# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007914
**Filing Date:** 2023-2
**Character Count:** 137868
**Document Hash:** 07e32444e7bea45ae5b9ef4fdc8e15a3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007914.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007914

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22519
- **FILM NUMBER:** 23651922

**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, Suite 400

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7723976.44

**Total Liabilities:** $188819.43

**Net Assets:** $7535157.01

**Cash Not Reported:** $125084.14

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112036 | 5.73%                | 13.15%               | -1.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1315294.45             | $1694855.97                                |
| Month 2  | $0.00                    | $885694.31                                 |
| Month 3  | $-4703.73                | $-143142.11                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Subsea 7 SA                                   | SUBSEA 7 SA /NOK/                   | CUSIP: L8882U106<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |      2703 | NS      | $31191.22     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi Unicem                                  | BUZZI UNICEM SPA /EUR/              | CUSIP: T2320M109<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |       751 | NS      | $14470.34     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alps Alpine Co Ltd                            | ALPS ALPINE CO LTD /JPY/            | CUSIP: J01176114<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |       700 | NS      | $6384.49      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Gas Co., Ltd.                              | SK GAS LTD /KRW/                    | CUSIP: Y9878F109<br>LEI: 5493005JC6AP53N4D383 | Long             | EC               | CORP              | KR        |       153 | NS      | $13975.09     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arclands Corp.                                | ARCLANDS CORP /JPY/                 | CUSIP: J01953108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $13142.33     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| C Uyemura & Co                                | C UYEMURA & CO LTD /JPY/            | CUSIP: J0845U102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $23163.67     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ag Growth International Inc.                  | AG GROWTH INTERNATIONAL  /CAD/      | CUSIP: 001181106<br>LEI: 549300XQPP1R318J7E33 | Long             | EC               | CORP              | CA        |       229 | NS      | $7331.72      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADENTRA Inc                                   | ADENTRA INC /CAD/                   | CUSIP: 00686A108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1119 | NS      | $23421.31     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| J Trust Co. Ltd.                              | J TRUST CO LTD /JPY/                | CUSIP: J2946X100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $26444.68     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Avex Inc                                      | AVEX INC /JPY/                      | CUSIP: J0356Q102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $25662.91     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Energy Ltd                          | ADVANTAGE ENERGY LTD /CAD/          | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |      2969 | NS      | $20765.46     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Artis Real Estate Investment Trust            | ARTIS REAL ESTATE INVEST /CAD/      | CUSIP: 04315L105<br>LEI: 549300OG2O5VI2N1XS44 | Long             | EC               | RF                | CA        |      2330 | NS      | $15504.65     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Athabasca Oil Corp.                           | ATHABASCA OIL CORP /CAD/            | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |     13840 | NS      | $24633.97     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Birchcliff Energy Ltd.                        | BIRCHCLIFF ENERGY LTD /CAD/         | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |      3023 | NS      | $21053.83     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Idom Inc                                      | IDOM INC /JPY/                      | CUSIP: J17714106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $18213.96     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Handsome Corp                                 | HANDSOME CO LTD /KRW/               | CUSIP: Y3004A118<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1194 | NS      | $25541.87     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Agri-Resources Ltd.                    | GOLDEN AGRI-RESOURCES LT /SGD/      | CUSIP: V39076134<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |    116200 | NS      | $21688.82     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Marketing Japan Inc.                    | CANON MARKETING JAPAN IN /JPY/      | CUSIP: J05166111<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |       500 | NS      | $11387.53     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Gas Corp.                               | KOREA GAS CORP /KRW/                | CUSIP: Y48861101<br>LEI: 988400TFZILHBD5M3R71 | Long             | EC               | CORP              | KR        |       454 | NS      | $12997.07     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Glass Co Ltd                          | CENTRAL GLASS CO LTD /JPY/          | CUSIP: J05502109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10705.58     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizen Watch Co Ltd                          | CITIZEN WATCH CO LTD /JPY/          | CUSIP: J0793Q103<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |      6400 | NS      | $28918.01     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BML Inc                                       | BML INC /JPY/                       | CUSIP: J0447V102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $12781.93     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Doosan Infracore Co Ltd.              | HYUNDAI DOOSAN INFRACORE /KRW/      | CUSIP: Y2102E105<br>LEI: 988400TP9XND969CO672 | Long             | EC               | CORP              | KR        |      5173 | NS      | $32727.56     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Round One Corporation                         | ROUND ONE CORP /JPY/                | CUSIP: J6548T102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $17921.37     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Exedy Corp                                    | EXEDY CORP /JPY/                    | CUSIP: J1326T101<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |       900 | NS      | $11081.99     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Daicel Corp.                                  | DAICEL CORP /JPY/__                 | CUSIP: J08484149<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |       900 | NS      | $6549.07      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Daido Steel Co Ltd                            | DAIDO STEEL CO LTD /JPY/            | CUSIP: J08778110<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $13151.48     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Pharma Co Ltd.                       | SUMITOMO PHARMA CO LTD /JPY/        | CUSIP: J10542116<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |      1500 | NS      | $11418.01     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dts Corporation                               | DTS CORP /JPY/                      | CUSIP: J1261S100<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |       500 | NS      | $11360.87     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kg Dongbu Steel Co Limited                    | KG DONGBUSTEEL /KRW/                | CUSIP: Y2094S104<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3707 | NS      | $21664.48     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Solar Inc                            | CANADIAN SOLAR INC                  | CUSIP: 136635109<br>LEI: 5493001XSC6TKMBVOM15 | Long             | EC               | CORP              | CA        |       720 | NS      | $22248.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Energy Ltd.                          | CARDINAL ENERGY LTD /CAD/           | CUSIP: 14150G400<br>LEI: 54930032PTI7XWCLOD92 | Long             | EC               | CORP              | CA        |      4152 | NS      | $23366.50     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IS Dongseo Co Ltd                             | IS DONGSEO CO LTD /KRW/             | CUSIP: Y4179C111<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       502 | NS      | $11195.26     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dongkuk Steel Mill Co Ltd                     | DONGKUK STEEL MILL CO LT /KRW/      | CUSIP: Y20954106<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3553 | NS      | $31329.34     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ssangyong Motor Co Ltd                        | SSANGYONG MOTOR CO /KRW/            | CUSIP: Y8146D102<br>LEI: 988400UK90RKZUIZRB82 | Long             | EC               | CORP              | KR        |      1108 | NS      | $4381.18      | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Dowa Holdings Co Ltd                          | DOWA HOLDINGS CO LTD /JPY/          | CUSIP: J12432126<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |       400 | NS      | $12648.58     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Geo Holdings Corp                             | GEO HOLDINGS CORPORATION /JPY/      | CUSIP: J17768102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $36543.74     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiko Electronics Co                          | MEIKO ELECTRONICS CO LTD /JPY/      | CUSIP: J4187E106<br>LEI: 529900LGRXWX2ACMWR86 | Long             | EC               | CORP              | JP        |       300 | NS      | $5497.56      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FCC Co Ltd                                    | FCC CO LTD /JPY/                    | CUSIP: J1346G105<br>LEI: 529900JG0O5C2NAEHF11 | Long             | EC               | CORP              | JP        |       600 | NS      | $6176.47      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Daewoo Engineering & Construction Co., Ltd.   | DAEWOO ENGINEERING & CON /KRW/      | CUSIP: Y1888W107<br>LEI: 988400P76EU13V47BI82 | Long             | EC               | CORP              | KR        |      1863 | NS      | $6158.43      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Posco International Corp                      | POSCO DAEWOO CORP /KRW/             | CUSIP: Y1911C102<br>LEI: 988400B6ECL5BWA8KC19 | Long             | EC               | CORP              | KR        |      1469 | NS      | $26254.96     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Daesang Corp                                  | DAESANG CORPORATION /KRW/           | CUSIP: Y7675E101<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       356 | NS      | $6165.60      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMS Hldgs Ltd                                 | NORELCO UMS HOLDINGS LTD /SGD/      | CUSIP: Y9050L106<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      6100 | NS      | $5374.05      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrotec Holdings Corporation                 | FERROTEC HOLDINGS CORP /JPY/        | CUSIP: J1347N109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $21235.90     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| H.U. Group Holdings Inc                       | H.U. GROUP HOLDINGS INC /JPY/       | CUSIP: J4352B101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6585.64      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                  | FUJIKURA LTD /JPY/                  | CUSIP: J14784128<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      2700 | NS      | $20655.29     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Oil Holdings Inc                         | FUJI OIL HOLDINGS INC /JPY/         | CUSIP: J1499T102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $15528.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Soft Incorporated                        | FUJI SOFT /JPY/                     | CUSIP: J1528D102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $11520.