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
InstitutionJane Street Group, Llc
Latest Disclosed Ownership900,000 shares
Latest Disclosed Value $ 26,958,330
Jane Street Group, Llc ownership in FEM / First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets AlphaDEX Fund

On May 12, 2026 - Jane Street Group, Llc filed a 13F-HR form disclosing ownership of 900,000 shares of First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets AlphaDEX Fund (MX:FEM) valued at $26,958,330 USD as of March 31, 2026. The entity filed a previous 13F-HR on November 14, 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)
2026-05-12 2026-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 900,000 900,000 26,958 0.0017
2025-11-14 2025-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 0 -65,151 -100.00 0 -100.00
2025-08-14 2025-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 65,151 -35,302 -35.14 1,600 -30.31 0.0003
2025-05-19 2025-03-31 13F/A-1 FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 100,453 -49,930 -33.20 2,296 -30.68 0.0006
2025-05-14 2025-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 100,453 -49,930 2,296 0.0005
2025-02-14 2024-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 150,383 47,775 46.56 3,313 34.74 0.0007
2024-11-15 2024-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 102,608 39,918 63.68 2,458 63.87 0.0005
2024-08-15 2024-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 62,690 -47,667 -43.19 1,501 -40.55 0.0003
2024-05-16 2024-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 110,357 6,506 6.26 2,524 9.79 0.0005
2024-02-15 2023-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 103,851 -116,499 -52.87 2,298 -50.02 0.0006
2023-11-15 2023-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 220,350 -196,923 -47.19 4,599 -47.97 0.0015
2023-08-14 2023-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 417,273 319,613 327.27 8,838 326.91 0.0030
2023-05-16 2023-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 97,660 -54,013 -35.61 2,070 -35.09 0.0008
2023-02-15 2022-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 151,673 -213,707 -58.49 3,190 -52.80 0.0015
2022-11-15 2022-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 365,380 342,866 1,522.90 6,756 1,307.50 0.0030
2022-08-16 2022-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 22,514 103 0.46 480 -14.74 0.0002
2022-05-17 2022-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 22,411 -429,790 -95.04 563 -95.23 0.0002
2022-02-15 2021-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 452,201 322,701 249.19 11,798 238.34 0.0039
2021-11-16 2021-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 129,500 -34,904 -21.23 3,487 -24.18 0.0012
2021-08-16 2021-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 164,404 29,796 22.14 4,599 29.51 0.0018
2021-05-18 2021-03-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 134,608 134,608 3,551 0.0018
2021-02-17 2020-12-31 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 0 -170,111 -100.00 0 -100.00
2020-11-17 2020-09-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 170,111 130,440 328.80 3,681 342.43 0.0022
2020-08-17 2020-06-30 13F FIRST TR EXCH TRD ALPHDX FD EMERG MKT ALPH 33737J182 39,671 -138,645 -77.75 832 -73.48 0.0006
2020-05-15 2020-03-31 13F FIRST TR EXCHANGE TRADED ALP EMERG MKT ALPH 33737J182 178,316 178,316 3,137 0.0031
2020-02-14 2019-12-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 0 -68,401 -100.00 0 -100.00
2019-11-14 2019-09-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 68,401 68,401 1,610 0.0027
2019-08-14 2019-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 0 -116,855 -100.00 0 -100.00
2019-05-16 2019-03-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 116,855 98,016 520.28 2,925 580.23 0.0048
2019-02-14 2018-12-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 18,839 -206,120 -91.63 430 -92.37 0.0009
2018-11-14 2018-09-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 224,959 206,099 1,092.78 5,637 1,055.12 0.0111
2018-08-15 2018-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 18,860 -223,972 -92.23 488 -93.14 0.0011
2018-05-15 2018-03-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 242,832 242,832 7,113 0.0184
2018-02-15 2017-12-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 0 -153,875 -100.00 0 -100.00
2017-11-14 2017-09-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 153,875 115,126 297.11 4,210 364.68 0.0136
2017-08-14 2017-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 38,749 3,509 9.96 906 33.83 0.0032
2016-08-15 2016-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 35,240 16,084 83.96 677 83.47 0.0033
2016-05-17 2016-03-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 19,156 19,156 -43.35 369 -53.17 0.0021
2016-02-16 2015-12-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 0 -111,324 -100.00 0 -100.00
2015-11-16 2015-09-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 111,324 36,400 48.58 2,005 16.57 0.0126
2015-08-14 2015-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 74,924 -128,034 -63.08 1,720 -61.81 0.0111
2015-05-12 2015-03-31 13F/A-1 FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 202,958 -22,940 -10.16 4,504 -7.52 0.0349
2015-05-11 2015-03-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 225,898 4,870
2015-02-17 2014-12-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 225,898 -74,491 -24.80 4,870 -31.76 0.0367
2014-11-14 2014-09-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 300,389 284,426 1,781.78 7,137 1,675.37 0.0728
2014-08-14 2014-06-30 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 15,963 -189,743 -92.24 402 -91.84 0.0051
2014-05-15 2014-03-31 13F FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 205,706 205,706 4,925 0.0545
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.