# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001752724-25-205018
**Filing Date:** 2025-8
**Character Count:** 72870
**Document Hash:** c6975bc32e3649a494cd92213a91b7d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-205018.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-205018

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22519
- **FILM NUMBER:** 251255549

**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 Europe AlphaDEX Fund (Series ID: S000031796)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000099050 | First Trust Europe AlphaDEX Fund | FEP             |

## 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 Europe AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031796

- **c. LEI of Series:** 5493000IHJBNPZO0TC53

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $302710584.54

**Total Liabilities:** $14752878.29

**Net Assets:** $287957706.25

**Cash Not Reported:** $497345.40

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099050 | 5.19%                | 8.42%                | 4.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $59719.05                | $10079298.52                               |
| Month 2  | $2109.44                 | $16948772.60                               |
| Month 3  | $787766.33               | $11096355.66                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AXA SA                             | AXA SA                                                    | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      9477 | NS      | $465181.57    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Colruyt Group N.V                  | Colruyt Group N.V                                         | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |     29480 | NS      | $1275141.18   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                       | Carrefour SA                                              | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     86129 | NS      | $1214427.73   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                       | KBC Group NV                                              | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      8891 | NS      | $918079.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC              | IG Group Holdings PLC                                     | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |    131370 | NS      | $1918652.61   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                        | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |     45848 | NS      | $45848.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azimut Holding SpA                 | Azimut Holding SpA                                        | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |     28991 | NS      | $928198.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                    | J Sainsbury PLC                                           | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    132864 | NS      | $528523.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRITZ AG                         | ANDRITZ AG                                                | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      7223 | NS      | $536877.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                         | Allianz SE                                                | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      4242 | NS      | $1719425.87   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                | Societe Generale SA                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     27065 | NS      | $1547837.57   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                        | Pearson PLC                                               | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     25657 | NS      | $377360.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                         | Freenet AG                                                | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |     10632 | NS      | $346163.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG            | Heidelberg Materials AG                                   | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      4740 | NS      | $1113628.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG        | Bayerische Motoren Werke AG                               | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     25340 | NS      | $2252431.18   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                         | Verbund AG                                                | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      5705 | NS      | $437822.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC           | Lloyds Banking Group PLC                                  | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   2167705 | NS      | $2282201.92   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                      | Volkswagen AG                                             | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     15964 | NS      | $1685290.52   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                       | CaixaBank SA                                              | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    208200 | NS      | $1803567.79   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC              | JD Sports Fashion PLC                                     | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |   1380691 | NS      | $1681800.35   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                     | Rheinmetall AG                                            | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      1132 | NS      | $2396197.57   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                     | BNP Paribas SA                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     14565 | NS      | $1309413.97   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Financial Holdings SA      | Piraeus Financial Holdings SA                             | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |    295885 | NS      | $2050104.92   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Greece SA         | National Bank of Greece SA                                | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |     39514 | NS      | $504089.41    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                         | Fortum Oyj                                                | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     49425 | NS      | $925121.33    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG              | Deutsche Lufthansa AG                                     | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |    278829 | NS      | $2358253.59   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                       | Centrica PLC                                              | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    836951 | NS      | $1855946.77   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC       | Associated British Foods PLC                              | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     81805 | NS      | $2310913.77   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                       | BT Group PLC                                              | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    188421 | NS      | $501105.93    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| easyJet PLC                        | easyJet PLC                                               | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |    353263 | NS      | $2580664.48   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                            | SSE PLC                                                   | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     58814 | NS      | $1478180.89   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 Sor-Norge ASA          | SpareBank 1 Sor-Norge ASA                                 | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | EC               | CORP              | NO        |     50168 | NS      | $922787.78    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                   | ABN AMRO Bank NV                                          | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     57863 | NS      | $1584036.52   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ Holding AG                      | VZ Holding AG                                             | CUSIP: 000000000<br>LEI: 529900JMJUZCFUVQ0Q82 | Long             | EC               | CORP              | CH        |      2117 | NS      | $463181.