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Furukawa Electric Co Ltd                      | FURUKAWA ELECTRIC CO LTD /JPY/      | CUSIP: J16464117<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |      1000 | NS      | $18850.96     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Db Hitek Co Ltd                               | DONGBU HITEK CO LTD /KRW/           | CUSIP: Y3R69A103<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       822 | NS      | $24149.70     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O Retailing Corp                            | H20 RETAILING CORPORATION /JPY/     | CUSIP: J2358J102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $6880.52      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwa Co Ltd                                  | HANWA CO LTD /JPY/                  | CUSIP: J18774166<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |      1100 | NS      | $31389.06     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Group Corp.                             | SEIKO HOLDINGS CORP /JPY/           | CUSIP: J7029N101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $18927.16     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hakuto Co Ltd                                 | HAKUTO CO LTD /JPY/                 | CUSIP: J18113100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $38174.34     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Shizuoka Gas Co Ltd                           | SHIZUOKA GAS CO LTD /JPY/           | CUSIP: J7444M100<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |      2400 | NS      | $20170.68     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pal Group Holdings Co Ltd                     | PAL GROUP HOLDINGS CO LT /JPY/      | CUSIP: J63535108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $24852.94     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilot Corp (New)                              | PILOT CORP /JPY/                    | CUSIP: J6378K106<br>LEI: 549300J1B7UZP39UZG84 | Long             | EC               | CORP              | JP        |       100 | NS      | $3661.23      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Zosen Corp                            | HITACHI ZOSEN CORP /JPY/            | CUSIP: J20790101<br>LEI: 5493006MPD0OCAMCE046 | Long             | EC               | CORP              | JP        |      1800 | NS      | $11328.86     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuetsu Corporation                          | HOKUETSU KISHU PAPAER CO LTD /JPY/  | CUSIP: J21882105<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |      3100 | NS      | $17999.09     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hogy Medical Co Ltd                           | HOGY MEDICAL CO LTD /JPY/           | CUSIP: J21042106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5196.59      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Fantasy Co                               | AEON FANTASY CO LTD /JPY/           | CUSIP: J0673X103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $18549.98     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hosiden Corp                                  | HOSIDEN CORP /JPY/                  | CUSIP: J22470108<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |      1600 | NS      | $19189.27     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Titanium Technologies Co Ltd            | OSAKA TITANIUM TECH CO LT /JPY      | CUSIP: J6281H109<br>LEI: 529900HGCI4F5WM6OE59 | Long             | EC               | CORP              | JP        |      1000 | NS      | $29564.16     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mipo Dockyard Co.Ltd                  | HYUNDAI MIPO DOCKYARD /KRW/         | CUSIP: Y3844T103<br>LEI: 988400L1JDH871AJTA03 | Long             | EC               | CORP              | KR        |       298 | NS      | $19913.80     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Idec Corporation                              | IDEC CORP /JPY/                     | CUSIP: J23274111<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $17799.45     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Iino Kaiun Kaisha                             | IINO KAIUN KAISHA LTD /JPY/         | CUSIP: J23446107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $25510.52     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Inabata & Co Ltd                              | INABATA & CO LTD /JPY/              | CUSIP: J23704109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $30919.69     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Steel Co Ltd.                         | HYUNDAI STEEL CO /KRW/              | CUSIP: Y38383108<br>LEI: 9884006EYA94IB2C3132 | Long             | EC               | CORP              | KR        |      1092 | NS      | $26425.62     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Itochu Enex Co Ltd                            | ITOCHU ENEX CO LTD /JPY/            | CUSIP: J2502P103<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |      1500 | NS      | $12000.91     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Iwatani Corp.                                 | IWATANI CORP /JPY                   | CUSIP: J2R14R101<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |       100 | NS      | $4411.76      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaccs Co Ltd                                  | JACCS CO LTD /JPY/                  | CUSIP: J26609107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $6286.19      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon Nohyaku Co                              | NIHON NOHYAKU CO LTD /JPY/          | CUSIP: J50667104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $25376.41     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Shokubai Co Ltd                        | NIPPON SHOKUBAI CO LTD /JPY/        | CUSIP: J55806103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $12069.49     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaga Electronics Co                           | KAGA ELECTRONICS CO LTD /JPY/       | CUSIP: J28922102<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |      1000 | NS      | $31126.18     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaneka Corp                                   | KANEKA CORP /JPY/                   | CUSIP: J2975N106<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |       200 | NS      | $5013.72      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanematsu Corp                                | KANEMATSU CORP /JPY/                | CUSIP: J29868106<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |      2200 | NS      | $25144.77     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KYB Corporation                               | KYB CORP /JPY/                      | CUSIP: J31803109<br>LEI: 353800TNYJJSI69KPE33 | Long             | EC               | CORP              | JP        |       800 | NS      | $20755.87     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kotobuki Spirits Co Ltd.                      | KOTOBUKI SPIRITS CO LTD /JPY/       | CUSIP: J36383107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $11779.95     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyoritsu Maintenance Co., Ltd.                | KYORITSU MAINTENANCE CO  /JPY/      | CUSIP: J37856101<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |       600 | NS      | $26973.48     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitz Corp                                     | KITZ CORP /JPY/                     | CUSIP: J34039115<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $28857.06     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Line Corp                               | KOREA LINE CORP /KRW/               | CUSIP: Y4925J105<br>LEI: 988400Y1R0Y8FLIV2742 | Long             | EC               | CORP              | KR        |     19727 | NS      | $33931.38     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KOA Corporation                               | KOA CORP /JPY/                      | CUSIP: J34125104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $20108.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd                                | KOBE STEEL LTD /JPY/                | CUSIP: J34555144<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |      1300 | NS      | $6359.34      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotte Fine Chemical Co Ltd                    | LOTTE FINE CHEMICAL CO /KRW/        | CUSIP: Y7472W106<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       681 | NS      | $30535.94     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI Company Ltd                               | OCI COMPANY LTD /KRW/               | CUSIP: Y2026B104<br>LEI: 988400XZQA7CG16LDK87 | Long             | EC               | CORP              | KR        |       422 | NS      | $26965.28     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuraray Co Ltd                                | KURARAY CO LTD /JPY/                | CUSIP: J37006137<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |       800 | NS      | $6449.25      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumho Petrochemical Co. Ltd.                  | KUMHO PETRO CHEMICAL CO LTD /KRW/   | CUSIP: Y49212106<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       332 | NS      | $33081.85     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Snt Motiv Co Limited                          | SNT MOTIV CO LTD /KRW/              | CUSIP: Y8137Y107<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       183 | NS      | $6078.29      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Corporation                                | SL CORP /KRW/                       | CUSIP: Y8087R102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       950 | NS      | $17241.99     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotte Corporation                             | LOTTE CORP /KRW/                    | CUSIP: Y5353V106<br>LEI: 988400HKP8IPW74L3K25 | Long             | EC               | CORP              | KR        |       801 | NS      | $19510.32     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Engineering & Construction Corp            | GS ENGINEERING & CONSTRU /KRW/      | CUSIP: Y2901E108<br>LEI: 988400BQ69DJXXFA0D28 | Long             | EC               | CORP              | KR        |       340 | NS      | $5686.83      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lx International Corp                         | LX INTERNATIONAL CORP /KRW/         | CUSIP: Y52764100<br>LEI: 988400KZJVVPCZ6BC265 | Long             | EC               | CORP              | KR        |       986 | NS      | $26472.68     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Makino Milling Machine Co Ltd                 | MAKINO MILLING MACHINE C /JPY/      | CUSIP: J39530100<br>LEI: 353800JAOIGQ7V5T9078 | Long             | EC               | CORP              | JP        |       700 | NS      | $23095.09     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeuchi Mfg Co                               | TAKEUCHI MFG CO LTD /JPY/           | CUSIP: J8135G105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $19983.24     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Dept Store                            | HYUNDAI DEPT STORE CO /KRW/         | CUSIP: Y38306109<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       141 | NS      | $6578.88      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruichi Steel Tube Ltd.                      | MARUICHI STEEL TUBE LTD /JPY/       | CUSIP: J40046104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $16476.68     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Parking Dev                            | NIPPON PARKING DEVELOPME /JPY/      | CUSIP: J5S925106<br>LEI: 353800OBX8MRKQA9PG73 | Long             | EC               | CORP              | JP        |      7700 | NS      | $18188.05     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Saison Co Ltd                          | CREDIT SAISON CO LTD /JPY/          | CUSIP: J7007M109<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |       900 | NS      | $11664.89     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Logistics Corp                     | MITSUBISHI LOGISTICS COR /JPY/      | CUSIP: J44561108<br>LEI: 529900GJKGNRLQBJUH32 | Long             | EC               | CORP              | JP        |       700 | NS      | $16161.23     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsuboshi Belting                            | MITSUBOSHI BELTING LTD /JPY/        | CUSIP: J44604106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $20847.30     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Materials Corp                     | MITSUBISHI MATERIALS COR /JPY/      | CUSIP: J44024107<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |       400 | NS      | $6351.72      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Mining & Smelting Co Ltd.              | MITSUI MINING & SMELTING /JPY/      | CUSIP: J44948107<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |      1000 | NS      | $23506.55     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui-Soko Holdings Co. Ltd.                 | MITSUI-SOKO HOLDINGS CO  /JPY/      | CUSIP: J45314101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $35610.33     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuno Corp                                   | MIZUNO CORP /JPY/                   | CUSIP: J46023123<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |       600 | NS      | $12860.41     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Leopalace 21 Corp                             | LEOPALACE21 CORP /JPY/              | CUSIP: J38781100<br>LEI: 529900Z3BHJUW1DY6254 | Long             | EC               | CORP              | JP        |      7000 | NS      | $15521.18     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nojima Corp                                   | NOJIMA CORP /JPY/                   | CUSIP: J58977109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $6523.93      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NHK Spring Co Ltd                             | NHK SPRING CO LTD /JPY/             | CUSIP: J49162126<br>LEI: 35380033IJ3XRDV8VH57 | Long             | EC               | CORP              | JP        |      1800 | NS      | $11603.17     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nagase & Co Ltd                               | NAGASE & CO LTD /JPY/               | CUSIP: J47270103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $6101.80      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nankai Electric Railway Co Ltd                | NANKAI ELECTRIC RAILWAY  /JPY/      | CUSIP: J48431134<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10861.78     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Modec Inc(Japan)                              | MODEC INC /JPY/                     | CUSIP: J4636K109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $26982.63     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nong Shim Co Ltd                              | NONGSHIM /KRW/                      | CUSIP: Y63472107<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        52 | NS      | $14680.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichicon Corp                                 | NICHICON CORP /JPY/                 | CUSIP: J49420102<br>LEI: 353800QK5U8ET4YJHF28 | Long             | EC               | CORP              | JP        |      2200 | NS      | $20551.66     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikkiso Co, Ltd.                              | NIKKISO CO LTD /JPY/                | CUSIP: J51484103<br>LEI: 353800FFQ5RKIIYVIY98 | Long             | EC               | CORP              | JP        |      1700 | NS      | $12292.75     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Gas Co Ltd                             | NIPPON GAS CO LTD /JPY/             | CUSIP: J50151117<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |      1100 | NS      | $17450.47     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippo Soda Co Ltd                             | NIPPON SODA CO LTD /JPY/            | CUSIP: J55870109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $16458.40     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishimatsu Construction Co Ltd                | NISHIMATSU CONSTRUCTION  /JPY/      | CUSIP: J56730120<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5966.17      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Nisshin OilliO Group Ltd                  | NISSHIN OILLIO GROUP LTD /JPY/      | CUSIP: J57719122<br>LEI: 549300DMFXTY70ZEGQ59 | Long             | EC               | CORP              | JP        |      1200 | NS      | $30036.57     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissha Co., Ltd.                              | NISSHA CO LTD /JPY/                 | CUSIP: J57547101<br>LEI: 353800DMEBG4RFUJ0P59 | Long             | EC               | CORP              | JP        |       500 | NS      | $6971.96      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Electric Glass Co Ltd                  | NIPPON ELECTRIC GLASS CO /JPY/      | CUSIP: J53247110<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |       600 | NS      | $10716.25     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Nisshinbo Holdings                            | NISSHINBO HOLDINGS INC /JPY/        | CUSIP: J57333106<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |       700 | NS      | $5195.06      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishi-Nippon Railroad Co. Ltd.                | NISHI-NIPPON RAILROAD CO /JPY/      | CUSIP: J56816101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $15062.48     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Kogyo Corp                              | NITTO KOGYO CORP /JPY/              | CUSIP: J58579103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $5385.55      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Noritsu Koki Co                               | NORITSU KOKI CO LTD /JPY/           | CUSIP: J59117101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $29027.74     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NTN Corp                                      | NTN CORP /JPY/                      | CUSIP: J59353110<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |      3100 | NS      | $6235.90      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ottogi Corpn                                  | OTTOGI CORPORATION /KRW/            | CUSIP: Y65883103<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        17 | NS      | $6399.37      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Optex Group Company Ltd                       | OPTEX GROUP CO LTD /JPY/            | CUSIP: J61654109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $15053.34     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Soda Co Ltd                             | OSAKA SODA CO LTD /JPY/             | CUSIP: J62707104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5836.64      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Industrial Co Ltd                     | PACIFIC INDUSTRIAL CO LT /JPY/      | CUSIP: J63438105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $11509.45     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Petroleum Ex                            | JAPAN PETROLEUM EXPLORAT /JPY/      | CUSIP: J2740Q103<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |       900 | NS      | $26367.72     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Rengo Co., Ltd.                               | RENGO CO LTD /JPY/                  | CUSIP: J64382104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $19372.14     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosei Corporation                             | TOSEI CORP /JPY/                    | CUSIP: J8963D109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $6245.05      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin Nippon Biomed                            | SHIN NIPPON BIOMEDICAL L /JPY/      | CUSIP: J7367W101<br>LEI: 529900C10QR47J2U5R44 | Long             | EC               | CORP              | JP        |       900 | NS      | $15498.32     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Samchully Co. Ltd.                            | SAMCHULLY CO LTD /KRW/              | CUSIP: Y7467M105<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       143 | NS      | $44217.48     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Samyang Foods Co., Ltd                        | SAMYANG FOODS CO LTD /KRW/          | CUSIP: Y7498J105<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       290 | NS      | $29126.14     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Aerospace Co Ltd                       | HANWHA AEROSPACE CO LTD /KRW/       | CUSIP: Y7470L102<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |       499 | NS      | $29044.21     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| San-Ai Obbli Co Ltd                           | SAN-AI OBBLI CO LTD /JPY/           | CUSIP: J67005108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $20001.52     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| San-In Godo Bank                              | SAN-IN GODO BANK LTD/THE /JPY/      | CUSIP: J67220103<br>LEI: 353800I3C5900CEME762 | Long             | EC               | CORP              | JP        |      2200 | NS      | $13024.99     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyo Co Ltd                                 | SANKYO CO LTD /JPY/                 | CUSIP: J67844100<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |       700 | NS      | $28695.52     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Company,Ltd.                           | SANRIO CO LTD /JPY/                 | CUSIP: J68209105<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |       600 | NS      | $21853.09     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapporo Holdings Ltd                          | SAPPORO HOLDINGS LTD /JPY/          | CUSIP: J69413193<br>LEI: 353800ITDYV3AD2X5M34 | Long             | EC               | CORP              | JP        |       500 | NS      | $12496.19     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanyo Denki Co                                | SANYO DENKI CO LTD /JPY/            | CUSIP: J68768100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $13098.14     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanyo Special Steel Co Ltd                    | SANYO SPECIAL STEEL CO L /JPY/      | CUSIP: J69284123<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $13172.81     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SENKO Group Holdings Co.,Ltd.                 | SENKO GROUP HOLDINGS CO  /JPY/      | CUSIP: J71004139<br>LEI: 35380077MB9W0NB6BA14 | Long             | EC               | CORP              | JP        |      1600 | NS      | $11764.71     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ns United Kaiun Kaisha Ltd                    | NS UNITED KAIUN KAISHA LTD /JPY/    | CUSIP: J74100108<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |       800 | NS      | $23620.85     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinsegae Inc.                                | SHINSEGAE INC /KRW/                 | CUSIP: Y77538109<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        66 | NS      | $11482.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Polymer                             | SHIN-ETSU POLYMER CO LTD /JPY/      | CUSIP: J72853112<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $11213.04     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sundrug Co Ltd                                | SUNDRUG CO LTD /JPY/                | CUSIP: J78089109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $11932.34     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Micronics Co. Ltd.                       | STAR MICRONICS CO LTD /JPY/         | CUSIP: J76680107<br>LEI: 353800YVVMLCGEV0Q544 | Long             | EC               | CORP              | JP        |      1400 | NS      | $17270.65     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co Ltd                      | SUMITOMO FORESTRY CO LTD /JPY/      | CUSIP: J77454122<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |      1100 | NS      | $19554.25     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Warehouse Co Ltd.                    | SUMITOMO WAREHOUSE CO LT /JPY/      | CUSIP: J78013109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $5964.64      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Takashimaya Co Ltd                            | TAKASHIMAYA CO LTD /JPY/            | CUSIP: J81195125<br>LEI: 353800IFO566STDN4V78 | Long             | EC               | CORP              | JP        |      1400 | NS      | $19660.16     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamron Co Ltd                                 | TAMRON CO LTD /JPY/                 | CUSIP: J81625105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $11338.01     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Corp                                   | THE ISRAEL CORP A /ILS              | CUSIP: M8785N109<br>LEI: 213800VASRTF37M7LO42 | Long             | EC               | CORP              | IL        |        55 | NS      | $19402.01     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Trancom Co                                    | TRANCOM CO LTD /JPY/                | CUSIP: J9297N102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $5630.91      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Titanium Co                              | TOHO TITANIUM CO LTD /JPY/          | CUSIP: J85366102<br>LEI: 353800CQ82BJ87SIZZ65 | Long             | EC               | CORP              | JP        |      1300 | NS      | $27636.39     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Topre Corporation                             | TOPRE CORP /JPY/                    | CUSIP: J89365100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $24193.84     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Tatemono Co Ltd                         | TOKYO TATEMONO CO LTD /JPY/         | CUSIP: J88333133<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |       800 | NS      | $9747.03      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokuyama Corp                                 | TOKUYAMA CORP /JPY/                 | CUSIP: J86506102<br>LEI: 529900MHGZKHNMNCQB62 | Long             | EC               | CORP              | JP        |      1800 | NS      | $24632.73     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Steel Mfg                               | TOKYO STEEL MFG CO LTD /JPY/        | CUSIP: J88204110<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $5463.27      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyosung Corporation                           | HYOSUNG CORPORATION /KRW/           | CUSIP: Y3818Y120<br>LEI: 549300I0RPK0L4R21F76 | Long             | EC               | CORP              | KR        |       219 | NS      | $11621.