# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0000940400-26-006893
**Filing Date:** 2026-2
**Character Count:** 140093
**Document Hash:** 4beb55a69c13ba50842724fc3aa4370d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-006893.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-006893

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**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:** 26663166

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

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

## Series and Classes Contracts Data

### First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (Series ID: S000036654)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9076441.49

**Total Liabilities:** $295574.02

**Net Assets:** $8780867.47

**Cash Not Reported:** $388.03

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112036 | -0.46%               | 2.78%                | 2.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1519465.88              | $-1554688.96                               |
| Month 2  | $-524.15                 | $230336.75                                 |
| Month 3  | $20310.12                | $199403.07                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ND PAPER                           | Nine Dragons Paper Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900TBMYEYJ2LEV906 | Long             | EC               | CORP              | HK        |     40000 | NS      | $30375.06     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dong-A Socio Holdings Co Ltd       | Dong-A Socio Holdings Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       338 | NS      | $25715.73     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Trusco Nakayama Corp               | Trusco Nakayama Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $19951.48     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Austal Ltd                         | Austal Ltd                                             | CUSIP: 000000000<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |      1364 | NS      | $6089.69      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DeNA Co Ltd                        | DeNA Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900T9JQP7I5LDY154 | Long             | EC               | CORP              | JP        |      1300 | NS      | $21063.59     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisan Industry Co Ltd              | Aisan Industry Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7134.19      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fila SpA                           | Fila SpA                                               | CUSIP: 000000000<br>LEI: 81560094A389646CAF21 | Long             | EC               | CORP              | IT        |      2664 | NS      | $30555.92     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SK oceanplant Co Ltd               | SK oceanplant Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1198 | NS      | $16840.44     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Secure Waste Infrastructure Co     | Secure Waste Infrastructure Corp                       | CUSIP: 813921103<br>LEI: 894500UQR7AONHFERA55 | Long             | EC               | CORP              | CA        |      1958 | NS      | $24636.38     | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Takasago Thermal                   | Takasago Thermal Engineering Co Ltd                    | CUSIP: 000000000<br>LEI: 353800VL9UEB0RUJLC67 | Long             | EC               | CORP              | JP        |       300 | NS      | $8494.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Takashimaya Co Ltd                 | Takashimaya Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800IFO566STDN4V78 | Long             | EC               | CORP              | JP        |       600 | NS      | $6287.67      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deme Group NV                      | Deme Group NV                                          | CUSIP: 000000000<br>LEI: 549300FPFPQPKI3PJV37 | Long             | EC               | CORP              | BE        |        48 | NS      | $7886.05      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Perenti Ltd                        | Perenti Ltd                                            | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |     18724 | NS      | $34862.43     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui E&S Co Ltd                  | Mitsui E&S Co Ltd                                      | CUSIP: 000000000<br>LEI: 5493007T2YKKWF2NYN82 | Long             | EC               | CORP              | JP        |       700 | NS      | $24846.78     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitz Corp                          | Kitz Corp                                              | CUSIP: 000000000<br>LEI: 52990071D57KBWPS6S92 | Long             | EC               | CORP              | JP        |      1200 | NS      | $13322.27     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Kayaku Co Ltd               | Nippon Kayaku Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $16102.21     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoegh Autoliners ASA               | Hoegh Autoliners ASA                                   | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |      2601 | NS      | $25300.40     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilat Satellite Networks Ltd       | Gilat Satellite Networks Ltd                           | CUSIP: 000000000<br>LEI: 529900RVHDCYJ5YWHP12 | Long             | EC               | CORP              | IL        |      2186 | NS      | $28391.13     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishi-Nippon Railroad Co Ltd       | Nishi-Nippon Railroad Co Ltd                           | CUSIP: 000000000<br>LEI: 353800IYLMHYH4972387 | Long             | EC               | CORP              | JP        |       900 | NS      | $16064.86     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UACJ Corp                          | UACJ Corp                                              | CUSIP: 000000000<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |      2600 | NS      | $35238.76     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Carbon Korea Co Ltd          | Tokai Carbon Korea Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       168 | NS      | $16583.67     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Derwent London PLC                 | Derwent London PLC                                     | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               | CORP              | GB        |       594 | NS      | $13923.81     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Migdal Insurance & Financial H     | Migdal Insurance & Financial Holdings Ltd              | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |     10026 | NS      | $48673.11     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsugami Corp                       | Tsugami Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $31180.41     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Titanium Co Ltd               | Toho Titanium Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800CQ82BJ87SIZZ65 | Long             | EC               | CORP              | JP        |       600 | NS      | $5067.67      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowell e Holdings Inc              | Cowell e Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      7000 | NS      | $24788.31     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TCL Electronics Holdings Ltd       | TCL Electronics Holdings Ltd                           | CUSIP: 000000000<br>LEI: 5299000Y9D001SNNTJ48 | Long             | EC               | CORP              | HK        |     10000 | NS      | $13337.27     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shikoku Electric Power Co Inc      | Shikoku Electric Power Co Inc                          | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |      3100 | NS      | $30685.33     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KCC Corp                           | KCC Corp                                               | CUSIP: 000000000<br>LEI: 988400BF3M5UFPF3PH17 | Long             | EC               | CORP              | KR        |       128 | NS      | $37363.51     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaneka Corp                        | Kaneka Corp                                            | CUSIP: 000000000<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |       500 | NS      | $14028.98     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vault Minerals Ltd                 | Vault Minerals Ltd                                     | CUSIP: 000000000<br>LEI: 5299008TF8KHQ8CIQG34 | Long             | EC               | CORP              | AU        |      9812 | NS      | $35752.39     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Micron Inc                    | Hana Micron Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2209 | NS      | $39486.13     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fadu Inc                           | Fadu Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       886 | NS      | $13069.66     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DAMAI ENT                          | Damai Entertainment Holdings Ltd                       | CUSIP: 000000000<br>LEI: 213800DWTSI7ACSGHN32 | Long             | EC               | CORP              | HK        |     50000 | NS      | $6103.28      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PSK Inc                            | PSK Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       598 | NS      | $15317.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NRW Holdings Ltd                   | NRW Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 5493003S2MORCH0HEL95 | Long             | EC               | CORP              | AU        |      9091 | NS      | $31244.51     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharming Group NV                  | Pharming Group NV                                      | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | EC               | CORP              | NL        |      9550 | NS      | $16004.21     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Man Wah Holdings Ltd               | Man Wah Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 52990005BW6K71UPKX41 | Long             | EC               | CORP              | HK        |     38000 | NS      | $22313.59     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Woori Technology Investment Co     | Woori Technology Investment Co Ltd                     | CUSIP: 000000000<br>LEI: 9884006V778IAXMI9I68 | Long             | EC               | CORP              | KR        |      4060 | NS      | $20743.19     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Holding Co ADMIE IPTO SA           | Holding Co ADMIE IPTO SA                               | CUSIP: 000000000<br>LEI: 213800CO5OAZT7F4F862 | Long             | EC               | CORP              | GR        |      3892 | NS      | $13904.57     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LX Semicon Co Ltd                  | LX Semicon Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       718 | NS      | $24497.38     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hochschild Mining PLC              | Hochschild Mining PLC                                  | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | PE        |      4373 | NS      | $30268.59     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tongyang Life Insurance Co Ltd     | Tongyang Life Insurance Co Ltd                         | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | EC               | CORP              | KR        |      2431 | NS      | $11087.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd       | Sumitomo Osaka Cement Co Ltd                           | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |       500 | NS      | $12129.