# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0000940400-26-006872
**Filing Date:** 2026-2
**Character Count:** 70702
**Document Hash:** 009fc71a92536f7188db87685f4cf499
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-006872.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-006872

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22519
- **FILM NUMBER:** 26663140

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $418968647.74

**Total Liabilities:** $10513971.45

**Net Assets:** $408454676.29

**Cash Not Reported:** $117588.61

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099050 | -0.20%               | 1.24%                | 5.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $31147923.80             | $-32399281.57                              |
| Month 2  | $0.00                    | $3775811.51                                |
| Month 3  | $1123311.76              | $18505251.03                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Eurobank SA                    | Eurobank SA                                          | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |    496076 | NS      | $1996733.30   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV               | ABN AMRO Bank NV                                     | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     19876 | NS      | $695842.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC              | HSBC Holdings PLC                                    | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     90453 | NS      | $1431163.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG         | Mercedes-Benz Group AG                               | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     50634 | NS      | $3574465.73   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                   | Carrefour SA                                         | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     83993 | NS      | $1404621.34   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Puig Brands SA                 | Puig Brands SA                                       | CUSIP: 000000000<br>LEI: 549300OVHNSX30L1AQ94 | Long             | EC               | CORP              | ES        |    118747 | NS      | $2075127.97   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                        | SSAB AB                                              | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    547997 | NS      | $4146360.83   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                 | Continental AG                                       | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |     19299 | NS      | $1541343.53   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                      | Airbus SE                                            | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      2743 | NS      | $639556.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA               | ArcelorMittal SA                                     | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     70831 | NS      | $3253870.86   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                     | Tenaris SA                                           | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |    178249 | NS      | $3458481.40   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                   | Evolution AB                                         | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      7739 | NS      | $529410.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| voestalpine AG                 | voestalpine AG                                       | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |     53476 | NS      | $2374281.11   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Maire SpA                      | Maire SpA                                            | CUSIP: 000000000<br>LEI: 815600D85A61200A1B83 | Long             | EC               | CORP              | IT        |    214887 | NS      | $3295580.49   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Bank SA                  | Alpha Bank SA                                        | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |    749179 | NS      | $3151954.14   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| United Internet AG             | United Internet AG                                   | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |     80648 | NS      | $2623438.91   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd                      | Aegon Ltd                                            | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     79253 | NS      | $618436.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                   | 3i Group PLC                                         | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     57789 | NS      | $2541759.43   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vend Marketplaces ASA          | Vend Marketplaces ASA                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |     37856 | NS      | $1051555.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC           | Endeavour Mining PLC                                 | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     76237 | NS      | $3978994.49   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC             | Vodafone Group PLC                                   | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1097086 | NS      | $1462248.97   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Power Corp SA           | Public Power Corp SA                                 | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |     38622 | NS      | $826071.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA             | Poste Italiane SpA                                   | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     26814 | NS      | $676872.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                        | M&G PLC                                              | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    373615 | NS      | $1442346.18   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA         | Yara International ASA                               | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     87065 | NS      | $3575883.93   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Properties Socimi SA    | Merlin Properties Socimi SA                          | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |    126514 | NS      | $1848080.92   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                   | Centrica PLC                                         | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    283681 | NS      | $648336.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hensoldt AG                    | Hensoldt AG                                          | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |     19634 | NS      | $1693620.55   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                     | Verbund AG                                           | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |     26249 | NS      | $1912562.87   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC      | Land Securities Group PLC                            | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |    162421 | NS      | $1361773.11   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ackermans & van Haaren NV      | Ackermans & van Haaren NV                            | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |      4973 | NS      | $1355868.94   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                     | Boliden AB                                           | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     62540 | NS      | $3499767.34   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                 | Commerzbank AG                                       | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     84372 | NS      | $3579454.24   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC            | Imperial Brands PLC                                  | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     14959 | NS      | $628912.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                   | Securitas AB                                         | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     42260 | NS      | $675682.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                  | AIB Group PLC                                        | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    140384 | NS      | $1517807.55   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                    | Aker BP ASA                                          | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     50166 | NS      | $1278536.