# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007886
**Filing Date:** 2023-2
**Character Count:** 70799
**Document Hash:** d9566d107f540f504794fcc6af4975a8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007886.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007886

**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:** 23651893

**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, 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 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:** 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:** $258220000.25

**Total Liabilities:** $4057676.13

**Net Assets:** $254162324.12

**Cash Not Reported:** $565241.39

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099050 | 9.16%                | 12.64%               | -0.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-54630009.67            | $75122696.92                               |
| Month 2  | $1306934.32              | $29013551.30                               |
| Month 3  | $1260838.72              | $-3501564.41                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Barratt Developments PLC                         | BARRATT DEVELOPMENTS PLC /GBP/       | CUSIP: G08288105<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |    272146 | NS      | $1305515.22   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Company PLC                         | BRITISH LAND CO PLC /GBP/            | CUSIP: G15540118<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |    442573 | NS      | $2113977.04   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                       | DIAGEO PLC /GBP/                     | CUSIP: G42089113<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     16351 | NS      | $721515.23    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                  | BAE SYSTEMS PLC /GBP/                | CUSIP: G06940103<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     39309 | NS      | $406793.57    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RS Group plc                                     | RS GROUP PLC /GBP/                   | CUSIP: G29848101<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |     96108 | NS      | $1040479.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                           | STANDARD CHARTERED PLC/GBP/          | CUSIP: G84228157<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    109530 | NS      | $824158.98    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                              | IMPERIAL BRANDS PLC /GBP/            | CUSIP: G4720C107<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     33471 | NS      | $838025.26    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden Joinery Group PLC                         | HOWDEN JOINERY GROUP PLC /GBP/       | CUSIP: G4647J102<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     61451 | NS      | $417219.29    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                     | ASSOCIATED BRITISH FOODS /GBP/       | CUSIP: G05600138<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     24603 | NS      | $468762.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                      | PEARSON PLC /GBP/                    | CUSIP: G69651100<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |    143256 | NS      | $1626594.22   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                      | BOUYGUES SA /EUR/                    | CUSIP: F11487125<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     13173 | NS      | $395393.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Vuitton SE                    | LVMH MOET HENNESSY LOUIS /EUR/       | CUSIP: F58485115<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1165 | NS      | $847885.77    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                    | PERSIMMON PLC /GBP/                  | CUSIP: G70202109<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |    100340 | NS      | $1476294.48   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC                                  | UNITE GROUP PLC/THE /GBP/            | CUSIP: G9283N101<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |    144638 | NS      | $1591226.93   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                    | RIO TINTO PLC /GBP/                  | CUSIP: G75754104<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     25356 | NS      | $1777326.74   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Sse PLC                                          | SSE PLC /GBP/                        | CUSIP: G8842P102<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     20329 | NS      | $420753.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                           | BP PLC /GBP/                         | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    358366 | NS      | $2057487.90   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| DS Smith PLC                                     | DS SMITH PLC /GBP/                   | CUSIP: G2848Q123<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |    120828 | NS      | $469631.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                         | LLOYDS BANKING GROUP PLC /GBP/       | CUSIP: G5533W248<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   1497955 | NS      | $822353.59    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey PLC                                | TAYLOR WIMPEY PLC /GBP/              | CUSIP: G86954107<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |   1404311 | NS      | $1725754.45   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                     | BT GROUP PLC /GBP/                   | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    511608 | NS      | $693038.73    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                               | BURBERRY GROUP PLC /GBP/             | CUSIP: G1700D105<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     68684 | NS      | $1685621.02   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                   | KINGFISHER PLC /GBP/                 | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    422538 | NS      | $1206063.