# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0001752724-23-065196
**Filing Date:** 2023-3
**Character Count:** 42503
**Document Hash:** b5a2bfda0c6901cb63b8f0fa8f293769
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065196.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065196

**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:** 23758493

**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 Consumer Discretionary AlphaDEX Fund (Series ID: S000017696)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000048896 | First Trust Consumer Discretionary AlphaDEX Fund | FXD             |

## 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 Consumer Discretionary AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000017696

- **c. LEI of Series:** 549300KKKIV5V4SB1F02

**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:** $352607439.08

**Total Liabilities:** $351446.50

**Net Assets:** $352255992.58

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048896 | 8.63%                | -6.59%               | 14.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $142392.90               | $28010578.22                               |
| Month 2  | $36657.70                | $-23634872.53                              |
| Month 3  | $-8781465.71             | $53084239.04                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Genuine Parts Co               | Genuine Parts Co                       | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     24602 | NS      | $4128707.64   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc           | Alaska Air Group Inc                   | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     39763 | NS      | $2041432.42   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                | Dollar Tree Inc                        | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     12073 | NS      | $1813123.14   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc          | Bath & Body Works Inc                  | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     40518 | NS      | $1864233.18   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                    | Gap Inc/The                            | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    227055 | NS      | $3081136.35   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co            | Travel + Leisure Co                    | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     22516 | NS      | $954002.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone Inc                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1039 | NS      | $2533965.15   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C | Marriott Vacations Worldwide Corp      | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     19029 | NS      | $3045401.16   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                 | PulteGroup Inc                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93755 | NS      | $5333721.95   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T | Interpublic Group of Cos Inc/The       | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     51260 | NS      | $1868939.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc          | Avis Budget Group Inc                  | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     15624 | NS      | $3125424.96   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc | Tempur Sealy International Inc         | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     49736 | NS      | $2026742.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                   | Carter's Inc                           | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     45769 | NS      | $3815761.53   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd             | Capri Holdings Ltd                     | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |     59577 | NS      | $3961274.73   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                  | Nordstrom Inc                          | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    158685 | NS      | $3100704.90   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                   | Tapestry Inc                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    112096 | NS      | $5108214.72   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc      | Caesars Entertainment Inc              | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     61567 | NS      | $3205178.02   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      4045 | NS      | $3205055.75   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc     | Floor & Decor Holdings Inc             | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     11770 | NS      | $1068362.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                             | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     27986 | NS      | $1655931.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                    | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3328 | NS      | $777420.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc               | Skechers USA Inc                       | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    101755 | NS      | $4899503.25   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                 | Whirlpool Corp                         | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     12071 | NS      | $1878126.89   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc   | SiteOne Landscape Supply Inc           | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     14553 | NS      | $2204925.03   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                 | Wendy's Co/The                         | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    113177 | NS      | $2523847.10   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc         | Advance Auto Parts Inc                 | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     11612 | NS      | $1768275.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                     | CarMax Inc                             | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42062 | NS      | $2963267.90   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                            | World Wrestling Entertainment Inc      | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     24918 | NS      | $2108561.16   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc     | Driven Brands Holdings Inc             | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30011 | NS      | $876021.09    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                    | Polaris Inc                            | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     25358 | NS      | $2912112.72   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc           | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     21739 | NS      | $1064341.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                | Ulta Beauty Inc                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      9100 | NS      | $4677036.00   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      5791 | NS      | $2049203.26   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The          | New York Times Co/The                  | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     25249 | NS      | $879675.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc     | Grand Canyon Education Inc             | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     16160 | NS      | $1883609.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd               | Wynn Resorts Ltd                       | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     51761 | NS      | $5364510.04   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corp                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     35521 | NS      | $2095739.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                     | Mattel Inc                             | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    191419 | NS      | $3916432.74   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co              | Tractor Supply Co                      | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     15179 | NS      | $3460660.21   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1695 | NS      | $4125799.50   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5499 | NS      | $946597.86    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     47887 | NS      | $4725968.03   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                   | Leslie's Inc                           | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67124 | NS      | $1039750.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                    | Rollins Inc                            | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     22430 | NS      | $816452.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc               | Under Armour Inc                       | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    252085 | NS      | $3123333.15   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     10048 | NS      | $864027.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C | Madison Square Garden Sports Corp      | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23284 | NS      | $4233962.56   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                        | NVR Inc                                | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       740 | NS      | $3899800.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc              | Toll Brothers Inc                      | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     85510 | NS      | $5086989.90   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                     | Copart Inc                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     13460 | NS      | $896570.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc            | Leggett & Platt Inc                    | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    105954 | NS      | $3873678.24   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc    | Penske Automotive Group Inc            | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     37141 | NS      | $4747362.62   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp              | Ralph Lauren Corp                      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     24238 | NS      | $3001876.30   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica Inc                | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      5329 | NS      | $1635363.52   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      6399 | NS      | $835133.49    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc              | Lithia Motors Inc                      | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     20849 | NS      | $5487456.80   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp          | Playtika Holding Corp                  | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | IL        |    200640 | NS      | $2104713.