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumagai Gumi Co Ltd                | Kumagai Gumi Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900M993KYZI2Q1Q47 | Long             | EC               | CORP              | JP        |      1600 | NS      | $15781.41     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DN Automotive Corp                 | DN Automotive Corp                                     | CUSIP: 000000000<br>LEI: 988400LNF6EU6ADBDY89 | Long             | EC               | CORP              | KR        |      1713 | NS      | $29014.75     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinofert Holdings Ltd              | Sinofert Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5299003MF6ZDA7K38F96 | Long             | EC               | CORP              | HK        |    156000 | NS      | $30267.13     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichikosho Co Ltd                | Daiichikosho Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $12908.58     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Infrastructure Solution     | Badger Infrastructure Solutions Ltd                    | CUSIP: 056533102<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |       158 | NS      | $8418.30      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sato Corp                          | Sato Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $13795.33     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Shinyaku Co Ltd             | Nippon Shinyaku Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $43283.96     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Department Store Co Lt     | Hyundai Department Store Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       332 | NS      | $20419.42     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APERAM SA                          | APERAM SA                                              | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |       645 | NS      | $26712.03     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMABIKO Corp                      | YAMABIKO Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $22768.13     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kameda Seika Co Ltd                | Kameda Seika Co Ltd                                    | CUSIP: 000000000<br>LEI: 3538008WA35ECYUGYB62 | Long             | EC               | CORP              | JP        |      1200 | NS      | $29877.43     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Shizuoka Gas Co Ltd                | Shizuoka Gas Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |      2600 | NS      | $19918.28     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Balfour Beatty PLC                 | Balfour Beatty PLC                                     | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |      4003 | NS      | $38364.31     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Embracer Group AB                  | Embracer Group AB                                      | CUSIP: 000000000<br>LEI: 549300RFXXKT652HB549 | Long             | EC               | CORP              | SE        |      4347 | NS      | $28651.06     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Ocean Co Ltd                   | Pan Ocean Co Ltd                                       | CUSIP: 000000000<br>LEI: 988400HGOJIHDWPIAT45 | Long             | EC               | CORP              | KR        |     10140 | NS      | $27100.07     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WONIK IPS Co Ltd                   | WONIK IPS Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       833 | NS      | $39263.27     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Athabasca Oil Corp                 | Athabasca Oil Corp                                     | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |      2914 | NS      | $14925.08     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Noritake Co Ltd                    | Noritake Co Ltd                                        | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |       400 | NS      | $14581.21     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan African Resources PLC          | Pan African Resources PLC                              | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | ZA        |     23655 | NS      | $38581.62     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Stolt-Nielsen Ltd                  | Stolt-Nielsen Ltd                                      | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | GB        |      1013 | NS      | $32761.71     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwa Co Ltd                       | Hanwa Co Ltd                                           | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |       500 | NS      | $22886.87     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyosung Corp                       | Hyosung Corp                                           | CUSIP: 000000000<br>LEI: 549300I0RPK0L4R21F76 | Long             | EC               | CORP              | KR        |       576 | NS      | $45862.48     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Aichi Steel Corp                   | Aichi Steel Corp                                       | CUSIP: 000000000<br>LEI: 353800P9OWOVHHY4ML18 | Long             | EC               | CORP              | JP        |      1900 | NS      | $35430.92     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamei Corp                         | Kamei Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $34703.78     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Rengo Co Ltd                       | Rengo Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $17071.63     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Inc                         | Sprott Inc                                             | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Long             | EC               | CORP              | CA        |        84 | NS      | $8227.72      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Heijmans N.V           | Koninklijke Heijmans N.V                               | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |       301 | NS      | $23912.47     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Toenec Corp                        | Toenec Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $18568.05     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand City Properties SA           | Grand City Properties SA                               | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | EC               | CORP              | LU        |      2112 | NS      | $24423.07     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd       | Sun Frontier Fudousan Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $19918.28     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nojima Corp                        | Nojima Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $9876.15      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuhoku Financial Group Inc       | Hokuhoku Financial Group Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $32233.15     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Fuel Cell Co Ltd            | Doosan Fuel Cell Co Ltd                                | CUSIP: 000000000<br>LEI: 98840048NCZOSPATEO49 | Long             | EC               | CORP              | KR        |      1030 | NS      | $20627.89     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ABLBio Inc                         | ABLBio Inc                                             | CUSIP: 000000000<br>LEI: 9884007BRC71Y64NK235 | Long             | EC               | CORP              | KR        |       318 | NS      | $44149.80     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Itoham Yonekyu Holdings Inc        | Itoham Yonekyu Holdings Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $17875.38     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Safestore Holdings PLC             | Safestore Holdings PLC                                 | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               | CORP              | GB        |      3936 | NS      | $39048.57     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippn Corp                         | Nippn Corp                                             | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |      1300 | NS      | $19760.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Parex Resources Inc                | Parex Resources Inc                                    | CUSIP: 69946Q104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2667 | NS      | $35850.17     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Bridge Holdings Corp      | Yokogawa Bridge Holdings Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $13518.26     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Steel Manufacturing Co L     | Tokyo Steel Manufacturing Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $26384.07     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tobacco International HK     | China Tobacco International HK Co Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      5000 | NS      | $22819.84     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Holdings Corp                | Orion Holdings Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1446 | NS      | $20728.12     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiko Electronics Co Ltd           | Meiko Electronics Co Ltd                               | CUSIP: 000000000<br>LEI: 529900LGRXWX2ACMWR86 | Long             | EC               | CORP              | JP        |       300 | NS      | $20512.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LISI SA                            | LISI SA                                                | CUSIP: 000000000<br>LEI: 969500UU4O58BR802Y55 | Long             | EC               | CORP              | FR        |       257 | NS      | $16037.58     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Binggrae Co Ltd                    | Binggrae Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       522 | NS      | $26995.94     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HUTCHMED China Ltd                 | HUTCHMED China Ltd                                     | CUSIP: 000000000<br>LEI: 2138006X34YDQ6OBYE79 | Long             | EC               | CORP              | HK        |      2000 | NS      | $5298.93      | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Paper Industries Co Ltd     | Nippon Paper Industries Co Ltd                         | CUSIP: 000000000<br>LEI: 3538007UWR5N9X8B8S30 | Long             | EC               | CORP              | JP        |       800 | NS      | $5939.73      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Engine                      | Hanwha Engine                                          | CUSIP: 000000000<br>LEI: 9884003YHS5XI9WJAL96 | Long             | EC               | CORP              | KR        |      1090 | NS      | $32498.35     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Furukawa Electric Co Ltd           | Furukawa Electric Co Ltd                               | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |       600 | NS      | $38342.70     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitehaven Coal Ltd                | Whitehaven Coal Ltd                                    | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |      4790 | NS      | $24773.77     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Corp                          | Life Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $19581.21     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MFE-MediaForEurope NV              | MFE-MediaForEurope NV                                  | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | IT        |      1873 | NS      | $6792.74      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Towngas Smart Energy Co Ltd        | Towngas Smart Energy Co Ltd                            | CUSIP: 000000000<br>LEI: 254900BX211RVPV37P96 | Long             | EC               | CORP              | HK        |     28000 | NS      | $13887.21     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DB HiTek Co Ltd                    | DB