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock International Group PL     | Babcock International Group PLC                           | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |    172650 | NS      | $2720614.40   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                        | HOCHTIEF AG                                               | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |     11892 | NS      | $2343575.56   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                          | Repsol SA                                                 | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    151792 | NS      | $2223426.57   | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| Mediobanca Banca di Credito Fi     | Mediobanca Banca di Credito Finanziario SpA               | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     43256 | NS      | $1005568.37   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Rio Tinto PLC                      | Rio Tinto PLC                                             | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     34067 | NS      | $1985043.86   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofina SA                          | Sofina SA                                                 | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |      7911 | NS      | $2609261.07   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                          | Talanx AG                                                 | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     19308 | NS      | $2499557.33   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc              | Anglogold Ashanti Plc                                     | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |     32404 | NS      | $1465924.65   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                  | NatWest Group PLC                                         | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    276668 | NS      | $1942129.45   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                        | Aker BP ASA                                               | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     68123 | NS      | $1742376.47   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                          | Orion Oyj                                                 | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |     13613 | NS      | $1023865.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                          | Orange SA                                                 | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     62260 | NS      | $947178.09    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                 | Teleperformance SE                                        | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |     16151 | NS      | $1566148.35   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                        | Ageas SA/NV                                               | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     13493 | NS      | $911528.10    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Or     | Hellenic Telecommunications Organization SA               | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |     74682 | NS      | $1419866.75   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                | Intesa Sanpaolo SpA                                       | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    315511 | NS      | $1817961.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Air     | International Consolidated Airlines Group SA              | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |    359467 | NS      | $1683552.13   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                         | Renault SA                                                | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     16043 | NS      | $739475.09    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                   | ArcelorMittal SA                                          | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     42321 | NS      | $1339527.72   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG          | Zurich Insurance Group AG                                 | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      1160 | NS      | $810808.49    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurubis AG                         | Aurubis AG                                                | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |     21448 | NS      | $2230876.99   | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| Jeronimo Martins SGPS SA           | Jeronimo Martins SGPS SA                                  | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     19051 | NS      | $482036.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Chemie AG                   | Wacker Chemie AG                                          | CUSIP: 000000000<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |     14783 | NS      | $1079648.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Hensoldt AG                        | Hensoldt AG                                               | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |     24188 | NS      | $2775153.66   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Michelin                           | Cie Generale des Etablissements Michelin SCA              | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     23043 | NS      | $856108.54    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                    | BAE Systems PLC                                           | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     60115 | NS      | $1556675.84   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                     | BAWAG Group AG                                            | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |     15722 | NS      | $2007544.56   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                          | Buzzi SpA                                                 | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |     42222 | NS      | $2340554.96   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                | Deutsche Telekom AG                                       | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     21824 | NS      | $796166.09    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                       | Leonardo SpA                                              | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     41647 | NS      | $2344002.05   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                          | Endesa SA                                                 | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     15241 | NS      | $482761.23    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Mapfre SA                          | Mapfre SA                                                 | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |    262778 | NS      | $1074104.65   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                  | HSBC Holdings PLC                                         | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    107277 | NS      | $1298479.92   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                             | EDP SA                                                    | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    239979 | NS      | $1040842.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                           | Engie SA                                                  | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     20705 | NS      | $485961.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                      | UniCredit SpA                                             | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     21739 | NS      | $1457324.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                 | Banco Santander SA                                        | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    301329 | NS      | $2494244.38   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                        | Equinor ASA                                               | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     60997 | NS      | $1543775.89   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV      | Koninklijke Ahold Delhaize NV                             | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     10805 | NS      | $451836.43    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                       | Klepierre SA                                              | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     36230 | NS      | $1427127.32   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Raiffeisen Bank International      | Raiffeisen Bank International AG                          | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     31485 | NS      | $959833.91    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| St James's Place PLC               | St James's Place PLC                                      | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |    159926 | NS      | $2599137.76   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                        | Euronext NV                                               | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |      2793 | NS      | $477382.