# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001752724-25-204180
**Filing Date:** 2025-8
**Character Count:** 106598
**Document Hash:** bd57841c24ddeca3e6a55c2547dab749
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204180.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204180

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED ALPHADEX FUND II
- **CENTRAL INDEX KEY:** 0001510337

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22519
- **FILM NUMBER:** 251254177

**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 AlphaDEX Fund (Series ID: S000031802)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000099056 | First Trust Developed Markets ex-US AlphaDEX Fund | FDT             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

- **a. Name of Series:** First Trust Developed Markets ex-US AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031802

- **c. LEI of Series:** 549300SVX2E7BU0PDC63

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $544903272.25

**Total Liabilities:** $23882769.39

**Net Assets:** $521020502.86

**Cash Not Reported:** $263147.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099056 | 4.62%                | 8.14%                | 5.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4679879.15              | $13140758.01                               |
| Month 2  | $0.00                    | $33356516.31                               |
| Month 3  | $1162871.08              | $25952919.44                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mitsubishi Chemical Group Corp     | Mitsubishi Chemical Group Corp                            | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    196300 | NS      | $1033265.51   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG Energy Corp                    | MEG Energy Corp                                           | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |     82778 | NS      | $1564074.13   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International      | Raiffeisen Bank International AG                          | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     18878 | NS      | $575504.03    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                           | Kia Corp                                                  | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     38583 | NS      | $2770222.81   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                     | BAWAG Group AG                                            | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |     18854 | NS      | $2407470.11   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Definity Financial Corp            | Definity Financial Corp                                   | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     21776 | NS      | $1269220.58   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                  | Nippon Steel Corp                                         | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |    113200 | NS      | $2148367.07   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp          | Korea Electric Power Corp                                 | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |     98695 | NS      | $2873972.66   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG        | Bayerische Motoren Werke AG                               | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     24310 | NS      | $2160876.16   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ISS A/S                            | ISS A/S                                                   | CUSIP: 000000000<br>LEI: 213800LEZA58SZNCBN19 | Long             | EC               | CORP              | DK        |     84416 | NS      | $2353718.67   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                         | Inpex Corp                                                | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    175800 | NS      | $2472101.66   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Vienna Insurance                   | Vienna Insurance Group AG Wiener Versicherung Gruppe      | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |     44063 | NS      | $2268211.87   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                          | Thales SA                                                 | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      7293 | NS      | $2144267.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                        | Equinor ASA                                               | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     36573 | NS      | $925627.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Grou     | Sumitomo Mitsui Financial Group Inc                       | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     19100 | NS      | $481992.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC       | Associated British Foods PLC                              | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     78480 | NS      | $2216985.67   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC          | Bank of Ireland Group PLC                                 | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     41290 | NS      | $587786.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                 | POSCO Holdings Inc                                        | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      2558 | NS      | $494693.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vend Marketplaces ASA              | Vend Marketplaces ASA                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |     72263 | NS      | $2545128.18   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurubis AG                         | Aurubis AG                                                | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |     25720 | NS      | $2675221.75   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Hensoldt AG                        | Hensoldt AG                                               | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |     29006 | NS      | $3327935.64   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                           | Generali                                                  | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     13829 | NS      | $492118.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                        | Ageas SA/NV                                               | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     16180 | NS      | $1093050.07   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                          | Talanx AG                                                 | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     23153 | NS      | $2997319.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto1 Group SE                     | Auto1 Group SE                                            | CUSIP: 000000000<br>LEI: 391200S2LPXG5ZD5G304 | Long             | EC               | CORP              | DE        |     88234 | NS      | $2843676.44   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryohin Keikaku Co Ltd              | Ryohin Keikaku Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |     71200 | NS      | $3423908.89   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Pirelli & C SpA                    | Pirelli & C SpA                                           | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |     81802 | NS      | $564085.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co Ltd              | Japan Airlines Co Ltd                                     | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |     56600 | NS      | $1156132.77   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Construction Machinery     | Hitachi Construction Machinery Co Ltd                     | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     36700 | NS      | $1095864.73   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Century Corp                 | Tokyo Century Corp                                        | CUSIP: 000000000<br>LEI: 35380096ZLHOF84DXR74 | Long             | EC               | CORP              | JP        |     49500 | NS      | $558746.