# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007876
**Filing Date:** 2023-2
**Character Count:** 21890
**Document Hash:** 78b2e3fc9ce315714167e5d071c8e711
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007876.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007876

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**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:** 23651879

**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 Brazil AlphaDEX Fund (Series ID: S000031798)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000099052 | First Trust Brazil AlphaDEX Fund | FBZ             |

## 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 Brazil AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031798

- **c. LEI of Series:** 549300ZH7AWOCM3H6I62

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $64022086.27

**Total Liabilities:** $644285.75

**Net Assets:** $63377800.52

**Cash Not Reported:** $740174.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099052 | 11.79%               | -1.07%               | -3.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $989026.95                                 |
| Month 2  | $0.00                    | $-933855.28                                |
| Month 3  | $0.00                    | $-1101158.24                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vale S.A.                                                      | VALE SA /BRL/                                     | CUSIP: P96609139<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    108562 | NS      | $1827546.86   | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Paranaense de Energia COPEL                                | CIA PARANAENSE DE ENERGI /BRL/                    | CUSIP: P30557139<br>LEI: 2549001AS1I9A71VG663 | Long             | EP               | CORP              | BR        |   1521032 | NS      | $2278775.15   | 3.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrais Eletricas Brasileiras S.A.                            | ELETROBRAS DE BRAZIL ON /BRL/                     | CUSIP: P22854122<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |    224882 | NS      | $1794029.99   | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil S.A.                                           | BANCO DO BRASIL S.A. /BRL/                        | CUSIP: P11427112<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |    311196 | NS      | $2047035.76   | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Usinas Siderurgicas De Minas Gerais SA                         | USINAS SIDER MINAS GER-P /BRL/                    | CUSIP: P9632E117<br>LEI: 2549001OK55PFGXM4827 | Long             | EP               | CORP              | BR        |   1200998 | NS      | $1628703.19   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Transmissao de Energia Eletrica Paulista          | CIA DE TRANSMISSAO DE EN /BRL/                    | CUSIP: P30576113<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    271350 | NS      | $1182073.01   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa S.A.                                                    | ITAUSA SA /BRL/                                   | CUSIP: P58711105<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |   1096168 | NS      | $1766824.13   | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                                      | GERDAU SA-PREF /BRL/                              | CUSIP: P2867P113<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |    464829 | NS      | $2585733.74   | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Metalurgica Gerdau                                             | METALURGICA GERDAU SA-PR /BRL/                    | CUSIP: P4834C118<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    870261 | NS      | $2137844.63   | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                                         | PETROBRAS - PETROLEO BRA /BRL/                    | CUSIP: P78331140<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    371971 | NS      | $1726083.53   | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ccr SA                                                         | CCR SA /BRL/                                      | CUSIP: P1413U105<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    663265 | NS      | $1359255.14   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipar Carbocloro Sa                                           | UNIPAR CARBOCLORO SA /BRL/                        | CUSIP: P9441U104<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     91243 | NS      | $1520961.49   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                            | BANCO BRADESCO SA-PREF /BRL/                      | CUSIP: P1808G117<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |    120802 | NS      | $346635.79    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Siderurgica Nacional                                 | CIA SIDERURGICA NACIONAL /BRL/                    | CUSIP: P8661X103<br>LEI: 529900K40TEND42S0T46 | Long             | EC               | CORP              | BR        |    672837 | NS      | $1854212.48   | 2.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Bradespar SA                                                   | BRADESPAR SA -PREF /BRL/                          | CUSIP: P1808W104<br>LEI: 9598001UD1DHEH3PZ471 | Long             | EP               | CORP              | BR        |    411588 | NS      | $2316851.24   | 3.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano S A                                                     | SUZANO SA /BRL/                                   | CUSIP: P06768157<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |    125449 | NS      | $1146201.95   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holdings S.A.                                    | ITAU UNIBANCO HOLDING S- /BRL/                    | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |    183291 | NS      | $867896.21    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Porto Seguro SA                                                | PORTO SEGURO SA /BRL/                             | CUSIP: P7905C107<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    116981 | NS      | $512923.94    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem S.A.                                                   | BRASKEM SA-PREF A /BRL/                           | CUSIP: P18533110<br>LEI: 549300RPMQUFGBB7EY44 | Long             | EP               | CORP              | BR        |    167370 | NS      | $753200.66    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Energias do Brasil SA                                      | EDP - ENERGIAS DO BRASIL /BRL/                    | CUSIP: P3769R108<br>LEI: 529900MT3VH5D7T9FR43 | Long             | EC               | CORP              | BR        |    405216 | NS      | $1595613.55   | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultrapar Participacoes S.A.                                    | ULTRAPAR PARTICIPACOES S /BRL/                    | CUSIP: P94396127<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |    337565 | NS      | $806230.34    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosan SA                                                       | COSAN SA /BRL/                                    | CUSIP: P31573101<br>LEI: 549300PGFCX2JMKKLC96 | Long             | EC               | CORP              | BR        |    228313 | NS      | $740322.66    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Equatorial Energia SA                                          | EQUATORIAL ENERGIA SA -  /BRL/                    | CUSIP: P3773H104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    181948 | NS      | $931149.19    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer S.A.                                                   | EMBRAER SA /BRL/                                  | CUSIP: P3700H201<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |    181609 | NS      | $492224.97    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| M. Dias Branco Sa Industria E Comercio De Alimentos, Brazil    | M DIAS BRANCO SA /BRL/                            | CUSIP: P64876108<br>LEI: 894500SZMRHGUL2PHQ60 | Long             | EC               | CORP              | BR        |    238824 | NS      | $1620732.78   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Transmissora Alianca de Energia Eletrica SA                    | TRANSMISSORA ALIANCA DE ENERGIA ELETRICA SA /BRL/ | CUSIP: P9T5CD126<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    107604 | NS      | $706592.30    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sao Martinho SA                                                | SAO MARTINHO SA /BRL/                             | CUSIP: P8493J108<br>LEI: 549300R3Z74BNJBF4161 | Long             | EC               | CORP              | BR        |    114396 | NS      | $574607.12    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS SA                                                         | JBS SA /BRL/                                      | CUSIP: P59695109<br>LEI: 529900RM0MTMZL9O5050 | Long             | EC               | CORP              | BR        |    263074 | NS      | $1095695.30   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SLC Agricola Sa                                                | SLC AGRICOLA SA /BRL/                             | CUSIP: P8711D107<br>LEI: 54930017BQDYJPIJXG79 | Long             | EC               | CORP              | BR        |    188324 | NS      | $1673238.10   | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Energetica Minas Gerais-Cemig                              | CEMIG CIA ENERG PN /BRL/                          | CUSIP: P2577R110<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |    800679 | NS      | $1689391.37   | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP | SABESP ON /BRL/                                   | CUSIP: P8228H104<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |    147806 | NS      | $1600187.69   | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Empreendimentos Imobiliarios SA                      | MULTIPLAN EMPREENDIMENTO /BRL/                    | CUSIP: P69913104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     94655 | NS      | $392621.72    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Hypera SA                                                      | HYPERA SA /BRL/                                   | CUSIP: P5230A101<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    273113 | NS      | $2338123.51   | 3.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander (Brasil) S.A.                                  | BANCO SANTANDER  BRASIL- /BRL/                    | CUSIP: P1505Z160<br>LEI: 549300D1H731B30TSI43 | Long             | EC               | CORP              | BR        |     72109 | NS      | $385009.27    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Energisa S.A.                                                  | ENERGISA SA-UNITS /BRL/                           | CUSIP: P3769S114<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    103000 | NS      | $862470.76    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cielo SA                                                       | CIELO SA /BRL/                                    | CUSIP: P2859E100<br>LEI: 635400V276LMQ5UZ6C26 | Long             | EC               | CORP              | BR        |   2216274 | NS      | $2199588.19   | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil S.A                                          | TELEFONICA BRASIL S.A. /BRL/                      | CUSIP: P90337174<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |    132447 | NS      | $962042.23    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BB Seguridade Participacoes SA                                 | BB SEGURIDADE PARTICIPAC /BRL/                    | CUSIP: P1R1WJ103<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    240123 | NS      | $1533130.61   | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie Brasil Energia SA                                        | ENGIE BRASIL ENERGIA SA /BRL/                     | CUSIP: P9208W103<br>LEI: 52990057Q0EK2Q9YBC07 | Long             | EC               | CORP              | BR        |    100635 | NS      | $722014.07    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Atacadao SA                                                    | ATACADAO SA /BRL/                                 | CUSIP: P0565P138<br>LEI: 549300SMI26ISJIRM371 | Long             | EC               | CORP              | BR        |    124643 | NS      | $348922.49    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneva SA                                                       | ENEVA SA /BRL/                                    | CUSIP: P3719N116<br>LEI: 549300T1AP7HKCABII19 | Long             | EC               | CORP              | BR        |    422017 | NS      | $953579.77    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Klabin S.A.                                                    | KLABIN SA - UNIT /BRL/                            | CUSIP: P60933135<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    102837 | NS      | $388968.21    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Natura & Co Holding SA                                         | NATURA &CO HOLDING SA /BRL/                       | CUSIP: P7S8B6105<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    154833 | NS      | $340472.77    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen SA                                                      | RAIZEN SA PRF NPV /BRL/                           | CUSIP: P79857101<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    452679 | NS      | $320662.81    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixa Seguridade Participacoes SA                              | CAIXA SEGURIDADE PARTICI /BRL/                    | CUSIP: P1S73N102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    599643 | NS      | $948343.97    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sendas Distribuidora S.A.                                      | SENDAS DISTRIBUIDORA SA /BRL/                     | CUSIP: P8T81L100<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    436790 | NS      | $1610739.39   | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Tim S A                                                        | TIM SA /BRL/                                      | CUSIP: P9153B104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    488489 | NS      | $1147263.34   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Americanas S A                                                 | AMERICANAS SA /BRL/                               | CUSIP: P0R80F129<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    309392 | NS      | $565487.53    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibra Energia SA                                               | VIBRA ENERGIA SA /BRL/                            | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |    124354 | NS      | $366249.29    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Petro Rio SA                                                   | PETRO RIO SA /BRL/                                | CUSIP: P7S19Q109<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    472416 | NS      | $3329437.83   | 5.25%             |  |  |  | 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