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicaja Banco SA                   | Unicaja Banco SA                                          | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |   1094395 | NS      | $2586027.55   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S             | AP Moller - Maersk A/S                                    | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |      1162 | NS      | $2160260.51   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                             | OMV AG                                                    | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     31977 | NS      | $1739481.30   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                     | BPER Banca SPA                                            | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |    155371 | NS      | $1412180.79   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                            | SPIE SA                                                   | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     28475 | NS      | $1599964.07   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                        | Bouygues SA                                               | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     20511 | NS      | $927782.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC           | Rolls-Royce Holdings PLC                                  | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    125165 | NS      | $1662406.71   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                         | Eiffage SA                                                | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      6963 | NS      | $978099.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                      | Fresnillo PLC                                             | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |    171948 | NS      | $3398741.56   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                | Imperial Brands PLC                                       | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     32722 | NS      | $1292225.25   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC               | Endeavour Mining PLC                                      | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     17180 | NS      | $525408.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank Ergasias Services and     | Eurobank Ergasias Services and Holdings SA                | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |    302722 | NS      | $1039823.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Elis SA                            | Elis SA                                                   | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | EC               | CORP              | FR        |     54539 | NS      | $1563708.74   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Sulzer AG                          | Sulzer AG                                                 | CUSIP: 000000000<br>LEI: 529900NZ6MAST5IJF669 | Long             | EC               | CORP              | CH        |      2382 | NS      | $429897.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                          | Shell PLC                                                 | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     33186 | NS      | $1163186.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| thyssenkrupp AG                    | thyssenkrupp AG                                           | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |    157822 | NS      | $1695843.33   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues SA       | Banco Comercial Portugues SA                              | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |   2010449 | NS      | $1564443.02   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                        | Investor AB                                               | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     67902 | NS      | $2007798.89   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                         | Genmab A/S                                                | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      2079 | NS      | $431637.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                         | Acciona SA                                                | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      3091 | NS      | $556353.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Kongsberg Gruppen ASA              | Kongsberg Gruppen ASA                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |     41523 | NS      | $1610141.93   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hera SpA                           | Hera SpA                                                  | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |     93352 | NS      | $451073.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                | Henkel AG & Co KGaA                                       | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      5082 | NS      | $399050.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KION Group AG                      | KION Group AG                                             | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     38998 | NS      | $2170102.98   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw CVA             | Warehouses De Pauw CVA                                    | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     34070 | NS      | $830750.47    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Credito Emiliano SpA               | Credito Emiliano SpA                                      | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |    119109 | NS      | $1759422.87   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                       | Barclays PLC                                              | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    217162 | NS      | $1005445.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vend Marketplaces ASA              | Vend Marketplaces ASA                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |     75325 | NS      | $2652972.90   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                   | Deutsche Post AG                                          | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     18916 | NS      | $873683.77    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Storebrand ASA                     | Storebrand ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     63898 | NS      | $905275.55    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                        | Autoliv Inc                                               | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |      4585 | NS      | $513703.77    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ISS A/S                            | ISS A/S                                                   | CUSIP: 000000000<br>LEI: 213800LEZA58SZNCBN19 | Long             | EC               | CORP              | DK        |     70394 | NS      | $1962751.99   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Re                          | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      1924 | NS      | $1247870.14   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                            | A2A SpA                                                   | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |    671294 | NS      | $1806870.75   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                   | Coca-Cola HBC AG                                          | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     26755 | NS      | $1397024.38   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                 | Poste Italiane SpA                                        | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     68182 | NS      | $1464949.62   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryanair Holdings PLC               | Ryanair Holdings PLC                                      | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     30073 | NS      | $1734309.91   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC             | Standard Chartered PLC                                    | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    137120 | NS      | $2271781.69   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                          | Arkema SA                                                 | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |     21216 | NS      | $1563215.81   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                      | Banco BPM SpA                                             | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    199769 | NS      | $2332477.74   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                       | 3i Group PLC                                              | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     34568 | NS      | $1954924.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                          | Thales SA                                                 | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      6082 | NS      | $1788212.46   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                        | Swisscom AG                                               | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       700 | NS      | $496250.