# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007888
**Filing Date:** 2023-2
**Character Count:** 20164
**Document Hash:** 08d5646c3c32ff33d7f8fe8938cc17ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007888.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007888

**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:** 23651891

**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 India NIFTY 50 Equal Weight ETF (Series ID: S000036506)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000111811 | First Trust India NIFTY 50 Equal Weight ETF | NFTY            |

## 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 India NIFTY 50 Equal Weight ETF

- **b. EDGAR series identifier (if any):** S000036506

- **c. LEI of Series:** 549300M9B7C1EOSD8P55

**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:** $81410959.81

**Total Liabilities:** $7412157.25

**Net Assets:** $73998802.56

**Cash Not Reported:** $3852395.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111811 | 2.63%                | 5.25%                | -4.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $1456654.08                                |
| Month 2  | $0.00                    | $2604035.95                                |
| Month 3  | $-96559.25               | $-3079351.35                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| YES BANK LIMITED LOCKIN /INR/         | YES BANK LIMITED LOCKIN /INR/     | CUSIP: 000000000<br>LEI: 335800X6WKDDXJUSFZ86 | Long             | EC               | CORP              | IN        |     75422 | NS      | $18780.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd.              | RELIANCE INDUSTRIES LTD /INR/     | CUSIP: Y72596102<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     48649 | NS      | $1497869.37   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Petroleum Corp Ltd.            | BHARAT PETROLEUM CORP LT /INR/    | CUSIP: Y0882Z116<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |    379748 | NS      | $1517064.11   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd               | MAHINDRA & MAHINDRA LTD /INR/     | CUSIP: Y54164150<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |    100302 | NS      | $1514532.31   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Indusind Bank Ltd.                    | INDUSIND BANK LTD /INR/           | CUSIP: Y3990M134<br>LEI: 335800JDVJ8HSXG9G512 | Long             | EC               | CORP              | IN        |    102963 | NS      | $1518495.79   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA Consumer Products Ltd            | TATA CONSUMER PRODUCTS L /INR/    | CUSIP: Y85484114<br>LEI: 335800LOXFWU8ZQJMD12 | Long             | EC               | CORP              | IN        |    159154 | NS      | $1475440.11   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle India                          | NESTLE INDIA LTD /INR/            | CUSIP: Y6268T111<br>LEI: 3358008SYYY9CPWH5D94 | Long             | EC               | CORP              | IN        |      6260 | NS      | $1483543.58   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kotak Mahindra Bank Ltd.              | KOTAK MAHINDRA BANK LTD /INR/     | CUSIP: Y4964H150<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |     67987 | NS      | $1501622.70   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Company Ltd.                    | TITAN CO LTD /INR/                | CUSIP: Y88425148<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |     49449 | NS      | $1552565.91   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil and Natural Gas Corp Ltd.         | OIL & NATURAL GAS CORP L /INR/    | CUSIP: Y64606133<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |    854957 | NS      | $1516559.17   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Housing Development Finance Corp Ltd. | HOUSING DEVELOPMENT FINANCE /INR/ | CUSIP: Y37246207<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |     46382 | NS      | $1478752.12   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd.                          | INFOSYS LTD /INR/ /NSDL/          | CUSIP: Y4082C133<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     81723 | NS      | $1489842.00   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wipro Ltd                             | WIPRO LTD /INR/                   | CUSIP: Y96659142<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |    320222 | NS      | $1520212.63   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Unilever                    | HINDUSTAN UNILEVER LTD /INR/      | CUSIP: Y3218E138<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |     47738 | NS      | $1477812.22   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd.      | APOLLO HOSPITALS ENTERPR /INR/    | CUSIP: Y0187F138<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |     26659 | NS      | $1442866.41   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL Technologies Ltd.                 | HCL TECHNOLOGIES LTD /INR/        | CUSIP: Y3121G147<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |    119456 | NS      | $1500672.32   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hero Motocorp Ltd.                    | HERO MOTOCORP LTD /INR/           | CUSIP: Y3179Z146<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |     45811 | NS      | $1516613.77   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr. Reddy's Laboratories Ltd.         | DR. REDDY'S LABORATORIES /INR/    | CUSIP: Y21089159<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |     29123 | NS      | $1491722.09   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharti Airtel Ltd.                    | BHARTI AIRTEL LTD /INR/           | CUSIP: Y0885K108<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |    151936 | NS      | $1480425.60   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd.    | SUN PHARMACEUTICAL INDUS /INR/    | CUSIP: Y8523Y158<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |    123779 | NS      | $1498275.00   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Divis Laboratories Ltd.               | DIVI'S LABORATORIES LTD /INR/     | CUSIP: Y2076F104<br>LEI: 335800C1DHFG1C9T1M03 | Long             | EC               | CORP              | IN        |     35604 | NS      | $1468917.84   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruti Suzuki India Ltd.              | MARUTI SUZUKI INDIA LTD /INR/     | CUSIP: Y7565Y100<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |     14906 | NS      | $1512509.46   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipla Ltd.                            | CIPLA LTD /INR/                   | CUSIP: Y1633P142<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |    112970 | NS      | $1469238.14   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Larsen & Toubro Ltd.                  | LARSEN & TOUBRO LTD /INR/         | CUSIP: Y5217N159<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |     58282 | NS      | $1469413.70   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultratech Cement Ltd.                 | ULTRATECH CEMENT LTD /INR/        | CUSIP: Y9046E109<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |     17419 | NS      | $1465244.67   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd.        | TATA CONSULTANCY SVCS LT /INR/    | CUSIP: Y85279100<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |     37981 | NS      | $1495137.47   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Enterprises Ltd.                | ADANI ENTERPRISES LTD /INR/       | CUSIP: Y00106131<br>LEI: 335800OTN96B3M38HC30 | Long             | EC               | CORP              | IN        |     32841 | NS      | $1531633.90   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC Ltd.                             | NTPC LTD /INR/                    | CUSIP: Y6206E101<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |    749381 | NS      | $1507729.57   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd.              | HINDALCO INDUSTRIES LTD /INR/     | CUSIP: Y3196V185<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |    262840 | NS      | $1503871.80   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Ltd.                              | ITC LTD /INR/                     | CUSIP: Y4211T171<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |    371598 | NS      | $1489221.77   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UPL Ltd.                              | UPL LTD /INR/                     | CUSIP: Y9247H166<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               | CORP              | IN        |    172817 | NS      | $1495985.67   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Grid Corporation of India Ltd.  | POWER GRID CORP OF INDIA /INR     | CUSIP: Y7028N105<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | NUSS              | IN        |    582167 | NS      | $1503796.54   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Ports & Special Economic Zone   | ADANI PORTS AND SPECIAL  /INR/    | CUSIP: Y61448109<br>LEI: 335800QOAXP5TM7OYP69 | Long             | EC               | CORP              | IN        |    151499 | NS      | $1498142.53   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Auto Limited                    | BAJAJ AUTO LTD /INR/              | CUSIP: Y05490100<br>LEI: 335800DLAO5NCNN8G863 | Long             | EC               | CORP              | IN        |     34475 | NS      | $1506869.62   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coal India Ltd.                       | COAL INDIA LTD /INR/              | CUSIP: Y1668L107<br>LEI: 335800NLJQZNHM9LBB31 | Long             | EC               | CORP              | IN        |    559538 | NS      | $1522108.39   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Motors Ltd.                      | TATA MOTORS LTD /INR/             | CUSIP: Y85740267<br>LEI: 335800BO2LHWJJ8TZI32 | Long             | EC               | CORP              | IN        |    314088 | NS      | $1472868.85   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Paints Ltd                      | ASIAN PAINTS LTD /INR/            | CUSIP: Y03638114<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |     39773 | NS      | $1484528.55   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finance Ltd                     | BAJAJ FINANCE LTD /INR/           | CUSIP: Y0547D112<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |     19032 | NS      | $1512621.86   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Life Insurance Co Ltd.           | HDFC LIFE INSURANCE CO L /INR/    | CUSIP: Y3R1AP109<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |    217265 | NS      | $1487082.15   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Britannia Industries Ltd.             | BRITANNIA INDUSTRIES LTD /INR/    | CUSIP: Y0969R151<br>LEI: 335800RRN5EVHNNAXN80 | Long             | EC               | CORP              | IN        |     28334 | NS      | $1475248.26   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                         | HDFC BANK LIMITED /INR/           | CUSIP: Y3119P190<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     75898 | NS      | $1493694.29   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finserv Ltd                     | BAJAJ FINSERV LTD /INR/           | CUSIP: Y0548X125<br>LEI: 3358001EH4I4IDMGQ326 | Long             | EC               | CORP              | IN        |     80508 | NS      | $1506277.14   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eicher Motors Ltd.                    | EICHER MOTORS LTD /INR/           | CUSIP: Y2251M148<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |     38665 | NS      | $1508533.23   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Bank Ltd.                        | AXIS BANK LTD /INR/               | CUSIP: Y0487S137<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |    132802 | NS      | $1498898.43   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Steel Ltd                        | TATA STEEL LTD /INR/              | CUSIP: Y8547N220<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |   1113790 | NS      | $1516601.52   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Bank of India                   | STATE BANK OF INDIA /INR/         | CUSIP: Y8155P103<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |    205678 | NS      | $1525741.43   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd.                       | ICICI BANK LTD /INR/              | CUSIP: Y3860Z132<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |    137454 | NS      | $1480126.87   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tech Mahindra Ltd.                    | TECH MAHINDRA LTD /INR/           | CUSIP: Y85491127<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               | CORP              | IN        |    122627 | NS      | $1506564.52   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grasim Industries Ltd.                | GRASIM INDUSTRIES LTD /INR/       | CUSIP: Y2851U102<br>LEI: 335800WLY7FOIT3ERV21 | Long             | EC               | CORP              | IN        |     71173 | NS      | $1482734.99   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sbi Life Insurance Co Ltd.            | SBI LIFE INSURANCE CO LT /INR/    | CUSIP: Y753N0101<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |     99752 | NS      | $1484644.48   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Steel Ltd                         | JSW STEEL LTD /INR/               | CUSIP: Y44680158<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |    161838 | NS      | $1502474.02   | 2.03%             |  |  |  | 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