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Glanbia PLC                                      | GLANBIA PLC /EUR/                    | CUSIP: G39021103<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |    150141 | NS      | $1915763.69   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP-Energias de Portugal SA                      | EDP-ENERGIAS DE PORTUGAL /EUR/       | CUSIP: X67925119<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    318664 | NS      | $1588226.18   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                          | CRH PLC /EUR/                        | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     32094 | NS      | $1271479.35   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                          | FRESENIUS SE & CO KGAA /EUR/         | CUSIP: D27348263<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     48343 | NS      | $1358405.04   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| United Internet AG                               | UNITED INTERNET AG-REG S /EUR/       | CUSIP: D8542B125<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |     36730 | NS      | $742709.99    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Ruck SE                                 | HANNOVER RUECKVERSICHERU SE /EUR/    | CUSIP: D3015J135<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |     11470 | NS      | $2277580.36   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                   | CONTINENTAL AG /EUR/                 | CUSIP: D16212140<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      7698 | NS      | $461293.33    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                 | DEUTSCHE POST AG-REG /EUR/           | CUSIP: D19225107<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     22734 | NS      | $856126.75    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                           | RWE AG /EUR/                         | CUSIP: D6629K109<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     46802 | NS      | $2083625.72   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                          | E.ON SE /EUR/                        | CUSIP: D24914133<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     44803 | NS      | $447652.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                          | BASF SE /EUR/                        | CUSIP: D06216317<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     26792 | NS      | $1330441.81   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                    | BEIERSDORF AG /EUR/                  | CUSIP: D08792109<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      3509 | NS      | $402665.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                              | HEIDELBERGCEMENT AG /EUR/            | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     34630 | NS      | $1975072.70   | 0.78%             |  |  |  | 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        |     24373 | NS      | $797573.66    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad N.V                                     | RANDSTAD NV /EUR/                    | CUSIP: N7291Y137<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |     23798 | NS      | $1451031.43   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                    | AUTOLIV INC-SWED DEP REC /SEK/       | CUSIP: U0508X119<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     10124 | NS      | $772675.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixt SE                                          | SIXT SE /EUR/                        | CUSIP: D69899116<br>LEI: 5299004ZME6CSBR7WP07 | Long             | EC               | CORP              | DE        |      8621 | NS      | $793176.62    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                            | DEUTSCHE LUFTHANSA-REG /EUR/         | CUSIP: D1908N106<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |    239079 | NS      | $1987235.19   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Reinsurance AG                            | MUENCHENER RUECKVER AG-R /EUR/       | CUSIP: D55535104<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      5723 | NS      | $1862360.31   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                     | BANKINTER SA /EUR/                   | CUSIP: E2116H880<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |    122695 | NS      | $823231.98    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Aktiengesellschaft                    | VOLKSWAGENWERK AG PRF /EUR/          | CUSIP: D94523103<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     13016 | NS      | $1622077.17   | 0.64%             |  |  |  | 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        |    229662 | NS      | $1385072.04   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                           | MERCEDES-BENZ GROUP AG /EUR/         | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     33787 | NS      | $2220671.82   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                       | ACCIONA SA /EUR/                     | CUSIP: E0008Z109<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      7833 | NS      | $1441353.08   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group S.A.                        | NATURGY ENERGY GROUP SA /EUR/        | CUSIP: E5499B123<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     29810 | NS      | $775734.87    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                        | REPSOL SA /EUR/                      | CUSIP: E8471S130<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    119861 | NS      | $1905332.29   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                | WOLTERS KLUWER /EUR/                 | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      3533 | NS      | $369718.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander, S.A.                            | BANCO SANTANDER SA /EUR/             | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    295082 | NS      | $885227.14    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                      | BAYERISCHE MOTOREN WERKE /EUR/       | CUSIP: D12096109<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     25269 | NS      | $2255362.34   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Philips NV                                 | KONINKLIJKE PHILIPS NV /EUR/         | CUSIP: N6817P109<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    110539 | NS      | $1657043.89   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                               | DEUTSCHE BOERSE AG /EUR/             | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      4201 | NS      | $725809.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                     | PORSCHE AUTOMOBIL HLDG-P /EUR/       | CUSIP: D6240C122<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |     30405 | NS      | $1667709.90   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                      | NOVARTIS AG-REG /CHF/                | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      4512 | NS      | $407892.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Opap S.A.                                        | OPAP SA /EUR/                        | CUSIP: X3232T104<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |     57609 | NS      | $815861.72    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim Ltd                                       | HOLCIM LTD /CHF/                     | CUSIP: H4768E105<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     24969 | NS      | $1292938.65   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                      | EQUINOR ASA /NOK/                    | CUSIP: R8413J103<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     52722 | NS      | $1893230.40   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                          | ENI SPA /EUR/                        | CUSIP: T3643A145<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    162102 | NS      | $2305414.39   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Siegfried Holding AG                             | SIEGFRIED HOLDING AG-REG /CHF/       | CUSIP: H75942153<br>LEI: 506700J9QD6IF3937W06 | Long             | EC               | CORP              | CH        |      1390 | NS      | $922257.07    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                       | TENARIS SA /EUR/                     | CUSIP: L90272102<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |    133332 | NS      | $2324280.48   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio, S.A.                                    | COVIVIO /EUR/                        | CUSIP: F3832Y172<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |     21430 | NS      | $1272008.75   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                           | YARA INTERNATIONAL ASA /NOK/         | CUSIP: R9900C106<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     39407 | NS      | $1732060.90   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                    | HEINEKEN NV /EUR/                    | CUSIP: N39427211<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     15750 | NS      | $1481620.52   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Sainsbury (J) PLC                                | SAINSBURY (J) PLC /GBP/              | CUSIP: G77732173<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    534290 | NS      | $1406189.32   | 0.55%             |  |  |  | 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        |     61165 | NS      | $1752740.93   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                         | MOWI ASA /NOK/                       | CUSIP: R4S04H101<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     54534 | NS      | $930720.73    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker ASA                                         | AKER ASA/NOK/                        | CUSIP: R0114P108<br>LEI: 5967007LIEEXZXJ10071 | Long             | EC               | CORP              | NO        |     26748 | NS      | $1964435.94   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                     | CENTRICA PLC /GBP/                   | CUSIP: G2018Z143<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |   1750434 | NS      | $2042543.79   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                            | IG GROUP HOLDINGS PLC /GBP/          | CUSIP: G4753Q106<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     81314 | NS      | $768741.63    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                        | BUNZL PLC /GBP/                      | CUSIP: G16968110<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     33740 | NS      | $1125395.31   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                         | ENGIE /EUR/                          | CUSIP: F7629A107<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    149355 | NS      | $2140434.03   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding N.V.                            | HEINEKEN HOLDING NV /EUR/            | CUSIP: N39338194<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |     20067 | NS      | $1547685.86   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo S.p.A.                                  | LEONARDO SPA /EUR/                   | CUSIP: T4502J151<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     97278 | NS      | $839297.74    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                        | HIKMA PHARMACEUTICALS PL /GBP/       | CUSIP: G4576K104<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |     22767 | NS      | $427175.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                  | LONDON STOCK EXCHANGE GR /GBP/       | CUSIP: G5689U103<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      8137 | NS      | $701984.43    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Castellum AB                                     | CASTELLUM AB /SEK/                   | CUSIP: W2084X107<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |    153631 | NS      | $1858763.06   | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| Arkema SA                                        | ARKEMA /EUR/                         | CUSIP: F0392W125<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |     23557 | NS      | $2115167.58   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                     | UNILEVER PLC /GBP/                   | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     23470 | NS      | $1186602.99   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                  | NORSK HYDRO ASA /NOK/                | CUSIP: R61115102<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    256708 | NS      | $1921222.29   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Chemie AG                                 | WACKER CHEMIE AG /EUR/               | CUSIP: D9540Z106<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |     16663 | NS      | $2129726.82   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                                     | HUSQVARNA AB-B SHS /SEK/             | CUSIP: W4235G116<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |    123848 | NS      | $867838.61    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                       | EIFFAGE /EUR/                        | CUSIP: F2924U106<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      8567 | NS      | $842956.49    