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccio     | ACS Actividades de Construccion y Servicios SA            | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     35394 | NS      | $2457771.90   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                         | Boliden AB                                                | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     61896 | NS      | $1930631.29   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                       | DNB Bank ASA                                              | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     46271 | NS      | $1278955.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                 | Deutsche Boerse AG                                        | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      2745 | NS      | $895351.21    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV               | Koninklijke Vopak NV                                      | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |     27936 | NS      | $1389346.49   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                  | Ashtead Group PLC                                         | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      7537 | NS      | $483037.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pirelli & C SpA                    | Pirelli & C SpA                                           | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |    204644 | NS      | $1411171.69   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Eni SpA                            | Eni SpA                                                   | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     78348 | NS      | $1269914.46   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA          | Gjensidige Forsikring ASA                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |     17573 | NS      | $445278.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                   | ASR Nederland NV                                          | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     28192 | NS      | $1872315.69   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                | Helvetia Holding AG                                       | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |      7813 | NS      | $1832502.74   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Car AB                       | Volvo Car AB                                              | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |   1055688 | NS      | $1938219.47   | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercedes-Benz Group AG             | Mercedes-Benz Group AG                                    | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     34453 | NS      | $2016620.42   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                             | BKW AG                                                    | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |      2308 | NS      | $504097.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                        | Telenor ASA                                               | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     84702 | NS      | $1316824.75   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Fraport AG Frankfurt Airport S     | Fraport AG Frankfurt Airport Services Worldwide           | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |     12909 | NS      | $972436.54    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC        | Berkeley Group Holdings PLC                               | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |     26158 | NS      | $1385958.93   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                          | Avolta AG                                                 | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      9284 | NS      | $503368.43    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                             | RWE AG                                                    | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     56543 | NS      | $2359815.87   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Ancora                         | KBC Ancora                                                | CUSIP: 000000000<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |     26624 | NS      | $1831530.99   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                            | SSAB AB                                                   | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    332655 | NS      | $1964798.42   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                         | Scout24 SE                                                | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      3873 | NS      | $534235.21    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottomatica Group Spa              | Lottomatica Group Spa                                     | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | EC               | CORP              | IT        |     80259 | NS      | $2227394.53   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                          | Evraz PLC                                                 | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | RU        |    114619 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITE Group PLC/The                | UNITE Group PLC/The                                       | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |    153561 | NS      | $1786401.86   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                     | Commerzbank AG                                            | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     89034 | NS      | $2808630.30   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC          | Bank of Ireland Group PLC                                 | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     68863 | NS      | $980303.86    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                             | SKF AB                                                    | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     40077 | NS      | $919650.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                  | Industrivarden AB                                         | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     33084 | NS      | $1194897.19   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                               | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    148827 | NS      | $2288688.69   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Harbour Energy PLC                 | Harbour Energy PLC                                        | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |    148596 | NS      | $399576.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC                        | Beazley PLC                                               | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |    134842 | NS      | $1730594.49   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                          | Essity AB                                                 | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     56787 | NS      | $1572598.17   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                   | TotalEnergies SE                                          | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     25036 | NS      | $1536493.70   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| voestalpine AG                     | voestalpine AG                                            | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |     16596 | NS      | $467228.63    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                     | Kingfisher PLC                                            | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    370110 | NS      | $1477351.18   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                          | Aviva PLC                                                 | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     56285 | NS      | $478390.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| H Lundbeck A/S                     | H Lundbeck A/S                                            | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |    401419 | NS      | $2304416.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                   | Deutsche Bank AG                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     85565 | NS      | $2536924.19   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                | Erste Group Bank AG                                       | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      5860 | NS      | $499072.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vallourec SACA                     | Vallourec SACA                                            | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | EC               | CORP              | FR        |     64196 | NS      | $1186854.