# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007893
**Filing Date:** 2023-2
**Character Count:** 38105
**Document Hash:** ec4b2f402e228a8ba20d77ae4162f201
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007893.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007893

**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:** 23651898

**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 Japan AlphaDEX Fund (Series ID: S000031800)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000099054 | First Trust Japan AlphaDEX Fund | FJP             |

## 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 Japan AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031800

- **c. LEI of Series:** 5493005AP2L5R8NCEP09

**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:** $90470708.39

**Total Liabilities:** $4702501.85

**Net Assets:** $85768206.54

**Cash Not Reported:** $354295.64

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099054 | 0.64%                | 13.48%               | 0.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $201613.23                                 |
| Month 2  | $-525591.23              | $3565008.40                                |
| Month 3  | $-7950.35                | $952075.11                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aisin Corp.                               | AISIN CORP /JPY/                                  | CUSIP: J00714105<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     27400 | NS      | $736985.68    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co., Ltd.                 | ZENSHO HOLDINGS CO LTD /JPY/                      | CUSIP: J9885X108<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |     35100 | NS      | $885256.02    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                         | ASAHI KASEI CORP /JPY/                            | CUSIP: J0242P110<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    108700 | NS      | $779717.92    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc.                                  | AGC INC /JPY/                                     | CUSIP: J02394120<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     31800 | NS      | $1064926.85   | 1.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Brother Industries Ltd                    | BROTHER INDUSTRIES LTD /JPY/                      | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     47700 | NS      | $729456.72    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Pharma Co Ltd.                   | SUMITOMO PHARMA CO LTD /JPY/                      | CUSIP: J10542116<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |    103600 | NS      | $788604.08    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co Ltd                | DAI NIPPON PRINTING CO L /JPY/                    | CUSIP: J10584142<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     25000 | NS      | $504800.37    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc.                | MITSUBISHI UFJ LEASE & FINANCE /JPY/              | CUSIP: J4706D100<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |    240300 | NS      | $1188316.82   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings Inc                          | SBI HOLDINGS INC /JPY/                            | CUSIP: J6991H100<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     43000 | NS      | $824679.98    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                               | SUBARU CORP /JPY/                                 | CUSIP: J14406136<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     15800 | NS      | $244090.98    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankyu Hanshin Holdings Inc               | HANKYU HOLDINGS INC /JPY/                         | CUSIP: J18439109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20200 | NS      | $603352.64    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HASEKO Corp.                              | HASEKO CORP /JPY/                                 | CUSIP: J18984153<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |     71300 | NS      | $800250.69    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin Inc                        | HIKARI TSUSHIN INC /JPY/                          | CUSIP: J1949F108<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |      3100 | NS      | $439820.18    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                              | HITACHI LTD /JPY/                                 | CUSIP: J20454112<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      5100 | NS      | $260012.95    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Construction Machinery Co Ltd.    | HITACHI CONSTRUCTION MAC /JPY/                    | CUSIP: J20244109<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     24600 | NS      | $554643.40    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd.                       | HONDA MOTOR CO LTD /JPY/                          | CUSIP: J22302111<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     23400 | NS      | $540603.47    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibiden Co Ltd                             | IBIDEN CO LTD /JPY/                               | CUSIP: J23059116<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      9100 | NS      | $331785.28    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp.                                 | IHI CORPORATION /JPY/                             | CUSIP: J2398N113<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     40900 | NS      | $1198266.53   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                         | ISUZU MOTORS LTD /JPY/                            | CUSIP: J24994105<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     50800 | NS      | $598808.29    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp.                              | ITOCHU CORP /JPY/                                 | CUSIP: J2501P104<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     20300 | NS      | $641296.86    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| JGC Holdings Corp                         | JGC HOLDINGS CORP /JPY/                           | CUSIP: J26945105<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |     64300 | NS      | $822122.83    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp                               | KAJIMA CORP /JPY/                                 | CUSIP: J29223120<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     72400 | NS      | $847351.42    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc              | KANSAI ELECTRIC POWER CO /JPY/                    | CUSIP: J30169106<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     84100 | NS      | $819596.92    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                | KAWASAKI KISEN KAISHA LT /JPY/                    | CUSIP: J31588148<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     68300 | NS      | $1450412.22   | 1.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Kintetsu Group Holdings Co Ltd            | KINTETSU GROUP HOLDINGS  /JPY/                    | CUSIP: J3S955116<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $282059.59    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                               | KOMATSU LTD /JPY/                                 | CUSIP: J35759125<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     24600 | NS      | $539085.64    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc.                | TOKIO MARINE HOLDINGS INC /JPY/                   | CUSIP: J86298106<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     56700 | NS      | $1221573.07   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holding Inc.                          | JFE HOLDINGS INC /JPY/                            | CUSIP: J2817M100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    131700 | NS      | $1541383.72   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                             | MARUBENI CORP /JPY/                               | CUSIP: J39788138<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |    123400 | NS      | $1424497.10   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Corp                            | PANASONIC CORP /JPY/                              | CUSIP: J6354Y104<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     68400 | NS      | $578773.24    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                              | SOJITZ CORPORATION /JPY/                          | CUSIP: J7608R119<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |     78900 | NS      | $1510787.11   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                  | MITSUBISHI ESTATE CO LTD /JPY/                    | CUSIP: J43916113<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     19500 | NS      | $254225.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                           | MITSUBISHI CORP /JPY/                             | CUSIP: J43830116<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     28000 | NS      | $913776.29    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc            | MITSUBISHI GAS CHEMICAL  /JPY/                    | CUSIP: J43959113<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |     57100 | NS      | $793152.24    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.          | MITSUBISHI HEAVY INDUSTR /JPY/                    | CUSIP: J44002129<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     39800 | NS      | $1587269.13   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                           | MITSUI & CO LTD /JPY/                             | CUSIP: J44690139<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     50900 | NS      | $1494343.95   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Chemicals Inc                      | MITSUI CHEMICALS INC /JPY/                        | CUSIP: J4466L102<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |     64700 | NS      | $1466645.08   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui O.S.K. Lines Ltd.                  | MITSUI OSK LINES LTD /JPY/                        | CUSIP: J45013109<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     60400 | NS      | $1514142.03   | 1.77%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsui Fudosan Co Ltd                     | MITSUI FUDOSAN CO LTD /JPY/                       | CUSIP: J4509L101<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     12500 | NS      | $230208.02    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Motors Corp                    | MITSUBISHI MOTORS CORP /JPY/                      | CUSIP: J44131167<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |    410900 | NS      | $1596761.66   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                          | SEIKO EPSON CORP /JPY/                            | CUSIP: J7030F105<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     79000 | NS      | $1159356.90   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Insulators Ltd                        | NGK INSULATORS LTD /JPY/                          | CUSIP: J49076110<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |     82900 | NS      | $1059937.52   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Spark Plug Co Ltd.                    | NGK SPARK PLUG CO LTD /JPY/                       | CUSIP: J49119100<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |     76300 | NS      | $1417980.04   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                  | NEC CORP /JPY/                                    | CUSIP: J48818124<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      7500 | NS      | $264877.32    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Foods Ltd                              | NH FOODS LTD /JPY/                                | CUSIP: J4929Q102<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |     27000 | NS      | $756057.60    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph and Telephone Corp.      | NIPPON TELEGRAPH & TELEP /JPY/                    | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     19600 | NS      | $561834.81    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Holdings Co Ltd.             | NISSIN FOOD HOLDINGS CO LTD /JPY/                 | CUSIP: J58063124<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |      8000 | NS      | $635172.20    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikon Corp                                | NIKON CORP /JPY/                                  | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |    120100 | NS      | $1076177.99   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp.                        | NIPPON STEEL AND SUMITOMO METAL CORPORATION /JPY/ | CUSIP: J55999122<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     99400 | NS      | $1735940.26   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co Ltd                       | NISSAN MOTOR CO LTD /JPY/                         | CUSIP: J57160129<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |    143100 | NS      | $455883.19    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha             | NIPPON YUSEN KK /JPY/                             | CUSIP: J56515133<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     60600 | NS      | $1436040.84   | 1.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Obayashi Corp                             | OBAYASHI CORP /JPY/                               | CUSIP: J59826107<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |    115100 | NS      | $875265.16    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp.                        | OJI HOLDINGS CORPORIATON /JPY/                    | CUSIP: J6031N109<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |    256100 | NS      | $1036186.38   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                             | OLYMPUS CORP /JPY/                                | CUSIP: J61240107<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     13100 | NS      | $234769.89    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO Pharmaceutical Co Ltd                 | ONO PHARMACEUTICAL CO LT /JPY/                    | CUSIP: J61546115<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     21000 | NS      | $493317.59    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                          | OSAKA GAS CO LTD /JPY/                            | CUSIP: J62320114<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     72400 | NS      | $1175038.10   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Century Corp.                       | CENTURY TOKYO LEASING CORPORATION /JPY/           | CUSIP: J8671Q103<br>LEI: 35380096ZLHOF84DXR74 | Long             | EC               | CORP              | JP        |      8200 | NS      | $279914.66    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                         | SEKISUI HOUSE LTD /JPY/                           | CUSIP: J70746136<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     15900 | NS      | $282708.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimamura Corp                            | SHIMAMURA CO LTD /JPY/                            | CUSIP: J72208101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $349359.95    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinko Electric Industries Co Ltd.        | SHINKO ELECTRIC INDUSTRI /JPY/                    | CUSIP: J73197105<br>LEI: 549300627MZ4832XWF51 | Long             | EC               | CORP              | JP        |     20900 | NS      | $539858.27    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co Ltd                  | SUMITOMO CHEMICAL CO LTD /JPY/                    | CUSIP: J77153120<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |    283800 | NS      | $1025001.52   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.         | SUMITOMO ELECTRIC INDUST /JPY/                    | CUSIP: J77411114<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     50800 | NS      | $582357.51    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd              | SUMITOMO METAL MINING CO /JPY/                    | CUSIP: J77712123<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |     44200 | NS      | $1573134.72   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                            | SUMITOMO CORP /JPY/                               | CUSIP: J77282119<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     80700 | NS      | $1350329.17   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                  | TDK CORP /JPY/                                    | CUSIP: J82141136<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     27400 | NS      | $905051.81    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                               | TAISEI CORP /JPY/                                 | CUSIP: J79561130<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |     27100 | NS      | $877590.67    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiyo Yuden Co Ltd                        | TAIYO YUDEN CO LTD /JPY/                          | CUSIP: J80206113<br>LEI: 353800V9G3X5PLB9AD43 | Long             | EC               | CORP              | JP        |      8100 | NS      | $236383.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electric Power Company Holdings Inc | TOKYO ELECTRIC POWER CO /JPY/                     | CUSIP: J86914108<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |    332100 | NS      | $1204507.77   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                          | TOKYO GAS CO LTD /JPY/                            | CUSIP: J87000105<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     67300 | NS      | $1325590.52   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Toppan Inc                                | TOPPAN INC /JPY/                                  | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     67000 | NS      | $997546.48    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries Inc                      | TORAY INDUSTRIES INC /JPY/                        | CUSIP: J89494116<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |    197200 | NS      | $1106808.29   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Toshiba Corp.                             | TOSHIBA CORP /JPY/                                | CUSIP: J89752117<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |     27600 | NS      | $968018.90    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                                | TOSOH CORP /JPY/                                  | CUSIP: J90096116<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |    111700 | NS      | $1336246.57   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                          | MAZDA MOTOR CORP /JPY/                            | CUSIP: J41551102<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |    135700 | NS      | $1039153.46   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                        | TOYOTA TSUSHO CORP /JPY/                          | CUSIP: J92719111<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     16600 | NS      | $617883.27    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamada Holdings Co Ltd                    | YAMADA HOLDINGS CO LTD /JPY/                      | CUSIP: J95534103<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |     76700 | NS      | $272926.70    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co Ltd                      | YAKULT HONSHA CO LTD /JPY/                        | CUSIP: J95468120<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |      4500 | NS      | $293508.08    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd.                      | YAMAHA MOTOR CO LTD /JPY/                         | CUSIP: J95776126<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     60400 | NS      | $1385278.88   | 1.62%             |  |  |  | No            |                  1 | On Loan: —       |
