# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007892
**Filing Date:** 2023-2
**Character Count:** 21155
**Document Hash:** 7f6493842c9be906253b7c431d325de2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007892.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007892

**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:** 23651897

**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 Latin America AlphaDEX Fund (Series ID: S000031797)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000099051 | First Trust Latin America AlphaDEX Fund | FLN             |

## 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 Latin America AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031797

- **c. LEI of Series:** 54930064HZE0RSQ7YB04

**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:** $71515525.84

**Total Liabilities:** $1155901.06

**Net Assets:** $70359624.78

**Cash Not Reported:** $1348640.67

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099051 | 9.86%                | 1.22%                | -3.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2326972.07             | $6529791.47                                |
| Month 2  | $-230306.37              | $339839.81                                 |
| Month 3  | $0.00                    | $-1436365.88                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Banco de Chile                                                 | BANCO DE CHILE /CLP/               | CUSIP: P0939W108<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |  14745946 | NS      | $1529788.68   | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas CMPC SA                                               | EMPRESAS CMPC SA /CLP/             | CUSIP: P3712V107<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |   1136752 | NS      | $1897467.91   | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas Copec SA                                              | EMPRESAS COPEC SA /CLP/            | CUSIP: P7847L108<br>LEI: 549300Q3IDJYG6Z7PA50 | Long             | EC               | CORP              | CL        |    337545 | NS      | $2518505.52   | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                                      | VALE SA /BRL/                      | CUSIP: P96609139<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    131248 | NS      | $2209445.95   | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Compania Sud Americana De Vapores S A                          | CIA SUD AMERICANA DE VAP /CLP/     | CUSIP: P3064M101<br>LEI: 549300F26ZOE5LM26551 | Long             | EC               | CORP              | CL        |  31382115 | NS      | $2478752.38   | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Paranaense de Energia COPEL                                | CIA PARANAENSE DE ENERGI /BRL/     | CUSIP: P30557139<br>LEI: 2549001AS1I9A71VG663 | Long             | EP               | CORP              | BR        |   1436945 | NS      | $2152797.94   | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano S A B de C V                        | FOMENTO ECONOMICO MEXICA /MXN/     | CUSIP: P4182H115<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |     69619 | NS      | $544297.57    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| El Puerto de Liverpool S.A.B. de C.V.                          | EL PUERTO DE LIVERPOOL-C /MXN/     | CUSIP: P36918137<br>LEI: 4469000001BO4JEXZL32 | Long             | EC               | CORP              | MX        |    297877 | NS      | $1762513.44   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrais Eletricas Brasileiras S.A.                            | ELETROBRAS DE BRAZIL ON /BRL/      | CUSIP: P22854122<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |     55010 | NS      | $438850.55    | 0.62%             |  |  |  | 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        |    306824 | NS      | $2018276.91   | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Bimbo S.A.B de C.V.                                      | GRUPO BIMBO SAB CV /MXN/           | CUSIP: P4949B104<br>LEI: 5493000RIXURZEBFEV60 | Long             | EC               | CORP              | MX        |    495273 | NS      | $2091754.18   | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Carso S.A.B. de C.V.                                     | GRUPO CARSO SAB DE CV /MXN/        | CUSIP: P46118108<br>LEI: 5493007R35VF4W6YVW92 | Long             | EC               | CORP              | MX        |    357404 | NS      | $1504337.67   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                           | CEMEX SAB-CPO /MXN/                | CUSIP: P2253T133<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |   2532385 | NS      | $1029250.47   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte S.A.B. de C.V.                        | GRUPO FINANCIERO BANORTE /MXN/     | CUSIP: P49501201<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     67951 | NS      | $489028.21    | 0.70%             |  |  |  | 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        |    308721 | NS      | $1344871.06   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrias Penoles S.A.B. De C.V.                              | INDUSTRIAS PENOLES SAB DE CV /MXN/ | CUSIP: P55409141<br>LEI: 549300WA2HB7776CB324 | Long             | EC               | CORP              | MX        |     44884 | NS      | $548609.09    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa S.A.                                                    | ITAUSA SA /BRL/                    | CUSIP: P58711105<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |   1068922 | NS      | $1722908.51   | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                         | GRUPO MEXICO SAB DE CV-S /MXN/     | CUSIP: P49538112<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |    386995 | NS      | $1364357.71   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                                      | GERDAU SA-PREF /BRL/               | CUSIP: P2867P113<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |    483587 | NS      | $2690080.06   | 3.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                                         | PETROBRAS - PETROLEO BRA /BRL/     | CUSIP: P78331140<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    396606 | NS      | $1840399.07   | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S A                         | SOC QUIMICA Y MINERA CHI /CLP/     | CUSIP: P8716X108<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |     23232 | NS      | $1878827.23   | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Falabella SA                                                   | FALABELLA SA /CLP/                 | CUSIP: P3880F108<br>LEI: 5493004CKJQ7H391LM41 | Long             | EC               | CORP              | CL        |    433821 | NS      | $843860.48    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental S.A.B. de C.V.                                | ARCA CONTINENTAL SAB DE  /MXN/     | CUSIP: P0448R103<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |    181783 | NS      | $1474301.97   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ccr SA                                                         | CCR SA /BRL/                       | CUSIP: P1413U105<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    377298 | NS      | $773211.68    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                            | BANCO BRADESCO SA-PREF /BRL/       | CUSIP: P1808G117<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |    476567 | NS      | $1367487.11   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencosud S.A.                                                  | CENCOSUD SA /CLP/                  | CUSIP: P2205J100<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |    683490 | NS      | $1124041.91   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Siderurgica Nacional                                 | CIA SIDERURGICA NACIONAL /BRL/     | CUSIP: P8661X103<br>LEI: 529900K40TEND42S0T46 | Long             | EC               | CORP              | BR        |    743325 | NS      | $2048464.18   | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano S A                                                     | SUZANO SA /BRL/                    | CUSIP: P06768157<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |    106237 | NS      | $970665.82    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holdings S.A.                                    | ITAU UNIBANCO HOLDING S- /BRL/     | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |    421200 | NS      | $1994412.61   | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem S.A.                                                   | BRASKEM SA-PREF A /BRL/            | CUSIP: P18533110<br>LEI: 549300RPMQUFGBB7EY44 | Long             | EP               | CORP              | BR        |    180166 | NS      | $810785.39    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner SA                                                | LOJAS RENNER S.A. /BRL/            | CUSIP: P6332C102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    254626 | NS      | $987687.01    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Equatorial Energia SA                                          | EQUATORIAL ENERGIA SA -  /BRL/     | CUSIP: P3773H104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    439363 | NS      | $2248513.33   | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS SA                                                         | JBS SA /BRL/                       | CUSIP: P59695109<br>LEI: 529900RM0MTMZL9O5050 | Long             | EC               | CORP              | BR        |    470497 | NS      | $1959605.86   | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Energetica Minas Gerais-Cemig                              | CEMIG CIA ENERG PN /BRL/           | CUSIP: P2577R110<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |    439363 | NS      | $927033.25    | 1.32%             |  |  |  | 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        |    142970 | NS      | $1547831.85   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hypera SA                                                      | HYPERA SA /BRL/                    | CUSIP: P5230A101<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    213675 | NS      | $1829274.11   | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Energisa S.A.                                                  | ENERGISA SA-UNITS /BRL/            | CUSIP: P3769S114<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     56428 | NS      | $472500.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Actinver SA                                              | TRUST FIBRA UNO /MXN/              | CUSIP: P3515D163<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    423896 | NS      | $500326.28    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil S.A                                          | TELEFONICA BRASIL S.A. /BRL/       | CUSIP: P90337174<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |    175138 | NS      | $1272132.64   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Raia Drogasil SA                                               | RAIA DROGASIL SA /BRL/             | CUSIP: P7987N104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    207987 | NS      | $934410.08    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Atacadao SA                                                    | ATACADAO SA /BRL/                  | CUSIP: P0565P138<br>LEI: 549300SMI26ISJIRM371 | Long             | EC               | CORP              | BR        |    244571 | NS      | $684645.94    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev S.A.                                                     | AMBEV SA /BRL/                     | CUSIP: P0273U106<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    152109 | NS      | $418319.56    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Orbia Advance Corp S A B De Cv                                 | ORBIA ADVANCE CORP SAB D /MXN/     | CUSIP: P57908157<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |   1040542 | NS      | $1844904.22   | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Klabin S.A.                                                    | KLABIN SA - UNIT /BRL/             | CUSIP: P60933135<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    130236 | NS      | $492601.53    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancolombia S.A.                                               | BANCOLOMBIA SA-PREF /COP/          | CUSIP: P1329P158<br>LEI: 54930052NWJRPNMP1W58 | Long             | EP               | CORP              | CO        |     71653 | NS      | $495865.96    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixa Seguridade Participacoes SA                              | CAIXA SEGURIDADE PARTICI /BRL/     | CUSIP: P1S73N102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    277764 | NS      | $439287.73    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Sendas Distribuidora S.A.                                      | SENDAS DISTRIBUIDORA SA /BRL/      | CUSIP: P8T81L100<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    538752 | NS      | $1986742.07   | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Tim S A                                                        | TIM SA /BRL/                       | CUSIP: P9153B104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    587030 | NS      | $1378696.34   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibra Energia SA                                               | VIBRA ENERGIA SA /BRL/             | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |    274061 | NS      | $807168.63    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Petro Rio SA                                                   | PETRO RIO SA /BRL/                 | CUSIP: P7S19Q109<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    429309 | NS      | $3025633.39   | 4.30%             |  |  |  | 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