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                 | TOTALENERGIES SE /EUR/               | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     36641 | NS      | $2300391.28   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris                               | ADP /EUR/                            | CUSIP: F00882104<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |      5943 | NS      | $796482.86    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB Swedish Steel AB                            | SSAB AB - B SHARES /SEK/             | CUSIP: W8615U108<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    401916 | NS      | $2087605.21   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                                        | MONDI PLC /GBP/                      | CUSIP: G6258S107<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     89079 | NS      | $1517919.49   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbio AG                                        | VERBIO VEREINIGTE BIOENE /EUR/       | CUSIP: D86145105<br>LEI: 529900W51PINCFFALS96 | Long             | EC               | CORP              | DE        |     23386 | NS      | $1517032.72   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                             | GALP ENERGIA SGPS SA  B /EUR/        | CUSIP: X3078L108<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |    108018 | NS      | $1458067.39   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                      | AKER BP ASA /NOK/                    | CUSIP: R0139K100<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     24158 | NS      | $749882.39    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                         | VOLVO AB-B SHS /SEK/                 | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     24326 | NS      | $439389.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Frasers Group PLC                                | FRASERS GROUP PLC /GBP/              | CUSIP: G3661L100<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |     45779 | NS      | $392946.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group Public Limited Company       | SMURFIT KAPPA GROUP PLC /GBP/        | CUSIP: G8248F104<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |     24047 | NS      | $892789.43    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel, S.A.                                      | REXEL SA /EUR/                       | CUSIP: F7782J366<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     68545 | NS      | $1353016.45   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                        | ORKLA ASA /NOK/                      | CUSIP: R67787102<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     95363 | NS      | $690536.83    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian S.p.A.                                  | PRYSMIAN SPA /EUR/                   | CUSIP: T7630L105<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     59715 | NS      | $2215533.76   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Aalberts NV                                      | AALBERTS NV /EUR/                    | CUSIP: N00089271<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |     20955 | NS      | $812685.25    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                 | SMITHS GROUP PLC /GBP/               | CUSIP: G82401111<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     82227 | NS      | $1589042.12   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                             | BANCO DE SABADELL SA /EUR/           | CUSIP: E15819191<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    513829 | NS      | $484464.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg A/S                                    | CARLSBERG AS-B /DKK/                 | CUSIP: K36628137<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      2939 | NS      | $390580.53    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller-Maersk                                 | AP MOLLER-MAERSK A/S-B /DKK/         | CUSIP: K0514G101<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       949 | NS      | $2133842.92   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                         | VINCI SA /EUR/                       | CUSIP: F5879X108<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      8509 | NS      | $849728.13    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                               | ANGLO AMERICAN PLC /GBP/             | CUSIP: G03764134<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     45393 | NS      | $1776122.11   | 0.70%             |  |  |  | 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        |     37131 | NS      | $802092.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                     | 3I GROUP PLC /GBP/                   | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    142006 | NS      | $2303062.33   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank S.A.                                   | CAIXABANK SA /EUR/                   | CUSIP: E2427M123<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    427327 | NS      | $1679690.95   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                  | IBERDROLA SA /EUR/                   | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    110751 | NS      | $1295788.72   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                     | GLENCORE PLC /GBP/                   | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    324600 | NS      | $2167756.55   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                      | BRENNTAG SE /EUR/                    | CUSIP: D12459117<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     11344 | NS      | $725190.98    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| K & S AG                                         | K+S AG-REG /EUR/                     | CUSIP: D48164129<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |     91160 | NS      | $1793073.29   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGRO PLC                                        | SEGRO PLC /GBP/                      | CUSIP: G80277141<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |    206121 | NS      | $1902814.63   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                             | EVONIK INDUSTRIES AG /EUR/           | CUSIP: D2R90Y117<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     61514 | NS      | $1180977.78   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SA                                       | EDENRED /EUR/                        | CUSIP: F3192L109<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      7462 | NS      | $406414.