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA           | Galp Energia SGPS SA                                 | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     33630 | NS      | $578205.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                   | Klepierre SA                                         | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     65324 | NS      | $2590175.06   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                     | Eiffage SA                                           | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      9970 | NS      | $1434127.77   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA            | Henkel AG & Co KGaA                                  | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     15769 | NS      | $1289436.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                   | Prysmian SpA                                         | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     32169 | NS      | $3265592.79   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                      | Safran SA                                            | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      1806 | NS      | $631204.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KION Group AG                  | KION Group AG                                        | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     37702 | NS      | $3023975.81   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                   | Barclays PLC                                         | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    498014 | NS      | $3195030.98   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                     | Genmab A/S                                           | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      6285 | NS      | $2004467.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA             | Credit Agricole SA                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     32386 | NS      | $667952.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                      | Mapfre SA                                            | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |    671842 | NS      | $3380843.60   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues SA   | Banco Comercial Portugues SA                         | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |   1437881 | NS      | $1514394.95   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQA Insurance Group AG       | UNIQA Insurance Group AG                             | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |    214199 | NS      | $3891689.63   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                  | Fresnillo PLC                                        | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |    100136 | NS      | $4500160.73   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                      | Sodexo SA                                            | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |     20223 | NS      | $1038576.01   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV               | ASR Nederland NV                                     | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     18739 | NS      | $1334976.47   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                      | Sanofi SA                                            | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     34472 | NS      | $3351106.85   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG            | Erste Group Bank AG                                  | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     19519 | NS      | $2360392.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                        | WPP PLC                                              | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |    257003 | NS      | $1169187.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                  | Schaeffler AG                                        | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | EC               | CORP              | DE        |    286254 | NS      | $2812348.33   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                    | HOCHTIEF AG                                          | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |     11882 | NS      | $4705770.23   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pirelli & C SpA                | Pirelli & C SpA                                      | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |    373831 | NS      | $2572691.13   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE               | TotalEnergies SE                                     | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     52334 | NS      | $3418943.10   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                         | UCB SA                                               | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      9223 | NS      | $2586151.22   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Zealand Pharma A/S             | Zealand Pharma A/S                                   | CUSIP: 000000000<br>LEI: 549300ITBB1ULBL4CZ12 | Long             | EC               | CORP              | DK        |     43825 | NS      | $3216032.98   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                           | Banco Bilbao Vizcaya Argentaria SA                   | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    165697 | NS      | $3904274.02   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA           | Banca Mediolanum SpA                                 | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     63521 | NS      | $1453431.43   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                     | Allianz SE                                           | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1516 | NS      | $695715.23    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                     | Skanska AB                                           | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     49073 | NS      | $1344823.54   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                   | Bankinter SA                                         | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     40399 | NS      | $672034.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                   | ROCKWOOL A/S                                         | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |     68488 | NS      | $2428893.22   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexans SA                      | Nexans SA                                            | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |     12896 | NS      | $1906544.45   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                      | Essity AB                                            | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     48686 | NS      | $1402436.02   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                 | BPER Banca SPA                                       | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     57394 | NS      | $782412.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                 | Prudential PLC                                       | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |    226997 | NS      | $3501935.20   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano      | Telecom Italia SpA/Milano                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   1216040 | NS      | $734265.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Elis SA                        | Elis SA                                              | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | EC               | CORP              | FR        |     66367 | NS      | $1892144.29   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                 | Rheinmetall AG                                       | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       813 | NS      | $1491436.33   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                         | OMV AG                                               | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     35762 | NS      | $1997144.55   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG           | Evonik Industries AG                                 | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |    146653 | NS      | $2302547.92   | 0.56%             |  |  |  | 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        |     39817 | NS      | $3970376.12   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordex SE                      | Nordex SE                                            | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |     99363 | NS      | $3400379.07   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc          | Anglogold Ashanti Plc                                | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |     27144 | NS      | $2349119.78   | 0.58%             |  |  |  | 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      |
