia Corp               | Hyundai Wia Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       173 | NS      | $5870.92      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Extendicare Inc                | Extendicare Inc                                      | CUSIP: 30224T863<br>LEI: 5493001DQ0G74DE4CY39 | Long             | EC               | CORP              | CA        |      2896 | NS      | $30071.19     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPEX                          | Japan Petroleum Exploration Co Ltd                   | CUSIP: 000000000<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |      3300 | NS      | $23259.61     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobvista Inc                   | Mobvista Inc                                         | CUSIP: 000000000<br>LEI: 655600AW50D7VN363G24 | Long             | EC               | CORP              | SG        |      6000 | NS      | $5426.79      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Magellan Financial Group Ltd   | Magellan Financial Group Ltd                         | CUSIP: 000000000<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |      2175 | NS      | $12253.44     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GREE Holdings Inc              | GREE Holdings Inc                                    | CUSIP: 000000000<br>LEI: 5299003NKP8638R7J253 | Long             | EC               | CORP              | JP        |      2600 | NS      | $9406.62      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O Retailing Corp             | H2O Retailing Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $3943.61      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisan Industry Co Ltd          | Aisan Industry Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $22179.09     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumho Petrochemical Co Ltd     | Kumho Petrochemical Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       127 | NS      | $10567.65     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kato Sangyo Co Ltd             | Kato Sangyo Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $22915.87     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Seika                 | Sumitomo Seika Chemicals Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $18082.71     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Uchida Yoko Co Ltd             | Uchida Yoko Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $19978.47     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RWS Holdings PLC               | RWS Holdings PLC                                     | CUSIP: 000000000<br>LEI: 213800YGBGTTSKUVK111 | Long             | EC               | CORP              | GB        |     13587 | NS      | $16524.02     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridien                       | Viridien                                             | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | EC               | CORP              | FR        |       343 | NS      | $24444.30     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DeNA Co Ltd                    | DeNA Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900T9JQP7I5LDY154 | Long             | EC               | CORP              | JP        |       400 | NS      | $7421.96      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Daido Steel Co Ltd             | Daido Steel Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |      3300 | NS      | $22817.33     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Grenergy Renovables SA         | Grenergy Renovables SA                               | CUSIP: 000000000<br>LEI: 959800M1FVPL5BMW3R13 | Long             | EC               | CORP              | ES        |       352 | NS      | $25500.34     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Parex Resources Inc            | Parex Resources Inc                                  | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |      1113 | NS      | $11369.07     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Properties Ltd           | Kerry Properties Ltd                                 | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | HK        |      6500 | NS      | $16767.62     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Next Vision Stabilized Systems | Next Vision Stabilized Systems Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       913 | NS      | $34071.82     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Co Ltd                  | Doosan Co Ltd                                        | CUSIP: 000000000<br>LEI: 988400GNQKLXZRRQQE60 | Long             | EC               | CORP              | KR        |        78 | NS      | $37913.46     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishihara Sangyo Kaisha Ltd     | Ishihara Sangyo Kaisha Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $12693.31     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingboard Holdings Ltd         | Kingboard Holdings Ltd                               | CUSIP: 000000000<br>LEI: 529900G89MY26MMSDR76 | Long             | EC               | CORP              | HK        |      3500 | NS      | $11191.15     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TBC Bank Group PLC             | TBC Bank Group PLC                                   | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GE        |       390 | NS      | $24839.40     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TSI Holdings Co Ltd            | TSI Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $22127.01     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago International Corp    | Takasago International Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $24235.27     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiyo Holdings Co Ltd          | Taiyo Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $24513.04     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amorepacific Holdings Corp     | Amorepacific Holdings Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1147 | NS      | $26983.74     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cembra Money Bank AG           | Cembra Money Bank AG                                 | CUSIP: 000000000<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |        46 | NS      | $5780.07      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyakugo Bank Ltd/The           | Hyakugo Bank Ltd/The                                 | CUSIP: 000000000<br>LEI: 549300BYCCERC5EKUX15 | Long             | EC               | CORP              | JP        |      1100 | NS      | $5278.29      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Gas Corp                 | Korea Gas Corp                                       | CUSIP: 000000000<br>LEI: 988400TFZILHBD5M3R71 | Long             | EC               | CORP              | KR        |       643 | NS      | $19843.62     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokkaido Electric Power Co Inc | Hokkaido Electric Power Co Inc                       | CUSIP: 000000000<br>LEI: 353800XDXIIZDHUO0J51 | Long             | EC               | CORP              | JP        |      4100 | NS      | $21384.74     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vobile Group Ltd               | Vobile Group Ltd                                     | CUSIP: 000000000<br>LEI: 254900YIB5FJSDJA2S88 | Long             | EC               | CORP              | HK        |     20000 | NS      | $8203.87      | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Hoegh Autoliners ASA           | Hoegh Autoliners ASA                                 | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |      3576 | NS      | $31628.91     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| North Pacific Bank Ltd         | North Pacific Bank Ltd                               | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |      1500 | NS      | $6020.62      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicat SACA                     | Vicat SACA                                           | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |       290 | NS      | $20086.46     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Monadelphous Group Ltd         | Monadelphous Group Ltd                               | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |       543 | NS      | $6275.51      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIG Nex1 Co Ltd                | LIG Nex1 Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400VTP0QVY3OIY652 | Long             | EC               | CORP              | KR        |        92 | NS      | $36810.91     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Modec Inc                      | Modec Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $38686.16     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CTT-Correios de Portugal SA    | CTT-Correios de Portugal SA                          | CUSIP: 000000000<br>LEI: 529900G4A1IKOKC22K56 | Long             | EC               | CORP              | PT        |      3212 | NS      | $28566.08     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hugel Inc                      | Hugel Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        46 | NS      | $13224.66     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Construcciones y Auxiliar de F | Construcciones y Auxiliar de Ferrocarriles SA        | CUSIP: 000000000<br>LEI: 95980020140005275134 | Long             | EC               | CORP              | ES        |       473 | NS      | $25992.07     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 Nord Norge         | SpareBank 1 Nord Norge                               | CUSIP: 000000000<br>LEI: 549300SXM92LQ05OJQ76 | Long             | EC               | CORP              | NO        |      1154 | NS      | $16839.33     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOUGANG RES                   | Shougang Fushan Resources Group Ltd                  | CUSIP: 000000000<br>LEI: 529900OPUNJYLOX4OL37 | Long             | EC               | CORP              | HK        |     32000 | NS      | $11658.67     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| flatexDEGIRO AG                | flatexDEGIRO AG                                      | CUSIP: 000000000<br>LEI: 529900IRBZTADXJB6757 | Long             | EC               | CORP              | DE        |       907 | NS      | $25620.32     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnicas Reunidas SA           | Tecnicas Reunidas SA                                 | CUSIP: 000000000<br>LEI: 213800JEZBUPZKWJGF49 | Long             | EC               | CORP              | ES        |      1503 | NS      | $34701.09     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui E&S Co Ltd              | Mitsui E&S Co Ltd                                    | CUSIP: 000000000<br>LEI: 5493007T2YKKWF2NYN82 | Long             | EC               | CORP              | JP        |      1900 | NS      | $37602.86     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp            | Fortuna Mining Corp                                  | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |      4269 | NS      | $27932.29     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| IDI Insurance Co Ltd           | IDI Insurance Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       621 | NS      | $40486.77     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Financial Group Co Ltd      | JB Financial Group Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       439 | NS      | $6684.54      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitaland India Trust         | Capitaland India Trust                