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock International Group PL     | Babcock International Group PLC                           | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |    155280 | NS      | $2446898.37   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG          | Zurich Insurance Group AG                                 | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      1392 | NS      | $972970.19    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Heavy Industries Co Lt     | Samsung Heavy Industries Co Ltd                           | CUSIP: 000000000<br>LEI: 988400OSK0T9LDTWNC20 | Long             | EC               | CORP              | KR        |    264186 | NS      | $3280792.35   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                       | Leonardo SpA                                              | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     49943 | NS      | $2810922.62   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BeOne Medicines Ltd                | BeOne Medicines Ltd                                       | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |     45298 | NS      | $852877.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                      | Celestica Inc                                             | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      6132 | NS      | $958064.49    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd      | Geely Automobile Holdings Ltd                             | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |   1130485 | NS      | $2298427.45   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                         | Tosoh Corp                                                | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |    140900 | NS      | $2064504.70   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                      | Rio Tinto Ltd                                             | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     26884 | NS      | $1895527.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                | Helvetia Holding AG                                       | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |     11712 | NS      | $2746995.02   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC                        | Beazley PLC                                               | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |    121276 | NS      | $1556485.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC             | Standard Chartered PLC                                    | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    164433 | NS      | $2724299.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                       | 3i Group PLC                                              | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     31090 | NS      | $1758233.13   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                           | IHI Corp                                                  | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     35000 | NS      | $3801256.90   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Aviation Ltd                   | BOC Aviation Ltd                                          | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | EC               | CORP              | SG        |    248009 | NS      | $2053590.79   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                     | Rheinmetall AG                                            | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      1358 | NS      | $2874590.37   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc         | Mizuho Financial Group Inc                                | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     53600 | NS      | $1486231.73   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                          | Repsol SA                                                 | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    145622 | NS      | $2133049.33   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| TEPCO                              | Tokyo Electric Power Co Holdings Inc                      | CUSIP: 000000000<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |    505000 | NS      | $1683625.57   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                      | Fortescue Ltd                                             | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    252511 | NS      | $2539385.74   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA               | Banco de Sabadell SA                                      | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    867469 | NS      | $2762028.33   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp                        | Kubota Corp                                               | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    118500 | NS      | $1334724.49   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Sofina SA                          | Sofina SA                                                 | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |      9487 | NS      | $3129068.36   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicaja Banco SA                   | Unicaja Banco SA                                          | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |   1312390 | NS      | $3101144.19   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Television Holdings Inc     | Nippon Television Holdings Inc                            | CUSIP: 000000000<br>LEI: 353800QI43C3H97E4W63 | Long             | EC               | CORP              | JP        |     23700 | NS      | $550676.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                          | Arkema SA                                                 | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      6361 | NS      | $468684.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electro-Mechanics Co L     | Samsung Electro-Mechanics Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5517 | NS      | $550637.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                       | Centrica PLC                                              | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    752749 | NS      | $1669228.04   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HMM Co Ltd                         | HMM Co Ltd                                                | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |    182067 | NS      | $3035349.36   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Skylark Holdings Co Ltd            | Skylark Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800P64XSC0Q9CEB70 | Long             | EC               | CORP              | JP        |     72400 | NS      | $1516827.89   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Elbit Systems Ltd                  | Elbit Systems Ltd                                         | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |      5060 | NS      | $2250357.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                  | Swire Pacific Ltd                                         | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |    274219 | NS      | $2349215.95   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                  | Indra Sistemas SA                                         | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     83793 | NS      | $3638238.70   | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| ORIX Corp                          | ORIX Corp                                                 | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     23500 | NS      | $531995.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                  | Kinross Gold Corp                                         | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |    153594 | NS      | $2400205.85   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC           | Lloyds Banking Group PLC                                  | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   2599496 | NS      | $2736799.85   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                 | Poste Italiane SpA                                        | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     81763 | NS      | $1756749.23   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| AIB Group PLC                      | AIB Group PLC                                             | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     75259 | NS      | $619231.