HiTek Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       517 | NS      | $24261.01     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Codan Ltd                          | Codan Ltd                                              | CUSIP: 000000000<br>LEI: 9845005866EB809B5694 | Long             | EC               | CORP              | AU        |       713 | NS      | $13527.62     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumho Tire Co Inc                  | Kumho Tire Co Inc                                      | CUSIP: 000000000<br>LEI: 988400XUTAI2SOBDES17 | Long             | EC               | CORP              | KR        |      8284 | NS      | $33698.41     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                         | Signify NV                                             | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |       267 | NS      | $6576.79      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fugro NV                           | Fugro NV                                               | CUSIP: 000000000<br>LEI: 7245000R8GNBSDTSZ396 | Long             | EC               | CORP              | NL        |      3267 | NS      | $32596.28     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| China Oriental Group Co Ltd        | China Oriental Group Co Ltd                            | CUSIP: 000000000<br>LEI: 254900JSQWBLJHVYA555 | Long             | EC               | CORP              | HK        |     40000 | NS      | $6732.88      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Uchida Yoko Co Ltd                 | Uchida Yoko Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $27400.41     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                 | Teekay Tankers Ltd                                     | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |       690 | NS      | $36859.80     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                      | Proximus SADP                                          | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      3989 | NS      | $33166.67     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Marine & Fire Insuranc     | Hyundai Marine & Fire Insurance Co Ltd                 | CUSIP: 000000000<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |       348 | NS      | $7440.49      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TSI Holdings Co Ltd                | TSI Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $32658.32     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Toa Corp/Tokyo                     | Toa Corp/Tokyo                                         | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |      2500 | NS      | $45183.22     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Summerset Group Holdings Ltd       | Summerset Group Holdings Ltd                           | CUSIP: 000000000<br>LEI: 984500B9439EEECA6296 | Long             | EC               | CORP              | NZ        |      1125 | NS      | $7960.49      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRILLIANCE CHINA                   | Brilliance China Automotive Holdings Ltd               | CUSIP: 000000000<br>LEI: 5299005WPCSQN14NBM26 | Long             | EC               | CORP              | HK        |     66000 | NS      | $34345.41     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| METAWATER Co Ltd                   | METAWATER Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $30075.33     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Killam Apartment Real Estate I     | Killam Apartment Real Estate Investment Trust          | CUSIP: 49410M102<br>LEI: 2549001RZSL75H60JE41 | Long             | EC               | CORP              | CA        |      2700 | NS      | $32261.12     | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Ki-Star Real Estate Co Ltd         | Ki-Star Real Estate Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $29405.01     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Genky DrugStores Co Ltd            | Genky DrugStores Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $18998.98     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clal Insurance Enterprises Hol     | Clal Insurance Enterprises Holdings Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       679 | NS      | $43858.72     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Billerud Aktiebolag                | Billerud Aktiebolag                                    | CUSIP: 000000000<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |      2329 | NS      | $23754.21     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Perseus Mining Ltd                 | Perseus Mining Ltd                                     | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |      4295 | NS      | $16280.45     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GoGold Resources Inc               | GoGold Resources Inc                                   | CUSIP: 38045Y102<br>LEI: 549300PNCGJ26Y676N19 | Long             | EC               | CORP              | CA        |      7188 | NS      | $15239.58     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chudenko Corp                      | Chudenko Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $8608.91      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanadevia Corp                     | Kanadevia Corp                                         | CUSIP: 000000000<br>LEI: 5493006MPD0OCAMCE046 | Long             | EC               | CORP              | JP        |      1000 | NS      | $6064.86      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishio Holdings Co Ltd             | Nishio Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $21159.98     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gimv NV                            | Gimv NV                                                | CUSIP: 000000000<br>LEI: 549300UFHGFY5IOON989 | Long             | EC               | CORP              | BE        |       522 | NS      | $27390.71     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Etablissements Maurel et Prom      | Etablissements Maurel et Prom SA                       | CUSIP: 000000000<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |      6079 | NS      | $39470.78     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Leasing Co Ltd              | Mizuho Leasing Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800O6EEA5GK30Z659 | Long             | EC               | CORP              | JP        |      2400 | NS      | $21649.64     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Youngone Corp                      | Youngone Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       603 | NS      | $34240.67     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelsian Group Ltd                  | Kelsian Group Ltd                                      | CUSIP: 000000000<br>LEI: 984500FAK68AD2A97558 | Long             | EC               | CORP              | AU        |      4286 | NS      | $12156.15     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnicas Reunidas SA               | Tecnicas Reunidas SA                                   | CUSIP: 000000000<br>LEI: 213800JEZBUPZKWJGF49 | Long             | EC               | CORP              | ES        |      1120 | NS      | $36380.39     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GA Technologies Co Ltd/Japan       | GA Technologies Co Ltd/Japan                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $27134.83     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurabo Industries Ltd              | Kurabo Industries Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $5413.69      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Future PLC                         | Future PLC                                             | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |      3955 | NS      | $28068.37     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/S     | Scandinavian Tobacco Group A/S                         | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |      1516 | NS      | $22779.42     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CES Energy Solutions Corp          | CES Energy Solutions Corp                              | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               | CORP              | CA        |      2067 | NS      | $18478.08     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Royalty Corp                  | Gold Royalty Corp                                      | CUSIP: 38071H106<br>LEI: 984500FC5D5B5YDB4B90 | Long             | EC               | CORP              | CA        |      7227 | NS      | $29197.08     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HDC Holdings Co Ltd                | HDC Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1687 | NS      | $21910.92     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                     | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |     22575 | NS      | $22574.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Financial Group Inc        | Okinawa Financial Group Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $9126.02      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IPSOS SA                           | IPSOS SA                                               | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |       314 | NS      | $12642.36     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoucheng Holdings Ltd             | Shoucheng Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 984500T04A55D1A09D74 | Long             | EC               | CORP              | HK        |     44000 | NS      | $11985.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Towa Pharmaceutical Co Ltd         | Towa Pharmaceutical Co Ltd                             | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |       700 | NS      | $16266.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hornbach Holding AG & Co KGaA      | Hornbach Holding AG & Co KGaA                          | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |       121 | NS      | $11916.28     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Mining Corp                   | Aris Mining Corp                                       | CUSIP: 04040Y109<br>LEI: 5493001GJ5TILX6L1F82 | Long             | EC               | CORP              | CA        |      2846 | NS      | $46156.40     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Capital PLC                | Georgia Capital PLC                                    | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GE        |      1075 | NS      | $44920.27     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Inc               | Transcontinental Inc                                   | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |      1973 | NS      | $32659.33     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DroneShield Ltd                    | DroneShield Ltd                                        | CUSIP: 000000000<br>LEI: 5299002AW8NA4BW6MU87 | Long             | EC               | CORP              | AU        |      9033 | NS      | $18566.82     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LX INTERNATIONAL CORP              | LX INTERNATIONAL CORP                                  | CUSIP: 000000000<br>LEI: 988400KZJVVPCZ6BC265 | Long             | EC               | CORP              | KR        |       919 | NS      | $20733.40     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FF Group                           | FF Group                                               | CUSIP: 000000000<br>LEI: 213800ZMDLVEKZIKFX90 | Long             | EC               | CORP              | GR        |      3231 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sebang Global Battery Co Ltd       | Sebang Global Battery Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       767 | NS      | $33436.95     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumho Petrochemical Co Ltd         | Kumho Petrochemical Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       375 | NS      | $31420.29     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Idorsia Ltd                        | Idorsia Ltd                                            | CUSIP: 000000000<br>LEI: 506700XOVZUB107S5720 | Long             | EC               | CORP              | CH        |      6430 | NS      | $34540.65     | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| CJ CheilJedang Corp                | CJ CheilJedang Corp                                    | CUSIP: 000000000<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |        42 | NS      | $6064.35      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wemade Co Ltd                      | Wemade Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       368 | NS      | $6373.68      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotte Wellfood Co Ltd              | Lotte Wellfood Co Ltd                                  | CUSIP: 000000000<br>LEI: 988400SZXKR6WK05R430 | Long             | EC               | CORP              | KR        |        85 | NS      | $6762.