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
InstitutionEnvestnet Asset Management Inc
Latest Disclosed Ownership849,362 shares
Latest Disclosed Value $ 25,441,535
Envestnet Asset Management Inc reports 48.95% increase in ownership of FEM / First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets AlphaDEX Fund

On May 4, 2026 - Envestnet Asset Management Inc filed a 13F-HR form disclosing ownership of 849,362 shares of First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets AlphaDEX Fund (MX:FEM) valued at $25,441,535 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 10, 2026 disclosing 570,220 shares of First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets AlphaDEX Fund. This represents a change in shares of 48.95% during the quarter.

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)
2026-05-04 2026-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 849,362 279,142 48.95 25,442 63.14 0.0068
2026-02-10 2025-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 570,220 -8,108 -1.40 15,596 -0.49 0.0046
2025-11-05 2025-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 578,328 22,920 4.13 15,673 14.90 0.0045
2025-08-01 2025-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 555,408 -6,519 -1.16 13,641 6.19 0.0040
2025-04-29 2025-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 561,927 16,264 2.98 12,845 6.86 0.0041
2025-02-13 2024-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 545,663 12,493 2.34 12,020 -5.90 0.0039
2024-11-07 2024-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 533,170 3,471 0.66 12,775 0.74 0.0041
2024-08-08 2024-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 529,699 12,052 2.33 12,681 7.11 0.0044
2024-05-13 2024-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 517,647 811 0.16 11,839 3.51 0.0044
2024-02-13 2023-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 516,836 5,957 1.17 11,438 7.27 0.0047
2023-11-13 2023-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 510,879 -18,941 -3.57 10,662 -4.98 0.0049
2023-08-04 2023-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 529,820 53,968 11.34 11,222 11.23 0.0050
2023-05-11 2023-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 475,852 39,257 8.99 10,088 9.88 0.0048
2023-02-07 2022-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 436,595 9,843 2.31 9,182 16.35 0.0048
2022-11-10 2022-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 426,752 33,937 8.64 7,891 -5.84 0.0045
2022-08-03 2022-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 392,815 -710 -0.18 8,380 -15.29 0.0047
2022-05-04 2022-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 393,525 -11,302 -2.79 9,893 -6.33 0.0050
2022-02-04 2021-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 404,827 1,256 0.31 10,562 -2.82 0.0052
2021-10-07 2021-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 403,571 -82,283 -16.94 10,868 -20.04 0.0060
2021-08-04 2021-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 485,854 -299,675 -38.15 13,591 -34.42 0.0077
2021-05-04 2021-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 785,529 94,344 13.65 20,725 18.61 0.0135
2021-02-02 2020-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 691,185 167,407 31.96 17,473 54.15 0.0132
2020-10-09 2020-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 523,778 33,508 6.83 11,335 10.18 0.0100
2020-07-08 2020-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 490,270 23,542 5.04 10,288 25.31 0.0101
2020-04-23 2020-03-31 13F FIRST TR EXCHANGE TRADED ALP EMERG MKT ALPH 33737J182 466,728 83,130 21.67 8,210 -19.36 0.0097
2020-02-11 2019-12-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 383,598 26,094 7.30 10,181 20.97 0.0107
2019-10-17 2019-09-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 357,504 33,592 10.37 8,416 3.10 0.0092
2019-08-02 2019-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 323,912 45,872 16.50 8,163 17.30 0.0103
2019-05-10 2019-03-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 278,040 147,780 113.45 6,959 133.99 0.0095
2019-02-12 2018-12-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 130,260 107,163 463.97 2,974 413.64 0.0046
2018-11-14 2018-09-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 23,097 -4,318 -15.75 579 -18.34 0.0010
2018-08-10 2018-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 27,415 7,874 40.29 709 26.16 0.0016
2018-05-09 2018-03-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 19,541 1,277 6.99 562 10.20 0.0016
2018-02-20 2017-12-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 18,264 1,293 7.62 510 10.15 0.0011
2017-11-13 2017-09-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 16,971 3,583 26.76 463 47.92 0.0011
2017-08-14 2017-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 13,388 -14,028 -51.17 313 -50.16 0.0009
2017-05-09 2017-03-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 27,416 3,952 16.84 628 31.38 0.0020
2017-02-14 2016-12-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 23,464 -5,479 -18.93 478 -20.47 0.0017
2016-11-14 2016-09-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 28,943 -9,456 -24.63 601 -18.45 0.0023
2016-08-15 2016-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 38,399 1,383 3.74 737 3.37 0.0029
2016-05-16 2016-03-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 37,016 -4,617 -11.09 713 -4.68 0.0031
2016-02-16 2015-12-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 41,633 1,795 4.51 748 4.32 0.0034
2015-11-13 2015-09-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 39,838 -56,280 -58.55 717 -67.51 0.0036
2015-08-13 2015-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 96,118 -77,381 -44.60 2,207 -42.68 0.0105
2015-05-15 2015-03-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 173,499 56,806 48.68 3,850 53.02 0.0199
2015-02-12 2014-12-31 13F First Trust Emerging Mrkts AlphaDEX ETF 33737J182 116,693 27,087 30.23 2,516 18.18 0.0256
2014-11-13 2014-09-30 13F First Trust Emerging Mrkts AlphaDEX ETF 33737J182 89,606 -9,646 -9.72 2,129 -14.81 0.0214
2014-08-14 2014-06-30 13F * FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 99,252 34,886 54.20 2,499 62.17 0.0260
2014-05-12 2014-03-31 13F First Trust Emerging Markets AlphaDEX ETF 33737J182 64,366 3,207 5.24 1,541 1.45 0.0171
2014-02-12 2013-12-31 13F First Trust Emerging Markets AlphaDEX ETF 33737J182 61,159 58,772 2,462.17 1,519 2,661.82 0.0174
2013-08-09 2013-06-30 13F First Trust Emerging Markets AlphaDEX ETF 33737J182 2,387 2,387 55 0.0007
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.