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     36200 | NS      | $29893.83     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Makino Milling Machine Co Ltd  | Makino Milling Machine Co Ltd                        | CUSIP: 000000000<br>LEI: 353800JAOIGQ7V5T9078 | Long             | EC               | CORP              | JP        |       100 | NS      | $7992.78      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| K92 Mining Inc                 | K92 Mining Inc                                       | CUSIP: 499113108<br>LEI: 254900EA8H0X9FEVZU11 | Long             | EC               | CORP              | CA        |      2408 | NS      | $27161.29     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Van Lanschot Kempen NV         | Van Lanschot Kempen NV                               | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | EC               | CORP              | NL        |       204 | NS      | $13120.52     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Maire SpA                      | Maire SpA                                            | CUSIP: 000000000<br>LEI: 815600D85A61200A1B83 | Long             | EC               | CORP              | IT        |      2178 | NS      | $28760.18     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| IDOM Inc                       | IDOM Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $19138.22     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Media Holdings Inc        | Fuji Media Holdings Inc                              | CUSIP: 000000000<br>LEI: 353800TG2T8DSPV7H313 | Long             | EC               | CORP              | JP        |       900 | NS      | $20805.53     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avio SpA                       | Avio SpA                                             | CUSIP: 000000000<br>LEI: 8156008F25C4B0E7C860 | Long             | EC               | CORP              | IT        |       279 | NS      | $7772.55      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dfds A/S                       | Dfds A/S                                             | CUSIP: 000000000<br>LEI: 549300JZVW1Y1UZ5UK38 | Long             | EC               | CORP              | DK        |       795 | NS      | $14108.23     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| J-Oil Mills Inc                | J-Oil Mills Inc                                      | CUSIP: 000000000<br>LEI: 353800RFBICAX3MSBI46 | Long             | EC               | CORP              | JP        |       400 | NS      | $5444.26      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Killam Apartment Real Estate I | Killam Apartment Real Estate Investment Trust        | CUSIP: 49410M102<br>LEI: 2549001RZSL75H60JE41 | Long             | EC               | CORP              | CA        |      2133 | NS      | $30716.45     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SigmaRoc PLC                   | SigmaRoc PLC                                         | CUSIP: 000000000<br>LEI: 213800Q3CJUERBGD1E44 | Long             | EC               | CORP              | GB        |      8917 | NS      | $13170.11     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                 | Drax Group PLC                                       | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |      2747 | NS      | $26130.66     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Resources Ltd            | Regis Resources Ltd                                  | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |     10625 | NS      | $30698.59     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippn Corp                     | Nippn Corp                                           | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |      1800 | NS      | $26611.58     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kolon Industries Inc           | Kolon Industries Inc                                 | CUSIP: 000000000<br>LEI: 988400LHRPRCSKXOAF72 | Long             | EC               | CORP              | KR        |       262 | NS      | $8551.50      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| El Al Israel Airlines          | El Al Israel Airlines                                | CUSIP: 000000000<br>LEI: 549300TW18OUVFDCDP95 | Long             | EC               | CORP              | IL        |      5159 | NS      | $20217.56     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Investment Adviser Co Lt | Japan Investment Adviser Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $15436.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Ocean Co Ltd               | Pan Ocean Co Ltd                                     | CUSIP: 000000000<br>LEI: 988400HGOJIHDWPIAT45 | Long             | EC               | CORP              | KR        |      9059 | NS      | $24936.41     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GENDA INC                      | GENDA INC                                            | CUSIP: 000000000<br>LEI: 353800JYKQUW85OO9O74 | Long             | EC               | CORP              | JP        |       600 | NS      | $3641.54      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars Group Holdings Corp       | Mars Group Holdings Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10027.43     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coway Co Ltd                   | Coway Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       189 | NS      | $13556.02     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DN Automotive Corp             | DN Automotive Corp                                   | CUSIP: 000000000<br>LEI: 988400LNF6EU6ADBDY89 | Long             | EC               | CORP              | KR        |      1484 | NS      | $24410.79     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |

### 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