# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007919
**Filing Date:** 2023-2
**Character Count:** 54150
**Document Hash:** 40b913ec4e0efc55bf593ad3d2b01aa7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007919.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007919

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22519
- **FILM NUMBER:** 23651928

**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 Eurozone AlphaDEX ETF (Series ID: S000047035)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000147004 | First Trust Eurozone AlphaDEX ETF | FEUZ            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 120 East Liberty Drive, Suite 400

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

- **a. Name of Series:** First Trust Eurozone AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000047035

- **c. LEI of Series:** 549300K49WGSLDHLM846

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $16421864.14

**Total Liabilities:** $202598.06

**Net Assets:** $16219266.08

**Cash Not Reported:** $36530.86

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147004 | 10.04%               | 12.20%               | 0.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3057646.24             | $4598006.41                                |
| Month 2  | $-5314.71                | $1950991.87                                |
| Month 3  | $166289.14               | $-152671.92                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bouygues SA                                      | BOUYGUES SA /EUR/                    | CUSIP: F11487125<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      2212 | NS      | $66394.10     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal S.A.                                     | L'OREAL /EUR/                        | CUSIP: F58149133<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        90 | NS      | $32139.19     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Glanbia PLC                                      | GLANBIA PLC /EUR/                    | CUSIP: G39021103<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |     12605 | NS      | $160836.82    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Vuitton SE                    | LVMH MOET HENNESSY LOUIS /EUR/       | CUSIP: F58485115<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       146 | NS      | $106258.65    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP-Energias de Portugal SA                      | EDP-ENERGIAS DE PORTUGAL /EUR/       | CUSIP: X67925119<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     26755 | NS      | $133347.32    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                        | THALES SA /EUR/                      | CUSIP: F9156M108<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       263 | NS      | $33586.33     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                     | CAPGEMINI SE /EUR/                   | CUSIP: F4973Q101<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       179 | NS      | $29881.66     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                          | CRH PLC /EUR/                        | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      3592 | NS      | $142305.53    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| D'Ieteren Group                                  | D'IETEREN GROUP /EUR/                | CUSIP: B49343187<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       204 | NS      | $39132.23     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                          | FRESENIUS SE & CO KGAA /EUR/         | CUSIP: D27348263<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      4059 | NS      | $114055.11    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| United Internet AG                               | UNITED INTERNET AG-REG S /EUR/       | CUSIP: D8542B125<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |      3084 | NS      | $62360.95     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                               | PUBLICIS GROUPE /EUR/                | CUSIP: F7607Z165<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      1215 | NS      | $77281.46     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Huhtamaki Oyj                                    | HUHTAMAKI OYJ /EUR/                  | CUSIP: X33752100<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |       909 | NS      | $31137.25     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Ruck SE                                 | HANNOVER RUECKVERSICHERU SE /EUR/    | CUSIP: D3015J135<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       963 | NS      | $191221.44    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                       | BOLLORE /EUR/                        | CUSIP: F10659260<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |     31446 | NS      | $175712.35    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                   | CONTINENTAL AG /EUR/                 | CUSIP: D16212140<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      1293 | NS      | $77481.46     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                 | DEUTSCHE POST AG-REG /EUR/           | CUSIP: D19225107<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      2863 | NS      | $107816.09    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                           | OMV AG /EUR/                         | CUSIP: A51460110<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      3973 | NS      | $204564.38    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                       | VERBUND AG /EUR/                     | CUSIP: A91460104<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |       679 | NS      | $57165.61     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                 | PERNOD RICARD SA /EUR/               | CUSIP: F72027109<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       472 | NS      | $92840.13     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault S.A.                                     | RENAULT SA /EUR/                     | CUSIP: F77098105<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |      4247 | NS      | $142182.44    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau SA                                | REMY COINTREAU /EUR/                 | CUSIP: F7725A100<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |       348 | NS      | $58708.62     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                           | RWE AG /EUR/                         | CUSIP: D6629K109<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      3929 | NS      | $174919.14    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB SA                                           | SEB SA /EUR/                         | CUSIP: F82059100<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |       459 | NS      | $38447.08     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                        | SOLVAY SA /EUR/                      | CUSIP: B82095116<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      1492 | NS      | $150863.14    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                       | VIVENDI SE /EUR/                     | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     18626 | NS      | $177729.12    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                          | E.ON SE /EUR/                        | CUSIP: D24914133<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      7522 | NS      | $75156.67     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Corporation                          | UPM-KYMMENE OYJ /EUR/                | CUSIP: X9518S108<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      3646 | NS      | $136326.92    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization S.A.    | HELLENIC TELECOMMUN ORGA /EUR/       | CUSIP: X3258B102<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |      2000 | NS      | $31235.73     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                         | BAYER AG-REG /EUR/                   | CUSIP: D0712D163<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       626 | NS      | $32382.66     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                   | STORA ENSO OYJ-R SHS /EUR/           | CUSIP: X21349117<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      9075 | NS      | $127743.49    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                             | HENKEL AG & CO KGAA /EUR/            | CUSIP: D3207M110<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       487 | NS      | $33895.52     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                          | BASF SE /EUR/                        | CUSIP: D06216317<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      3000 | NS      | $148974.52    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                    | BEIERSDORF AG /EUR/                  | CUSIP: D08792109<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |       588 | NS      | $67474.32     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                              | HEIDELBERGCEMENT AG /EUR/            | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      2908 | NS      | $165853.64    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co. KGaA             | FRESENIUS MEDICAL CARE AG & CO /EUR/ | CUSIP: D2734Z107<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      3069 | NS      | $100428.90    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange S.A.                                      | ORANGE SA /EUR/                      | CUSIP: F4113C103<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     12845 | NS      | $127613.11    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad N.V                                     | RANDSTAD NV /EUR/                    | CUSIP: N7291Y137<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      1998 | NS      | $121823.72    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                             | HERMES INTERNATIONAL /EUR/           | CUSIP: F48051100<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        73 | NS      | $112916.42    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixt SE                                          | SIXT SE /EUR/                        | CUSIP: D69899116<br>LEI: 5299004ZME6CSBR7WP07 | Long             | EC               | CORP              | DE        |       724 | NS      | $66611.75     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                            | DEUTSCHE LUFTHANSA-REG /EUR/         | CUSIP: D1908N106<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     25091 | NS      | $208557.50    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                              | ERSTE GROUP BANK AG /EUR/            | CUSIP: A19494102<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      2623 | NS      | $83952.93     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Reinsurance AG                            | MUENCHENER RUECKVER AG-R /EUR/       | CUSIP: D55535104<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       480 | NS      | $156200.06    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ERG S.p.A.                                       | ERG SPA /EUR/                        | CUSIP: T3707Z101<br>LEI: 8156004604684CA44A90 | Long             | EC               | CORP              | IT        |      2102 | NS      | $65162.49     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                     | BANKINTER SA /EUR/                   | CUSIP: E2116H880<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     10301 | NS      | $69115.39     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Aktiengesellschaft                    | VOLKSWAGENWERK AG PRF /EUR/          | CUSIP: D94523103<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      1092 | NS      | $136086.99    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.            | BANCO BILBAO VIZCAYA ARG /EUR/       | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     19282 | NS      | $116288.11    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                           | MERCEDES-BENZ GROUP AG /EUR/         | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      2836 | NS      | $186397.88    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                       | ACCIONA SA /EUR/                     | CUSIP: E0008Z109<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       822 | NS      | $151256.51    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                                       | FORTUM OYJ /EUR/                     | CUSIP: X2978Z118<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |      4313 | NS      | $71745.86     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alten SA                                         | ALTEN SA /EUR/                       | CUSIP: F02626103<br>LEI: 969500Y7G9TY7Y24GN07 | Long             | EC               | CORP              | FR        |       784 | NS      | $98022.39     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour S.A.                                   | CARREFOUR SA /EUR/                   | CUSIP: F13923119<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      4178 | NS      | $69947.40     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group S.A.                        | NATURGY ENERGY GROUP SA /EUR/        | CUSIP: E5499B123<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      2503 | NS      | $65134.67     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                        | REPSOL SA /EUR/                      | CUSIP: E8471S130<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     12578 | NS      | $199942.18    | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                | WOLTERS KLUWER /EUR/                 | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       594 | NS      | $62160.43     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CA Immobilien Anlagen AG                         | CA IMMOBILIEN ANLAGEN AG /EUR/       | CUSIP: A1144Q155<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |      2931 | NS      | $88947.81     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander, S.A.                            | BANCO SANTANDER SA /EUR/             | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     24774 | NS      | $74320.42     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ackermans En Van Haaren NV                       | ACKERMANS & VAN HAAREN /EUR/         | CUSIP: B01165156<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |       228 | NS      | $39098.83     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | DEUTSCHE BANK AG-REGISTE /EUR/       | CUSIP: D18190898<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      3884 | NS      | $44020.96     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                      | BAYERISCHE MOTOREN WERKE /EUR/       | CUSIP: D12096109<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      2122 | NS      | $189397.24    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                              | DEUTSCHE TELEKOM AG-REG /EUR/        | CUSIP: D2035M136<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      1698 | NS      | $33876.87     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon N.V.                                       | AEGON NV /EUR/                       | CUSIP: N00927298<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      7240 | NS      | $36719.77     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics N.V.                          | STMICROELECTRONICS NV /EUR/          | CUSIP: N83574108<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       921 | NS      | $32529.26     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale S.A.                            | SOCIETE GENERALE SA /EUR/            | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      4364 | NS      | $109685.50    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Philips NV                                 | KONINKLIJKE PHILIPS NV /EUR/         | CUSIP: N6817P109<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      9281 | NS      | $139127.58    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                               | DEUTSCHE BOERSE AG /EUR/             | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       530 | NS      | $91568.43     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo                                          | EURAZEO /EUR/                        | CUSIP: F3296A108<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |      2206 | NS      | $137198.08    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo S.A.                                      | SODEXO SA /EUR/                      | CUSIP: F84941123<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      1924 | NS      | $184288.15    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axa SA                                           | AXA SA /EUR/                         | CUSIP: F06106102<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      1321 | NS      | $36843.45     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                     | PORSCHE AUTOMOBIL HLDG-P /EUR/       | CUSIP: D6240C122<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |      2553 | NS      | $140031.68    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Opap S.A.                                        | OPAP SA /EUR/                        | CUSIP: X3232T104<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      4837 | NS      | $68501.85     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexans SA                                        | NEXANS SA /EUR/                      | CUSIP: F65277109<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |      1616 | NS      | $146085.59    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                          | ENI SPA /EUR/                        | CUSIP: T3643A145<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     13610 | NS      | $193561.40    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                              | ESSILORLUXOTTICA /EUR/               | CUSIP: F31668100<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       212 | NS      | $38397.47     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole S.A.                             | CREDIT AGRICOLE SA /EUR/             | CUSIP: F22797108<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      3551 | NS      | $37369.28     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | BNP PARIBAS /EUR/                    | CUSIP: F1058Q238<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |       681 | NS      | $38818.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie de Saint-Gobain SA                     | COMPAGNIE DE SAINT GOBAI /EUR/       | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2405 | NS      | $117522.83    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendel S.A.                                      | WENDEL /EUR                          | CUSIP: F98370103<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |      1609 | NS      | $150189.27    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                       | TENARIS SA /EUR/                     | CUSIP: L90272102<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     11194 | NS      | $195136.92    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre S.A.                                   | KLEPIERRE /EUR/                      | CUSIP: F5396X102<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      1659 | NS      | $38234.62     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hera SpA                                         | HERA SPA /EUR/                       | CUSIP: T5250M106<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |     13585 | NS      | $36631.46     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                        | GECINA SA /EUR/                      | CUSIP: F4268U171<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      1107 | NS      | $112751.62    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio, S.A.                                    | COVIVIO /EUR/                        | CUSIP: F3832Y172<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      2399 | NS      | $142396.13    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                    | HEINEKEN NV /EUR/                    | CUSIP: N39427211<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      1322 | NS      | $124362.05    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus S.A                                     | PROXIMUS /EUR/                       | CUSIP: B6951K109<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      8409 | NS      | $80976.71     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades De Construccion Y Servicios S.A. | ACS ACTIVIDADES CONS Y S /EUR/       | CUSIP: E7813W163<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      6420 | NS      | $183971.17    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                        | NESTE OYJ /EUR/                      | CUSIP: X5688A109<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      3314 | NS      | $152612.21    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                 | RAIFFEISEN BANK INTERNAT /EUR/       | CUSIP: A7111G104<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |      9729 | NS      | $159861.16    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                         | ENGIE /EUR/                          | CUSIP: F7629A107<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     12539 | NS      | $179698.72    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding N.V.                            | HEINEKEN HOLDING NV /EUR/            | CUSIP: N39338194<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      1685 | NS      | $129957.18    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo S.p.A.                                  | LEONARDO SPA /EUR/                   | CUSIP: T4502J151<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     12252 | NS      | $105708.13    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                         | IPSEN /EUR/                          | CUSIP: F5362H107<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       313 | NS      | $33672.61     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                        | ARKEMA /EUR/                         | CUSIP: F0392W125<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      1978 | NS      | $177603.32    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Chemie AG                                 | WACKER CHEMIE AG /EUR/               | CUSIP: D9540Z106<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |      1399 | NS      | $178808.61    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                       | EIFFAGE /EUR/                        | CUSIP: F2924U106<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      1080 | NS      | $106267.42    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                 | TOTALENERGIES SE /EUR/               | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3129 | NS      | $196444.54    | 1.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Aeroports de Paris                               | ADP /EUR/                            | CUSIP: F00882104<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |       749 | NS      | $100381.23    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                        | ORION CORP /EUR/                     | CUSIP: X6002Y112<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       689 | NS      | $37791.55     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Outotec Corporation                        | OUTOTEC OYJ /EUR/                    | CUSIP: X6026E100<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      4332 | NS      | $44572.66     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbio AG                                        | VERBIO VEREINIGTE BIOENE /EUR/       | CUSIP: D86145105<br>LEI: 529900W51PINCFFALS96 | Long             | EC               | CORP              | DE        |      1963 | NS      | $127338.37    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                             | GALP ENERGIA SGPS SA  B /EUR/        | CUSIP: X3078L108<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      9069 | NS      | $122416.76    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel, S.A.                                      | REXEL SA /EUR/                       | CUSIP: F7782J366<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      7674 | NS      | $151477.84    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian S.p.A.                                  | PRYSMIAN SPA /EUR/                   | CUSIP: T7630L105<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      5013 | NS      | $185991.30    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aalberts NV                                      | AALBERTS NV /EUR/                    | CUSIP: N00089271<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |      1759 | NS      | $68218.25     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Andritz AG                                       | ANDRITZ AG /EUR/                     | CUSIP: A11123105<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      2042 | NS      | $117052.74    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                             | BANCO DE SABADELL SA /EUR/           | CUSIP: E15819191<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     86280 | NS      | $81349.30     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                         | VINCI SA /EUR/                       | CUSIP: F5879X108<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       714 | NS      | $71301.67     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins - S.G.P.S., S.A.                | JERONIMO MARTINS /EUR/               | CUSIP: X40338109<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      3118 | NS      | $67354.04     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank S.A.                                   | CAIXABANK SA /EUR/                   | CUSIP: E2427M123<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     35878 | NS      | $141025.38    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                  | IBERDROLA SA /EUR/                   | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     12397 | NS      | $145045.13    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                       | GETLINK SE /EUR/                     | CUSIP: F4R053105<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      3734 | NS      | $59855.98     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                      | BRENNTAG SE /EUR/                    | CUSIP: D12459117<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      1428 | NS      | $91288.15     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| K & S AG                                         | K+S AG-REG /EUR/                     | CUSIP: D48164129<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |      7654 | NS      | $150550.49    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                             | EVONIK INDUSTRIES AG /EUR/           | CUSIP: D2R90Y117<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      5165 | NS      | $99160.36     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SA                                       | EDENRED /EUR/                        | CUSIP: F3192L109<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      1254 | NS      | $68298.48     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunello Cucinelli S.p.A.                        | BRUNELLO CUCINELLI SPA /EUR/         | CUSIP: T2R05S109<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      2373 | NS      | $175526.29    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding AG                | TELEFONICA DEUTSCHLAND H /EUR/       | CUSIP: D8T9CK101<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |     28652 | NS      | $70634.24     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hugo Boss AG                                     | HUGO BOSS AG  -ORD /EUR/             | CUSIP: D34902102<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |      1854 | NS      | $107486.71    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                        | TALANX AG /EUR/                      | CUSIP: D82827110<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      3263 | NS      | $154804.37    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                   | COMMERZBANK AG /EUR/                 | CUSIP: D172W1279<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     20224 | NS      | $191288.62    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                | LEG IMMOBILIEN SE /EUR/              | CUSIP: D4960A103<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      2420 | NS      | $157657.16    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                       | VONOVIA SE /EUR/                     | CUSIP: D9581T100<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      4011 | NS      | $94544.52     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                    | KONINKLIJKE AHOLD DELHAI /EUR/       | CUSIP: N0139V308<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      3409 | NS      | $97943.56     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                        | BANK OF IRELAND GROUP PL /EUR/       | CUSIP: G0756R109<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     18037 | NS      | $171838.59    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                           | OCI NV /EUR/                         | CUSIP: N6667A111<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      3953 | NS      | $141416.35    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland N.V.                               | ASR NEDERLAND NV /EUR/               | CUSIP: N0709G103<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |       751 | NS      | $35653.32     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Valeo SE                                         | VALEO /EUR/                          | CUSIP: F96221340<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |      1900 | NS      | $33965.38     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aroundtown SA                                    | AROUNDTOWN SA /EUR/                  | CUSIP: L0269F109<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | DE        |     26316 | NS      | $61495.03     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                    | AIB GROUP PLC /EUR/                  | CUSIP: G0R4HJ106<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     47784 | NS      | $184959.78    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kojamo Oyj                                       | KOJAMO OYJ /EUR/                     | CUSIP: X4543E117<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |      9054 | NS      | $133747.59    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                        | PROSUS NV /EUR/                      | CUSIP: N62598102<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      1651 | NS      | $113903.32    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw N.V.                          | WAREHOUSES DE PAUW SCA /EUR/         | CUSIP: B9T59Z100<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |      4729 | NS      | $135159.62    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                    | NN GROUP NV /EUR/                    | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1486 | NS      | $60700.68     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Properties Socimi S.A.                    | MERLIN PROPERTIES SOCIMI /EUR/       | CUSIP: E7390Z100<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |     15027 | NS      | $141151.60    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuchs Petrolub SE                                | FUCHS PETROLUB SE-PREF /EUR/         | CUSIP: D27462379<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |      1142 | NS      | $40023.14     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                         | DAIMLER TRUCK HOLDING AG /EUR/       | CUSIP: D1T3RZ100<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      2544 | NS      | $78823.74     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Inditex (Industria de Diseno Textil S.A.)        | INDUSTRIA DE DISENO TEXT /EUR/       | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      1414 | NS      | $37613.36     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin   | MICHELIN (CGDE) /EUR/                | CUSIP: F61824870<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      2565 | NS      | $71347.13     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM S.p.A.                                 | BANCO BPM SPA /EUR/                  | CUSIP: T1708N101<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     33071 | NS      | $118026.43    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                 | UNICREDIT SPA /EUR/                  | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     11359 | NS      | $161377.45    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal S.A.                               | ARCELORMITTAL /EUR/                  | CUSIP: L0302D210<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      7185 | NS      | $189010.83    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                               | ABN AMRO BANK NV-CVA /EUR/           | CUSIP: N0162C102<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      6436 | NS      | $89045.70     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOUT24 SE                                       | SCOUT24 SE /EUR/                     | CUSIP: D345XT105<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       574 | NS      | $28835.59     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                      | COVESTRO AG /EUR/                    | CUSIP: D15349109<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      5027 | NS      | $196681.11    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                                       | SIGNIFY NV /EUR/                     | CUSIP: N8063K107<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      3346 | NS      | $112394.55    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                          | SPIE SA /EUR/                        | CUSIP: F8691R101<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |      5505 | NS      | $143549.27    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                        | AMUNDI SA /EUR/                      | CUSIP: F0300Q103<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |       691 | NS      | $39203.09     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                   | BAWAG GROUP AG /EUR/                 | CUSIP: A0997C107<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      2004 | NS      | $106830.05    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Pirelli & C S.p.A.                               | PIRELLI & C SPA /EUR/                | CUSIP: T76434264<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |     26516 | NS      | $113649.74    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                 | DELIVERY HERO SE /EUR/               | CUSIP: D1T0KZ103<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |       783 | NS      | $37532.91     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Trust                              | GOLDMAN SACHS TR FINL SQ TSY IN      | CUSIP: 38141W323<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |    172701 | NS      | $172701.20    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Donald P. Swade

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

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