| RWE AG                         | RWE AG                                               | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     57275 | NS      | $3046427.98   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                | J Sainsbury PLC                                      | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    438670 | NS      | $1921734.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd                     | Hiscox Ltd                                           | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     34521 | NS      | $662156.21    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                      | Buzzi SpA                                            | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |     57903 | NS      | $3538471.30   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                    | Autoliv Inc                                          | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |     10335 | NS      | $1251672.73   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hera SpA                       | Hera SpA                                             | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |    424147 | NS      | $2003797.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicaja Banco SA               | Unicaja Banco SA                                     | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |    232405 | NS      | $758733.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S        | Vestas Wind Systems A/S                              | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     67481 | NS      | $1841071.39   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                 | Kingfisher PLC                                       | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    306195 | NS      | $1290619.34   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG              | Siemens Energy AG                                    | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     16332 | NS      | $2310878.58   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG            | MTU Aero Engines AG                                  | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      2767 | NS      | $1155355.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Air | International Consolidated Airlines Group SA         | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |    612052 | NS      | $3418026.66   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                       | JUMBO SA                                             | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |     18533 | NS      | $607660.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC      | Hikma Pharmaceuticals PLC                            | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |     55664 | NS      | $1162996.21   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp               | Wartsila OYJ Abp                                     | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     85110 | NS      | $3040643.07   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG       | Daimler Truck Holding AG                             | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     15467 | NS      | $678358.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV  | Koninklijke Ahold Delhaize NV                        | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     15712 | NS      | $643864.81    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA       | Unipol Assicurazioni SpA                             | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |    118615 | NS      | $2867379.48   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Technip Energies NV            | Technip Energies NV                                  | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | FR        |     67547 | NS      | $2578299.44   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                        | Eni SpA                                              | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    109278 | NS      | $2072752.93   | 0.51%             |  |  |  | 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        |     39355 | NS      | $2109922.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                       | Nexi SpA                                             | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |    337313 | NS      | $1673245.63   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE              | LEG Immobilien SE                                    | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |     23998 | NS      | $1755600.41   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Credito Emiliano SpA           | Credito Emiliano SpA                                 | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |     39525 | NS      | $709751.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                    | Pearson PLC                                          | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |    134205 | NS      | $1899460.15   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                     | Merck KGaA                                           | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      4954 | NS      | $713769.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA           | Banco de Sabadell SA                                 | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    492282 | NS      | $1946750.49   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock International Group PL | Babcock International Group PLC                      | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |    177679 | NS      | $2977004.02   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| St James's Place PLC           | St James's Place PLC                                 | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     37217 | NS      | $694554.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker ASA                       | Aker ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ10071 | Long             | EC               | CORP              | NO        |     16221 | NS      | $1235885.71   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                      | Orkla ASA                                            | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    243702 | NS      | $2719888.39   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG              | Galderma Group AG                                    | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      7319 | NS      | $1497803.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV           | Koninklijke Vopak NV                                 | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |     69349 | NS      | $3087176.37   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| FUCHS SE                       | FUCHS SE                                             | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |     14227 | NS      | $637683.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC   | Associated British Foods PLC                         | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |    115218 | NS      | $3303391.24   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                      | Prosus NV                                            | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     27098 | NS      | $1683036.36   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                      | Holcim AG                                            | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     37584 | NS      | $3689599.60   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                      | Mondi PLC                                            | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     46160 | NS      | $565092.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                   | Capgemini SE                                         | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      4385 | NS      | $733049.23    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelleron Industries AG       | Accelleron Industries AG                             | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |     22681 | NS      | $1762423.37   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                  | Volkswagen AG                                        | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     23554 | NS      | $2866329.03   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA            | Societe Generale SA                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     28829 | NS      | $2328219.90   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA      | Gjensidige Forsikring ASA                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |     21701 | NS      | $650168.