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA              | Kongsberg Gruppen ASA                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |     49795 | NS      | $1930906.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                       | DNB Bank ASA                                              | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     55488 | NS      | $1533717.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Bank SA                      | Alpha Bank SA                                             | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |   1027860 | NS      | $3620205.91   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung SDI Co Ltd                 | Samsung SDI Co Ltd                                        | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |      3779 | NS      | $483855.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd               | Evolution Mining Ltd                                      | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |    545863 | NS      | $2798634.19   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG             | Dr Ing hc F Porsche AG                                    | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |     19490 | NS      | $962871.61    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power Corp                 | Capital Power Corp                                        | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |     14555 | NS      | $585727.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Samsung C&T Corp                   | Samsung C&T Corp                                          | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |     12186 | NS      | $1457335.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                   | Isuzu Motors Ltd                                          | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     71700 | NS      | $911404.81    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Glovis Co Ltd              | Hyundai Glovis Co Ltd                                     | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |     31683 | NS      | $3164543.86   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                 | Banco Santander SA                                        | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    361352 | NS      | $2991083.48   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                       | Bankinter SA                                              | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |    218540 | NS      | $2852323.75   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold Inc                    | Lundin Gold Inc                                           | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |     63066 | NS      | $3329866.28   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                      | Volkswagen AG                                             | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     14358 | NS      | $1515748.01   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co Ltd                | Nissan Motor Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |    191000 | NS      | $464485.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp                         | Denso Corp                                                | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     78500 | NS      | $1063256.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Land Ltd           | China Resources Land Ltd                                  | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | HK        |    145748 | NS      | $493875.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanwa Holdings Corp                | Sanwa Holdings Corp                                       | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |     15200 | NS      | $505488.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                   | Coca-Cola HBC AG                                          | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     21390 | NS      | $1116888.49   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Korean Air Lines Co Ltd            | Korean Air Lines Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400C2UFBF4B660C58 | Long             | EC               | CORP              | KR        |    133755 | NS      | $2269553.57   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TAIPING                      | China Taiping Insurance Holdings Co Ltd                   | CUSIP: 000000000<br>LEI: 529900C2G37NOIADYW07 | Long             | EC               | CORP              | HK        |    318373 | NS      | $620527.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                 | Honda Motor Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    269400 | NS      | $2608786.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                  | Toyota Motor Corp                                         | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     82900 | NS      | $1435156.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries L     | Sumitomo Electric Industries Ltd                          | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |    117300 | NS      | $2521047.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT PLC            | Tritax Big Box REIT PLC                                   | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |   1067645 | NS      | $2163075.85   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd      | Kawasaki Heavy Industries Ltd                             | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |     40500 | NS      | $3065518.56   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Air     | International Consolidated Airlines Group SA              | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |    143690 | NS      | $672967.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KION Group AG                      | KION Group AG                                             | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     23383 | NS      | $1301182.57   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp           | Pan American Silver Corp                                  | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     74917 | NS      | $2125788.79   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co Ltd         | Dai Nippon Printing Co Ltd                                | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |    136500 | NS      | $2075865.42   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                      | Marubeni Corp                                             | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |    121600 | NS      | $2459781.26   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                          | Buzzi SpA                                                 | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |     40505 | NS      | $2245373.94   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Credito Emiliano SpA               | Credito Emiliano SpA                                      | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |    142835 | NS      | $2109892.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Elis SA                            | Elis SA                                                   | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | EC               | CORP              | FR        |     21801 | NS      | $625064.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                   | Bridgestone Corp                                          | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     12100 | NS      | $495746.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Aerospace Co Ltd            | Hanwha Aerospace Co Ltd                                   | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |      5755 | NS      | $3616064.02   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| St James's Place PLC               | St James's Place PLC                                      | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |    191783 | NS      | $3116881.79   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                   | Osaka Gas Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     21400 | NS      | $548801.