First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets Small Cap AlphaDEX Fund
MX ˙ BMV
SecurityMX:FEMS / First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets Small Cap AlphaDEX Fund
InstitutionCitadel Advisors Llc
ManagerKen Griffin
Latest Disclosed Ownership23,960 shares
Latest Disclosed Value $ 1,091,426
Citadel Advisors Llc reports 41.73% increase in ownership of FEMS / First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets Small Cap AlphaDEX Fund

On May 15, 2026 - Citadel Advisors Llc filed a 13F-HR form disclosing ownership of 23,960 shares of First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets Small Cap AlphaDEX Fund (MX:FEMS) valued at $1,091,426 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 17, 2026 disclosing 16,905 shares of First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets Small Cap AlphaDEX Fund. This represents a change in shares of 41.73% 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.

Upgrade to unlock premium data and export to Excel .

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 EM SML CP ALPH 33737J307 23,960 7,055 41.73 1,091 53.45 0.0002
2026-02-17 2025-12-31 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 16,905 4,176 32.81 712 26.51 0.0001
2025-11-14 2025-09-30 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 12,729 12,729 562 0.0001
2025-05-15 2025-03-31 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 0 -28,677 -100.00 0 -100.00
2025-02-14 2024-12-31 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 28,677 28,677 1,082 0.0002
2024-08-14 2024-06-30 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 0 -104,370 -100.00 0 -100.00
2024-05-15 2024-03-31 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 104,370 104,370 4,040 0.0008
2023-11-14 2023-09-30 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 0 -64,240 -100.00 0 -100.00
2023-08-14 2023-06-30 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 64,240 42,594 196.78 2,335 190.06 0.0005
2023-05-15 2023-03-31 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 21,646 21,646 805 0.0002
2022-05-16 2022-03-31 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 0 -57,964 -100.00 0 -100.00
2022-02-14 2021-12-31 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 57,964 44,108 318.33 2,329 296.09 0.0005
2021-11-15 2021-09-30 13F FIRST TR EXCH TRD ALPHDX FD Cmn 33737J307 13,856 13,856 588 0.0001
2021-02-16 2020-12-31 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 0 -6,872 -100.00 0 -100.00
2020-11-16 2020-09-30 13F FIRST TR EXCH TRD ALPHDX FD EM SML CP ALPH 33737J307 6,872 -137,086 -95.23 231 -95.07 0.0001
2020-08-14 2020-06-30 13F FIRST TR EXCH TRD ALPHDX FD Cmn 33737J307 143,958 133,628 1,293.59 4,683 1,694.25 0.0017
2020-05-15 2020-03-31 13F FIRST TR EXCHANGE TRADED ALP Cmn 33737J307 10,330 10,330 261 0.0001
2020-02-14 2019-12-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 0 -190,505 -100.00 0 -100.00
2019-11-14 2019-09-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 190,505 138,813 268.54 6,525 259.31 0.0031
2019-08-14 2019-06-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 51,692 -50,425 -49.38 1,816 -50.04 0.0008
2019-05-15 2019-03-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 102,117 -160,077 -61.05 3,635 -56.92 0.0018
2019-02-14 2018-12-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 262,194 224,256 591.11 8,437 515.84 0.0046
2018-11-13 2018-09-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 37,938 18,894 99.21 1,370 88.19 0.0006
2018-08-14 2018-06-30 13F/A-1 FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 19,044 -110,525 -85.30 728 -87.50 0.0004
2018-08-10 2018-06-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 19,044 -110,525 728
2018-05-14 2018-03-31 13F/A-1 FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 129,569 129,569 5,822 0.0032
2018-05-11 2018-03-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 129,569 129,569 5,822
2018-02-09 2017-12-31 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 0 -55,533 -100.00 0 -100.00
2017-11-09 2017-09-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 55,533 3,333 6.39 2,299 19.43 0.0018
2017-08-11 2017-06-30 13F FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 52,200 52,200 0.00 1,925 0.0016
2016-08-12 2016-06-30 13F FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FU Cmn 33737J307 0 -32,912 -100.00 0 -100.00
2017-01-31 2016-03-31 13F/A-1 FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 32,912 6,367 23.99 956 32.41 0.0012
2016-05-13 2016-03-31 13F FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FU Cmn 33737J307 32,912 956
2017-01-31 2015-12-31 13F/A-1 FIRST TR EXCH TRD ALPHA FD I Cmn 33737J307 26,545 4,990 23.15 722 24.48 0.0008
2016-02-12 2015-12-31 13F FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FUND Cmn 33737J307 26,545 722
2015-11-16 2015-09-30 13F FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FUND Cmn 33737J307 21,555 12 0.06 580 -20.11 0.0006
2015-08-14 2015-06-30 13F FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FU Cmn 33737J307 21,543 21,543 726 0.0006
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.