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                  | Rio Tinto PLC                                        | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     48349 | NS      | $3906397.43   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC                    | Beazley PLC                                          | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |    208429 | NS      | $2337510.99   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG            | Deutsche Telekom AG                                  | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     37338 | NS      | $1213708.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                       | Snam SpA                                             | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |    105803 | NS      | $703264.43    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC           | Ryanair Holdings PLC                                 | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     32880 | NS      | $2373607.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                    | Equinor ASA                                          | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    130414 | NS      | $3066281.55   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                | BAE Systems PLC                                      | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     91815 | NS      | $2121273.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Car AB                   | Volvo Car AB                                         | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |    619965 | NS      | $2067335.63   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Adecco Group AG                | Adecco Group AG                                      | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     22696 | NS      | $662456.15    | 0.16%             |  |  |  | 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        |     14727 | NS      | $1210635.14   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| thyssenkrupp AG                | thyssenkrupp AG                                      | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |    261933 | NS      | $2854753.26   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Krones AG                      | Krones AG                                            | CUSIP: 000000000<br>LEI: 529900NY2GSZWWUBW049 | Long             | EC               | CORP              | DE        |      8727 | NS      | $1392759.13   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Swissquote Group Holding SA    | Swissquote Group Holding SA                          | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |      3646 | NS      | $2241638.68   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                | Norsk Hydro ASA                                      | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    375648 | NS      | $2914253.33   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurubis AG                     | Aurubis AG                                           | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |     25499 | NS      | $3721825.55   | 0.91%             |  |  |  | No            |                  1 | On Loan: —       |
| Fincantieri SpA                | Fincantieri SpA                                      | CUSIP: 000000000<br>LEI: 8156005BDF49128B6239 | Long             | EC               | CORP              | IT        |     96959 | NS      | $1902899.57   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| RENK Group AG                  | RENK Group AG                                        | CUSIP: 000000000<br>LEI: 894500H8CNSZ53EI6K63 | Long             | EC               | CORP              | DE        |     30900 | NS      | $1947137.22   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LondonMetric Property PLC      | LondonMetric Property PLC                            | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               | CORP              | GB        |    259820 | NS      | $664373.19    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                        | A2A SpA                                              | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |   1215764 | NS      | $3300445.21   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                        | Saab AB                                              | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     31255 | NS      | $1825089.66   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG    | Bayerische Motoren Werke AG                          | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     31682 | NS      | $3467848.31   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SOL SpA                        | SOL SpA                                              | CUSIP: 000000000<br>LEI: 81560096A9AEBBBD4B25 | Long             | EC               | CORP              | IT        |     10677 | NS      | $614204.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                       | Engie SA                                             | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     59322 | NS      | $1562316.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                      | DHL GROUP                                            | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     28548 | NS      | $1567771.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NKT A/S                        | NKT A/S                                              | CUSIP: 000000000<br>LEI: 529900197LKWCEQ0NL18 | Long             | EC               | CORP              | DK        |     19649 | NS      | $2468626.58   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| H Lundbeck A/S                 | H Lundbeck A/S                                       | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |    355039 | NS      | $2411001.74   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Co PLC/The        | British Land Co PLC/The                              | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |    407200 | NS      | $2216390.47   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG      | Fresenius Medical Care AG                            | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     36371 | NS      | $1742210.74   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC              | Admiral Group PLC                                    | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     14103 | NS      | $603759.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Or | Hellenic Telecommunications Organization SA          | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |    100776 | NS      | $1996760.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                      | Amundi SA                                            | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |     24109 | NS      | $2000300.15   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Vienna Insurance               | Vienna Insurance Group AG Wiener Versicherung Gruppe | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |     46231 | NS      | $3651016.78   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.          | BOFA SECURITIES INC                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   8794172 | PA      | $8794172.00   | 2.