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EVRAZ PLC                                        | EVRAZ PLC /GBP/                      | CUSIP: G33090104<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |    114619 | NS      | $11210.21     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BKW AG                                           | BKW SA /CHF/                         | CUSIP: H10053108<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |     14439 | NS      | $1975378.25   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunello Cucinelli S.p.A.                        | BRUNELLO CUCINELLI SPA /EUR/         | CUSIP: T2R05S109<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |     21203 | NS      | $1568345.49   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding AG                | TELEFONICA DEUTSCHLAND H /EUR/       | CUSIP: D8T9CK101<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |    170630 | NS      | $420644.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hugo Boss AG                                     | HUGO BOSS AG  -ORD /EUR/             | CUSIP: D34902102<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |     22075 | NS      | $1279810.73   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                        | TALANX AG /EUR/                      | CUSIP: D82827110<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     29148 | NS      | $1382849.42   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                   | COMMERZBANK AG /EUR/                 | CUSIP: D172W1279<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    240894 | NS      | $2278494.93   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                 | COCA-COLA HBC AG-DI /GBP/            | CUSIP: H1512E100<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     49172 | NS      | $1172879.19   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                | LEG IMMOBILIEN SE /EUR/              | CUSIP: D4960A103<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |     28817 | NS      | $1877357.98   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                       | VONOVIA SE /EUR/                     | CUSIP: D9581T100<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     31851 | NS      | $750769.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                    | KONINKLIJKE AHOLD DELHAI /EUR/       | CUSIP: N0139V308<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     40597 | NS      | $1166387.43   | 0.46%             |  |  |  | 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        |    214838 | NS      | $2046762.66   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                           | OCI NV /EUR/                         | CUSIP: N6667A111<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |     47086 | NS      | $1684475.20   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                | COMPASS GROUP PLC /GBP/              | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     85985 | NS      | $1993271.19   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Aroundtown SA                                    | AROUNDTOWN SA /EUR/                  | CUSIP: L0269F109<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | DE        |    156726 | NS      | $366236.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                    | AIB GROUP PLC /EUR/                  | CUSIP: G0R4HJ106<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    426854 | NS      | $1652243.89   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Abrdn PLC                                        | ABRDN PLC /GBP/                      | CUSIP: G84246118<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    892652 | NS      | $2042332.23   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                               | VODAFONE GROUP PLC /GBP/             | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    613961 | NS      | $625269.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                | INTERCONTINENTAL HOTELS  /GBP/       | CUSIP: G4804L163<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      7109 | NS      | $407719.53    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Man Group PLC (New)                              | MAN GROUP PLC/JERSEY /GBP/           | CUSIP: G57991104<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |    415555 | NS      | $1073597.17   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                        | PROSUS NV /EUR/                      | CUSIP: N62598102<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     19666 | NS      | $1356767.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                       | BOLIDEN AB /SEK/                     | CUSIP: W17218194<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     33291 | NS      | $1248231.05   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                        | TESCO PLC /GBP/                      | CUSIP: G8T67X102<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    150109 | NS      | $406865.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC                      | BERKELEY GROUP HOLDINGS/ /GBP/       | CUSIP: G1191G138<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |     18830 | NS      | $858905.62    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                               | PUBLICIS GROUPE /EUR/                | CUSIP: F7607Z165<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      7235 | NS      | $460190.41    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                       | BOLLORE /EUR/                        | CUSIP: F10659260<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |    374541 | NS      | $2092841.06   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Addtech AB                                       | ADDTECH AB-B SHARES /SEK/            | CUSIP: W4260L147<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |     26092 | NS      | $371819.47    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                | NATWEST GROUP PLC /GBP/              | CUSIP: G6422B147<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    549662 | NS      | $1762290.72   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Harbour Energy PLC                               | HARBOUR ENERGY PLC /GBP/             | CUSIP: G4289T111<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |    346533 | NS      | $1275256.56   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                        | BANQUE CANTONALE VAUDOIS /CHF/       | CUSIP: H04825354<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      3643 | NS      | $349663.