| Sega Sammy Holdings Inc.                  | SEGA SAMMY HOLDINGS INC /JPY/                     | CUSIP: J7028D104<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |     52000 | NS      | $791252.67    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd.                    | DAIICHI SANKYO CO LTD /JPY/                       | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     11400 | NS      | $369170.98    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corporation     | MITSUBISHI CHEMICAL GROU /JPY/                    | CUSIP: J44046100<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    152900 | NS      | $797703.67    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumco Corp.                               | SUMCO CORP /JPY/                                  | CUSIP: J76896109<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |     43200 | NS      | $578348.06    | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Inpex Corp.                               | INPEX CORP /JPY/                                  | CUSIP: J2467E101<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    127900 | NS      | $1360472.42   | 1.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Nomura Real Estate Holdings Inc.          | NOMURA REAL ESTATE HOLDI /JPY/                    | CUSIP: J5893B104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44800 | NS      | $966046.94    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                   | IDEMITSU KOSAN CO LTD /JPY/                       | CUSIP: J2388K103<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     57000 | NS      | $1333358.73   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Matsukiyococokara & Co                    | MATSUKIYOCOCOKARA & CO /JPY/                      | CUSIP: J41208109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $372142.64    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.           | ISETAN MITSUKOSHI HOLDIN /JPY/                    | CUSIP: J25038100<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     68300 | NS      | $747844.41    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc        | MS&AD INSURANCE GROUP HOLDINGS /JPY/              | CUSIP: J4687C105<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     27500 | NS      | $885096.01    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc.               | DAI-ICHI LIFE HOLDINGS I /JPY/                    | CUSIP: J09748104<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     44600 | NS      | $1017467.24   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiji Holdings Co Ltd.                    | MEIJI HOLDINGS CO LTD /JPY/                       | CUSIP: J41729104<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |      5000 | NS      | $256781.47    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneos Holdings Inc                        | ENEOS HOLDINGS INC /JPY/                          | CUSIP: J29699105<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    367000 | NS      | $1252788.78   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc                        | SOMPO HOLDINGS INC /JPY/                          | CUSIP: J58699109<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     31700 | NS      | $1415437.37   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co.,Ltd.                   | JAPAN AIRLINES CO LTD /JPY/                       | CUSIP: J25979121<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |     15900 | NS      | $326504.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd               | SUNTORY BEVERAGE & FOOD  /JPY/                    | CUSIP: J78186103<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     15100 | NS      | $517753.73    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Railway Co.                        | KYUSHU RAILWAY COMPANY /JPY/                      | CUSIP: J41079104<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |     27000 | NS      | $601142.94    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Fudosan Holdings Corp               | TOKYU FUDOSAN HOLDINGS C /JPY/                    | CUSIP: J88764105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    104900 | NS      | $501959.77    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| IIDA Group Holdings Co Ltd.               | IIDA GROUP HOLDINGS CO L /JPY/                    | CUSIP: J23426109<br>LEI: 35380051BV8PV1I4S949 | Long             | EC               | CORP              | JP        |     90800 | NS      | $1384416.34   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings Inc                        | SEIBU HOLDINGS INC /JPY/                          | CUSIP: J7030Q119<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |    104900 | NS      | $1152589.15   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd.               | JAPAN POST HOLDINGS CO L /JPY/                    | CUSIP: J2800D109<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     39200 | NS      | $331395.92    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd.              | JAPAN POST INSURANCE CO  /JPY/                    | CUSIP: J2800E107<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     68800 | NS      | $1216738.80   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Trust                       | GOLDMAN SACHS TR FINL SQ TSY IN                   | CUSIP: 38141W323<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |   4329690 | NS      | $4329689.80   | 5.05%             |  |  |  | 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