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                         | Santos Ltd                                                | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |    349647 | NS      | $1762721.07   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Fi     | Mediobanca Banca di Credito Finanziario SpA               | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     25936 | NS      | $602931.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                             | OMV AG                                                    | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     19044 | NS      | $1035953.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                | Societe Generale SA                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     32456 | NS      | $1856146.91   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG            | Heidelberg Materials AG                                   | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      5685 | NS      | $1335649.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RES POWER                    | China Resources Power Holdings Co Ltd                     | CUSIP: 000000000<br>LEI: 529900K60FC0AI053735 | Long             | EC               | CORP              | HK        |    815848 | NS      | $1968440.71   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung SDS Co Ltd                 | Samsung SDS Co Ltd                                        | CUSIP: 000000000<br>LEI: 988400G19T2TB4CAWX91 | Long             | EC               | CORP              | KR        |     18388 | NS      | $2310762.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                       | Carrefour SA                                              | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     34209 | NS      | $482350.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                     | BPER Banca SPA                                            | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |    186319 | NS      | $1693469.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd     | Fairfax Financial Holdings Ltd                            | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      1004 | NS      | $1812250.41   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA STATE CON                    | China State Construction International Holdings Ltd       | CUSIP: 000000000<br>LEI: 529900QVUUH13RIZIR85 | Long             | EC               | CORP              | HK        |   1122121 | NS      | $1692483.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| thyssenkrupp AG                    | thyssenkrupp AG                                           | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |    189259 | NS      | $2033643.06   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| easyJet PLC                        | easyJet PLC                                               | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |    254178 | NS      | $1856826.61   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                  | Suzuki Motor Corp                                         | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    159900 | NS      | $1935389.05   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corp Ltd                       | MTR Corp Ltd                                              | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |    295732 | NS      | $1062381.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                  | NatWest Group PLC                                         | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    414723 | NS      | $2911235.68   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd        | Japan Post Insurance Co Ltd                               | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     47600 | NS      | $1077904.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd           | Israel Discount Bank Ltd                                  | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     70090 | NS      | $698340.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd             | Singapore Airlines Ltd                                    | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     95700 | NS      | $524600.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                         | Allianz SE                                                | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      5087 | NS      | $2061932.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA POWER                        | China Power International Development Ltd                 | CUSIP: 000000000<br>LEI: 529900MDOW3M0UV2ST42 | Long             | EC               | CORP              | HK        |   2569218 | NS      | $978600.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co           | Central Japan Railway Co                                  | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |    126700 | NS      | $2843612.37   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc          | Bandai Namco Holdings Inc                                 | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     57800 | NS      | $2075509.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Samyang Foods Co Ltd               | Samyang Foods Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2484 | NS      | $2567560.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                   | Asahi Kasei Corp                                          | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     69100 | NS      | $492800.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp            | Panasonic Holdings Corp                                   | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     81700 | NS      | $882499.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp       | Wheaton Precious Metals Corp                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     12468 | NS      | $1121227.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co Ltd/Tokyo                  | Toho Co Ltd/Tokyo                                         | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |     19500 | NS      | $1152355.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                | Yamaha Motor Co Ltd                                       | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     60700 | NS      | $455023.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC         | JP MORGAN SECURITIES LLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  23499621 | PA      | $23499621.00  | 4.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Seatrium Ltd                       | Seatrium Ltd                                              | CUSIP: 000000000<br>LEI: 254900MQNHWMN6X1NV39 | Long             | EC               | CORP              | SG        |    924400 | NS      | $1461300.83   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays PLC                       | Barclays PLC                                              | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    260419 | NS      | $1205722.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA           | Unipol Assicurazioni SpA                                  | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     91261 | NS      | $1808707.82   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ST Engineering                     | Singapore Technologies Engineering Ltd                    | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |    383000 | NS      | $2346496.26   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                    | Sony Group Corp                                           | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     57600 | NS      | $1491948.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp                        | Sojitz Corp                                               | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |     66100 | NS      | $1627196.97   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                       | KBC Group NV                                              | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      5331 | NS      | $550475.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S             | AP Moller - Maersk A/S                                    | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |      1394 | NS      | $2591568.98   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc                   | JFE Holdings Inc                                          | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |    158100 | NS      | $1841142.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp                  | Oji Holdings Corp                                         | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |    346000 | NS      | $1743875.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                  | Siemens Energy AG                                         | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     33268 | NS      | $3842790.43   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                      | Sanrio Co Ltd                                             | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |     31600 | NS      | $1529035.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                    | BAE Systems PLC                                           | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     72089 | NS      | $1866742.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                    | Alamos Gold Inc                                           | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     54317 | NS      | $1444730.49   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                      | UniCredit SpA                                             | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     26070 | NS      | $1747663.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Car AB                       | Volvo Car AB                                              | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |   1265973 | NS      | $2324298.01   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Amorepacific Corp                  | Amorepacific Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     28097 | NS      | $2845924.64   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccio     | ACS Actividades de Construccion y Servicios SA            | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     42444 | NS      | $2947326.40   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                    | Mitsui & Co Ltd                                           | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     77500 | NS      | $1586003.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                         | Eiffage SA                                                | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      8350 | NS      | $1172932.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                            | Eni SpA                                                   | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     31318 | NS      | $507622.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OOIL                               | Orient Overseas International Ltd                         | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | HK        |    163074 | NS      | $2771236.96   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Co                   | Hyundai Motor Co                                          | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |     18059 | NS      | $2723033.86   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                      | Sumitomo Corp                                             | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     21500 | NS      | $556741.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                | Resona Holdings Inc                                       | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    112400 | NS      | $1039663.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                          | Shell PLC                                                 | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     13265 | NS      | $464945.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                        | Investor AB                                               | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     65142 | NS      | $1926188.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                      | Fresnillo PLC                                             | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |    206198 | NS      | $4075730.52   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                            | SPIE SA                                                   | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     34147 | NS      | $1918664.55   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd            | QBE Insurance Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     35444 | NS      | $545629.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc                       | SK Hynix Inc                                              | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     14940 | NS      | $3232424.42   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| H Lundbeck A/S                     | H Lundbeck A/S                                            | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |    288827 | NS      | $1658061.93   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Sumishin Net Bank Ltd          | SBI Sumishin Net Bank Ltd                                 | CUSIP: 000000000<br>LEI: 353800P95LC9U3FF6963 | Long             | EC               | CORP              | JP        |     17800 | NS      | $603819.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Chemie AG                   | Wacker Chemie AG                                          | CUSIP: 000000000<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |      5909 | NS      | $431552.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Niterra Co Ltd                     | Niterra Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |     48000 | NS      | $1599944.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp                          | KT&G Corp                                                 | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |     14090 | NS      | $1333204.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                       | CaixaBank SA                                              | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    249672 | NS      | $2162826.02   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co Ltd               | Hyundai Mobis Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |     13671 | NS      | $2907214.73   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp                  | Konami Group Corp                                         | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |      8200 | NS      | $1299142.39   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC        | NIPPON EXPRESS HOLDINGS INC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53200 | NS      | $1068580.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank Hapoalim BM                   | Bank Hapoalim BM                                          | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    107991 | NS      | $2071780.55   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                          | Essity AB                                                 | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     17024 | NS      | $471444.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd               | Mitsui OSK Lines Ltd                                      | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     69700 | NS      | $2332932.88   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Guangdong Investment Ltd           | Guangdong Investment Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1315074 | NS      | $1098973.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                 | Cenovus Energy Inc                                        | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |    104425 | NS      | $1420962.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc         | Dai-ichi Life Holdings Inc                                | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     63800 | NS      | $485572.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                    | Nippon Yusen KK                                           | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     73500 | NS      | $2647949.72   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd          | CK Hutchison Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |    258217 | NS      | $1588784.78   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings Inc                   | T&D Holdings Inc                                          | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |     68400 | NS      | $1505697.