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG          | Deutsche Lufthansa AG                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |    375624 | NS      | $3710684.13   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto1 Group SE                 | Auto1 Group SE                                       | CUSIP: 000000000<br>LEI: 391200S2LPXG5ZD5G304 | Long             | EC               | CORP              | DE        |     93360 | NS      | $2995261.60   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                      | Shell PLC                                            | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     71434 | NS      | $2638321.54   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ISS A/S                        | ISS A/S                                              | CUSIP: 000000000<br>LEI: 213800LEZA58SZNCBN19 | Long             | EC               | CORP              | DK        |    100452 | NS      | $3432878.53   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC/The            | UNITE Group PLC/The                                  | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |    262936 | NS      | $1982998.26   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S         | AP Moller - Maersk A/S                               | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |      1626 | NS      | $3745429.66   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC         | Standard Chartered PLC                               | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    164619 | NS      | $4042970.04   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Michelin                       | Cie Generale des Etablissements Michelin SCA         | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     70930 | NS      | $2359832.06   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Aberdeen Group PLC             | Aberdeen Group PLC                                   | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    717906 | NS      | $1989586.77   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                      | Repsol SA                                            | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    107827 | NS      | $2017986.39   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                      | Arkema SA                                            | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |     40413 | NS      | $2476775.67   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                    | Bouygues SA                                          | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     28263 | NS      | $1473069.21   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC       | Rolls-Royce Holdings PLC                             | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    158862 | NS      | $2462578.35   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Colruyt Group N.V              | Colruyt Group N.V                                    | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |     80767 | NS      | $2989893.88   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI AG                         | TUI AG                                               | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |    139883 | NS      | $1476882.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                   | ING Groep NV                                         | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     49064 | NS      | $1384415.27   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB              | Industrivarden AB                                    | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     48147 | NS      | $2170314.99   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC    | Berkeley Group Holdings PLC                          | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |     49280 | NS      | $2593299.63   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival PLC                   | Carnival PLC                                         | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | US        |     47793 | NS      | $1461098.63   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC          | JD Sports Fashion PLC                                | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |   1983727 | NS      | $2258422.39   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC          | IG Group Holdings PLC                                | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |    175535 | NS      | $3111441.69   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG               | Deutsche Bank AG                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     54243 | NS      | $2110639.93   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                | ASML Holding NV                                      | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       649 | NS      | $702755.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                      | Tesco PLC                                            | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    424355 | NS      | $2527127.92   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                | Antofagasta PLC                                      | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | CL        |     68718 | NS      | $3037275.02   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                  | UniCredit SpA                                        | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     16806 | NS      | $1400697.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA              | Indra Sistemas SA                                    | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     42645 | NS      | $2432647.37   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| Banco Santander SA             | Banco Santander SA                                   | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    122044 | NS      | $1444299.21   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                      | Talanx AG                                            | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      9568 | NS      | $1279601.37   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                     | Legrand SA                                           | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     11554 | NS      | $1727831.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Saipem SpA                     | Saipem SpA                                           | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |    881573 | NS      | $2512356.66   | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| NatWest Group PLC              | NatWest Group PLC                                    | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     90608 | NS      | $796073.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Harbour Energy PLC             | Harbour Energy PLC                                   | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |    227876 | NS      | $603885.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                   | BT Group PLC                                         | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    494499 | NS      | $1226799.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                     | Acciona SA                                           | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |     12668 | NS      | $2767570.63   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottomatica Group Spa          | Lottomatica Group Spa                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | EC               | CORP              | IT        |     23620 | NS      | $621783.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                  | Banco BPM SpA                                        | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    127665 | NS      | $1953413.13   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Bank SA                | Piraeus Bank SA                                      | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | EC               | CORP              | GR        |     75065 | NS      | $599341.43    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| easyJet PLC                    | easyJet PLC                                          | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |    407426 | NS      | $2804153.23   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Aroundtown SA                  | Aroundtown SA                                        | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | LU        |    497701 | NS      | $1548808.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                   | Leonardo SpA                                         | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     40100 | NS      | $2316687.82   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                     | Grifols SA                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |    175739 | NS      | $2209852.04   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                      | Argenx SE                                            | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       881 | NS      | $742138.86    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT PLC        | Tritax Big Box REIT PLC                              | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |   1635371 | NS      | $3355081.97   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International  | Raiffeisen Bank International AG                     | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     18450 | NS      | $830436.47    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

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