# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007910
**Filing Date:** 2023-2
**Character Count:** 39470
**Document Hash:** 250dcceafc73244499383449a12a1d66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007910.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007910

**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:** 23651920

**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 Asia Pacific ex-Japan AlphaDEX Fund (Series ID: S000031803)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000099057 | First Trust Asia Pacific ex-Japan AlphaDEX Fund | FPA             |

## 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 Asia Pacific ex-Japan AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031803

- **c. LEI of Series:** 549300DYOS7ELXWFPC29

**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:** $11807873.11

**Total Liabilities:** $296707.70

**Net Assets:** $11511165.41

**Cash Not Reported:** $160268.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099057 | 2.81%                | 14.92%               | -3.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2096090.32             | $2417724.01                                |
| Month 2  | $1077.78                 | $1739806.71                                |
| Month 3  | $16712.24                | $-605658.18                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fortescue Metals Group Ltd                                        | FORTESCUE METALS GROUP L /AUD/  | CUSIP: Q39360104<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      9295 | NS      | $129797.54    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Limited                                             | TELSTRA GROUP LTD /AUD/         | CUSIP: Q8975N105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13536 | NS      | $36771.78     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                    | BHP GROUP LTD /AUD/             | CUSIP: Q1498M100<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      1353 | NS      | $42033.90     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebos Group Limited                                                | EBOS GROUP LTD /NZD/            | CUSIP: Q33853112<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      3150 | NS      | $87797.14     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                                      | MIRVAC GROUP /AUD/              | CUSIP: Q62377108<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     53588 | NS      | $77713.88     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvey Norman Holdings Ltd.                                       | HARVEY NORMAN HOLDINGS L /AUD/  | CUSIP: Q4525E117<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |     38698 | NS      | $108815.31    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp.                                                        | KT&G CORP /KRW/                 | CUSIP: Y49904108<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |      1661 | NS      | $120190.98    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                            | DBS GROUP HOLDINGS LTD /SGD/    | CUSIP: Y20246107<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      1400 | NS      | $35454.68     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                                                 | COMPUTERSHARE LTD /AUD/         | CUSIP: Q2721E105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6314 | NS      | $112630.83    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| City Developments Ltd                                             | CITY DEVELOPMENTS LTD /SGD/     | CUSIP: V23130111<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |     19000 | NS      | $116746.30    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd.                                                | ORIGIN ENERGY LTD /AUD/         | CUSIP: Q71610101<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |     10080 | NS      | $52982.11     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO Tinto Limited                                                 | RIO TINTO LTD /AUD/             | CUSIP: Q81437107<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      1675 | NS      | $132756.72    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Ltd.                                                   | SK TELECOM /KRW/                | CUSIP: Y4935N104<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      1887 | NS      | $70734.52     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Cycle & Ca                                                | JARDINE CYCLE & CARRIAGE /SGD/  | CUSIP: Y43703100<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |      7100 | NS      | $151605.20    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd.                                    | INSURANCE AUSTRALIA GROU /AUD/  | CUSIP: Q49361100<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |     22658 | NS      | $73276.82     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Uplus Corp.                                                    | LG UPLUS LTD /KRW/              | CUSIP: Y5276R125<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     17837 | NS      | $155870.98    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PRO Medicus Ltd.                                                  | PRO MEDICUS LTD /AUD/           | CUSIP: Q77301101<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2077 | NS      | $78144.57     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Chem Ltd                                                       | LG CHEM LTD /KRW/               | CUSIP: Y52758102<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |       179 | NS      | $84934.76     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT Group                                                         | GPT GROUP /AUD/                 | CUSIP: Q4252X155<br>LEI: 549300N0X6IGFL5O5R09 | Long             | EC               | CORP              | AU        |     54426 | NS      | $155634.95    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd                                    | SHINHAN FINANCIAL GROUP  /KRW/  | CUSIP: Y7749X101<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      1431 | NS      | $39834.88     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OZ Minerals Ltd.                                                  | OZ MINERALS LTD /AUD/           | CUSIP: Q7161P122<br>LEI: 529900O2VBT5CL7EZT27 | Long             | EC               | CORP              | AU        |      8086 | NS      | $153599.34    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| S-Oil Corp.                                                       | S-OIL CORP /KRW/                | CUSIP: Y80710109<br>LEI: 988400QTUXYDN8W3MZ32 | Long             | EC               | CORP              | KR        |      2959 | NS      | $195160.62    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Solutions Corp.                                            | HANWHA CHEMICAL CORP /KRW/      | CUSIP: Y3065K104<br>LEI: 549300M2V0ZS71BRNR68 | Long             | EC               | CORP              | KR        |      5078 | NS      | $172680.11    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Posco Chemical Co Ltd                                             | POSCO CHEMICAL CO LTD /KRW/     | CUSIP: Y70754109<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1278 | NS      | $181921.71    | 1.58%             |  |  |  | No            |                  1 | On Loan: —       |
| IGO Ltd.                                                          | IGO LTD /AUD/                   | CUSIP: Q4875H108<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |     15215 | NS      | $139433.92    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTE Chemical Corp.                                              | LOTTE CHEMICAL CORP /KRW/       | CUSIP: Y3280U101<br>LEI: 988400TPNFJZDPI94Y56 | Long             | EC               | CORP              | KR        |       694 | NS      | $97966.79     | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co., Ltd                                            | HYUNDAI MOBIS CO LTD /KRW/      | CUSIP: Y3849A109<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |       753 | NS      | $119396.20    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc.                                                     | SK HYNIX INC /KRW/              | CUSIP: Y8085F100<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2884 | NS      | $171055.75    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Co.                                                 | HYUNDAI MOTOR CO /KRW/          | CUSIP: Y38472109<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |       815 | NS      | $97323.05     | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Infratil Ltd.                                                     | INFRATIL LTD /NZD/              | CUSIP: Q4933Q124<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     13696 | NS      | $75216.85     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Bank of Korea                                          | INDUSTRIAL BANK OF KOREA /KRW/  | CUSIP: Y3994L108<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | NUSS              | KR        |     10071 | NS      | $78210.53     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp.                                                         | KIA CORP /KRW/                  | CUSIP: Y47601102<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      3334 | NS      | $156351.29    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Zinc                                                        | KOREA ZINC CO LTD /KRW/         | CUSIP: Y4960Y108<br>LEI: 988400D0HSQUB1I1VO41 | Long             | EC               | CORP              | KR        |       403 | NS      | $179748.52    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Korean Air Lines Co Ltd.                                          | KOREAN AIR LINES CO LTD /KRW/   | CUSIP: Y4936S102<br>LEI: 988400C2UFBF4B660C58 | Long             | EC               | CORP              | KR        |      6507 | NS      | $118098.58    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corp.                                                          | KT CORP /KRW/                   | CUSIP: Y49915104<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | NUSS              | KR        |      5297 | NS      | $141588.45    | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HLB Co., Ltd.                                                     | HLB INC /KRW/                   | CUSIP: Y5018T108<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2333 | NS      | $52397.94     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Electronics, Inc.                                              | LG ELECTRONICS INC /KRW/        | CUSIP: Y5275H177<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |      1220 | NS      | $83455.91     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel (Finance) Ltd / BlueScope Steel Finance (USA) LLC | BLUESCOPE STEEL LTD/AUD/        | CUSIP: Q1415L177<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     17154 | NS      | $196679.42    | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp                                                           | LG CORP /KRW/                   | CUSIP: Y52755108<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2591 | NS      | $160029.34    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Worley Ltd.                                                       | WORLEY LTD /AUD/                | CUSIP: Q9858A103<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |      4094 | NS      | $41811.00     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcrest Mining Ltd.                                              | NEWCREST MINING LTD /AUD/       | CUSIP: Q6651B114<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |      6161 | NS      | $86578.95     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Incitec Pivot Ltd.                                                | INCITEC PIVOT LTD /AUD/         | CUSIP: Q4887E101<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |     59388 | NS      | $152033.04    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW Hope Corp                                                     | NEW HOPE CORP LTD /AUD/         | CUSIP: Q66635105<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |     43776 | NS      | $189559.09    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                                                | POSCO HOLDINGS INC /KRW/        | CUSIP: Y70750115<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      1136 | NS      | $248401.74    | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                               | QANTAS AIRWAYS LTD /AUD/        | CUSIP: Q77974550<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     41524 | NS      | $169912.40    | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd.                                          | QBE INSURANCE GROUP LTD /AUD/   | CUSIP: Q78063114<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      9040 | NS      | $82660.09     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd.                                      | NORTHERN STAR RESOURCES  /AUD/  | CUSIP: Q6951U101<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      6656 | NS      | $49441.25     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Engineering Co.,Ltd                                       | SAMSUNG ENGINEERING CO L /KRW/  | CUSIP: Y7472L100<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |      6321 | NS      | $111223.61    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electro-Mechanics Co Ltd.                                 | SAMSUNG ELECTRO-MECHANIC /KRW/  | CUSIP: Y7470U102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1712 | NS      | $176683.27    | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                        | SAMSUNG ELECTRONICS CO L /KRW/  | CUSIP: Y74718100<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      4514 | NS      | $197409.41    | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd.                                                       | SANTOS LTD /AUD/                | CUSIP: Q82869118<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |     14700 | NS      | $71460.65     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd.                                           | SINGAPORE AIRLINES LTD /SGD/    | CUSIP: Y7992P128<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     37800 | NS      | $156065.40    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd.                                             | SONIC HEALTHCARE LTD /AUD/      | CUSIP: Q8563C107<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      1704 | NS      | $34770.25     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland Corp Ltd.                                               | STOCKLAND /AUD/                 | CUSIP: Q8773B105<br>LEI: 549300Y8E5TMSOLM7P64 | Long             | EC               | CORP              | AU        |     47810 | NS      | $118161.72    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                       | SUN HUNG KAI PROPERTIES /HKD/   | CUSIP: Y82594121<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      3101 | NS      | $42430.20     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd.                                                | SWIRE PACIFIC LTD - CL A /HKD/  | CUSIP: Y83310105<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     18000 | NS      | $158427.77    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark New Zealand Ltd                                             | SPARK NEW ZEALAND LTD /NZD/     | CUSIP: Q89499109<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     35541 | NS      | $121850.88    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UOL Group Ltd.                                                    | UOL GROUP LTD /SGD/             | CUSIP: V95768103<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |      7200 | NS      | $36123.64     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp Ltd.                                                 | VENTURE CORP LTD /SGD/          | CUSIP: Y9361F111<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |      5900 | NS      | $75148.57     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd.                                             | WOOLWORTHS GROUP LTD /AUD/      | CUSIP: Q98418108<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      1535 | NS      | $35073.71     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Biopharmaceutical Limited                                    | SINO BIOPHARMACEUTICAL /HKD/    | CUSIP: G8167W138<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |    213900 | NS      | $125235.96    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd                                  | SINGAPORE TELECOMMUNICAT /SGD/  | CUSIP: Y79985209<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     18200 | NS      | $34921.61     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                             | DEXUS/AU /AUD/                  | CUSIP: Q3190P134<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     33752 | NS      | $178095.37    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                                     | GOODMAN GROUP /AUD/             | CUSIP: Q4229W132<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3302 | NS      | $39028.17     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd.                                          | SEMBCORP INDUSTRIES LTD /SGD/   | CUSIP: Y79711159<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |     78000 | NS      | $196834.40    | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Logistics Trust                                         | MAPLETREE LOGISTICS TRUS /SGD/  | CUSIP: Y5759Q107<br>LEI: 549300M9EBZIYH387075 | Long             | EC               | CORP              | SG        |     30800 | NS      | $36562.64     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corporation Ltd                           | OVERSEA-CHINESE BANKING  /SGD/  | CUSIP: Y64248209<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      4100 | NS      | $37283.86     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc                                          | HANA FINANCIAL GROUP /KRW/      | CUSIP: Y29975102<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1352 | NS      | $44959.75     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Glovis Co., Ltd                                           | HYUNDAI GLOVIS CO LTD /KRW/     | CUSIP: Y27294100<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |      1475 | NS      | $190717.67    | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Group                                                | CHARTER HALL GROUP /AUD/        | CUSIP: Q2308A138<br>LEI: 254900PJ75X7THUAD153 | Long             | EC               | CORP              | AU        |     13618 | NS      | $111076.34    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimao Group Holdings Ltd                                         | SHIMAO GROUP HOLDINGS LT /HKD/  | CUSIP: G81043104<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | HK        |    114496 | NS      | $32417.88     | 0.28%             |  |  |  | No            |                  3 | On Loan: No      |
| Wilmar International Ltd.                                         | WILMAR INTERNATIONAL LTD /SGD/  | CUSIP: Y9586L109<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     25000 | NS      | $77833.36     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd                                             | MINERAL RESOURCES LTD /AUD/     | CUSIP: Q60976109<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |      2378 | NS      | $124991.53    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                                     | BRAMBLES LTD /AUD/              | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     18269 | NS      | $150132.07    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Corp Ltd                                                   | KEPPEL CORP LTD /SGD/           | CUSIP: Y4722Z120<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |     27700 | NS      | $150143.35    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitehaven Coal Ltd.                                              | WHITEHAVEN COAL LTD /AUD/       | CUSIP: Q97664108<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |     28920 | NS      | $185481.51    | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Innovation Co., Ltd.                                           | SK INNOVATION CO. LTD           | CUSIP: Y8063L103<br>LEI: 988400PXP70BWVSJVF07 | Long             | EC               | CORP              | KR        |      1336 | NS      | $162707.79    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilbara Minerals Ltd.                                             | PILBARA MINERALS LTD /AUD/      | CUSIP: Q7539C100<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |     57141 | NS      | $145891.68    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ CheilJedang Corp.                                              | CJ CHEILJEDANG CORP /KRW/       | CUSIP: Y1661W134<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |       583 | NS      | $175430.21    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Innotek Co., Ltd.                                              | LG INNOTEK CO LTD /KRW/         | CUSIP: Y5S54X104<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |       526 | NS      | $105033.61    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Inc.                                                           | SK INC /KRW/                    | CUSIP: Y8066F103<br>LEI: 988400GMME8AOAFMDK34 | Long             | EC               | CORP              | KR        |       499 | NS      | $74583.63     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group                                                | KB FINANCIAL GROUP INC /KRW/    | CUSIP: Y46007103<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      1097 | NS      | $42075.52     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Group Holdings Ltd.                                         | SEVEN GROUP HOLDINGS LTD /AUD/  | CUSIP: Q84384108<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |      6149 | NS      | $87791.88     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsonite International SA                                        | SAMSONITE INTERNATIONAL  /HKD/  | CUSIP: L80308106<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |     69030 | NS      | $181740.51    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Limited                                     | TREASURY WINE ESTATES LT /AUD/  | CUSIP: Q9194S107<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |      4146 | NS      | $38418.36     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd.                               | SITC INTERNATIONAL HOLDI /HKD/  | CUSIP: G8187G105<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     72800 | NS      | $161913.53    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Woori Financial Group Inc                                         | WOORI FINANCIAL GROUP IN /KRW/  | CUSIP: Y972JZ105<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8960 | NS      | $81841.04     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Limited                                                  | WH GROUP LTD /HKD/              | CUSIP: G96007102<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    212429 | NS      | $123558.24    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allkem Ltd.                                                       | ALLKEM LTD /AUD/                | CUSIP: Q0226L103<br>LEI: 2138006SR6M416DVKM86 | Long             | EC               | CORP              | AU        |     18813 | NS      | $143971.25    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd                                                         | AMPOL LTD /AUD/                 | CUSIP: Q03608124<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |      7250 | NS      | $139594.67    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                         | WOODSIDE ENERGY GR NPV /AUD/    | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      4938 | NS      | $119150.60    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTE Chemical Corp.                                              | LOTTE CHEMICAL CORP RTS /KRW/   | CUSIP: 000000000<br>LEI: 988400TPNFJZDPI94Y56 | Long             | EC               | CORP              | KR        |       150 | NS      | $4211.15      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Sds Co Ltd                                                | SAMSUNG SDS CO LTD /KRW/        | CUSIP: Y7T72C103<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       417 | NS      | $40562.28     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd.                                                 | MEDIBANK PRIVATE LTD /AUD/      | CUSIP: Q5921Q109<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     45054 | NS      | $90491.29     | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Limited                                     | CK HUTCHISON HOLDINGS LT /HKD/  | CUSIP: G21765105<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     24110 | NS      | $144713.44    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd.                                                      | SOUTH32 LTD /AUD/               | CUSIP: Q86668102<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     71781 | NS      | $195488.37    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Centres Re Ltd                                           | VICINITY CENTRES /AUD/          | CUSIP: Q9395F102<br>LEI: 549300S7GOEVR0EGFN47 | Long             | EC               | CORP              | AU        |    120145 | NS      | $163601.44    | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Biologics Co Ltd                                          | SAMSUNG BIOLOGICS CO LTD /KRW/  | CUSIP: Y7T7DY103<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        59 | NS      | $38306.84     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanaway Waste Management Ltd.                                   | CLEANAWAY WASTE MANAGEME /AUD/  | CUSIP: Q2506H109<br>LEI: 549300D5C72CV6CIBS66 | Long             | EC               | CORP              | AU        |     57690 | NS      | $103301.76    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Frasers Logistics & Commercial Trust                              | FRASERS LOGISTICS & COMM /SGD/  | CUSIP: Y26465107<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    195400 | NS      | $169228.01    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd.                                            | CK ASSET HOLDINGS LTD /HKD/     | CUSIP: G2177B101<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |     16871 | NS      | $103857.12    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisetech Global Ltd.                                              | WISETECH GLOBAL LTD /AUD/       | CUSIP: Q98056106<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      2004 | NS      | $69244.48     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Trust                                               | GOLDMAN SACHS TR FINL SQ TSY IN | CUSIP: 38141W323<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |    139904 | NS      | $139903.92    | 1.22%             |  |  |  | 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