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                | Imperial Brands PLC                                       | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     26160 | NS      | $1033085.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                         | Tenaris SA                                                | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     49589 | NS      | $933156.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Electric Power Co Inc       | Kyushu Electric Power Co Inc                              | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |    166200 | NS      | $1485937.99   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG             | Mercedes-Benz Group AG                                    | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     41316 | NS      | $2418329.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co     | SITC International Holdings Co Ltd                        | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |    355527 | NS      | $1139052.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                            | A2A SpA                                                   | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |    402506 | NS      | $1083394.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM            | Bank Leumi Le-Israel BM                                   | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |    144739 | NS      | $2690839.94   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigma Healthcare Ltd               | Sigma Healthcare Ltd                                      | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |    539040 | NS      | $1060760.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                 | Qantas Airways Ltd                                        | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    343080 | NS      | $2425072.36   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Power Corp SA               | Public Power Corp SA                                      | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |     64850 | NS      | $1058769.27   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT                                | NTT                                                       | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    499900 | NS      | $534596.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Yancoal Australia Ltd              | Yancoal Australia Ltd                                     | CUSIP: 000000000<br>LEI: 3003003IC6G39HKQAD13 | Long             | EC               | CORP              | AU        |    767014 | NS      | $2912756.12   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd        | Northern Star Resources Ltd                               | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     42370 | NS      | $517282.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                   | ASR Nederland NV                                          | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     33808 | NS      | $2245291.18   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                   | Deutsche Bank AG                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    102609 | NS      | $3042263.24   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd         | Samsung Electronics Co Ltd                                | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     61613 | NS      | $2730036.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC/The                | UNITE Group PLC/The                                       | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |    138112 | NS      | $1606680.94   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                  | Suncor Energy Inc                                         | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     24988 | NS      | $936029.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA               | Banca Mediolanum SpA                                      | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     30114 | NS      | $518613.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                   | ANA Holdings Inc                                          | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |     52400 | NS      | $1027040.73   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues SA       | Banco Comercial Portugues SA                              | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |   1607277 | NS      | $1250712.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group     | Mitsubishi UFJ Financial Group Inc                        | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     71900 | NS      | $990088.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd                     | Kobe Steel Ltd                                            | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |    167200 | NS      | $1827525.43   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Storebrand ASA                     | Storebrand ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     76626 | NS      | $1085599.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 Sor-Norge ASA          | SpareBank 1 Sor-Norge ASA                                 | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | EC               | CORP              | NO        |     60161 | NS      | $1106598.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                     | Commerzbank AG                                            | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    106769 | NS      | $3368091.39   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                            | SSAB AB                                                   | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    319133 | NS      | $1884931.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG              | Deutsche Lufthansa AG                                     | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |    267495 | NS      | $2262393.95   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                     | Open Text Corp                                            | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     57503 | NS      | $1680223.51   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                            | LY Corp                                                   | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    285700 | NS      | $1052291.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kunlun Energy Co Ltd               | Kunlun Energy Co Ltd                                      | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | HK        |   1487057 | NS      | $1443496.37   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Technip Energies NV                | Technip Energies NV                                       | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | FR        |     59428 | NS      | $2501922.09   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Keisei Electric Railway Co Ltd     | Keisei Electric Railway Co Ltd                            | CUSIP: 000000000<br>LEI: 529900VNP95IIHXPCY17 | Long             | EC               | CORP              | JP        |    268400 | NS      | $2518958.37   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                  | George Weston Ltd                                         | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      2837 | NS      | $568983.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                       | WH Group Ltd                                              | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |   2635279 | NS      | $2534583.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Financial Ltd              | Phoenix Financial Ltd                                     | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |    130993 | NS      | $3789825.09   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                         | Boliden AB                                                | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     59380 | NS      | $1852153.39   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                     | BNP Paribas SA                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     17467 | NS      | $1570307.