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA                     | B&M EUROPEAN VALUE RETAI /GBP/       | CUSIP: L1175H106<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |    101411 | NS      | $504257.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIBE Industrier AB                               | NIBE INDUSTRIER AB-B SHS /SEK/       | CUSIP: W6S38Z126<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |     38412 | NS      | $357437.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                    | NN GROUP NV /EUR/                    | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      8855 | NS      | $361712.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Properties Socimi S.A.                    | MERLIN PROPERTIES SOCIMI /EUR/       | CUSIP: E7390Z100<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |    178987 | NS      | $1681260.44   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                        | SHELL PLC-NEW /GBP/                  | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     69091 | NS      | $1942851.07   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                         | DAIMLER TRUCK HOLDING AG /EUR/       | CUSIP: D1T3RZ100<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     30297 | NS      | $938727.54    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab As                                        | GENMAB A/S /DKK/                     | CUSIP: K3967W102<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      1066 | NS      | $451302.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                           | OMV AG /EUR/                         | CUSIP: A51460110<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     37864 | NS      | $1949566.02   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                       | VERBUND AG /EUR/                     | CUSIP: A91460104<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      4041 | NS      | $340215.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                 | PERNOD RICARD SA /EUR/               | CUSIP: F72027109<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      3744 | NS      | $736426.77    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin   | MICHELIN (CGDE) /EUR/                | CUSIP: F61824870<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     30547 | NS      | $849684.44    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                             | FASTIGHETS AB BALDER-B S /SEK/       | CUSIP: W2951M127<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |    429628 | NS      | $1997685.69   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault S.A.                                     | RENAULT SA /EUR/                     | CUSIP: F77098105<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     50589 | NS      | $1693634.89   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwool AS                                      | ROCKWOOL A/S-B SHS /DKK/             | CUSIP: K8254S144<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      2185 | NS      | $513632.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM S.p.A.                                 | BANCO BPM SPA /EUR/                  | CUSIP: T1708N101<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    393898 | NS      | $1405774.78   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                 | UNICREDIT SPA /EUR/                  | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    135288 | NS      | $1922038.26   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal S.A.                               | ARCELORMITTAL /EUR/                  | CUSIP: L0302D210<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     85587 | NS      | $2251478.01   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC (UK)                                 | BEAZLEY PLC /GBP/                    | CUSIP: G0936K107<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |    275194 | NS      | $2260667.77   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                      | GALENICA AG /CHF/                    | CUSIP: H85158113<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |      9500 | NS      | $776212.62    | 0.31%             |  |  |  | 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        |     38333 | NS      | $530358.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intermediate Capital Group PLC                   | INTERMEDIATE CAPITAL GRO /GBP/       | CUSIP: G4807D192<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | RF                | GB        |     31588 | NS      | $438401.81    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                      | COVESTRO AG /EUR/                    | CUSIP: D15349109<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     59877 | NS      | $2342684.44   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                        | LAND SECURITIES GROUP PL /GBP/       | CUSIP: G5375M142<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |    237957 | NS      | $1787631.73   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                                       | SIGNIFY NV /EUR/                     | CUSIP: N8063K107<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     39846 | NS      | $1338455.84   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                          | SPIE SA /EUR/                        | CUSIP: F8691R101<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     65559 | NS      | $1709527.07   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Pirelli & C S.p.A.                               | PIRELLI & C SPA /EUR/                | CUSIP: T76434264<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |    210550 | NS      | $902434.51    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                 | DELIVERY HERO SE /EUR/               | CUSIP: D1T0KZ103<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      9329 | NS      | $447183.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau SA                                | REMY COINTREAU /EUR/                 | CUSIP: F7725A100<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |      2073 | NS      | $349721.