There is an antenna is in the lift gate's spoiler area (see #1 in diagram below) as RB mentions...but I think that antenna is more for picking up the 315 MHz RF signal sent by the remote keys for FZV/DWA. There is a radio antenna located in the rear left cargo window. See the amp (#4 in the diagram below and the other antenna cables (#5 & #6 which goes to the diversity antenna/amp etc).
See the link below to the diagram if you need to know the specific names. I had to use my X5s info since you don't have a signature or leave any vehicle information (model/model year/build date)..but the antenna system is pretty much the same from 2000-2006: