First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets AlphaDEX Fund
MX ˙ BMV ˙ US33737J1824
SecurityMX:FEM / First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets AlphaDEX Fund
InstitutionCitadel Advisors Llc
ManagerKen Griffin
Latest Disclosed Ownership74,584 shares
Latest Disclosed Value $ 2,234,067
Citadel Advisors Llc ownership in FEM / First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets AlphaDEX Fund

On May 15, 2026 - Citadel Advisors Llc filed a 13F-HR form disclosing ownership of 74,584 shares of First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets AlphaDEX Fund (MX:FEM) valued at $2,234,067 USD as of March 31, 2026. The entity filed a previous 13F-HR on May 15, 2025 disclosing 0 shares of First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets AlphaDEX Fund.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-15 2026-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 74,584 74,584 2,234 0.0003
2025-05-15 2025-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 0 -34,160 -100.00 0 -100.00
2025-02-14 2024-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 34,160 34,160 752 0.0001
2024-11-14 2024-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 0 -27,491 -100.00 0 -100.00
2024-08-14 2024-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 27,491 27,491 658 0.0001
2024-05-15 2024-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 0 -277,052 -100.00 0 -100.00
2024-02-14 2023-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 277,052 258,631 1,404.00 6,131 1,496.61 0.0012
2023-11-14 2023-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 18,421 18,421 384 0.0001
2023-05-15 2023-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 0 -43,608 -100.00 0 -100.00
2023-02-14 2022-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 43,608 -77,676 -64.04 917 -59.12 0.0002
2022-11-14 2022-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 121,284 106,566 724.05 2,243 614.33 0.0005
2022-08-15 2022-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 14,718 -103,396 -87.54 314 -89.42 0.0001
2022-05-16 2022-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 118,114 -14,696 -11.07 2,969 -14.31 0.0006
2022-02-14 2021-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 132,810 31,501 31.09 3,465 27.02 0.0007
2021-11-15 2021-09-30 13F FIRST TR EXCH TRD ALPHDX FD Cmn 33737J182 101,309 -308,851 -75.30 2,728 -76.22 0.0006
2021-08-16 2021-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 410,160 71,183 21.00 11,474 28.30 0.0026
2021-05-21 2021-03-31 13F/A-1 FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 338,977 338,977 8,943 0.0022
2021-05-17 2021-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 338,977 338,977 8,943 0.0022
2021-02-16 2020-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 0 -201,231 -100.00 0 -100.00
2020-11-16 2020-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 201,231 152,570 313.54 4,349 325.95 0.0012
2020-08-14 2020-06-30 13F FIRST TR EXCH TRD ALPHDX FD Cmn 33737J182 48,661 -167,923 -77.53 1,021 -73.20 0.0004
2020-05-15 2020-03-31 13F FIRST TR EXCHANGE TRADED ALP Cmn 33737J182 216,584 205,961 1,938.82 3,810 1,251.06 0.0017
2020-02-14 2019-12-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 10,623 -23,436 -68.81 282 -64.93 0.0001
2019-11-14 2019-09-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 34,059 -21,747 -38.97 804 -42.82 0.0004
2019-08-14 2019-06-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 55,806 55,806 1,406 0.0006
2019-05-15 2019-03-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 0 -114,438 -100.00 0 -100.00
2019-02-14 2018-12-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 114,438 114,438 2,613 0.0014
2018-11-13 2018-09-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 0 -54,910 -100.00 0 -100.00
2018-08-14 2018-06-30 13F/A-1 FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 54,910 -45,716 -45.43 1,420 -51.82 0.0007
2018-08-10 2018-06-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 54,910 -45,716 1,420
2018-05-14 2018-03-31 13F/A-1 FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 100,626 100,626 2,947 0.0016
2018-05-11 2018-03-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 100,626 100,626 2,947
2018-02-09 2017-12-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 0 -90,947 -100.00 0 -100.00
2017-11-09 2017-09-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 90,947 -76,757 -45.77 2,489 -36.68 0.0019
2017-08-11 2017-06-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 167,704 134,816 409.92 3,931 422.05 0.0033
2017-05-12 2017-03-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 32,888 32,888 0.00 753 0.0007
2016-08-12 2016-06-30 13F FIRST TRUST EMERGING MARKETS Cmn 33737J182 0 -83,035 -100.00 0 -100.00
2017-01-31 2016-03-31 13F/A-1 FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 83,035 -101,066 -54.90 1,595 -52.00 0.0020
2016-05-13 2016-03-31 13F FIRST TRUST EMERGING MARKETS Cmn 33737J182 83,035 1,595
2017-01-31 2015-12-31 13F/A-1 FIRST TR EXCH TRD ALPHA FD I Cmn 33737J182 184,101 161,637 719.54 3,323 720.49 0.0036
2016-02-12 2015-12-31 13F FIRST TRUST EMERGING MARKETS Cmn 33737J182 184,101 3,323
2015-11-16 2015-09-30 13F FIRST TRUST EMERGING MARKETS Cmn 33737J182 22,464 -17,475 -43.75 405 -55.83 0.0004
2015-08-14 2015-06-30 13F FIRST TRUST EMERGING MARKETS Cmn 33737J182 39,939 -184,341 -82.19 917 -81.58 0.0008
2015-06-26 2015-03-31 13F/A-1 FIRST TRUST EMERGING MARKETS Cmn 33737J182 224,280 208,842 1,352.78 4,977 1,394.59 0.0334
2015-06-26 2014-12-31 13F/A-2 FIRST TRUST EMERGING MARKETS Cmn 33737J182 15,438 5,154 50.12 333 36.48 0.0018
2015-06-26 2014-09-30 13F/A-3 FIRST TRUST EMERGING MARKETS Cmn 33737J182 10,284 10,284 244 0.0016
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.