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shibaura Mechatronics Corp         | Shibaura Mechatronics Corp                             | CUSIP: 000000000<br>LEI: 529900K56IZ9LT5WLM42 | Long             | EC               | CORP              | JP        |       200 | NS      | $24182.84     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Miyazaki Bank Ltd/The              | Miyazaki Bank Ltd/The                                  | CUSIP: 000000000<br>LEI: 353800S4OVI1UXARXE24 | Long             | EC               | CORP              | JP        |       700 | NS      | $29226.25     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Yonex Co Ltd                       | Yonex Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800AI38G8HRG7UJ91 | Long             | EC               | CORP              | JP        |       800 | NS      | $16956.08     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyosung TNC Corp                   | Hyosung TNC Corp                                       | CUSIP: 000000000<br>LEI: 988400BL3EUWYB39P076 | Long             | EC               | CORP              | KR        |        46 | NS      | $7104.93      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Bank Ltd/The                  | Toho Bank Ltd/The                                      | CUSIP: 000000000<br>LEI: 35380078ABDFHIKLTV03 | Long             | EC               | CORP              | JP        |      6700 | NS      | $23140.32     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiheiyo Cement Corp               | Taiheiyo Cement Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $19831.46     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyoda Gosei Co Ltd                | Toyoda Gosei Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |       600 | NS      | $15103.42     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| K&O Energy Group Inc               | K&O Energy Group Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $24387.13     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Television Francaise 1 SA          | Television Francaise 1 SA                              | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |      2743 | NS      | $26852.34     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                     | Drax Group PLC                                         | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |      2962 | NS      | $33418.17     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Monadelphous Group Ltd             | Monadelphous Group Ltd                                 | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |       468 | NS      | $8279.62      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elecnor SA                         | Elecnor SA                                             | CUSIP: 000000000<br>LEI: 95980020140005491250 | Long             | EC               | CORP              | ES        |       245 | NS      | $7039.73      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NS United Kaiun Kaisha Ltd         | NS United Kaiun Kaisha Ltd                             | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |      1000 | NS      | $38942.80     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Aussie Broadband Ltd               | Aussie Broadband Ltd                                   | CUSIP: 000000000<br>LEI: 98450090EAD3778B9832 | Long             | EC               | CORP              | AU        |      7282 | NS      | $24492.67     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United Energy Group Ltd            | United Energy Group Ltd                                | CUSIP: 000000000<br>LEI: 254900I49QKOOISW8F62 | Long             | EC               | CORP              | HK        |    308000 | NS      | $17412.98     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Resources Ltd                | Regis Resources Ltd                                    | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |      7004 | NS      | $35289.70     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaftesbury Capital PLC            | Shaftesbury Capital PLC                                | CUSIP: 000000000<br>LEI: 549300TTXXZ1SHUI0D54 | Long             | EC               | CORP              | GB        |      7302 | NS      | $14271.91     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricorn Metals Ltd               | Capricorn Metals Ltd                                   | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |      1591 | NS      | $15268.06     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRAIT ONE corp                    | MIRAIT ONE corp                                        | CUSIP: 000000000<br>LEI: 353800RI3EZVEIDAEL62 | Long             | EC               | CORP              | JP        |       400 | NS      | $8950.46      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KYB Corp                           | KYB Corp                                               | CUSIP: 000000000<br>LEI: 353800TNYJJSI69KPE33 | Long             | EC               | CORP              | JP        |      1100 | NS      | $31355.34     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishihara Sangyo Kaisha Ltd         | Ishihara Sangyo Kaisha Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $15754.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kolon Industries Inc               | Kolon Industries Inc                                   | CUSIP: 000000000<br>LEI: 988400LHRPRCSKXOAF72 | Long             | EC               | CORP              | KR        |       288 | NS      | $8966.58      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Implenia AG                        | Implenia AG                                            | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |       250 | NS      | $24144.68     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group PLC             | Lion Finance Group PLC                                 | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |        68 | NS      | $8524.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyoei Steel Ltd                    | Kyoei Steel Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $21897.34     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Derichebourg SA                    | Derichebourg SA                                        | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |      4514 | NS      | $36046.43     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SMCP SA                            | SMCP SA                                                | CUSIP: 000000000<br>LEI: 96950034TTGHHKKEN547 | Long             | EC               | CORP              | FR        |      3647 | NS      | $26915.76     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Minerals Ltd               | Genesis Minerals Ltd                                   | CUSIP: 000000000<br>LEI: 894500AK5BVRCNP0FP48 | Long             | EC               | CORP              | AU        |      5360 | NS      | $25933.29     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd             | Brother Industries Ltd                                 | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |       800 | NS      | $15944.84     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberger Druckmaschinen AG     | Heidelberger Druckmaschinen AG                         | CUSIP: 000000000<br>LEI: 529900ZM98OISTG16932 | Long             | EC               | CORP              | DE        |     13249 | NS      | $31607.52     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bekaert SA                         | Bekaert SA                                             | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |       153 | NS      | $6814.62      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Han Kuk Carbon Co Ltd              | Han Kuk Carbon Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       598 | NS      | $12391.31     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Mining Ltd                | Resolute Mining Ltd                                    | CUSIP: 000000000<br>LEI: 254900MP8JONT590XY28 | Long             | EC               | CORP              | AU        |     51083 | NS      | $41760.66     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| IsuPetasys Co Ltd                  | IsuPetasys Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       137 | NS      | $11336.23     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefinch Ltd                      | Firefinch Ltd                                          | CUSIP: 000000000<br>LEI: 52990065EGEF8FEI8S51 | Long             | EC               | CORP              | AU        |     46585 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Topre Corp                         | Topre Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $13599.97     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyung Dong Navien Co Ltd           | Kyung Dong Navien Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       270 | NS      | $10402.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Daihen Corp                        | Daihen Corp                                            | CUSIP: 000000000<br>LEI: 353800VGTLA3QRNG5478 | Long             | EC               | CORP              | JP        |       300 | NS      | $19133.04     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Komeri Co Ltd                      | Komeri Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6550.05      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Co     | Nippon Light Metal Holdings Co Ltd                     | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |      1000 | NS      | $16279.37     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SigmaRoc PLC                       | SigmaRoc PLC                                           | CUSIP: 000000000<br>LEI: 213800Q3CJUERBGD1E44 | Long             | EC               | CORP              | GB        |      4296 | NS      | $7389.03      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PAL GROUP Holdings Co Ltd          | PAL GROUP Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $10398.37     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                 | Teleperformance SE                                     | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       281 | NS      | $20421.47     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HDC Hyundai Development Co-Eng     | HDC Hyundai Development Co-Engineering & Construction  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       482 | NS      | $7327.62      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHEN INT'L                     | Shenzhen International Holdings Ltd                    | CUSIP: 000000000<br>LEI: 5493002NKD14ZZMEJF98 | Long             | EC               | CORP              | HK        |     14000 | NS      | $15560.15     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokkaido Electric Power Co Inc     | Hokkaido Electric Power Co Inc                         | CUSIP: 000000000<br>LEI: 353800XDXIIZDHUO0J51 | Long             | EC               | CORP              | JP        |      3800 | NS      | $25496.68     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai GF Holdings                | Hyundai GF Holdings                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6093 | NS      | $35190.56     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin Nippon Air Technologies C     | Shin Nippon Air Technologies Co Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $28109.04     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Happinet Corp                      | Happinet Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $15040.86     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstgroup PLC                     | Firstgroup PLC                                         | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |      2303 | NS      | $5916.83      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TES Co Ltd/Korea                   | TES Co Ltd/Korea                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1133 | NS      | $35038.80     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-Dan Co Ltd                     | Dai-Dan Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $37936.67     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Europris ASA                       | Europris ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |       690 | NS      | $6557.74      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanamoto Co Ltd                    | Kanamoto Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $7498.08      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ Logistics Corp                  | CJ Logistics Corp                                      | CUSIP: 000000000<br>LEI: 988400MIXJ2YDYLYR916 | Long             | EC               | CORP              | KR        |       349 | NS      | $22918.61     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Matsuya Co Ltd                     | Matsuya Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $8249.49      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRE Holdings Corp                  | TRE Holdings Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $33897.47     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Teijin Ltd                         | Teijin Ltd                                             | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |      1600 | NS      | $13845.76     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SNDL Inc                           | SNDL Inc                                               | CUSIP: 83307B101<br>LEI: 984500EBVC4BEACF6F53 | Long             | EC               | CORP              | CA        |      5205 | NS      | $8640.30      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LEE & MAN PAPER                    | Lee & Man Paper Manufacturing Ltd                      | CUSIP: 000000000<br>LEI: 30030066PNKQVCCC5G24 | Long             | EC               | CORP              | HK        |     19000 | NS      | $6835.67      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tanso Co Ltd                  | Toyo Tanso Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900YTFHZ3XYGL3R93 | Long             | EC               | CORP              | JP        |       500 | NS      | $15385.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HMC Capital Ltd                    | HMC Capital Ltd                                        | CUSIP: 000000000<br>LEI: 9845005E59E4DCFA1C33 | Long             | EC               | CORP              | AU        |      9927 | NS      | $26234.21     | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| MPC Container Ships ASA            | MPC Container Ships ASA                                | CUSIP: 000000000<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |     21112 | NS      | $36946.00     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Aecon Group Inc                    | Aecon Group Inc                                        | CUSIP: 00762V109<br>LEI: 549300VROCXVWXFR8B83 | Long             | EC               | CORP              | CA        |      1222 | NS      | $27849.01     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI Holdings Co Ltd                | OCI Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400XZQA7CG16LDK87 | Long             | EC               | CORP              | KR        |       221 | NS      | $17673.25     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Pacific Co Ltd               | First Pacific Co Ltd                                   | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | HK        |      8000 | NS      | $6126.41      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daesang Corp                       | Daesang Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1334 | NS      | $19493.04     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Helia Group Ltd                    | Helia Group Ltd                                        | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |      1821 | NS      | $6683.86      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NPR-RIKEN CORP                     | NPR-RIKEN CORP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $30001.92     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| S&S Tech Corp                      | S&S Tech Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       396 | NS      | $13277.43     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Yurtec Corp                        | Yurtec Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $33393.13     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanken Electric Co Ltd             | Sanken Electric Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900516DFVRCC25K90 | Long             | EC               | CORP              | JP        |       700 | NS      | $25825.46     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EXEO Group Inc                     | EXEO Group Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $8296.09      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankook & Co Co Ltd                | Hankook & Co Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300ET8LEWSPTMRK47 | Long             | EC               | CORP              | KR        |      1702 | NS      | $30896.05     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG Critical Materials NV          | AMG Critical Materials NV                              | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |       828 | NS      | $27635.03     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Avio SpA                           | Avio SpA                                               | CUSIP: 000000000<br>LEI: 8156008F25C4B0E7C860 | Long             | EC               | CORP              | IT        |       555 | NS      | $19143.10     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| D/S Norden A/S                     | D/S Norden A/S                                         | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |       960 | NS      | $38063.77     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugoku Electric Power Co Inc/     | Chugoku Electric Power Co Inc/The                      | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |      3700 | NS      | $23502.94     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PharmaResearch Co Ltd              | PharmaResearch Co Ltd                                  | CUSIP: 000000000<br>LEI: 988400WCI2SXC6H7SG23 | Long             | EC               | CORP              | KR        |        33 | NS      | $9231.89      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wasion Holdings Ltd                | Wasion Holdings Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     22000 | NS      | $48564.12     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MA Financial Group Ltd             | MA Financial Group Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4516 | NS      | $32849.99     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Takara Holdings Inc                | Takara Holdings Inc                                    | CUSIP: 000000000<br>LEI: 3538001CXSU150WNEY98 | Long             | EC               | CORP              | JP        |      1800 | NS      | $18466.55     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ENF Technology Co Ltd              | ENF Technology Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       353 | NS      | $11517.13     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| J Front Retailing Co Ltd           | J Front Retailing Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $5605.21      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tinexta Spa                        | Tinexta Spa                                            | CUSIP: 000000000<br>LEI: 815600925CD848EDBA96 | Long             | EC               | CORP              | IT        |       399 | NS      | $7028.87      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aiful Corp                         | Aiful Corp                                             | CUSIP: 000000000<br>LEI: 5299005WK14QZ676ZY35 | Long             | EC               | CORP              | JP        |      4100 | NS      | $14631.64     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd                       | Enerflex Ltd                                           | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |       646 | NS      | $9959.10      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingboard Holdings Ltd             | Kingboard Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 529900G89MY26MMSDR76 | Long             | EC               | CORP              | HK        |      2000 | NS      | $7544.94      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Holdings Corp                   | GS Holdings Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       213 | NS      | $8324.53      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                          | Forvia SE                                              | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |       520 | NS      | $8323.23      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tohoku Electric Power Co Inc       | Tohoku Electric Power Co Inc                           | CUSIP: 000000000<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |      3800 | NS      | $27971.14     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Valneva SE                         | Valneva SE                                             | CUSIP: 000000000<br>LEI: 969500DIVIP5VKNW4948 | Long             | EC               | CORP              | FR        |      1202 | NS      | $5252.01      | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Currys PLC                         | Currys PLC                                             | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |     11125 | NS      | $18894.82     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VSTECS Holdings Ltd                | VSTECS Holdings Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     26000 | NS      | $26057.79     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamarack Valley Energy Ltd         | Tamarack Valley Energy Ltd                             | CUSIP: 87505Y409<br>LEI: 549300TLKPX8BE14MH06 | Long             | EC               | CORP              | CA        |      3208 | NS      | $18651.30     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Opmobility                         | Opmobility                                             | CUSIP: 000000000<br>LEI: 9695001VLC2KYXX0DW73 | Long             | EC               | CORP              | FR        |       869 | NS      | $16309.