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Re                          | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      1538 | NS      | $997517.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC           | Rolls-Royce Holdings PLC                                  | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    150097 | NS      | $1993546.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA           | Jeronimo Martins SGPS SA                                  | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     22846 | NS      | $578059.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                             | RWE AG                                                    | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     67806 | NS      | $2829875.94   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                     | Iveco Group NV                                            | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | IT        |     29714 | NS      | $584528.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                 | Toyota Tsusho Corp                                        | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     87000 | NS      | $1974952.26   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd              | CK Asset Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |    239385 | NS      | $1055130.41   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                          | Mapfre SA                                                 | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |    157561 | NS      | $644030.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIJING ENT                        | Beijing Enterprises Holdings Ltd                          | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |    512261 | NS      | $2107787.99   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                      | Banco BPM SpA                                             | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    239561 | NS      | $2797084.13   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd             | Agnico Eagle Mines Ltd                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |     13396 | NS      | $1596010.31   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                        | Taisei Corp                                               | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |     10900 | NS      | $635811.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Square Co Ltd                   | SK Square Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     38129 | NS      | $5170129.67   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Woori Financial Group Inc          | Woori Financial Group Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     43166 | NS      | $718047.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi     | Yangzijiang Shipbuilding Holdings Ltd                     | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |    823000 | NS      | $1436932.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                 | Deutsche Boerse AG                                        | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1646 | NS      | $536884.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                          | Orion Oyj                                                 | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |     16325 | NS      | $1227841.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Generali SpA                 | Banca Generali SpA                                        | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |      8644 | NS      | $480397.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                        | Komatsu Ltd                                               | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     33600 | NS      | $1105261.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                        | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    554520 | NS      | $554519.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                               | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    178473 | NS      | $2744590.27   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                   | Seiko Epson Corp                                          | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     30300 | NS      | $402513.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp of Canada               | Power Corp of Canada                                      | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     68413 | NS      | $2672214.04   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| BOC Hong Kong Holdings Ltd         | BOC Hong Kong Holdings Ltd                                | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    239630 | NS      | $1040947.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                            | Saab AB                                                   | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     49372 | NS      | $2753296.96   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Financial Holdings SA      | Piraeus Financial Holdings SA                             | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |    354824 | NS      | $2458476.87   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Rotem Co Ltd               | Hyundai Rotem Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     33917 | NS      | $4938270.97   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc        | Chubu Electric Power Co Inc                               | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |    178300 | NS      | $2205147.74   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc            | Magna International Inc                                   | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     42701 | NS      | $1650655.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                | Intesa Sanpaolo SpA                                       | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    283769 | NS      | $1635065.39   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                         | Aisin Corp                                                | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     89100 | NS      | $1142791.57   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Systems Co Ltd              | Hanwha Systems Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     88753 | NS      | $3814221.99   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                 | Credit Agricole SA                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     80081 | NS      | $1515438.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                 | Teleperformance SE                                        | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      9684 | NS      | $939049.01    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Lt     | Mitsubishi Heavy Industries Ltd                           | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     57300 | NS      | $1436429.29   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                       | GEA Group AG                                              | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      8011 | NS      | $560533.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd          | Woodside Energy Group Ltd                                 | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |    167867 | NS      | $2610682.57   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                        | Subaru Corp                                               | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |    136700 | NS      | $2387895.21   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co Ltd          | Ono Pharmaceutical Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |    135400 | NS      | $1465842.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                             | AXA SA                                                    | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     11365 | NS      | $557854.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                      | Empire Co Ltd                                             | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     28857 | NS      | $1197509.