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                 | AutoNation Inc                         | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39782 | NS      | $5041175.04   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I | BJ's Wholesale Club Holdings Inc       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     25807 | NS      | $1870233.29   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                       | Coty Inc                               | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     95745 | NS      | $953620.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holding | Ollie's Bargain Outlet Holdings Inc    | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     17497 | NS      | $958135.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc            | Thor Industries Inc                    | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     56545 | NS      | $5390434.85   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      5406 | NS      | $1752463.02   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      7004 | NS      | $891819.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     25818 | NS      | $2817776.52   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co         | Victoria's Secret & Co                 | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     71582 | NS      | $3017181.30   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     31932 | NS      | $2833007.04   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc  | Hilton Worldwide Holdings Inc          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     13512 | NS      | $1960456.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                      | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    126892 | NS      | $4989393.44   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc      | Dick's Sporting Goods Inc              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     28389 | NS      | $3712145.64   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                 | Five Below Inc                         | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     14481 | NS      | $2854639.53   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     53626 | NS      | $4389824.36   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                        | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     29421 | NS      | $3477267.99   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty For | Liberty Media Corp-Liberty Formula One | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13710 | NS      | $970668.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                             | RH                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      9585 | NS      | $2990424.15   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1795 | NS      | $917496.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc         | Penn Entertainment Inc                 | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114981 | NS      | $4076076.45   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     24686 | NS      | $3652787.42   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc            | Williams-Sonoma Inc                    | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     29716 | NS      | $4009877.04   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                    | Gentex Corp                            | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     93919 | NS      | $2771549.69   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                       | LKQ Corp                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     63936 | NS      | $3769666.56   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc        | Nexstar Media Group Inc                | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     19511 | NS      | $3995267.47   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                      | Lear Corp                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     13767 | NS      | $2006953.26   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc            | Churchill Downs Inc                    | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      3877 | NS      | $961883.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc   | Wyndham Hotels & Resorts Inc           | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     11493 | NS      | $890822.43    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                     | Garmin Ltd                             | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |     27751 | NS      | $2744018.88   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                 | BorgWarner Inc                         | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     84842 | NS      | $4011329.76   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co         | Columbia Sportswear Co                 | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     29245 | NS      | $2804595.50   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA               | Copa Holdings SA                       | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |     41059 | NS      | $3780712.72   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International      | MGM Resorts International              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     76384 | NS      | $3163061.44   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                       | PVH Corp                               | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     60472 | NS      | $5436432.80   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                        | IAA Inc                                | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     85372 | NS      | $3562573.56   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                    | Kohl's Corp                            | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    169054 | NS      | $5472277.98   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global               | Paramount Global                       | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    252880 | NS      | $5856700.80   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc            | Harley-Davidson Inc                    | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     82090 | NS      | $3778602.70   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc              | Newell Brands Inc                      | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    261078 | NS      | $4166804.88   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc      | Hertz Global Holdings Inc              | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |    277364 | NS      | $4998099.28   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                  | Ford Motor Co                          | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    367037 | NS      | $4958669.87   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc            | Mister Car Wash Inc                    | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88794 | NS      | $911914.38    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                   | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     10693 | NS      | $4571043.64   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                | Hanesbrands Inc                        | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    402701 | NS      | $3398796.44   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc | Petco Health & Wellness Co Inc         | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |    270166 | NS      | $3158240.54   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings | Norwegian Cruise Line Holdings Ltd     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139497 | NS      | $2121749.37   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4114 | NS      | $856740.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                       | Etsy Inc                               | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      6843 | NS      | $941459.94    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc            | Delta Air Lines Inc                    | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    129903 | NS      | $5079207.30   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      9433 | NS      | $1023386.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Treasury Portfolio       | MSILF Treasury Portfolio               | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |    617231 | NS      | $617230.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                      | Aptiv PLC                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8800 | NS      | $995192.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                      | News Corp                              | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    187632 | NS      | $3801424.32   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co          | Southwest Airlines Co                  | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     50712 | NS      | $1813968.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc              | YETI Holdings Inc                      | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     19840 | NS      | $888038.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp   | Six Flags Entertainment Corp           | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     73438 | NS      | $1971810.30   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                    | Lennar Corp                            | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     47168 | NS      | $4830003.20   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc               | Vail Resorts Inc                       | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      7164 | NS      | $1879403.76   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc          | Uber Technologies Inc                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     69044 | NS      | $2135530.92   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc             | Planet Fitness Inc                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     43335 | NS      | $3668307.75   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    112444 | NS      | $3816349.36   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD  | Marriott International Inc/MD          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     17203 | NS      | $2996418.54   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc          | Burlington Stores Inc                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     12631 | NS      | $2902982.73   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's Inc                             | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    206713 | NS      | $4884628.19   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp               | Boyd Gaming Corp                       | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     62625 | NS      | $3902163.75   | 1.11%             |  |  |  | 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