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Seikan Group Holdings Ltd     | Toyo Seikan Group Holdings Ltd                         | CUSIP: 000000000<br>LEI: 5299004VWXGQPXR05T33 | Long             | EC               | CORP              | JP        |       900 | NS      | $21982.89     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Matsuda Sangyo Co Ltd              | Matsuda Sangyo Co Ltd                                  | CUSIP: 000000000<br>LEI: 3538005JX81V3H77VM68 | Long             | EC               | CORP              | JP        |      1000 | NS      | $33707.87     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Innocean Worldwide Inc             | Innocean Worldwide Inc                                 | CUSIP: 000000000<br>LEI: 9884004U41HRH3VEBX04 | Long             | EC               | CORP              | KR        |       539 | NS      | $6907.04      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Obrascon Huarte Lain SA            | Obrascon Huarte Lain SA                                | CUSIP: 000000000<br>LEI: 95980020140005395317 | Long             | EC               | CORP              | ES        |     13485 | NS      | $5665.50      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamae Group Holdings Co Ltd        | Yamae Group Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $24256.26     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Drilling Corp            | Precision Drilling Corp                                | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |       495 | NS      | $35519.69     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Innotek Co Ltd                  | LG Innotek Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |        52 | NS      | $9782.37      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Basin Shipping Ltd         | Pacific Basin Shipping Ltd                             | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | HK        |     22000 | NS      | $6586.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| F&F Co Ltd / New                   | F&F Co Ltd / New                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       624 | NS      | $29672.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV           | Koninklijke BAM Groep NV                               | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |       739 | NS      | $8076.79      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsubakimoto Chain Co               | Tsubakimoto Chain Co                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $14766.34     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsukishima Holdings Co Ltd         | Tsukishima Holdings Co Ltd                             | CUSIP: 000000000<br>LEI: 353800K8E7URAH6LTR26 | Long             | EC               | CORP              | JP        |      1400 | NS      | $25231.10     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hochiki Corp                       | Hochiki Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $14172.63     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJI OIL CO LTD /Osaka             | FUJI OIL CO LTD /Osaka                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6992.47      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Superloop Ltd                      | Superloop Ltd                                          | CUSIP: 000000000<br>LEI: 529900A6RVCX545NWC88 | Long             | EC               | CORP              | AU        |      3104 | NS      | $5365.08      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitaland India Trust             | Capitaland India Trust                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     37500 | NS      | $35592.03     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Construction Co Ltd          | Tokyu Construction Co Ltd                              | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |       900 | NS      | $7521.07      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Air France-KLM                     | Air France-KLM                                         | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | EC               | CORP              | FR        |      1039 | NS      | $14121.23     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanto Bank Ltd/The                 | Nanto Bank Ltd/The                                     | CUSIP: 000000000<br>LEI: 353800923E4YW3IDES52 | Long             | EC               | CORP              | JP        |       200 | NS      | $7609.81      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanyo Chemical Industries Ltd      | Sanyo Chemical Industries Ltd                          | CUSIP: 000000000<br>LEI: 529900STCFY6RXOR2I79 | Long             | EC               | CORP              | JP        |      1300 | NS      | $43322.27     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Corp                            | SL Corp                                                | CUSIP: 000000000<br>LEI: 549300W7X9LRFVNUKN83 | Long             | EC               | CORP              | KR        |      1443 | NS      | $42922.88     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Group Corp                   | Seiko Group Corp                                       | CUSIP: 000000000<br>LEI: 529900UXKCNCMYX20S74 | Long             | EC               | CORP              | JP        |       500 | NS      | $23238.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Daicel Corp                        | Daicel Corp                                            | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |      2300 | NS      | $20542.01     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DO & CO AG                         | DO & CO AG                                             | CUSIP: 000000000<br>LEI: 5299002NFQKOBT1E8569 | Long             | EC               | CORP              | AT        |        80 | NS      | $19461.29     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Daou Technology Inc                | Daou Technology Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1333 | NS      | $35949.50     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Riken Vitamin Co Ltd               | Riken Vitamin Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $13259.07     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Corp/Republic of Korea       | Orion Corp/Republic of Korea                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       378 | NS      | $27735.66     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Oita Bank Ltd/The                  | Oita Bank Ltd/The                                      | CUSIP: 000000000<br>LEI: 35380074A4QB6YEFB933 | Long             | EC               | CORP              | JP        |       200 | NS      | $8286.52      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruha Nichiro Corp                | Maruha Nichiro Corp                                    | CUSIP: 000000000<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |      1800 | NS      | $14777.83     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Corp                        | Hanwha Corp                                            | CUSIP: 000000000<br>LEI: 988400JE9FIHQS7TX614 | Long             | EC               | CORP              | KR        |       463 | NS      | $26226.65     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugoku Marine Paints Ltd          | Chugoku Marine Paints Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $33822.78     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BHI Co Ltd                         | BHI Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       622 | NS      | $22582.07     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Exedy Corp                         | Exedy Corp                                             | CUSIP: 000000000<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |       400 | NS      | $14325.84     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilfinger SE                       | Bilfinger SE                                           | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |       190 | NS      | $23981.10     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NHN KCP Corp                       | NHN KCP Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2619 | NS      | $27107.21     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworth Group Ltd                 | Skyworth Group Ltd                                     | CUSIP: 000000000<br>LEI: 529900LRFQSJWSSXY627 | Long             | EC               | CORP              | HK        |     60000 | NS      | $36157.12     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Next Vision Stabilized Systems     | Next Vision Stabilized Systems Ltd                     | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |       154 | NS      | $10150.45     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mota-Engil SGPS SA                 | Mota-Engil SGPS SA                                     | CUSIP: 000000000<br>LEI: 549300L6RR1203WN9F57 | Long             | EC               | CORP              | PT        |      4655 | NS      | $27068.28     | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| TORM PLC                           | TORM PLC                                               | CUSIP: 000000000<br>LEI: 213800VL1H1ABVM1ZF63 | Long             | EC               | CORP              | GB        |      1696 | NS      | $33863.16     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TPR Co Ltd                         | TPR Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $20604.57     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| World Co Ltd                       | World Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7903.47      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankook Tire & Technology Co L     | Hankook Tire & Technology Co Ltd                       | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |      1276 | NS      | $51640.55     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| First Resources Ltd                | First Resources Ltd                                    | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |     16100 | NS      | $26177.84     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Artience Co Ltd                    | Artience Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $15372.83     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Daido Steel Co Ltd                 | Daido Steel Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |      2400 | NS      | $24507.15     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co      | Electric Power Development Co Ltd                      | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |      1500 | NS      | $30289.20     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubis SCA                          | Rubis SCA                                              | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |       187 | NS      | $7045.57      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuetsu Corp                      | Hokuetsu Corp                                          | CUSIP: 000000000<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |      1000 | NS      | $5713.74      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AcadeMedia AB                      | AcadeMedia AB                                          | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |      1344 | NS      | $14437.