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                        | SOLVAY SA /EUR/                      | CUSIP: B82095116<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |     17768 | NS      | $1796606.08   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                       | VIVENDI SE /EUR/                     | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |    221854 | NS      | $2116928.90   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Corporation                          | UPM-KYMMENE OYJ /EUR/                | CUSIP: X9518S108<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |     43422 | NS      | $1623584.09   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                   | STORA ENSO OYJ-R SHS /EUR/           | CUSIP: X21349117<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     81072 | NS      | $1141203.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange S.A.                                      | ORANGE SA /EUR/                      | CUSIP: F4113C103<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    114743 | NS      | $1139954.06   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                             | HERMES INTERNATIONAL /EUR/           | CUSIP: F48051100<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       577 | NS      | $892503.73    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                              | ERSTE GROUP BANK AG /EUR/            | CUSIP: A19494102<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     15622 | NS      | $500004.83    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alten SA                                         | ALTEN SA /EUR/                       | CUSIP: F02626103<br>LEI: 969500Y7G9TY7Y24GN07 | Long             | EC               | CORP              | FR        |      9340 | NS      | $1167766.73   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour S.A.                                   | CARREFOUR SA /EUR/                   | CUSIP: F13923119<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     24885 | NS      | $416620.63    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CA Immobilien Anlagen AG                         | CA IMMOBILIEN ANLAGEN AG /EUR/       | CUSIP: A1144Q155<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |     34912 | NS      | $1059483.43   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale S.A.                            | SOCIETE GENERALE SA /EUR/            | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     34649 | NS      | $870873.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo                                          | EURAZEO /EUR/                        | CUSIP: F3296A108<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |     26280 | NS      | $1634435.82   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo S.A.                                      | SODEXO SA /EUR/                      | CUSIP: F84941123<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |     22921 | NS      | $2195461.95   | 0.86%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexans SA                                        | NEXANS SA /EUR/                      | CUSIP: F65277109<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |     19239 | NS      | $1739195.99   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole S.A.                             | CREDIT AGRICOLE SA /EUR/             | CUSIP: F22797108<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     42297 | NS      | $445116.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie de Saint-Gobain SA                     | COMPAGNIE DE SAINT GOBAI /EUR/       | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     28648 | NS      | $1399914.36   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendel S.A.                                      | WENDEL /EUR                          | CUSIP: F98370103<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |     14366 | NS      | $1340968.96   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                        | GECINA SA /EUR/                      | CUSIP: F4268U171<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |     13190 | NS      | $1343445.23   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus S.A                                     | PROXIMUS /EUR/                       | CUSIP: B6951K109<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |    100156 | NS      | $964479.05    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Jyske Bank A/S                                   | JYSKE BANK-REG /DKK/                 | CUSIP: K55633117<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |     26455 | NS      | $1718653.41   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                        | NESTE OYJ /EUR/                      | CUSIP: X5688A109<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     31585 | NS      | $1454513.19   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                 | RAIFFEISEN BANK INTERNAT /EUR/       | CUSIP: A7111G104<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     86903 | NS      | $1427938.58   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Andritz AG                                       | ANDRITZ AG /EUR/                     | CUSIP: A11123105<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |     24315 | NS      | $1393798.93   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Kojamo Oyj                                       | KOJAMO OYJ /EUR/                     | CUSIP: X4543E117<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |    107840 | NS      | $1593035.10   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                 | NOVO NORDISK A/S-B /DKK/             | CUSIP: K72807132<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      3454 | NS      | $466380.49    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw N.V.                          | WAREHOUSES DE PAUW SCA /EUR/         | CUSIP: B9T59Z100<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     56322 | NS      | $1609739.90   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg AS                                          | TRYG A/S /DKK/                       | CUSIP: K9640A110<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |     16759 | NS      | $398903.19    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                   | BAWAG GROUP AG /EUR/                 | CUSIP: A0997C107<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |     23868 | NS      | $1272365.10   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Trust                              | GOLDMAN SACHS TR FINL SQ TSY IN      | CUSIP: 38141W323<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |   3880055 | NS      | $3880054.96   | 1.53%             |  |  |  | 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