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                            | E.ON SE                                                   | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     53497 | NS      | $984640.23    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG             | Dr Ing hc F Porsche AG                                    | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |     32505 | NS      | $1605856.43   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA           | Unipol Assicurazioni SpA                                  | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     76102 | NS      | $1508270.59   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Vienna Insurance                   | Vienna Insurance Group AG Wiener Versicherung Gruppe      | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |     45930 | NS      | $2364318.61   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano          | Telecom Italia SpA/Milano                                 | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   2402879 | NS      | $1184838.74   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                           | Nexi SpA                                                  | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |    152039 | NS      | $908727.33    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Bank SA                      | Alpha Bank SA                                             | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |    863073 | NS      | $3039812.79   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                           | Tele2 AB                                                  | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     29891 | NS      | $436790.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC         | JP MORGAN SECURITIES LLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  14559507 | PA      | $14559507.00  | 5.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA               | Banca Mediolanum SpA                                      | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     50223 | NS      | $864924.39    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Metlen Energy & Metals SA          | Metlen Energy & Metals SA                                 | CUSIP: 000000000<br>LEI: 213800KT8MEUJEJ2KW41 | Long             | EC               | CORP              | GR        |     18394 | NS      | $997128.01    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                  | Siemens Energy AG                                         | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     20807 | NS      | $2403418.92   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA               | Galp Energia SGPS SA                                      | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     23007 | NS      | $421965.29    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG           | Daimler Truck Holding AG                                  | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     20119 | NS      | $951998.67    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread PLC                      | Whitbread PLC                                             | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |     12760 | NS      | $494447.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Generali SpA                 | Banca Generali SpA                                        | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |      7209 | NS      | $400646.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                 | Vodafone Group PLC                                        | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1714658 | NS      | $1830644.31   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                         | Tenaris SA                                                | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     82704 | NS      | $1556307.82   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                  | Indra Sistemas SA                                         | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     69874 | NS      | $3033884.58   | 1.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Banco de Sabadell SA               | Banco de Sabadell SA                                      | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    723378 | NS      | $2303241.41   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Technip Energies NV                | Technip Energies NV                                       | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | FR        |     49556 | NS      | $2086310.34   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto1 Group SE                     | Auto1 Group SE                                            | CUSIP: 000000000<br>LEI: 391200S2LPXG5ZD5G304 | Long             | EC               | CORP              | DE        |     91972 | NS      | $2964147.72   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG          | Fresenius Medical Care AG                                 | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     16363 | NS      | $937721.54    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT PLC            | Tritax Big Box REIT PLC                                   | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |   1112879 | NS      | $2254721.08   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                     | Iveco Group NV                                            | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | IT        |     49556 | NS      | $974856.82    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Sien     | Banca Monte dei Paschi di Siena SpA                       | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    204551 | NS      | $1740152.10   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                           | Next PLC                                                  | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      2819 | NS      | $481364.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd                         | Hiscox Ltd                                                | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     79719 | NS      | $1373295.79   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                 | Credit Agricole SA                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     89039 | NS      | $1684958.17   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                       | Bankinter SA                                              | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |    182239 | NS      | $2378533.12   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                           | Generali                                                  | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     23064 | NS      | $820754.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                            | Saab AB                                                   | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     41171 | NS      | $2295957.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Ackermans & van Haaren NV          | Ackermans & van Haaren NV                                 | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |      1869 | NS      | $477746.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendel SE                          | Wendel SE                                                 | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |      8391 | NS      | $885624.96    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                       | ROCKWOOL A/S                                              | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       981 | NS      | $45907.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV              | STMicroelectronics NV                                     | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |     93352 | NS      | $2851924.33   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                     | Continental AG                                            | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |     23135 | NS      | $2019369.68   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                    | Norsk Hydro ASA                                           | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     70444 | NS      | $402141.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                       | GEA Group AG                                              | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     13360 | NS      | $934804.99    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                          | Orkla ASA                                                 | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     38771 | NS      | $421582.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                      | AIB Group PLC                                             | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    125515 | NS      | $1032738.01   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Power Corp SA               | Public Power Corp SA                                      | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |     54078 | NS      | $882900.92    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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