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tire Corp.                               | TOYO TIRE CORP /JPY/                | CUSIP: J92805118<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |      1500 | NS      | $17109.88     | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Toyo Seikan Group Holdings Ltd.               | TOYO SEIKAN GROUP HOLDISNG LT /JPY/ | CUSIP: J92289107<br>LEI: 5299004VWXGQPXR05T33 | Long             | EC               | CORP              | JP        |      2200 | NS      | $27189.88     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcosmos Inc                               | TRANSCOSMOS INC /JPY/               | CUSIP: J9297T109<br>LEI: 353800AAR1GYRFDRTV97 | Long             | EC               | CORP              | JP        |       400 | NS      | $9920.76      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsubakimoto Chain                             | TSUBAKIMOTO CHAIN CO /JPY/          | CUSIP: J93020105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6816.52      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Kogyo Co Ltd.                          | YAMATO KOGYO CO LTD /JPY/           | CUSIP: J96524111<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $17163.21     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokohama Rubber Co Ltd                        | YOKOHAMA RUBBER CO LTD /JPY/        | CUSIP: J97536171<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |      1800 | NS      | $28226.15     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Yonex Co Ltd                                  | YONEX CO LTD /JPY/                  | CUSIP: J9776D104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $26295.34     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA            | MILLICOM INTL CELLULAR-S /SEK/      | CUSIP: L6388F128<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      1392 | NS      | $17628.70     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sosei Group Corp                              | SOSEI GROUP CORP /JPY/              | CUSIP: J7637L109<br>LEI: 2138004M62BFNJMR2Z82 | Long             | EC               | CORP              | JP        |       800 | NS      | $13032.61     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Holdings Corp.                             | GS HOLDINGS /KRW/                   | CUSIP: Y2901P103<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       920 | NS      | $31867.14     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Acerinox SA                                   | ACERINOX SA /EUR/                   | CUSIP: E00460233<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |      3339 | NS      | $33033.06     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co Ltd.            | ELECTRIC POWER DEVELOPME /JPY/      | CUSIP: J12915104<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |      1100 | NS      | $17567.81     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuyo General Lease Co., Ltd.                  | FUYO GENERAL LEASE CO LT /JPY/      | CUSIP: J1755C108<br>LEI: 353800IE82QJT7UQJK58 | Long             | EC               | CORP              | JP        |       100 | NS      | $6568.12      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Saras Raffinerie Sarde S.p.A.                 | SARAS SPA /EUR/                     | CUSIP: T83058106<br>LEI: 5299005KJSU2AQUJUH84 | Long             | EC               | CORP              | IT        |     16829 | NS      | $20698.78     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Unid Co Ltd                                   | UNID CO LTD /KRW/                   | CUSIP: Y9046D101<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       308 | NS      | $19826.97     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ship Healthcare Holdings, Inc.                | SHIP HEALTHCARE HOLDINGS INC /JPY/  | CUSIP: J7T445100<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |       300 | NS      | $6144.47      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Daesung Holdings co ltd                       | DAESUNG HOLDINGS CO LTD /KRW/       | CUSIP: Y1R70J105<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       347 | NS      | $30048.64     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UACJ Corporation                              | UACJ CORP /JPY/                     | CUSIP: J9138T110<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |      1200 | NS      | $20280.40     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Toridoll Holdings Corporation                 | TORIDOLL HOLDINGS CORP /JPY/        | CUSIP: J8963E107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6174.18      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Airport City Ltd.                             | AIRPORT CITY LTD /ILS/              | CUSIP: M0367L106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       337 | NS      | $5393.76      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tanso Co Ltd                             | TOYO TANSO CO LTD /JPY/             | CUSIP: J92689108<br>LEI: 529900YTFHZ3XYGL3R93 | Long             | EC               | CORP              | JP        |       500 | NS      | $14324.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SNS Reaal Groep NV                            | SNS REAAL /EUR/                     | CUSIP: N8126Z109<br>LEI: 72450032NPOX5UJQTI97 | Long             | EC               | CORP              | NL        |      1590 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DNO ASA                                       | DNO ASA /NOK/                       | CUSIP: R6007G105<br>LEI: 5967007LIEEXZXH3K072 | Long             | EC               | CORP              | NO        |     14198 | NS      | $17115.63     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jyp Entertainment Corporation                 | JYP ENTERTAINMENT CORP /KRW/        | CUSIP: Y4494F104<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       261 | NS      | $13994.31     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BIC Camera Inc                                | BIC CAMERA INC /JPY/                | CUSIP: J04516100<br>LEI: 353800MQU1LJXY6N8N97 | Long             | EC               | CORP              | JP        |       600 | NS      | $5861.02      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dcm Holdings                                  | DCM HOLDINGS CO LTD /JPY/           | CUSIP: J12549101<br>LEI: 353800S1QF5V2DN70A36 | Long             | EC               | CORP              | JP        |      1300 | NS      | $11906.43     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jac Recruitment Co Ltd                        | JAC RECRUITMENT CO LTD /JPY/        | CUSIP: J2615R103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $12955.65     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyoei Steel Ltd                               | KYOEI STEEL LTD /JPY/               | CUSIP: J3784P100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $21054.56     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Paz Oil Company Ltd                           | PAZ OIL CO LTD /ILS/                | CUSIP: M7846U102<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        49 | NS      | $6104.26      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BH Co Ltd                                     | BH CO LTD /KRW/                     | CUSIP: Y0886Q104<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1493 | NS      | $26506.80     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL Refineries Ltd                            | OIL REFINERIES LTD /ILS/            | CUSIP: M7521B106<br>LEI: 213800CWUC7NV7VR3D03 | Long             | EC               | CORP              | IL        |     78191 | NS      | $27382.75     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.        | YANGZIJIANG SHIPBUILDING /SGD/      | CUSIP: Y9728A102<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     22400 | NS      | $22744.51     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellway PLC                                   | BELLWAY PLC /GBP/                   | CUSIP: G09744155<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |       846 | NS      | $19509.37     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Balfour Beatty PLC                            | BALFOUR BEATTY PLC /GBP/            | CUSIP: G3224V108<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |      6273 | NS      | $25602.72     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistry Group PLC                              | VISTRY GROUP PLC /GBP/              | CUSIP: G12698109<br>LEI: 2138001KOWN7CG9SLK53 | Long             | EC               | CORP              | GB        |       816 | NS      | $6170.58      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Yellow Group PLC                          | BIG YELLOW GROUP PLC /GBP/          | CUSIP: G1093E108<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |      1813 | NS      | $25140.25     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ence Energia y Celulosa S.A.                  | ENCE ENERGIA Y CELULOSA  /EUR/      | CUSIP: E4177G108<br>LEI: 95980020140005309084 | Long             | EC               | CORP              | ES        |      1783 | NS      | $5363.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grieg Seafood                                 | GRIEG SEAFOOD ASA /NOK/             | CUSIP: R28594100<br>LEI: 5967007LIEEXZXH5VC37 | Long             | EC               | CORP              | NO        |      1588 | NS      | $12740.57     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstGroup PLC                                | FIRSTGROUP PLC /GBP/                | CUSIP: G34604101<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |      4567 | NS      | $5576.49      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitie Group PLC                               | MITIE GROUP PLC /GBP/               | CUSIP: G6164F157<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |     38377 | NS      | $34611.32     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Koshidaka Holdings Co Ltd.                    | KOSHIDAKA HOLDINGS CO LT /JPY/      | CUSIP: J36577104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $25699.48     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopro Co Ltd                                 | ECOPRO CO LTD /KRW/                 | CUSIP: Y22458106<br>LEI: 9884006OCHPD0V2O6P20 | Long             | EC               | CORP              | KR        |       341 | NS      | $27776.20     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Synthomer PLC                                 | SYNTHOMER PLC /GBP/                 | CUSIP: G8650C102<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | EC               | CORP              | GB        |      4512 | NS      | $7865.79      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sulzer AG                                     | SULZER AG-REG /CHF/                 | CUSIP: H83580284<br>LEI: 529900NZ6MAST5IJF669 | Long             | EC               | CORP              | CH        |       184 | NS      | $14327.58     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Doutor Nichires Ho                            | DOUTOR NICHIRES HOLDINGS /JPY/      | CUSIP: J13105101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $11788.33     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Ocean Co Ltd.                             | PAN OCEAN CO LTD /KRW/              | CUSIP: Y6720E108<br>LEI: 988400HGOJIHDWPIAT45 | Long             | EC               | CORP              | KR        |      8526 | NS      | $38635.02     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Poongsan Corp                                 | POONGSAN CORP /KRW/                 | CUSIP: Y7021M104<br>LEI: 2549007P08ZD5QJS1369 | Long             | EC               | CORP              | KR        |      1263 | NS      | $33610.08     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Nano Prod                            | ADVANCED NANO PRODUCTS C /KRW/      | CUSIP: Y0488E103<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       192 | NS      | $11767.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbonia AG                                    | ARBONIA AG /CHF/                    | CUSIP: H0267A107<br>LEI: 52990053OCTMTW77M139 | Long             | EC               | CORP              | CH        |       466 | NS      | $6511.35      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Orron Energy Ab                               | ORRON ENERGY AB /SEK/               | CUSIP: W64566107<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |      8940 | NS      | $19242.48     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Co Ltd.           | NIPPON LIGHT METAL HOLDI /JPY/      | CUSIP: J5470A107<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |       500 | NS      | $5764.25      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lx Semicon Co Ltd                             | LX SEMICON CO LTD /KRW/             | CUSIP: Y7935F104<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       202 | NS      | $11453.86     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Serica Energy Plc                             | SERICA ENERGY PLC /GBP/             | CUSIP: G80475109<br>LEI: 213800EZZOKA815VC426 | Long             | EC               | CORP              | GB        |      5132 | NS      | $17682.34     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW Wave Group Ab                             | NEW WAVE GROUP AB -B SHS /SEK/      | CUSIP: W5710L116<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |       405 | NS      | $8010.85      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Partners Group Co Ltd.              | FINANCIAL PARTNERS GROUP /JPY/      | CUSIP: J14302103<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $28834.20     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Wallenius Wilhelmsen ASA                      | WALLENIUS WILHELMSEN LOG /NOK/      | CUSIP: R9820L103<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |      3229 | NS      | $31987.43     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EFG International AG                          | EFG INTERNATIONAL AG /CHF/          | CUSIP: H2078C108<br>LEI: 506700PR1R98BSF81139 | Long             | EC               | CORP              | CH        |       672 | NS      | $6417.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Catena AB                                     | CATENA AB NPV /SEK/                 | CUSIP: W2356E100<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |       360 | NS      | $13406.61     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aperam SA                                     | APERAM /EUR/                        | CUSIP: L0187K107<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |      1121 | NS      | $35387.25     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Centamin PLC                                  | CENTAMIN PLC /GBP/                  | CUSIP: G2055Q105<br>LEI: 213800PDI9G7OUKLPV84 | Long             | EC               | CORP              | JE        |      5328 | NS      | $7272.21      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dios Fastigheter AB                           | DIOS FASTIGHETER AB /SEK/           | CUSIP: W2592B100<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |      1690 | NS      | $12219.68     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitchells & Butlers PLC                       | MITCHELLS & BUTLERS PLC /GBP/       | CUSIP: G61614122<br>LEI: 213800JHYNDNB1NS2W10 | Long             | EC               | CORP              | GB        |      4174 | NS      | $6963.70      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kolon Industries Inc                          | KOLON INDUSTRIES INC /KRW/          | CUSIP: Y48111101<br>LEI: 988400LHRPRCSKXOAF72 | Long             | EC               | CORP              | KR        |       181 | NS      | $5890.19      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Youngone Corp                                 | YOUNGONE CORP /KRW/                 | CUSIP: Y9857Q100<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       516 | NS      | $19158.72     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Seegene Inc                                   | SEEGENE INC /KRW/                   | CUSIP: Y7569K106<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       859 | NS      | $18477.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| E-Mart Inc.                                   | E-MART INC /KRW/                    | CUSIP: Y228A3102<br>LEI: 988400SAX0Q74FRA9981 | Long             | EC               | CORP              | KR        |       457 | NS      | $35417.95     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Retail Co Ltd                              | GS RETAIL CO LTD /KRW/              | CUSIP: Y2915J101<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1199 | NS      | $26691.85     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankook Tire & Technology Co Ltd.             | HANKOOK TIRE & TECHNOLOG /KRW/      | CUSIP: Y3R57J108<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |       435 | NS      | $10715.90     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand City Properties S.A.                    | GRAND CITY PROPERTIES /EUR/         | CUSIP: L4459Y100<br>LEI: 5299002QLUYKK2WBMB18 | Long             | EC               | CORP              | DE        |      1613 | NS      | $15867.78     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lets Gowex Sa                                 | LET'S GOWEX S.A /EUR/               | CUSIP: E7S73H120<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       533 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Safestore Holdings PLC                        | SAFESTORE HOLDINGS PLC /GBP/        | CUSIP: G77733106<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               | CORP              | GB        |      1717 | NS      | $19616.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrexpo PLC                                  | FERREXPO PLC /GBP/                  | CUSIP: G3435Y107<br>LEI: 213800CEDKSNUTPAQZ41 | Long             | EC               | CORP              | GB        |     19757 | NS      | $37547.57     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextage Co Ltd                                | NEXTAGE CO LTD /JPY/                | CUSIP: J4914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $23224.63     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanjin KAL Corp (S. Korea)                    | HANJIN KAL CORP /KRW/               | CUSIP: Y3053L106<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       616 | NS      | $18243.73     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Blox Holding Ag                             | U-BLOX HOLDING AG /CHF/             | CUSIP: H89210100<br>LEI: 506700B2W2NUXS9X8479 | Long             | EC               | CORP              | CH        |       219 | NS      | $26100.47     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Redde Northgate PLC                           | REDDE NORTHGATE PLC /GBP/           | CUSIP: G6644T140<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |      3319 | NS      | $16531.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmobiliaria Colonial Socimi S.A.             | INMOBILIARIA COLONIAL SO /EUR/      | CUSIP: E6451E105<br>LEI: 95980020140005007414 | Long             | EC               | CORP              | ES        |      2218 | NS      | $14269.29     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Insource Co Ltd                               | INSOURCE CO LTD /JPY/               | CUSIP: J2467H104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7109.11      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Londonmetric Property PLC                     | LONDONMETRIC PROPERTY PL /GBP/      | CUSIP: G5689W109<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               | CORP              | GB        |     13767 | NS      | $28676.95     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Fund Management PLC                   | JUPITER FUND MANAGEMENT /GBP/       | CUSIP: G5207P107<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |     20925 | NS      | $33594.78     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Electric & Energy Systems Co., Ltd.   | HYUNDAI ELECTRIC & ENERG /KRW/      | CUSIP: Y3R1DD103<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |       964 | NS      | $32400.16     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Co.,Ltd.                           | HYUNDAI HEAVY INDUSTRIES /KRW/      | CUSIP: Y3R3C9109<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       142 | NS      | $6412.18      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyosung TNC Corporation                       | HYOSUNG TNC CORP /KRW/              | CUSIP: Y374EL100<br>LEI: 988400BL3EUWYB39P076 | Long             | EC               | CORP              | KR        |       119 | NS      | $32937.92     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tkp Corporation                               | TKP CORP /JPY/                      | CUSIP: J83561100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $13143.86     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MPC Container Ships ASA                       | MPC CONTAINER SHIPS AS /NOK/        | CUSIP: R4S03Q110<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |     12828 | NS      | $21277.87     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Cake PLC                               | YELLOW CAKE PLC /GBP/               | CUSIP: G98334108<br>LEI: 213800CVMYUGOA9EZY95 | Long             | EC               | CORP              | JE        |      5920 | NS      | $26810.06     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EnQuest PLC                                   | ENQUEST PLC /GBP/                   | CUSIP: G3159S104<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | EC               | CORP              | GB        |     90486 | NS      | $23410.11     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vesuvius PLC                                  | VESUVIUS PLC /GBP/                  | CUSIP: G9339E105<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |      1553 | NS      | $7588.86      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Rotem Co Ltd                          | HYUNDAI ROTEM COMPANY /KRW/         | CUSIP: Y3R36Z108<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       607 | NS      | $13632.90     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GA Technologies Co Ltd                        | GATECHNOLOGIES CO LTD /JPY/         | CUSIP: J16969107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $23378.54     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Elkem ASA                                     | ELKEM ASA /NOK/                     | CUSIP: R2R86R113<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |      8307 | NS      | $29847.13     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                            | TEEKAY TANKERS LTD-CLASS A          | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |       974 | NS      | $30008.94     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Amvis Holdings Inc                            | AMVIS HOLDINGS INC /JPY/            | CUSIP: J0142T105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $7634.87      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Az-Com Maruwa Holdings Inc.                   | AZ-COM MARUWA HOLDINGS I /JPY/      | CUSIP: J40587107<br>LEI: 353800T8U9EBANSQUQ17 | Long             | EC               | CORP              | JP        |      1100 | NS      | $13201.01     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SD Biosensor Inc.                             | SD BIOSENSOR INC /KRW/              | CUSIP: Y7T434107<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1154 | NS      | $27515.30     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Norske Skog Asa                               | NORSKE SKOG ASA /NOK/               | CUSIP: R6S90B104<br>LEI: 529900MYY60WXHHY3039 | Long             | EC               | CORP              | NO        |      5289 | NS      | $36306.27     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Joyful Honda Co Ltd                           | JOYFUL HONDA CO LTD /JPY/           | CUSIP: J29248101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $13249.01     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kcc Glass Corporation                         | KCC GLASS CORP /KRW/                | CUSIP: Y4609T106<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       576 | NS      | $16831.32     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Anima Holding SPA                             | ANIMA HOLDING SPA /EUR/             | CUSIP: T0409R106<br>LEI: 549300T1EREIRH8ICX03 | Long             | EC               | CORP              | IT        |      1869 | NS      | $7486.51      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TP ICAP Group PLC                             | TP ICAP GROUP PLC /GBP/             | CUSIP: G8963N100<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |     12257 | NS      | $25857.59     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenvolt Energias Renovaveis S.A             | GREENVOLT-ENERGIAS RENOV /EUR/      | CUSIP: X3R413103<br>LEI: 549300ZSZ6VJXXCVUM49 | Long             | EC               | CORP              | PT        |      1910 | NS      | $15947.56     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MFE-MediaForEurope NV                         | MFE-MEDIAFOREUROPE NV-CL /EUR/      | CUSIP: T6S17R115<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     54388 | NS      | $21040.57     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurocommercial                                | EUROCOMMERCIAL PROPERTIE /EUR/      | CUSIP: N31068195<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               | CORP              | NL        |       538 | NS      | $13015.39     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Visional Inc.                                 | VISIONAL INC /JPY/                  | CUSIP: J94590106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $19932.95     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dl E&C Co Ltd                                 | DL E&C CO LTD /KRW/                 | CUSIP: Y2S0PJ118<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       895 | NS      | $23887.90     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Financial Holding Ltd             | YANGZIJIANG FINANCIAL HO /SGD/      | CUSIP: Y972TH104<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |     61600 | NS      | $16326.71     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker Solution ASA                             | AKER SOLUTIONS ASA /NOK/            | CUSIP: R0138P118<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |      7662 | NS      | $29250.24     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Kiraboshi Financial Gp Inc              | TOKYO KIRABOSHI FINANCIA /JPY/      | CUSIP: J9370A100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7954.89      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| erex Co.,Ltd                                  | EREX CO LTD /JPY/                   | CUSIP: J29998101<br>LEI: 353800M1CP26TVM2CO37 | Long             | EC               | CORP              | JP        |      1400 | NS      | $23169.77     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Macnica Holdings Inc                          | MACNICA HOLDINGS INC /JPY/          | CUSIP: J3923S106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $26360.10     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Amasten Fastighets AB                         | NEOBO FASTIGHETER AB /SEK/          | CUSIP: W0R88G105<br>LEI: 213800QBPS3L89U9TZ44 | Long             | EC               | CORP              | SE        |      2446 | NS      | $4643.60      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouse Reit Plc                            | WAREHOUSE REIT PLC /GBP/            | CUSIP: G94437103<br>LEI: 213800BQUD83TYQCWN28 | Long             | EC               | CORP              | GB        |     22244 | NS      | $28128.90     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RS Technologies Co Ltd                        | RS TECHNOLOGIES CO LTD /JPY/        | CUSIP: J65609109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5402.32      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosmo Energy Holdings Co Ltd.                 | COSMO ENERGY HOLDINGS CO /JPY/      | CUSIP: J08906109<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |      1000 | NS      | $26592.50     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Samhallsbyggnadsbolaget I Norden AB           | SAMHALLSBYGGNADSBOLAGET  /SEK/      | CUSIP: W2R93A131<br>LEI: 549300HX9MRFY47AH564 | Long             | EC               | CORP              | SE        |     24465 | NS      | $40748.23     | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| International Distributions Services PLC      | INTERNATIONAL DISTRIBUTI /GBP/      | CUSIP: G7368G108<br>LEI: 213800TCZZU84G8Z2M70 | Long             | EC               | CORP              | GB        |     10420 | NS      | $26832.16     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Georgia Group PLC                     | BANK OF GEORGIA GROUP PL /GBP/      | CUSIP: G0R1NA104<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |      1208 | NS      | $38043.72     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Nyfosa AB                                     | NYFOSA AB /SEK/                     | CUSIP: W6S88K102<br>LEI: 5493000YR2B83SILCJ50 | Long             | EC               | CORP              | SE        |      3677 | NS      | $28401.58     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Bobcat Inc                             | DOOSAN BOBCAT INC /KRW/             | CUSIP: Y2103B100<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       269 | NS      | $7360.54      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmtech Co                                   | SIMMTECH CO LTD /KRW/               | CUSIP: Y7986N121<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       260 | NS      | $5438.51      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabege AB                                     | FABEGE AB /SEK/                     | CUSIP: W7888D199<br>LEI: 549300JNPI46XNH0PM97 | Long             | EC               | CORP              | SE        |      3137 | NS      | $26665.63     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax EuroBox PLC                            | TRITAX EUROBOX PLC /GBP/            | CUSIP: G9101X109<br>LEI: 213800HK59N7H979QU33 | Long             | EC               | CORP              | GB        |     37953 | NS      | $28172.33     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RHI Magnesita N.V.                            | RHI MAGNESITA NV /GBP/              | CUSIP: N7428R104<br>LEI: 724500UWG6A61XNA3Y36 | Long             | EC               | CORP              | NL        |       284 | NS      | $7635.92      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lig Nex1 Co Ltd                               | LIG NEX1 CO LTD /KRW/               | CUSIP: Y5277W107<br>LEI: 988400VTP0QVY3OIY652 | Long             | EC               | CORP              | KR        |       340 | NS      | $24790.83     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Harim Holdings Co Ltd                         | HARIM HOLDINGS CO LTD /KRW/         | CUSIP: Y4437U101<br>LEI: 988400HGJVPRYCRSZI12 | Long             | EC               | CORP              | KR        |      2196 | NS      | $13285.41     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT PLC                       | TRITAX BIG BOX REIT PLC /GBP/       | CUSIP: G9101W101<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |     17691 | NS      | $29643.13     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Travis Perkins PLC                            | TRAVIS PERKINS PLC /GBP/            | CUSIP: G90202139<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |      1238 | NS      | $13311.47     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Trainline PLC                                 | TRAINLINE PLC /GBP/                 | CUSIP: G8992Y119<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |      1522 | NS      | $5052.70      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexatronic Group AB                           | HEXATRONIC GROUP AB /SEK/           | CUSIP: W4580A169<br>LEI: 2138001VSY1B4U9JLM82 | Long             | EC               | CORP              | SE        |      2261 | NS      | $30670.74     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                     | LOOMIS AB /SEK/                     | CUSIP: W5S50Y116<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |       651 | NS      | $17842.71     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Molten Ventures PLC                           | MOLTEN VENTURES PLC /GBP/           | CUSIP: G28295106<br>LEI: 213800IPCR3SAYJWSW10 | Long             | EC               | CORP              | GB        |      7913 | NS      | $33884.27     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Logistics Reit Plc                      | URBAN LOGISTICS REIT PLC /GBP/      | CUSIP: G6853M109<br>LEI: 213800P6ODJW2UFNDC37 | Long             | EC               | CORP              | GB        |     18551 | NS      | $30164.63     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Camurus Ab                                    | CAMURUS AB /SEK/                    | CUSIP: W1970K104<br>LEI: 5493003S6Z6VI7WYFQ06 | Long             | EC               | CORP              | SE        |       691 | NS      | $16727.27     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Company PLC                | DIVERSIFIED ENERGY CO PL /GBP/      | CUSIP: G2891G105<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |     18523 | NS      | $26065.89     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Munters Group Ab                              | MUNTERS GROUP AB /SEK/              | CUSIP: W5S77G155<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |      2285 | NS      | $22532.81     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Torm Plc                                      | TORM PLC-A /DKK/                    | CUSIP: G89479102<br>LEI: 213800VL1H1ABVM1ZF63 | Long             | EC               | CORP              | GB        |      1307 | NS      | $37327.81     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascades Inc.                                 | CASCADES INC /CAD/                  | CUSIP: 146900105<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | EC               | CORP              | CA        |       917 | NS      | $5729.56      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc                             | CENTERRA GOLD INC /CAD/             | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |      6061 | NS      | $31379.33     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Crew Energy Inc.                              | CREW ENERGY INC /CAD/               | CUSIP: 226533107<br>LEI: 529900WOX8H1HMGYTL31 | Long             | EC               | CORP              | CA        |      7155 | NS      | $29750.85     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Unlimited Corporation                   | DREAM UNLIMITED-CL A SUB /CAD/      | CUSIP: 26153M507<br>LEI: 549300OLZNGGLFVS4206 | Long             | EC               | CORP              | CA        |       301 | NS      | $5653.20      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust | DREAM INDUSTRIAL REAL ES /CAD/      | CUSIP: 26153W109<br>LEI: 549300QOI0TM3CBYUH79 | Long             | EC               | CORP              | CA        |      3434 | NS      | $29648.05     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dundee Prec Metals                            | DUNDEE PRECIOUS METALS I /CAD/      | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      4801 | NS      | $23083.09     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Freehold Royalties Ltd                        | FREEHOLD ROYALTIES LTD /CAD/        | CUSIP: 356500108<br>LEI: 529900KRYLKJ2WW87P48 | Long             | EC               | CORP              | CA        |      1025 | NS      | $11983.57     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eramet S.A.                                   | ERAMET /EUR/                        | CUSIP: F3145H130<br>LEI: 549300LUH78PG2MP6N64 | Long             | EC               | CORP              | FR        |       135 | NS      | $12117.23     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Real Estate Investment Trust              | H&R REAL ESTATE INV-REIT /CAD/      | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             | EC               | CORP              | CA        |      3543 | NS      | $31688.13     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Derichebourg SA                               | DERICHEBOURG /EUR/                  | CUSIP: F2546C237<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |      3987 | NS      | $23558.72     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Interrent Real Estate Investment Trust        | INTERRENT REAL ESTATE IN /CAD/      | CUSIP: 46071W205<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1928 | NS      | $18226.29     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Outokumpu Oyj                                 | OUTOKUMPU OYJ /EUR/                 | CUSIP: X61161273<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |      7733 | NS      | $39162.22     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelt Exploration Ltd                          | KELT EXPLORATION LTD /CAD/          | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |      1415 | NS      | $5235.71      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Voestalpine AG                                | VOESTALPINE AG /EUR/                | CUSIP: A9101Y103<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |      1563 | NS      | $41459.75     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bic (Societe Bic SA)                          | SOCIETE BIC SA /EUR/                | CUSIP: F10080103<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |       337 | NS      | $23069.43     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lion Electric Company                     | LION ELECTRIC CO/THE                | CUSIP: 536221104<br>LEI: 894500XKOKXHCZ99CE73 | Long             | EC               | CORP              | CA        |      5626 | NS      | $12602.24     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Salzgitter AG                                 | SALZGITTER AG /EUR/                 | CUSIP: D80900109<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |      1399 | NS      | $42710.40     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AIXTRON SE                                    | AIXTRON SE /EUR/ /PERPETUAL/        | CUSIP: D0257Y135<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |       439 | NS      | $12673.95     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurubis AG                                    | AURUBIS AG /EUR/                    | CUSIP: D10004105<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |       406 | NS      | $33186.26     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Krones AG                                     | KRONES AG /EUR/                     | CUSIP: D47441171<br>LEI: 529900NY2GSZWWUBW049 | Long             | EC               | CORP              | DE        |       242 | NS      | $27200.13     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Thyssenkrupp AG                               | THYSSENKRUPP AG /EUR/               | CUSIP: D8398Q119<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |      2497 | NS      | $15224.91     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wienerberger AG                               | WIENERBERGER AG /EUR/               | CUSIP: A95384110<br>LEI: 529900VXIFBHO0SW2I31 | Long             | EC               | CORP              | AT        |       532 | NS      | $12847.46     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 1&1 AG                                        | 1&1 AG /EUR/                        | CUSIP: D23138106<br>LEI: 5299003VKVDCUPSS5X23 | Long             | EC               | CORP              | DE        |       403 | NS      | $5004.14      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TAG Immobilien AG                             | TAG IMMOBILIEN AG /EUR/             | CUSIP: D8283Q174<br>LEI: 529900TAE68USJNXLR59 | Long             | EC               | CORP              | DE        |      2666 | NS      | $17251.34     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicat SA                                      | VICAT /EUR/                         | CUSIP: F18060107<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |       238 | NS      | $5974.29      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bekaert SA                                    | BEKAERT NV /EUR/                    | CUSIP: B6346B111<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |       846 | NS      | $32855.19     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mytilineos S.A                                | MYTILINEOS S.A. /EUR/               | CUSIP: X56014131<br>LEI: 213800KT8MEUJEJ2KW41 | Long             | EC               | CORP              | GR        |       783 | NS      | $17014.70     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corporation                          | METHANEX CORP /CAD/                 | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       167 | NS      | $6322.32      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Motor Oil SA                                  | MOTOR OIL (HELLAS) SA /EUR/         | CUSIP: X55904100<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |      1357 | NS      | $31695.75     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Television Francaise 1 SA                     | TELEVISION FRANCAISE (T. /EUR/      | CUSIP: F91255103<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |      2786 | NS      | $21338.17     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Beach Energy Ltd.                             | BEACH ENERGY LIMITED                | CUSIP: Q13921103<br>LEI: 8Q9PJD25OKTQT5FHUF40 | Long             | EC               | CORP              | AU        |      5618 | NS      | $6100.90      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BWP Trust                                     | BWP TRUST /AUD/                     | CUSIP: Q1921Q132<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4509 | NS      | $12003.51     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Grange Resources                              | GRANGE RESOURCES LTD /AUD/          | CUSIP: Q4268H129<br>LEI: 529900NMGGZAKQ0JZU73 | Long             | EC               | CORP              | AU        |     47670 | NS      | $27425.42     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Austal Ltd.                                   | AUSTAL LTD /AUD/                    | CUSIP: Q07106109<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |      7318 | NS      | $10363.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Group Ltd.                              | DELEK GROUP LTD /ILS/               | CUSIP: M27635107<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |       170 | NS      | $18716.39     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Retai                            | CHARTER HALL RETAIL REIT /AUD/      | CUSIP: Q2308D108<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9068 | NS      | $23646.22     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mullen Group Ltd                              | MULLEN GROUP LTD /CAD/              | CUSIP: 625284104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2588 | NS      | $27810.49     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Automotive S                            | DELEK AUTOMOTIVE SYSTEMS /ILS/      | CUSIP: M2756V109<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       395 | NS      | $4630.86      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brickworks Ltd.                               | BRICKWORKS LTD /AUD/                | CUSIP: Q17659105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1162 | NS      | $17539.74     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| New Gold, Inc.                                | NEW GOLD INC /CAD/                  | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |      5992 | NS      | $5885.79      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Properties Ltd                          | KERRY PROPERTIES LTD /HKD/          | CUSIP: G52440107<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | HK        |      8500 | NS      | $18512.71     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Abacus Property Group                         | ABACUS PROPERTY GROUP /AUD/         | CUSIP: Q0015N104<br>LEI: 2138009R3Y4TK4IZDW59 | Long             | EC               | CORP              | AU        |     13401 | NS      | $23996.31     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Monadelphous Group Ltd.                       | MONADELPHOUS GROUP LTD /AUD/        | CUSIP: Q62925104<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |      1916 | NS      | $17428.23     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVista Energy Ltd.                           | NUVISTA ENERGY LTD /CAD/            | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |      1503 | NS      | $13853.35     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandfire Resources Ltd.                       | SANDFIRE RESOURCES LTD /AUD/        | CUSIP: Q82191109<br>LEI: 213800ZW52P23FVH1V47 | Long             | EC               | CORP              | AU        |      4473 | NS      | $16567.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Obsidian Energy Ltd                           | OBSIDIAN ENERGY LTD /CAD/           | CUSIP: 674482203<br>LEI: 549300DITPHH8W8CK636 | Long             | EC               | CORP              | CA        |      2969 | NS      | $19691.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Truly Intl Hldgs                              | TRULY INTERNATIONAL HOLD /HKD/      | CUSIP: G91019136<br>LEI: 5299001RDHF8VP5IW690 | Long             | EC               | CORP              | KY        |    138000 | NS      | $21569.54     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Resources Limited                   | PARAMOUNT RESOURCES LTD  /CAD/      | CUSIP: 699320206<br>LEI: 549300YKTB12F04EGT95 | Long             | EC               | CORP              | CA        |       604 | NS      | $12775.89     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Parex Resources Inc.                          | PAREX RESOURCES INC /CAD/           | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |      1462 | NS      | $21757.24     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkt AS                                        | NKT A/S /DKK/                       | CUSIP: K7037A107<br>LEI: 529900197LKWCEQ0NL18 | Long             | EC               | CORP              | DK        |       451 | NS      | $25410.46     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairiesky Royalty Ltd.                       | PRAIRIESKY ROYALTY LTD /CAD/        | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |       828 | NS      | $13270.01     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Primaris Real Estate Investment Trust         | PRIMARIS REIT /CAD/                 | CUSIP: 74167K109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2305 | NS      | $24922.60     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Russel Metals Inc.                            | RUSSEL METALS INC /CAD/             | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |       860 | NS      | $18279.76     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SECURE Energy Services Inc.                   | SECURE ENERGY SERVICES I /CAD/      | CUSIP: 81373C102<br>LEI: 549300EZKELHYBQO9X11 | Long             | EC               | CORP              | CA        |      5109 | NS      | $26526.05     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Stelco Holdings Inc                           | STELCO HOLDINGS INC /CAD/           | CUSIP: 858522105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       862 | NS      | $28196.44     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Industrial Income REIT                 | SUMMIT INDUSTRIAL INCOME /CAD/      | CUSIP: 866120116<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | EC               | CORP              | CA        |      1292 | NS      | $21651.02     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Surge Energy Inc.                             | SURGE ENERGY INC /CAD/              | CUSIP: 86880Y877<br>LEI: 549300C45JTS75N6ZY04 | Long             | EC               | CORP              | CA        |      2831 | NS      | $19047.57     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Torex Gold Resources Inc                      | TOREX GOLD RESOURCES INC /CAD/      | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |      3696 | NS      | $42446.68     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential Inc                        | TRICON RESIDENTIAL INC /CAD/        | CUSIP: 89612W102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2467 | NS      | $19021.77     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Uni-Select Inc                                | UNI-SELECT INC /CAD/                | CUSIP: 90457D100<br>LEI: 549300GQ1WI8PKN1NQ40 | Long             | EC               | CORP              | CA        |       606 | NS      | $19173.59     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Winpak Ltd                                    | WINPAK LTD /CAD/                    | CUSIP: 97535P104<br>LEI: 549300FWDGJBHZHH8U59 | Long             | EC               | CORP              | CA        |       164 | NS      | $5094.42      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boardwalk Real Estate Investment Trust        | BOARDWALK REAL ESTATE IN /CAD/      | CUSIP: 096631106<br>LEI: 549300KXE6YWGWBI0U31 | Long             | EC               | CORP              | CA        |       478 | NS      | $17450.18     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Basin Shipping Limited                | PACIFIC BASIN SHIPPING L /HKD/      | CUSIP: G68437139<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | BM        |     86334 | NS      | $29200.34     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Etablissements Maurel & Prom S.A.             | MAUREL ET PROM /EUR/                | CUSIP: F60858101<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |      4101 | NS      | $17625.52     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sims Ltd.                                     | SIMS METAL MANAGEMENT LIMITED /AUD/ | CUSIP: Q8505L116<br>LEI: 5493002YM7ZHVDMFC916 | Long             | EC               | CORP              | AU        |      1870 | NS      | $16666.05     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancashire Holdings Limited                   | LANCASHIRE HOLDINGS LTD /GBP/       | CUSIP: G5361W104<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | BM        |      2900 | NS      | $22788.71     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kloeckner & Co SE                             | KLOECKNER & CO SE /EUR/             | CUSIP: D40376101<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |      3476 | NS      | $34362.36     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AURELIUS Equity Opportunities SE & Co. KGaA   | AURELIUS EQUITY OPPORTUN /EUR/      | CUSIP: D0R9AT103<br>LEI: 3912001SWR0QKOSUHR50 | Long             | EC               | CORP              | DE        |       287 | NS      | $5628.25      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Canfor Corp.                                  | CANFOR CORP /CAD/                   | CUSIP: 137576104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1832 | NS      | $28833.03     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UK Commercial Property REIT Ltd               | UK COMMERCIAL PROPERTY R /GBP/      | CUSIP: G9177R101<br>LEI: 213800JN4FQ1A9G8EU25 | Long             | EC               | CORP              | GB        |     39841 | NS      | $28128.81     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CropEnergies AG                               | CROPENERGIES AG /EUR/               | CUSIP: D16327104<br>LEI: 529900FXN57YQ7H5S098 | Long             | EC               | CORP              | DE        |       444 | NS      | $6188.14      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| D/S Norden                                    | D/S NORDEN /DKK/                    | CUSIP: K19911146<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |       633 | NS      | $38088.62     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Growthpoint Properties Australia              | GROWTHPOINT PROPERTIES A /AUD/      | CUSIP: Q7127R113<br>LEI: 529900VCPJ9IEDF4TJ03 | Long             | EC               | CORP              | AU        |      5435 | NS      | $11027.25     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Ancora                                    | KBC ANCORA /EUR/                    | CUSIP: B5341G109<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |       655 | NS      | $29532.22     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Syrah Resources Ltd.                          | SYRAH RESOURCES LTD /AUD/           | CUSIP: Q8806E100<br>LEI: 254900ZS2VP83B6L6Y30 | Long             | EC               | CORP              | AU        |     15260 | NS      | $21402.93     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NRW Holdings Ltd                              | NRW HOLDINGS LTD /AUD/              | CUSIP: Q6951V109<br>LEI: 5493003S2MORCH0HEL95 | Long             | EC               | CORP              | AU        |     14020 | NS      | $26822.90     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX Global Technology Ltd.                    | PAX GLOBAL TECHNOLOGY LT /HKD/      | CUSIP: G6955J103<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | BM        |     14400 | NS      | $12452.84     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stolt-Nielsen Ltd                             | STOLT-NIELSEN LTD /NOK/             | CUSIP: G85080102<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | BM        |      1344 | NS      | $36972.07     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Baytex Energy Corp                            | BAYTEX ENERGY CORP /CAD/            | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |      2520 | NS      | $11315.81     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Balanced Comm Property Trust                  | BALANCED COMMERCIAL PROP /GBP/      | CUSIP: G1R72U108<br>LEI: 213800A2B1H4ULF3K397 | Long             | EC               | CORP              | GB        |     29955 | NS      | $32049.48     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FF Group                                      | FF GROUP /EUR/                      | CUSIP: X1890Z115<br>LEI: 213800ZMDLVEKZIKFX90 | Long             | EC               | CORP              | GR        |      3231 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Playtech PLC                                  | PLAYTECH PLC /GBP/                  | CUSIP: G7132V100<br>LEI: 21380068TTB6Z9ZEU548 | Long             | EC               | CORP              | IM        |      3264 | NS      | $20085.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamarack Valley Energy Ltd                    | TAMARACK VALLEY ENERGY L /CAD/      | CUSIP: 87505Y409<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5834 | NS      | $19216.87     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena REIT                                    | ARENA REIT /AUD/                    | CUSIP: Q0457C152<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7515 | NS      | $19596.53     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kion Group AG                                 | KION GROUP AG /EUR/                 | CUSIP: D4S14D103<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |       276 | NS      | $7909.04      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Plus500 Ltd.                                  | PLUS500 LTD /GBP/                   | CUSIP: M7S2CK109<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |       583 | NS      | $12714.91     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuria Industrial REIT                      | CENTURIA INDUSTRIAL REIT /AUD/      | CUSIP: Q2227X102<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9663 | NS      | $20526.65     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Long WALE REIT                   | CHARTER HALL LONG WALE R /AUD/      | CUSIP: Q2308E106<br>LEI: 254900TA7FL0KBPZO814 | Long             | EC               | CORP              | AU        |     10507 | NS      | $31690.85     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                        | GOLDEN OCEAN GROUP LTD /NOK/        | CUSIP: G39637205<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |      3580 | NS      | $31404.66     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Healius Ltd.                                  | HEALIUS LTD /AUD/                   | CUSIP: Q4548G107<br>LEI: 529900MBZK3SLWK8SJ55 | Long             | EC               | CORP              | AU        |      2475 | NS      | $5173.27      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BW LPG Limited                                | BW LPG LTD /NOK/                    | CUSIP: G17384101<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | BM        |      2204 | NS      | $17052.83     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage REIT                         | NATIONAL STORAGE REIT /AUD/         | CUSIP: Q6605D109<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11223 | NS      | $17727.54     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Social Infrastructure REIT       | CHARTER HALL SOCIAL INFR /AUD/      | CUSIP: Q2308H109<br>LEI: 254900W31UGIMDQW3W98 | Long             | EC               | CORP              | AU        |     13676 | NS      | $31658.43     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd.                                 | FLEX LNG LTD /NOK/                  | CUSIP: G35947202<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |       675 | NS      | $22103.14     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefinch Ltd                                 | FIREFINCH LTD /AUD/                 | CUSIP: Q3917G102<br>LEI: 52990065EGEF8FEI8S51 | Long             | EC               | CORP              | AU        |     46585 | NS      | $1903.04      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Waypoint Reit                                 | WAYPOINT REIT /AUD/                 | CUSIP: Q95666105<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               | CORP              | AU        |     10560 | NS      | $19771.88     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Barco NV                                      | BARCO N.V. /EUR/                    | CUSIP: B0833G105<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |       500 | NS      | $12352.99     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Interfor Corp                                 | INTERFOR CORP /CAD/                 | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |      1524 | NS      | $23636.63     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Office Real Estate Investment Trust     | DREAM OFFICE REAL ESTATE /CAD/      | CUSIP: 26153P104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1811 | NS      | $19982.53     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hopson Development Holdings Limited           | HOPSON DEVELOPMENT HOLDI /HKD/      | CUSIP: G4600H119<br>LEI: 549300HYMKPTC1DTZS42 | Long             | EC               | CORP              | BM        |     11230 | NS      | $11049.51     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesco Technologies Group AG                 | VITESCO TECHNOLOGIES GRO /EUR/      | CUSIP: D8T4KW107<br>LEI: 529900CCDMZ7UCYYS252 | Long             | EC               | CORP              | DE        |       328 | NS      | $19047.59     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Homeco Daily Needs Reit                       | HOMECO DAILY NEEDS REIT /AUD/       | CUSIP: Q46596104<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7415 | NS      | $6487.33      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Region Group                                  | REGION RE LTD /AUD/                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3550 | NS      | $6550.12      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Energy Ltd.                               | AGL ENERGY LTD /AUD/                | CUSIP: Q01630195<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |      1220 | NS      | $6703.24      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovisa Holdings Ltd.                          | LOVISA HOLDINGS LTD /AUD/           | CUSIP: Q56334107<br>LEI: 549300R4Y8GURIO5MN11 | Long             | EC               | CORP              | AU        |      1177 | NS      | $18519.44     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowell E Holdings Inc                         | COWELL E HOLDINGS INC /HKD/         | CUSIP: G24814116<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15000 | NS      | $20870.03     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Viva Energy Group Ltd.                        | VIVA ENERGY GROUP LTD /AUD/         | CUSIP: Q9478L109<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9589 | NS      | $17823.27     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Keystone Petroleum Limited               | GULF KEYSTONE PETROLEUM /GBP/       | CUSIP: G4209G207<br>LEI: 213800QTAQOSSTNTPO15 | Long             | EC               | CORP              | BM        |     12072 | NS      | $29334.83     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Xior Student Housing NV                       | XIOR STUDENT HOUSING NV /EUR/       | CUSIP: B9901Y104<br>LEI: 549300JK7HFOCP0U8K85 | Long             | EC               | CORP              | BE        |       343 | NS      | $10611.05     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HORNBACH Holding KGaA                         | HORNBACH HOLDING AG & CO /EUR/      | CUSIP: D33875119<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |       170 | NS      | $14057.68     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Trust                           | GOLDMAN SACHS TR FINL SQ TSY IN     | CUSIP: 38141W323<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |     64189 | NS      | $64189.20     | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Donald P. Swade

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

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