# EDGAR Filing Document

**Accession Number:** 0001510337
**File Stem:** 0001145549-23-007887
**Filing Date:** 2023-2
**Character Count:** 16763
**Document Hash:** 8154dde644b46a99b4d7e955e9bcc580
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007887.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007887

**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:** 23651892

**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 Germany AlphaDEX Fund (Series ID: S000036503)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000111808 | First Trust Germany AlphaDEX Fund | FGM             |

## 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 Germany AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000036503

- **c. LEI of Series:** 549300RQS253ACGNJL98

**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:** $14364489.27

**Total Liabilities:** $220908.86

**Net Assets:** $14143580.41

**Cash Not Reported:** $90743.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111808 | 10.43%               | 13.37%               | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-607721.22              | $1834069.01                                |
| Month 2  | $-6919.89                | $1692777.65                                |
| Month 3  | $-44857.20               | $2518.79                                   |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fresenius SE & Co. KGaA           | FRESENIUS SE & CO KGAA /EUR/      | CUSIP: D27348263<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      3666 | NS      | $103012.08    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Ruck SE                  | HANNOVER RUECKVERSICHERU SE /EUR/ | CUSIP: D3015J135<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      1530 | NS      | $303809.76    | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                    | CONTINENTAL AG /EUR/              | CUSIP: D16212140<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      1593 | NS      | $95458.60     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                  | DEUTSCHE POST AG-REG /EUR/        | CUSIP: D19225107<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      5928 | NS      | $223239.17    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                            | RWE AG /EUR/                      | CUSIP: D6629K109<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     15099 | NS      | $672207.70    | 4.75%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                           | E.ON SE /EUR/                     | CUSIP: D24914133<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     26457 | NS      | $264347.24    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                          | BAYER AG-REG /EUR/                | CUSIP: D0712D163<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      5603 | NS      | $289840.37    | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                           | BASF SE /EUR/                     | CUSIP: D06216317<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      7653 | NS      | $380034.01    | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                     | BEIERSDORF AG /EUR/               | CUSIP: D08792109<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      1087 | NS      | $124735.68    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG               | HEIDELBERGCEMENT AG /EUR/         | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      9244 | NS      | $527218.37    | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                        | ALLIANZ SE REGISTERED /EUR/       | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       582 | NS      | $125161.08    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixt SE                           | SIXT SE /EUR/                     | CUSIP: D69899116<br>LEI: 5299004ZME6CSBR7WP07 | Long             | EC               | CORP              | DE        |      1083 | NS      | $99641.61     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG             | DEUTSCHE LUFTHANSA-REG /EUR/      | CUSIP: D1908N106<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     38078 | NS      | $316506.01    | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Reinsurance AG             | MUENCHENER RUECKVER AG-R /EUR/    | CUSIP: D55535104<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      1417 | NS      | $461115.60    | 3.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                    | RHEINMETALL AG /EUR/              | CUSIP: D65111102<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       962 | NS      | $191589.24    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Aktiengesellschaft     | VOLKSWAGENWERK AG PRF /EUR/       | CUSIP: D94523103<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      3865 | NS      | $481663.21    | 3.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG            | MERCEDES-BENZ GROUP AG /EUR/      | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      7674 | NS      | $504378.47    | 3.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Thyssenkrupp AG                   | THYSSENKRUPP AG /EUR/             | CUSIP: D8398Q119<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |     78324 | NS      | $477563.60    | 3.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 1&1 AG                            | 1&1 AG /EUR/                      | CUSIP: D23138106<br>LEI: 5299003VKVDCUPSS5X23 | Long             | EC               | CORP              | DE        |     17656 | NS      | $219238.43    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG       | BAYERISCHE MOTOREN WERKE /EUR/    | CUSIP: D12096109<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      7210 | NS      | $643522.20    | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Suedzucker AG                     | SUEDZUCKER AG /EUR/               | CUSIP: D82781101<br>LEI: 529900S8QNB101D40S72 | Long             | EC               | CORP              | DE        |     34439 | NS      | $602377.81    | 4.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG               | DEUTSCHE TELEKOM AG-REG /EUR/     | CUSIP: D2035M136<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     16774 | NS      | $334658.86    | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                | DEUTSCHE BOERSE AG /EUR/          | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1327 | NS      | $229266.62    | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE      | PORSCHE AUTOMOBIL HLDG-P /EUR/    | CUSIP: D6240C122<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |      8391 | NS      | $460245.15    | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wacker Chemie AG                  | WACKER CHEMIE AG /EUR/            | CUSIP: D9540Z106<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |      3079 | NS      | $393532.31    | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                       | BRENNTAG SE /EUR/                 | CUSIP: D12459117<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      1706 | NS      | $109059.93    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| K & S AG                          | K+S AG-REG /EUR/                  | CUSIP: D48164129<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |     22840 | NS      | $449251.80    | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG              | EVONIK INDUSTRIES AG /EUR/        | CUSIP: D2R90Y117<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     10406 | NS      | $199779.80    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding AG | TELEFONICA DEUTSCHLAND H /EUR/    | CUSIP: D8T9CK101<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |    115986 | NS      | $285934.06    | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hugo Boss AG                      | HUGO BOSS AG  -ORD /EUR/          | CUSIP: D34902102<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |     10518 | NS      | $609787.05    | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                         | TALANX AG /EUR/                   | CUSIP: D82827110<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     14583 | NS      | $691851.69    | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                    | COMMERZBANK AG /EUR/              | CUSIP: D172W1279<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     63376 | NS      | $599441.65    | 4.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                 | LEG IMMOBILIEN SE /EUR/           | CUSIP: D4960A103<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      5356 | NS      | $348930.47    | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kion Group AG                     | KION GROUP AG /EUR/               | CUSIP: D4S14D103<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      5352 | NS      | $153366.62    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                        | VONOVIA SE /EUR/                  | CUSIP: D9581T100<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     10810 | NS      | $254805.85    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuchs Petrolub SE                 | FUCHS PETROLUB SE-PREF /EUR/      | CUSIP: D27462379<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |      3982 | NS      | $139555.29    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG          | DAIMLER TRUCK HOLDING AG /EUR/    | CUSIP: D1T3RZ100<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      4253 | NS      | $131775.70    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLA GmbH & Co. KGaA             | HELLA GMBH & CO KGAA /EUR/        | CUSIP: D3R112160<br>LEI: 529900PLX4ADJFWIY024 | Long             | EC               | CORP              | DE        |      6585 | NS      | $536069.84    | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                       | COVESTRO AG /EUR/                 | CUSIP: D15349109<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     16060 | NS      | $628346.64    | 4.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                     | SCHAEFFLER AG /EUR/               | CUSIP: D6T0B6130<br>LEI: 549300Q7E782X7GC1P43 | Long             | EP               | CORP              | DE        |     58852 | NS      | $400983.05    | 2.84%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Trust               | GOLDMAN SACHS TR FINL SQ TSY IN   | CUSIP: 38141W323<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |    130753 | NS      | $130753.35    | 0.92%             |  |  |  | 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