# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0001752724-23-065185
**Filing Date:** 2023-3
**Character Count:** 16261
**Document Hash:** 3b156e754b6f808f08c4bec236d4832a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065185.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065185

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED ALPHADEX FUND
- **CENTRAL INDEX KEY:** 0001383496
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22019
- **FILM NUMBER:** 23758481

**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 Energy AlphaDEX Fund (Series ID: S000017698)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000048898 | First Trust Energy AlphaDEX Fund | FXN             |

## 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

- **b. Investment Company Act file number:** 811-22019

- **c. CIK number of Registrant:** 0001383496

- **d. LEI of Registrant:** 549300PGRVU1P76W4537

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 120 East Liberty Drive

  - **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 Energy AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000017698

- **c. LEI of Series:** 549300FP3GJL1GH4RT40

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1989896292.49

**Total Liabilities:** $1570882.55

**Net Assets:** $1988325409.94

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048898 | 1.07%                | -8.81%               | 1.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15968746.11             | $-3641394.66                               |
| Month 2  | $2048395.67              | $-193598915.43                             |
| Month 3  | $-26076924.13            | $46126308.13                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Chesapeake Energy Corp       | Chesapeake Energy Corp       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    864693 | NS      | $74986176.96  | 3.77%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp             | HF Sinclair Corp             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1572588 | NS      | $89480257.20  | 4.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc               | Plug Power Inc               | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |   1319336 | NS      | $22455098.72  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp             | Exxon Mobil Corp             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    295922 | NS      | $34329911.22  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd             | Schlumberger Ltd             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    305276 | NS      | $17394626.48  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co       | Southwestern Energy Co       | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   5579555 | NS      | $30799143.60  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc             | DT Midstream Inc             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    590658 | NS      | $32285366.28  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc            | Kinder Morgan Inc            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |   1805335 | NS      | $33037630.50  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co              | Baker Hughes Co              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    552667 | NS      | $17541650.58  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp        | Antero Midstream Corp        | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1512521 | NS      | $16486478.90  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp      | Texas Pacific Land Corp      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20882 | NS      | $41677339.70  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp           | Valero Energy Corp           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    514583 | NS      | $72057057.49  | 3.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Treasury Portfolio     | MSILF Treasury Portfolio     | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |   1450744 | NS      | $1450743.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                    | Hess Corp                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    460316 | NS      | $69121050.56  | 3.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                     | EQT Corp                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |   1929668 | NS      | $63042253.56  | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc            | EOG Resources Inc            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    378020 | NS      | $49993145.00  | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc           | Enphase Energy Inc           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |    123198 | NS      | $27273573.24  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp         | Targa Resources Corp         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |   1110220 | NS      | $83288704.40  | 4.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                    | ONEOK Inc                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    993616 | NS      | $68042823.68  | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co               | Halliburton Co               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |   2073724 | NS      | $85478903.28  | 4.30%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc      | New Fortress Energy Inc      | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    769449 | NS      | $29846926.71  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc              | First Solar Inc              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |    108944 | NS      | $19348454.40  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp        | Antero Resources Corp        | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |   2106507 | NS      | $60751661.88  | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp         | Range Resources Corp         | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |   1956860 | NS      | $48960637.20  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc               | PDC Energy Inc               | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |   1285452 | NS      | $87063663.96  | 4.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviva Inc                   | Enviva Inc                   | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |    308097 | NS      | $14012251.56  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc           | Coterra Energy Inc           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |   3321174 | NS      | $83128985.22  | 4.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                 | Chevron Corp                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    272780 | NS      | $47469175.60  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips               | ConocoPhillips               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    414924 | NS      | $50566787.88  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp            | Marathon Oil Corp            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |   3014445 | NS      | $82806804.15  | 4.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc       | Diamondback Energy Inc       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    477268 | NS      | $69738400.16  | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp    | Occidental Petroleum Corp    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    777281 | NS      | $50360035.99  | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                  | Phillips 66                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    627206 | NS      | $62889945.62  | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                      | NOV Inc                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    781255 | NS      | $19093872.20  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc          | Cheniere Energy Inc          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |    217665 | NS      | $33257035.35  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp      | Marathon Petroleum Corp      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    560867 | NS      | $72082626.84  | 3.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The         | Williams Cos Inc/The         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    496050 | NS      | $15992652.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                  | Ovintiv Inc                  | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1609160 | NS      | $79218946.80  | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co | Pioneer Natural Resources Co | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |    214362 | NS      | $49378286.70  | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp            | Devon Energy Corp            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    795978 | NS      | $50337648.72  | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                     | APA Corp                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    699243 | NS      | $30997442.19  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** First Trust Exchange-Traded AlphaDEX Fund

**Signature:** Donald P. Swade

**Name of Signer:** Donald P. Swade

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer