# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007879
**Filing Date:** 2023-2
**Character Count:** 20632
**Document Hash:** 7930e8a759951ad791f644b320343889
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007879.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007879

**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:** 23651882

**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 China AlphaDEX Fund (Series ID: S000031799)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000099053 | First Trust China AlphaDEX Fund | FCA             |

## 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 China AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000031799

- **c. LEI of Series:** 549300X7CFZMNE2POE32

**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:** $7774947.33

**Total Liabilities:** $215038.50

**Net Assets:** $7559908.83

**Cash Not Reported:** $222738.84

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099053 | -14.63%              | 28.68%               | -5.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-1104913.58                               |
| Month 2  | $0.00                    | $1762411.36                                |
| Month 3  | $-35747.02               | $-394057.77                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOE Technology Group Co Ltd.                       | BOE TECHNOLOGY GROUP CO  /HKD/ | CUSIP: Y0920M119<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    349554 | NS      | $154054.64    | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Angang Steel Co Ltd                                | ANGANG STEEL CO LTD-H /HKD/    | CUSIP: Y0132D105<br>LEI: 213800QMMVMR3ABCKL62 | Long             | EC               | CORP              | CN        |    792200 | NS      | $216180.49    | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Inner Mongolia Yitai Coal Co., Ltd.                | INNER MONGOLIA YITAI COAL-B    | CUSIP: Y40848106<br>LEI: 529900OW9OHPX81B0T69 | Long             | EC               | CORP              | CN        |    180288 | NS      | $238160.45    | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Gujing Distillery Co Ltd.                    | ANHUI GUJING DISTILLERY  /HKD/ | CUSIP: Y0137M100<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3789 | NS      | $60678.76     | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Conch Cement Co Ltd.                         | ANHUI CONCH CEMENT CO LT /HKD/ | CUSIP: Y01373102<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |     54356 | NS      | $190113.16    | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Enterprises Holdings Ltd.                  | BEIJING ENTERPRISES HLDGS /HKD | CUSIP: Y07702122<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |     66500 | NS      | $212992.20    | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Huaneng Power International Inc.                   | HUANENG POWER INTL INC-H /HKD/ | CUSIP: Y3744A105<br>LEI: 529900WU0SMVKMPG4V21 | Long             | EC               | NUSS              | CN        |    118000 | NS      | $55784.10     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Yankuang Energy Group Co Ltd.                      | YANKUANG ENERGY GROUP CO /HKD/ | CUSIP: Y97417102<br>LEI: 3003005N7A6HYZ4Z0K39 | Long             | EC               | CORP              | CN        |     74534 | NS      | $227265.46    | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Overseas Land & Investment Ltd               | CHINA OVERSEAS LAND & IN /HKD/ | CUSIP: Y15004107<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |     56272 | NS      | $148512.03    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Land Limited                       | CHINA RESOURCES LAND LTD /HKD/ | CUSIP: G2108Y105<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | HK        |     12200 | NS      | $55877.62     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Fudan Microelectronics Group Company Ltd. | SHANGHAI FUDAN MICROELEC /HKD/ | CUSIP: Y7682H105<br>LEI: 300300MN0B6IF027O317 | Long             | EC               | CORP              | CN        |     45000 | NS      | $170073.47    | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kunlun Energy Co Ltd.                              | KUNLUN ENERGY CO LTD /HKD/     | CUSIP: G5320C108<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | BM        |    361400 | NS      | $257896.47    | 3.41%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Port Holdings Co Ltd.              | CHINA MERCHANTS PORT HOLD/HKD/ | CUSIP: Y1489Q103<br>LEI: 529900GA4UH90FUOR048 | Long             | EC               | CORP              | HK        |     70000 | NS      | $102594.98    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Inner Mongolia Eerduosi Resources Co Ltd.          | INNER MONGOLIA EERDUOSI RESOUR | CUSIP: Y40841119<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    134467 | NS      | $219046.74    | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingboard Holdings Ltd.                            | KINGBOARD HOLDINGS LTD /HKD/   | CUSIP: G52562140<br>LEI: 529900G89MY26MMSDR76 | Long             | EC               | CORP              | KY        |     77950 | NS      | $248167.31    | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co Ltd.                                        | BYD CO LTD-H /HKD/             | CUSIP: Y1023R104<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      4272 | NS      | $105411.89    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinotrans Ltd.                                     | SINOTRANS LIMITED-H /HKD/      | CUSIP: Y6145J104<br>LEI: 5299005U1RZLKVFWR249 | Long             | EC               | CORP              | CN        |    412000 | NS      | $134070.43    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Maanshan Iron & Steel Co Ltd.                      | MAANSHAN IRON & STEEL-H /HKD/  | CUSIP: Y5361G109<br>LEI: 529900A75J4LKKIUAJ17 | Long             | EC               | CORP              | CN        |    584000 | NS      | $136171.52    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| China Everbright Environment Group Ltd.            | CHINA EVERBRIGHT ENVIRON /HKD/ | CUSIP: Y14226107<br>LEI: N/A                  | Long             | EC               | NUSS              | HK        |    300000 | NS      | $134137.05    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property and Casualty Co., Ltd.               | PICC PROPERTY & CASUALTY /HKD/ | CUSIP: Y6975Z103<br>LEI: 300300F1000311000017 | Long             | EC               | NUSS              | CN        |    114068 | NS      | $108288.94    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Mmg Ltd                                            | MMG LIMITED /HKD/              | CUSIP: Y6133Q102<br>LEI: 529900XB5IQXFMSWEC48 | Long             | EC               | CORP              | HK        |    160000 | NS      | $40997.00     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosco Shipping Development Co Ltd                  | COSCO SHIPPING DEVELOPME /HKD/ | CUSIP: Y17656102<br>LEI: 529900CWRQN9ME25NV73 | Long             | EC               | NUSS              | CN        |    591000 | NS      | $78744.98     | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| China Power International Development Ltd.         | CHINA POWER INTERNATIONA /HKD/ | CUSIP: Y1508G102<br>LEI: 529900MDOW3M0UV2ST42 | Long             | EC               | NUSS              | HK        |     93000 | NS      | $39318.68     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Air China Ltd.                                     | AIR CHINA LTD-H /HKD/          | CUSIP: Y002A6104<br>LEI: 213800I9TWC9K22N4502 | Long             | EC               | NUSS              | CN        |    136000 | NS      | $121094.88    | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co., Ltd.                  | COSCO SHIPPING HOLDINGS  /HKD/ | CUSIP: Y1455B106<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | NUSS              | CN        |    211490 | NS      | $215677.56    | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Dongfeng Motor Group Co Ltd.                       | DONGFENG MOTOR GRP CO LT /HKD/ | CUSIP: Y21042109<br>LEI: 3003002JNYOYPX54GE50 | Long             | EC               | CORP              | CN        |    311880 | NS      | $179006.00    | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| China National Building Material Co Ltd.           | CHINA NATIONAL BUILDING  /HKD/ | CUSIP: Y15045100<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | NUSS              | CN        |    166000 | NS      | $136322.70    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Greentown China Holdings Ltd.                      | GREENTOWN CHINA HOLDINGS /HKD/ | CUSIP: G4100M105<br>LEI: 529900BLBC6YDNWS8530 | Long             | EC               | CORP              | HK        |    142500 | NS      | $208123.81    | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingboard Laminates Holdings Ltd.                  | KINGBOARD LAMINATES HLDG /HKD/ | CUSIP: G5257K107<br>LEI: 529900B76JV9QCZINB33 | Long             | EC               | CORP              | KY        |    143500 | NS      | $157739.78    | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| China Coal Energy Co Ltd.                          | CHINA COAL ENERGY CO-H /HKD/   | CUSIP: Y1434L100<br>LEI: 529900KRC89344UI3Z10 | Long             | EC               | CORP              | CN        |    348836 | NS      | $283789.99    | 3.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Country Garden Holdings Company Limited            | COUNTRY GARDEN HOLDINGS  /HKD/ | CUSIP: G24524103<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | HK        |     95000 | NS      | $32496.52     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cmoc Group Ltd.                                    | CMOC GROUP LTD-H /HKD/         | CUSIP: Y1503Z105<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |    318000 | NS      | $146666.75    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Fosun International Ltd.                           | FOSUN INTERNATIONAL LTD /HKD/  | CUSIP: Y2618Y108<br>LEI: 213800Z99WQEXDF82F09 | Long             | EC               | CORP              | HK        |    128000 | NS      | $104296.36    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| China Railway Group Ltd.                           | CHINA RAILWAY GROUP LTD /HKD/  | CUSIP: Y1509D116<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | NUSS              | CN        |    287000 | NS      | $151489.02    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinopharm Group Co Ltd                             | SINOPHARM GROUP CO-H /HKD/     | CUSIP: Y8008N107<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | NUSS              | CN        |     48800 | NS      | $124040.51    | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Cement Holdings Limited            | CHINA RESOURCES CEMENT /HKD/   | CUSIP: G2113L106<br>LEI: 529900E0EOYXYJ0GHY66 | Long             | EC               | CORP              | KY        |    351822 | NS      | $186605.91    | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangzhou Automobile Group Co Ltd.                 | GUANGZHOU AUTOMOBILE GRO /HKD/ | CUSIP: Y2R318121<br>LEI: 5299005KY9BJO3ZE6A37 | Long             | EC               | CORP              | CN        |     62000 | NS      | $41781.06     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Limited                       | CHINA HONGQIAO GROUP LTD /HKD/ | CUSIP: G21150100<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |    209265 | NS      | $197590.54    | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Limited                       | SUNAC CHINA HOLDINGS LTD /HKD/ | CUSIP: G8569A106<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | HK        |    171300 | NS      | $50256.81     | 0.66%             |  |  |  | No            |                  3 | On Loan: No      |
| China Everbright Bank Co Ltd.                      | CHINA EVERBRIGHT BANK CO /HKD/ | CUSIP: Y1477U124<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |    183000 | NS      | $55799.47     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Far East Horizon Ltd.                              | FAR EAST HORIZON LTD /HKD/     | CUSIP: Y24286109<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | EC               | CORP              | HK        |     70000 | NS      | $54705.37     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Xinte Energy Co Ltd                                | XINTE ENERGY CO LTD-H /HKD/    | CUSIP: Y972BC104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     78800 | NS      | $145779.17    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tower Corp Ltd                               | CHINA TOWER CORP LTD-H /HKD/   | CUSIP: Y15076105<br>LEI: 300300T6BNNP0L7O7H91 | Long             | EC               | NUSS              | CN        |    459403 | NS      | $49439.62     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| China Cinda Asset Management Co. Ltd.              | CHINA CINDA ASSET MANAGE /HKD/ | CUSIP: Y1R34V103<br>LEI: 3003008W60YAHL9CQE51 | Long             | EC               | CORP              | CN        |    754000 | NS      | $104327.10    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| China Conch Venture Holdings Limited               | CHINA CONCH VENTURE HOLD /HKD/ | CUSIP: G2116J108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    135517 | NS      | $294456.86    | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Seazen Group Limited                               | SEAZEN GROUP LTD /HKD/         | CUSIP: G7956A109<br>LEI: 5493006M8GRAQRCSCD67 | Long             | EC               | CORP              | KY        |    240000 | NS      | $88860.99     | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuexiu Property Co Ltd                             | YUEXIU PROPERTY CO LTD /HKD/   | CUSIP: Y9863Z128<br>LEI: 529900GASK6R1FD08W10 | Long             | EC               | CORP              | HK        |    230000 | NS      | $278459.28    | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Haichang Ocean Park Holdings Limited               | HAICHANG OCEAN PARK HOLD /HKD/ | CUSIP: G4231A111<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    466000 | NS      | $95523.00     | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Pharmaceutical Group Limited       | CHINA RESOURCES PHARMACE /HKD/ | CUSIP: Y1511B108<br>LEI: 3003004H1KDKMJ8JD874 | Long             | EC               | NUSS              | HK        |    435000 | NS      | $352215.44    | 4.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Yadea Group Holdings Ltd                           | YADEA GROUP HOLDINGS LTD /HKD/ | CUSIP: G9830F106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     60000 | NS      | $100391.39    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| C&D International Investment Group Ltd.            | C&D INTERNATIONAL INVEST /HKD/ | CUSIP: G3165D109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     87000 | NS      | $253572.82    | 3.35%             |  |  |  | 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