# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007926
**Filing Date:** 2023-2
**Character Count:** 16588
**Document Hash:** 8e66e8f216c536050fd1b5438d7d35e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007926.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007926

**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:** 23651937

**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 Switzerland AlphaDEX Fund (Series ID: S000036505)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000111810 | First Trust Switzerland AlphaDEX Fund | FSZ             |

## 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 Switzerland AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000036505

- **c. LEI of Series:** 5493007EHTF4YE4KV298

**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:** $98177047.59

**Total Liabilities:** $217754.80

**Net Assets:** $97959292.79

**Cash Not Reported:** $413107.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111810 | 5.06%                | 11.14%               | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8222.40                | $1444021.53                                |
| Month 2  | $0.00                    | $5967265.67                                |
| Month 3  | $0.00                    | $517383.89                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Barry Callebaut AG                     | BARRY CALLEBAUT AG-REG /CHF/    | CUSIP: H05072105<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |      1377 | NS      | $2723768.99   | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                            | SWISSCOM AG-REG /CHF/           | CUSIP: H8398N104<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      5578 | NS      | $3056091.28   | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG | CHOCOLADEFABRIKEN LINDT- /CHF/  | CUSIP: H49983184<br>LEI: 529900JYJNNOKKAGK736 | Long             | EP               | CORP              | CH        |       149 | NS      | $1519569.57   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group Limited         | ZURICH INSURANCE GROUP AG /CHF/ | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      8855 | NS      | $4235728.65   | 4.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                            | NOVARTIS AG-REG /CHF/           | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     45470 | NS      | $4110568.65   | 4.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Limited                            | ABB LTD-REG /CHF/               | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     89353 | NS      | $2711561.33   | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holdings AG                      | ROCHE HOLDING AG-GENUSSC /CHF/  | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |      2307 | NS      | $724796.95    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                        | ADECCO GROUP AG-REG /CHF/       | CUSIP: H00392318<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     90657 | NS      | $2986440.51   | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim Ltd                             | HOLCIM LTD /CHF/                | CUSIP: H4768E105<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     89997 | NS      | $4660202.63   | 4.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Clariant AG                            | CLARIANT AG-REG /CHF/           | CUSIP: H14843165<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |    161777 | NS      | $2563167.74   | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontobel Holding AG                    | VONTOBEL HOLDING AG-REG /CHF/   | CUSIP: H92070210<br>LEI: 529900G69W5VR3DDPW23 | Long             | EC               | CORP              | CH        |     21918 | NS      | $1453061.59   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                              | NESTLE SA-REG /CHF/             | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     13201 | NS      | $1529611.36   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Baloise Holding AG                     | BALOISE HOLDING AG /CHF/        | CUSIP: H04530202<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |     23581 | NS      | $3639224.25   | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                      | SONOVA HOLDING AG /CHF/         | CUSIP: H62042124<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      2416 | NS      | $573004.70    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| The Swatch Group Ltd.                  | SWATCH GROUP AG/THE-BR /CHF/    | CUSIP: H83949141<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |     16233 | NS      | $4617183.80   | 4.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                         | LONZA GROUP AG-REG /CHF/        | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      4329 | NS      | $2121310.66   | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                  | SWISS LIFE HOLDING AG-RE /CHF/  | CUSIP: H8404J162<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      1582 | NS      | $815765.53    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP Swiss Property AG                  | PSP SWISS PROPERTY AG-RE /CHF/  | CUSIP: H64687124<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |     34622 | NS      | $4062604.23   | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmi AG                                | EMMI AG-REG /CHF/               | CUSIP: H2217C100<br>LEI: 529900Q53RBYJIVCMA08 | Long             | EC               | CORP              | CH        |      2373 | NS      | $2009472.77   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bucher Industries AG                   | BUCHER INDUSTRIES AG-REG /CHF/  | CUSIP: H10914176<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |      8858 | NS      | $3705482.51   | 3.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                    | SWISS PRIME SITE-REG /CHF/      | CUSIP: H8403W107<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |     17562 | NS      | $1522299.57   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Dufry AG                               | DUFRY AG /CHF/                  | CUSIP: H2082J107<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |     23828 | NS      | $992393.10    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG              | PARTNERS GROUP HOLDING AG /CHF/ | CUSIP: H6120A101<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       858 | NS      | $757923.97    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne & Nagel International AG        | KUEHNE + NAGEL INTL AG-R /CHF/  | CUSIP: H4673L145<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      9759 | NS      | $2271277.56   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA              | LOGITECH INTERNATIONAL-R /CHF/  | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |     29486 | NS      | $1819576.23   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Daetwyler Holding AG                   | DAETWYLER HOLDING AG-BR /CHF/   | CUSIP: H17592157<br>LEI: 52990096G2IJ89SWI669 | Long             | EC               | CORP              | CH        |     11189 | NS      | $2226546.26   | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Gruppe AG                  | JULIUS BAER GROUP LTD /CHF/     | CUSIP: H4414N103<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     50083 | NS      | $2917288.03   | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Reinsurance Company Limited      | SWISS RE LTD /CHF/              | CUSIP: H8431B109<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      9938 | NS      | $929474.11    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| DKSH Holding AG                        | DKSH HOLDING AG /CHF/           | CUSIP: H2012M121<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |     37326 | NS      | $2833813.01   | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                 | BKW SA /CHF/                    | CUSIP: H10053108<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |     22129 | NS      | $3027435.79   | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Financiere Richemont Sa      | CIE FINANCIERE RICHEMO-A /CHF/  | CUSIP: H25662182<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     14612 | NS      | $1894748.07   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Stadler Rail AG                        | STADLER RAIL AG /CHF/           | CUSIP: H813A0106<br>LEI: 506700781XDET0A89669 | Long             | EC               | CORP              | CH        |     47343 | NS      | $1679392.64   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                               | ALCON INC /CHF/                 | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     33081 | NS      | $2260376.99   | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                    | HELVETIA HOLDING AG-REG /CHF/   | CUSIP: H3701P102<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |     32910 | NS      | $3836800.95   | 3.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Group AG                           | SFS GROUP AG /CHF/              | CUSIP: H7482F118<br>LEI: 391200RQ38WAM4BJBO16 | Long             | EC               | CORP              | CH        |     30482 | NS      | $2884523.87   | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Georg Fischer AG                       | FISCHER (GEORG)-REG /CHF/       | CUSIP: H26091274<br>LEI: 529900CMRQYW4U1W2456 | Long             | EC               | CORP              | CH        |     31316 | NS      | $1916925.97   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise              | BANQUE CANTONALE VAUDOIS /CHF/  | CUSIP: H04825354<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      9820 | NS      | $942545.83    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                           | UBS GROUP AG-REG /CHF/          | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    191097 | NS      | $3555749.62   | 3.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Flughafen Zurich AG                    | FLUGHAFEN ZURICH AG-REG /CHF/   | CUSIP: H26552135<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |      5101 | NS      | $789437.19    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                            | GALENICA AG /CHF/               | CUSIP: H85158113<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |     50152 | NS      | $4097748.99   | 4.18%             |  |  |  | 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