# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007905
**Filing Date:** 2023-2
**Character Count:** 28278
**Document Hash:** 06907540a05ad4a1b9129ff5138a6020
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007905.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007905

**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:** 23651909

**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 United Kingdom AlphaDEX Fund (Series ID: S000036507)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000111812 | First Trust United Kingdom AlphaDEX Fund | FKU             |

## 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 United Kingdom AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000036507

- **c. LEI of Series:** 549300K2MYPIP58XVJ75

**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:** $31821918.54

**Total Liabilities:** $93689.81

**Net Assets:** $31728228.73

**Cash Not Reported:** $100798.15

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111812 | 8.73%                | 15.67%               | -1.85%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $465.12                  | $2209350.19                                |
| Month 2  | $143138.94               | $4237086.89                                |
| Month 3  | $0.00                    | $-666109.66                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Antofagasta PLC                            | ANTOFAGASTA PLC /GBP/          | CUSIP: G0398N128<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     29366 | NS      | $548683.78    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group                              | ASHTEAD GROUP PLC /GBP/        | CUSIP: G05320109<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      3288 | NS      | $187621.29    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Developments PLC                   | BARRATT DEVELOPMENTS PLC /GBP/ | CUSIP: G08288105<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |    123587 | NS      | $592860.86    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellway PLC                                | BELLWAY PLC /GBP/              | CUSIP: G09744155<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |     21073 | NS      | $485958.56    | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Company PLC                   | BRITISH LAND CO PLC /GBP/      | CUSIP: G15540118<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |    126434 | NS      | $603919.74    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                    | DCC PLC /GBP/                  | CUSIP: G2689P101<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      4435 | NS      | $218757.08    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                            | BAE SYSTEMS PLC /GBP/          | CUSIP: G06940103<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     54472 | NS      | $563709.57    | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Derwent London PLC                         | DERWENT LONDON PLC /GBP/       | CUSIP: G27300105<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               | CORP              | GB        |      4329 | NS      | $123930.33    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC               | BRITISH AMERICAN TOBACCO /GBP/ | CUSIP: G1510J102<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      6425 | NS      | $254890.63    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectris PLC                               | SPECTRIS PLC /GBP/             | CUSIP: G8338K104<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |     12511 | NS      | $454057.69    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                     | STANDARD CHARTERED PLC/GBP/    | CUSIP: G84228157<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     73106 | NS      | $550086.42    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                        | IMPERIAL BRANDS PLC /GBP/      | CUSIP: G4720C107<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     24631 | NS      | $616695.05    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                          | HSBC HOLDINGS PLC /GBP/        | CUSIP: G4634U169<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     63326 | NS      | $394809.42    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden Joinery Group PLC                   | HOWDEN JOINERY GROUP PLC /GBP/ | CUSIP: G4647J102<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     37523 | NS      | $254761.02    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC               | ASSOCIATED BRITISH FOODS /GBP/ | CUSIP: G05600138<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     14330 | NS      | $273030.22    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                | PEARSON PLC /GBP/              | CUSIP: G69651100<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     15078 | NS      | $171202.52    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                              | PERSIMMON PLC /GBP/            | CUSIP: G70202109<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     18206 | NS      | $267863.44    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC                            | UNITE GROUP PLC/THE /GBP/      | CUSIP: G9283N101<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |     10626 | NS      | $116901.35    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                              | RIO TINTO PLC /GBP/            | CUSIP: G75754104<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      9198 | NS      | $644733.06    | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sse PLC                                    | SSE PLC /GBP/                  | CUSIP: G8842P102<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     20989 | NS      | $434414.02    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                     | BP PLC /GBP/                   | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    145580 | NS      | $835818.94    | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DS Smith PLC                               | DS SMITH PLC /GBP/             | CUSIP: G2848Q123<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |    122312 | NS      | $475399.11    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                   | LLOYDS BANKING GROUP PLC /GBP/ | CUSIP: G5533W248<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    801636 | NS      | $440085.48    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey PLC                          | TAYLOR WIMPEY PLC /GBP/        | CUSIP: G86954107<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    387681 | NS      | $476420.26    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                            | ASTRAZENECA PLC /GBP/          | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      4188 | NS      | $567976.58    | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                               | BT GROUP PLC /GBP/             | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    121371 | NS      | $164412.61    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group PLC                  | MARKS & SPENCER GROUP PL /GBP/ | CUSIP: G5824M107<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |    333749 | NS      | $497498.04    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                               | BARCLAYS PLC /GBP/             | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    221508 | NS      | $424504.01    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                         | BURBERRY GROUP PLC /GBP/       | CUSIP: G1700D105<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |      6890 | NS      | $169092.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                             | KINGFISHER PLC /GBP/           | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    231390 | NS      | $660463.61    | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                                    | ITV PLC /GBP/                  | CUSIP: G4984A110<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    519725 | NS      | $472246.45    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sainsbury (J) PLC                          | SAINSBURY (J) PLC /GBP/        | CUSIP: G77732173<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    221681 | NS      | $583438.69    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                               | CENTRICA PLC /GBP/             | CUSIP: G2018Z143<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    706609 | NS      | $824526.85    | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group Public Limited Company | SMURFIT KAPPA GROUP PLC /GBP/  | CUSIP: G8248F104<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |      4102 | NS      | $152294.35    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                               | GLENCORE PLC /GBP/             | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    129590 | NS      | $865433.06    | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                           | COCA-COLA HBC AG-DI /GBP/      | CUSIP: H1512E100<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      6205 | NS      | $148005.27    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Man Group PLC (New)                        | MAN GROUP PLC/JERSEY /GBP/     | CUSIP: G57991104<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |    226296 | NS      | $584641.61    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA               | B&M EUROPEAN VALUE RETAI /GBP/ | CUSIP: L1175H106<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |     61662 | NS      | $306608.82    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd                                 | HISCOX LTD /GBP/               | CUSIP: G4593F138<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     23993 | NS      | $316024.04    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                      | IG GROUP HOLDINGS PLC /GBP/    | CUSIP: G4753Q106<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     65493 | NS      | $619170.08    | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                  | BUNZL PLC /GBP/                | CUSIP: G16968110<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      8316 | NS      | $277379.59    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                  | HIKMA PHARMACEUTICALS PL /GBP/ | CUSIP: G4576K104<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |     13979 | NS      | $262286.62    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC            | LONDON STOCK EXCHANGE GR /GBP/ | CUSIP: G5689U103<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      4444 | NS      | $383386.85    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                               | UNILEVER PLC /GBP/             | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      3038 | NS      | $153596.08    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec PLC                               | INVESTEC PLC /GBP/             | CUSIP: G49188116<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |    101670 | NS      | $628581.90    | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                                  | MONDI PLC /GBP/                | CUSIP: G6258S107<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     15541 | NS      | $264820.97    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Frasers Group PLC                          | FRASERS GROUP PLC /GBP/        | CUSIP: G3661L100<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |     50965 | NS      | $437460.35    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                         | ANGLO AMERICAN PLC /GBP/       | CUSIP: G03764134<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     15398 | NS      | $602487.79    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                               | 3I GROUP PLC /GBP/             | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     50995 | NS      | $827040.16    | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                              | FRESNILLO PLC /GBP/            | CUSIP: G371E2108<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |     14744 | NS      | $160743.67    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGRO PLC                                  | SEGRO PLC /GBP/                | CUSIP: G80277141<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     57871 | NS      | $534238.56    | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| EVRAZ PLC                                  | EVRAZ PLC /GBP/                | CUSIP: G33090104<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |    153120 | NS      | $14975.76     | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Mediclinic International PLC               | MEDICLINIC INTERNATIONAL /GBP/ | CUSIP: G5960R100<br>LEI: 2138002S5BSBIZTD5I60 | Long             | EC               | CORP              | GB        |    123479 | NS      | $743414.05    | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ConvaTec Group PLC                         | CONVATEC GROUP PLC /GBP/       | CUSIP: G23969101<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |    100764 | NS      | $283350.13    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                          | COMPASS GROUP PLC /GBP/        | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     26918 | NS      | $624002.72    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                          | NATIONAL GRID PLC /GBP/        | CUSIP: G6S9A7120<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     21493 | NS      | $259164.03    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Abrdn PLC                                  | ABRDN PLC /GBP/                | CUSIP: G84246118<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    353636 | NS      | $809097.16    | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT PLC                    | TRITAX BIG BOX REIT PLC /GBP/  | CUSIP: G9101W101<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |    311453 | NS      | $521872.09    | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Group Holdings PLC                 | PHOENIX GROUP HOLDINGS P /GBP/ | CUSIP: G7S8MZ109<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     57448 | NS      | $422683.39    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                         | VODAFONE GROUP PLC /GBP/       | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    267782 | NS      | $272714.40    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                    | M&G PLC /GBP/                  | CUSIP: G6107R102<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    116194 | NS      | $263878.03    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                       | ENDEAVOUR MINING PLC /GBP/     | CUSIP: G3042J105<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     26570 | NS      | $562773.94    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                  | TESCO PLC /GBP/                | CUSIP: G8T67X102<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    132749 | NS      | $359811.62    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC                | BERKELEY GROUP HOLDINGS/ /GBP/ | CUSIP: G1191G138<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      6071 | NS      | $276920.66    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                          | NATWEST GROUP PLC /GBP/        | CUSIP: G6422B147<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    154626 | NS      | $495751.87    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK plc                                    | GSK PLC /GBP/                  | CUSIP: G3910J179<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     25141 | NS      | $436947.18    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                     | MELROSE INDUSTRIES PLC /GBP/   | CUSIP: G5973J202<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    151046 | NS      | $245606.49    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                  | SHELL PLC-NEW /GBP/            | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     26490 | NS      | $744903.46    | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tate & Lyle PLC                            | TATE & LYLE PLC /GBP/          | CUSIP: G86838151<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |     15087 | NS      | $129718.81    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                  | AVIVA PLC /GBP/                | CUSIP: G0683Q158<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     28172 | NS      | $150811.21    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Computacenter PLC                          | COMPUTACENTER PLC /GBP/        | CUSIP: G23356150<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |      4807 | NS      | $111056.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Direct Line Insurance Group PLC            | DIRECT LINE INSURANCE GR /GBP/ | CUSIP: G2871V114<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |     44917 | NS      | $120171.22    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC (UK)                           | BEAZLEY PLC /GBP/              | CUSIP: G0936K107<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |    113284 | NS      | $930607.09    | 2.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Intermediate Capital Group PLC             | INTERMEDIATE CAPITAL GRO /GBP/ | CUSIP: G4807D192<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | RF                | GB        |      8637 | NS      | $119870.72    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                  | LAND SECURITIES GROUP PL /GBP/ | CUSIP: G5375M142<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |     85133 | NS      | $639554.42    | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey Bankers Ltd                | JOHNSON MATTHEY PLC /GBP/      | CUSIP: G51604166<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |      5871 | NS      | $150969.04    | 0.48%             |  |  |  | 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