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tabcorp Holdings Ltd               | Tabcorp Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 213800OCCFUN67NEY278 | Long             | EC               | CORP              | AU        |     41066 | NS      | $27131.41     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NTN Corp                           | NTN Corp                                               | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |      3000 | NS      | $7040.35      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Yellow Group PLC               | Big Yellow Group PLC                                   | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |      1066 | NS      | $15030.07     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SD Biosensor Inc                   | SD Biosensor Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4927 | NS      | $30439.97     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Peyto Exploration & Developmen     | Peyto Exploration & Development Corp                   | CUSIP: 717046106<br>LEI: 98450004AE67F646C503 | Long             | EC               | CORP              | CA        |       535 | NS      | $8852.03      | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Nittetsu Mining Co Ltd             | Nittetsu Mining Co Ltd                                 | CUSIP: 000000000<br>LEI: 213800HBRWZK44PCU381 | Long             | EC               | CORP              | JP        |      2600 | NS      | $37131.00     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobvista Inc                       | Mobvista Inc                                           | CUSIP: 000000000<br>LEI: 655600AW50D7VN363G24 | Long             | EC               | CORP              | SG        |     13000 | NS      | $25523.28     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp                | Fortuna Mining Corp                                    | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |       781 | NS      | $7653.24      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hope Corp Ltd                  | New Hope Corp Ltd                                      | CUSIP: 000000000<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |     10738 | NS      | $28879.08     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkane Resources Ltd               | Alkane Resources Ltd                                   | CUSIP: 000000000<br>LEI: 529900R65IIVLPW4ZS42 | Long             | EC               | CORP              | AU        |     36762 | NS      | $32997.14     | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| CS Wind Corp                       | CS Wind Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       234 | NS      | $6757.42      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| North Pacific Bank Ltd             | North Pacific Bank Ltd                                 | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |      4100 | NS      | $22196.12     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ Corp                            | CJ Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       160 | NS      | $19103.81     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wallenius Wilhelmsen ASA           | Wallenius Wilhelmsen ASA                               | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |      3923 | NS      | $39307.84     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FIH Mobile Ltd                     | FIH Mobile Ltd                                         | CUSIP: 000000000<br>LEI: 30030037GI80SRAJAK10 | Long             | EC               | CORP              | TW        |     15000 | NS      | $37564.08     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JTEKT Corp                         | JTEKT Corp                                             | CUSIP: 000000000<br>LEI: 353800SK6NPOZVCBOI04 | Long             | EC               | CORP              | JP        |      1400 | NS      | $15506.89     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Surge Energy Inc                   | Surge Energy Inc                                       | CUSIP: 86880Y877<br>LEI: 984500714EFC8B46F797 | Long             | EC               | CORP              | CA        |      4112 | NS      | $20671.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Close Brothers Group PLC           | Close Brothers Group PLC                               | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |      1049 | NS      | $7388.13      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadeler A/S                        | Cadeler A/S                                            | CUSIP: 000000000<br>LEI: 9845008439EUED140282 | Long             | EC               | CORP              | DK        |      5479 | NS      | $26112.22     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Gas Ltd                         | SK Gas Ltd                                             | CUSIP: 000000000<br>LEI: 5493005JC6AP53N4D383 | Long             | EC               | CORP              | KR        |       127 | NS      | $19836.17     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanki Engineering Co Ltd           | Sanki Engineering Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $21986.72     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| G-Tekt Corp                        | G-Tekt Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $26330.44     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Eo Technics Co Ltd                 | Eo Technics Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        42 | NS      | $7930.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Post Ltd                 | Singapore Post Ltd                                     | CUSIP: 000000000<br>LEI: 2549001SP50468BWD892 | Long             | EC               | CORP              | SG        |    107000 | NS      | $33713.24     | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Penta-Ocean Cons                   | Penta-Ocean Construction Co Ltd                        | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |      4400 | NS      | $44255.62     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DOF Group ASA                      | DOF Group ASA                                          | CUSIP: 000000000<br>LEI: 213800GIV9N2A714T434 | Long             | EC               | CORP              | NO        |      2836 | NS      | $26798.51     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PRS REIT Plc/The                   | PRS REIT Plc/The                                       | CUSIP: 000000000<br>LEI: 21380037Q91HU97WZX58 | Long             | EC               | CORP              | GB        |     23086 | NS      | $35350.80     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVista Energy Ltd                 | NuVista Energy Ltd                                     | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |      2414 | NS      | $31868.92     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HI-LEX CORP                        | HI-LEX CORP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $21980.34     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanil Electric Co Ltd              | Sanil Electric Co Ltd                                  | CUSIP: 000000000<br>LEI: 988400KW0ZAP6QNYIX16 | Long             | EC               | CORP              | KR        |       267 | NS      | $24113.50     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Onward Holdings Co Ltd             | Onward Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $14076.86     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleUGames Co Ltd                | DoubleUGames Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300YX1GSB0NJDFU35 | Long             | EC               | CORP              | KR        |       753 | NS      | $28017.63     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsumura & Co                       | Tsumura & Co                                           | CUSIP: 000000000<br>LEI: 3538005RS3M1OVJLC663 | Long             | EC               | CORP              | JP        |       300 | NS      | $7808.35      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokuriku Electric Power Co         | Hokuriku Electric Power Co                             | CUSIP: 000000000<br>LEI: 353800Z4ZNGBULYR8W57 | Long             | EC               | CORP              | JP        |      6100 | NS      | $38008.17     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FCC Co Ltd                         | FCC Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900JG0O5C2NAEHF11 | Long             | EC               | CORP              | JP        |      1000 | NS      | $23684.88     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Iino Kaiun Kaisha Ltd              | Iino Kaiun Kaisha Ltd                                  | CUSIP: 000000000<br>LEI: 353800VWL98SRNE0NX81 | Long             | EC               | CORP              | JP        |      2600 | NS      | $23536.77     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&S Austria Technologie & Sys     | AT&S Austria Technologie & Systemtechnik AG            | CUSIP: 000000000<br>LEI: 529900EVOKN4LCCD9321 | Long             | EC               | CORP              | AT        |       265 | NS      | $10027.97     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Logistics Park      | Mitsui Fudosan Logistics Park Inc                      | CUSIP: 000000000<br>LEI: 353800DN63EIYS760S59 | Long             | EC               | CORP              | JP        |        39 | NS      | $30400.28     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Baytex Energy Corp                 | Baytex Energy Corp                                     | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |     14883 | NS      | $48144.34     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Safilo Group SpA                   | Safilo Group SpA                                       | CUSIP: 000000000<br>LEI: 81560026FA1A26642782 | Long             | EC               | CORP              | IT        |     10951 | NS      | $24786.85     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nisshin Oillio Group Ltd/The       | Nisshin Oillio Group Ltd/The                           | CUSIP: 000000000<br>LEI: 549300DMFXTY70ZEGQ59 | Long             | EC               | CORP              | JP        |       800 | NS      | $26813.07     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KoMiCo Ltd                         | KoMiCo Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       402 | NS      | $24668.91     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrotec Corp                      | Ferrotec Corp                                          | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | EC               | CORP              | JP        |      1300 | NS      | $41745.40     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Enlight Renewable Energy Ltd       | Enlight Renewable Energy Ltd                           | CUSIP: 000000000<br>LEI: 984500HF6A99N758F734 | Long             | EC               | CORP              | IL        |       226 | NS      | $10276.11     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexteer Automotive Group Ltd       | Nexteer Automotive Group Ltd                           | CUSIP: 000000000<br>LEI: 529900O9GGNBKMJ9UO48 | Long             | EC               | CORP              | US        |     32000 | NS      | $26355.89     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Karoon Energy Ltd                  | Karoon Energy Ltd                                      | CUSIP: 000000000<br>LEI: 529900VXILHR2CNBWD62 | Long             | EC               | CORP              | AU        |     31888 | NS      | $32771.99     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vobile Group Ltd                   | Vobile Group Ltd                                       | CUSIP: 000000000<br>LEI: 254900YIB5FJSDJA2S88 | Long             | EC               | CORP              | HK        |      9000 | NS      | $4752.85      | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BioArctic AB                       | BioArctic AB                                           | CUSIP: 000000000<br>LEI: 549300Y0OI2WVUNHLC33 | Long             | EC               | CORP              | SE        |       660 | NS      | $22280.78     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tv Tokyo Holdings Corp             | Tv Tokyo Holdings Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5847.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.              | BOFA SECURITIES INC                                    | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |    289477 | PA      | $289477.00    | 3.