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co Ltd                  | SK Telecom Co Ltd                                         | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |     51333 | NS      | $2156625.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                        | Aker BP ASA                                               | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     61270 | NS      | $1567097.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC              | IG Group Holdings PLC                                     | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     78769 | NS      | $1150417.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottomatica Group Spa              | Lottomatica Group Spa                                     | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | EC               | CORP              | IT        |     96247 | NS      | $2671102.82   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings Inc                 | ENEOS Holdings Inc                                        | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    184900 | NS      | $918176.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc/T     | Kansai Electric Power Co Inc/The                          | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |    204000 | NS      | $2420999.27   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc                 | Sompo Holdings Inc                                        | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     64000 | NS      | $1931044.06   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                | Deutsche Telekom AG                                       | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     26171 | NS      | $954749.94    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc              | Anglogold Ashanti Plc                                     | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |     25905 | NS      | $1171916.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV              | STMicroelectronics NV                                     | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |     89557 | NS      | $2735986.24   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Ancora                         | KBC Ancora                                                | CUSIP: 000000000<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |      7982 | NS      | $549101.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                   | ABN AMRO Bank NV                                          | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     69389 | NS      | $1899568.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                      | Rio Tinto PLC                                             | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     32682 | NS      | $1904341.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd          | Telix Pharmaceuticals Ltd                                 | CUSIP: 000000000<br>LEI: 894500HTWOOGIHLLSB86 | Long             | EC               | CORP              | AU        |     29269 | NS      | $470412.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                       | Klepierre SA                                              | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     14482 | NS      | $570457.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Sien     | Banca Monte dei Paschi di Siena SpA                       | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    245296 | NS      | $2086777.13   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                 | Vodafone Group PLC                                        | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1542154 | NS      | $1646471.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Xinyi Glass Holdings Ltd           | Xinyi Glass Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | HK        |   2452849 | NS      | $2355999.91   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                        | HOCHTIEF AG                                               | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |     14261 | NS      | $2810438.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Insurance Co Ltd                | DB Insurance Co Ltd                                       | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |     32156 | NS      | $2937785.12   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCurrent Inc                     | BayCurrent Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22400 | NS      | $1154182.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Chemicals Inc               | Mitsui Chemicals Inc                                      | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |     43300 | NS      | $1002781.15   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                  | HSBC Holdings PLC                                         | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    128645 | NS      | $1557118.01   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Ocean Co Ltd                | Hanwha Ocean Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     53073 | NS      | $3122403.82   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co Ltd           | Sumitomo Forestry Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |    144300 | NS      | $1461487.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Telecom Italia SpA/Milano          | Telecom Italia SpA/Milano                                 | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   1440758 | NS      | $710425.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritz Financial Group Inc         | Meritz Financial Group Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     17514 | NS      | $1459932.57   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank Ergasias Services and     | Eurobank Ergasias Services and Holdings SA                | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |    363022 | NS      | $1246948.69   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA MER PORT                     | China Merchants Port Holdings Co Ltd                      | CUSIP: 000000000<br>LEI: 529900GA4UH90FUOR048 | Long             | EC               | CORP              | HK        |   1124121 | NS      | $2047774.86   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Bank Ltd                   | Rakuten Bank Ltd                                          | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |     45000 | NS      | $2067115.73   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                    | Mitsubishi Corp                                           | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     27500 | NS      | $551508.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd               | Fuji Electric Co Ltd                                      | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |     23000 | NS      | $1062754.77   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc          | Mitsubishi HC Capital Inc                                 | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |     71800 | NS      | $528758.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd          | Kawasaki Kisen Kaisha Ltd                                 | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |    178700 | NS      | $2536459.15   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| TotalEnergies SE                   | TotalEnergies SE                                          | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     22517 | NS      | $1381899.21   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV      | Koninklijke Ahold Delhaize NV                             | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     12957 | NS      | $541827.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                      | RB Global Inc                                             | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |      4820 | NS      | $512068.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                     | Continental AG                                            | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |     13872 | NS      | $1210836.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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