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                         | Umicore SA                                             | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |       786 | NS      | $16534.34     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Denison Mines Corp                 | Denison Mines Corp                                     | CUSIP: 248356107<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |      5067 | NS      | $13437.67     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LET'S GOWEX S.A                    | LET'S GOWEX S.A                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       533 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pets at Home Group Plc             | Pets at Home Group Plc                                 | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |      7589 | NS      | $20254.52     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Group Ltd                    | Delek Group Ltd                                        | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |        86 | NS      | $22978.88     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Harim Holdings Co Ltd              | Harim Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: 988400HGJVPRYCRSZI12 | Long             | EC               | CORP              | KR        |      3999 | NS      | $29509.12     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Kinzoku Co Ltd              | Mitsui Kinzoku Co Ltd                                  | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |       400 | NS      | $45033.20     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tire Corp                     | Toyo Tire Corp                                         | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |       800 | NS      | $22139.94     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Signal Co Ltd               | Nippon Signal Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800WH3SH4B0OO8074 | Long             | EC               | CORP              | JP        |      1700 | NS      | $14217.31     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kasumigaseki Capital Co Ltd        | Kasumigaseki Capital Co Ltd                            | CUSIP: 000000000<br>LEI: 353800K2AQIR06QHCT28 | Long             | EC               | CORP              | JP        |       200 | NS      | $9384.58      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Serco Group PLC                    | Serco Group PLC                                        | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |      2188 | NS      | $8234.46      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ain Holdings Inc                   | Ain Holdings Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $25606.49     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago International Corp        | Takasago International Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $5646.07      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yahagi Construction Co Ltd         | Yahagi Construction Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $34256.26     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Colonial SFL Socimi SA             | Colonial SFL Socimi SA                                 | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | EC               | CORP              | ES        |      2137 | NS      | $13724.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eugene Technology Co Ltd           | Eugene Technology Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       560 | NS      | $29155.53     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonae SGPS SA                      | Sonae SGPS SA                                          | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |     13308 | NS      | $25210.95     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Gas Corp                     | Korea Gas Corp                                         | CUSIP: 000000000<br>LEI: 988400TFZILHBD5M3R71 | Long             | EC               | CORP              | KR        |       751 | NS      | $20488.22     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMTECH Co Ltd                    | SIMMTECH Co Ltd                                        | CUSIP: 000000000<br>LEI: 9884004D4JG9YA4VBD74 | Long             | EC               | CORP              | KR        |       912 | NS      | $31243.07     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Aryt Industries Ltd                | Aryt Industries Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2074 | NS      | $29736.96     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SHANGHAI IND H                     | Shanghai Industrial Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900S37EMGYP84J616 | Long             | EC               | CORP              | HK        |      8000 | NS      | $14791.78     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPEX                              | Japan Petroleum Exploration Co Ltd                     | CUSIP: 000000000<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |      4000 | NS      | $40091.93     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Furukawa Co Ltd                    | Furukawa Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800PX0BWY7U1VKE72 | Long             | EC               | CORP              | JP        |      1800 | NS      | $44184.12     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MTG Co Ltd                         | MTG Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $27176.97     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ATALAYA MINING COPPER SA           | ATALAYA MINING COPPER SA                               | CUSIP: 000000000<br>LEI: 549300QNQPXVRXGXOX56 | Long             | EC               | CORP              | ES        |      2479 | NS      | $28570.30     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Rika Co Ltd                  | Tokai Rika Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $29829.55     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kureha Corp                        | Kureha Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $13039.45     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktor SA Holding Company Techn     | Aktor SA Holding Company Technical And Energy Projects | CUSIP: 000000000<br>LEI: 213800SNEJL2ZM642D98 | Long             | EC               | CORP              | GR        |      3447 | NS      | $39698.91     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Modec Inc                          | Modec Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $45582.23     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO INT'L DEV                    | Melco International Development Ltd                    | CUSIP: 000000000<br>LEI: 5299005YLKSGQRHYMI33 | Long             | EC               | CORP              | HK        |     26000 | NS      | $14532.23     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Valeura Energy Inc                 | Valeura Energy Inc                                     | CUSIP: 919144402<br>LEI: 2549003ZBCOPPO06GY48 | Long             | EC               | CORP              | SG        |      6720 | NS      | $40049.25     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Resources Ltd            | Paramount Resources Ltd                                | CUSIP: 699320206<br>LEI: 549300JSO4G6XV6Y5V84 | Long             | EC               | CORP              | CA        |      2159 | NS      | $38050.50     | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Zigup PLC                          | Zigup PLC                                              | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |      6356 | NS      | $32856.51     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextage Co Ltd                     | Nextage Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $38834.27     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| YUE YUEN IND                       | Yue Yuen Industrial Holdings Ltd                       | CUSIP: 000000000<br>LEI: 254900YUFIBANZ1XU687 | Long             | EC               | CORP              | HK        |     20750 | NS      | $42578.73     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Furuno Electric Co Ltd             | Furuno Electric Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $35661.39     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SNT Dynamics Co Ltd                | SNT Dynamics Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       541 | NS      | $17500.68     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX Global Technology Ltd          | PAX Global Technology Ltd                              | CUSIP: 000000000<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | HK        |     28000 | NS      | $18168.50     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Yuasa Corp                      | GS Yuasa Corp                                          | CUSIP: 000000000<br>LEI: 353800MW7O6PQQHLDR79 | Long             | EC               | CORP              | JP        |       300 | NS      | $7182.07      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NHK Spring Co Ltd                  | NHK Spring Co Ltd                                      | CUSIP: 000000000<br>LEI: 35380033IJ3XRDV8VH57 | Long             | EC               | CORP              | JP        |       900 | NS      | $14464.70     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Electric Glass Co Ltd       | Nippon Electric Glass Co Ltd                           | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |       400 | NS      | $15717.57     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon Nohyaku Co Ltd               | Nihon Nohyaku Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $6473.44      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizen Watch Co Ltd               | Citizen Watch Co Ltd                                   | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |      2100 | NS      | $17106.74     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferretti SpA                       | Ferretti SpA                                           | CUSIP: 000000000<br>LEI: 815600F40754716D2D91 | Long             | EC               | CORP              | IT        |      4406 | NS      | $15916.94     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Youngone Holdings Co Ltd           | Youngone Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       282 | NS      | $37487.77     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurimoto Ltd                       | Kurimoto Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $11762.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryobi Ltd                          | Ryobi Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $12244.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicat SACA                         | Vicat SACA                                             | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |       199 | NS      | $17773.70     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Futaba Industrial Co Ltd           | Futaba Industrial Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $7352.53      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Time Interconnect Technology L     | Time Interconnect Technology Ltd                       | CUSIP: 000000000<br>LEI: 836800A7VIET4HSVR455 | Long             | EC               | CORP              | HK        |     14000 | NS      | $30598.64     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedrich Vorwerk Group SE         | Friedrich Vorwerk Group SE                             | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |       362 | NS      | $34714.43     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC TELECOM                      | CITIC Telecom International Holdings Ltd               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     67000 | NS      | $21263.83     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Seiki Co Ltd                | Nippon Seiki Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $23713.61     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogeco Communications Inc          | Cogeco Communications Inc                              | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |       303 | NS      | $14673.72     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JET2 PLC                           | JET2 PLC                                               | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |       367 | NS      | $6945.53      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Micro Science Co Ltd        | Nomura Micro Science Co Ltd                            | CUSIP: 000000000<br>LEI: 353800TK9TXKBPGJ2K14 | Long             | EC               | CORP              | JP        |       900 | NS      | $17116.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-21

**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